NPORT-EX 2 hmftrustidraft4.htm hmftrustidraft4.htm - Generated by SEC Publisher for SEC Filing
The Hartford Balanced Income Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 43.2%    
  Automobiles & Components - 0.3%    
350,584 Cie Generale des Etablissements Michelin SCA $ 40,675,869
  Banks - 5.7%    
6,472,901 Bank of America Corp.   212,505,340
2,175,304 JP Morgan Chase & Co.   287,923,237
448,446 M&T Bank Corp.   75,572,120
520,814 PNC Financial Services Group, Inc.   77,366,920
1,496,130 Truist Financial Corp.   77,155,424
923,419 U.S. Bancorp   49,144,359
      779,667,400
  Capital Goods - 3.6%    
88,934 3M Co.   14,110,268
7,079,497 BAE Systems plc   58,851,546
570,283 Caterpillar, Inc.   74,906,672
1,210,180 Eaton Corp. plc   114,325,705
421,666 Lockheed Martin Corp.   180,523,648
541,242 Vinci S.A.   59,963,685
      502,681,524
  Consumer Services - 0.3%    
185,524 McDonald's Corp.   39,696,570
  Diversified Financials - 0.4%    
118,345 BlackRock, Inc.   62,409,236
  Energy - 4.1%    
1,101,421 Chevron Corp.   118,006,246
2,006,681 Exxon Mobil Corp.   124,655,023
2,853,131 Kinder Morgan, Inc.   59,544,844
334,457 Phillips 66   30,559,336
4,391,064 Suncor Energy, Inc.   134,322,648
1,902,624 TC Energy Corp.   104,332,344
      571,420,441
  Food, Beverage & Tobacco - 3.2%    
1,824,912 Archer-Daniels-Midland Co.   81,683,061
1,315,690 Coca-Cola Co.   76,836,296
1,302,176 Mondelez International, Inc. Class A   74,718,859
483,394 PepsiCo., Inc.   68,651,616
1,711,091 Philip Morris International, Inc.   141,507,226
      443,397,058
  Health Care Equipment & Services - 1.9%    
1,041,973 CVS Health Corp.   70,666,609
1,253,125 Koninklijke Philips N.V.   57,389,903
1,161,128 Medtronic plc   134,040,616
      262,097,128
  Household & Personal Products - 1.6%    
681,316 Procter & Gamble Co.   84,905,600
2,272,224 Unilever N.V.   132,425,215
      217,330,815
  Insurance - 3.1%    
1,109,284 American International Group, Inc.   55,752,614
218,949 Chubb Ltd.   33,278,059
2,727,003 MetLife, Inc.   135,559,319
549,652 Principal Financial Group, Inc.   29,104,073
1,318,590 Progressive Corp.   106,397,027
532,390 Travelers Cos., Inc.   70,073,172
      430,164,264
  Materials - 0.5%    
977,435 Dow, Inc.*   45,030,431

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
499,173 Nutrien Ltd.(1) $ 21,309,695
      66,340,126
  Media & Entertainment - 1.1%    
3,543,029 Comcast Corp. Class A   153,023,422
  Pharmaceuticals, Biotechnology & Life Sciences - 5.6%    
1,544,337 AstraZeneca plc ADR   75,209,212
415,684 Bristol-Myers Squibb Co.   26,167,308
709,193 Eli Lilly & Co.   99,031,711
988,904 Johnson & Johnson   147,218,138
723,590 Merck & Co., Inc.   61,823,530
834,396 Novartis AG   78,823,802
5,129,726 Pfizer, Inc.   191,030,996
277,334 Roche Holding AG   93,036,779
      772,341,476
  Real Estate - 1.1%    
995,998 Crown Castle International Corp. REIT   149,240,340
  Retailing - 0.9%    
539,835 Home Depot, Inc.   123,136,363
  Semiconductors & Semiconductor Equipment - 1.8%    
162,553 Analog Devices, Inc.   17,840,192
2,055,040 Intel Corp.   131,378,707
287,304 KLA Corp.   47,617,765
369,498 Texas Instruments, Inc.   44,579,934
      241,416,598
  Technology Hardware & Equipment - 1.7%    
3,523,023 Cisco Systems, Inc.   161,953,367
2,730,036 Corning, Inc.   72,864,661
      234,818,028
  Telecommunication Services - 1.6%    
722,751 BCE, Inc.   34,056,788
3,080,246 Verizon Communications, Inc.   183,089,822
      217,146,610
  Transportation - 0.6%    
457,141 Union Pacific Corp.   82,020,238
  Utilities - 4.1%    
869,667 American Electric Power Co., Inc.   90,636,695
1,335,995 Dominion Energy, Inc.   114,561,571
679,427 Duke Energy Corp.   66,332,458
871,554 Eversource Energy   80,566,452
1,493,282 Exelon Corp.   71,065,290
174,287 NextEra Energy, Inc.   46,743,774
561,536 Sempra Energy   90,205,143
      560,111,383
  Total Common Stocks    
  (cost $4,882,914,006) $ 5,949,134,889

 

Preferred Stocks - 0.0%

    Diversified Financials - 0.0%    
  29,500 GMAC Capital Trust Series 2, 7.70%(2)   786,175
    Total Preferred Stocks    
    (cost $773,012) $ 786,175
  Corporate Bonds - 47.8%    
    Advertising - 0.0%    
    Lamar Media Corp.    
$ 345,000 3.75%, 02/15/2028(3)   347,305
  1,715,000 5.75%, 02/01/2026   1,809,325
        2,156,630
    Aerospace/Defense - 1.2%    
    Boeing Co.    
  18,750,000 3.25%, 02/01/2035   19,428,342

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    DAE Funding LLC    
$ 670,000 4.50%, 08/01/2022(3) $ 681,725
  1,365,000 5.00%, 08/01/2024(3)   1,428,131
    L3Harris Technologies, Inc.    
  1,900,000 2.90%, 12/15/2029   1,980,823
  29,890,000 3.85%, 06/15/2023(3)   31,766,870
  7,545,000 4.40%, 06/15/2028(3)   8,625,171
    Lockheed Martin Corp.    
  11,120,000 3.55%, 01/15/2026   12,135,594
  5,340,000 3.60%, 03/01/2035   6,073,230
  6,025,000 4.50%, 05/15/2036   7,458,924
    Northrop Grumman Corp.    
  10,830,000 2.93%, 01/15/2025   11,340,306
  3,200,000 3.25%, 01/15/2028   3,425,295
    Spirit AeroSystems, Inc.    
  405,000 4.60%, 06/15/2028   416,190
    TransDigm, Inc.    
  2,700,000 5.50%, 11/15/2027(3)   2,716,605
  4,970,000 6.25%, 03/15/2026(3)   5,360,145
    United Technologies Corp.    
  13,440,000 2.80%, 05/04/2024   13,969,984
  5,000,000 3.75%, 11/01/2046   5,720,157
  8,945,000 3.95%, 08/16/2025   9,871,146
  1,925,000 4.50%, 06/01/2042   2,416,810
  5,590,000 4.63%, 11/16/2048   7,354,492
  5,300,000 5.70%, 04/15/2040   7,518,763
  1,890,000 6.13%, 07/15/2038   2,746,747
        162,435,450
    Agriculture - 0.7%    
    Altria Group, Inc.    
  7,655,000 3.80%, 02/14/2024   8,146,100
  11,580,000 3.88%, 09/16/2046   11,213,176
  1,560,000 4.25%, 08/09/2042   1,585,967
  2,590,000 4.40%, 02/14/2026   2,861,040
  6,825,000 4.80%, 02/14/2029   7,735,354
  11,575,000 5.38%, 01/31/2044   13,485,175
  552,000 5.95%, 02/14/2049   693,171
    BAT Capital Corp.    
  405,000 2.79%, 09/06/2024   413,434
  8,515,000 3.22%, 09/06/2026   8,787,622
  16,380,000 3.22%, 08/15/2024   17,028,663
  9,765,000 3.46%, 09/06/2029   10,099,929
    Imperial Brands Finance plc    
  6,455,000 3.50%, 02/11/2023(3)   6,673,393
  5,360,000 3.75%, 07/21/2022(3)   5,551,512
    Philip Morris International, Inc.    
  1,230,000 4.13%, 03/04/2043   1,385,815
  1,980,000 4.25%, 11/10/2044   2,280,787
        97,941,138
    Airlines - 0.1%    
    Bombardier, Inc.    
  4,255,000 6.13%, 01/15/2023(3)   4,199,387
  2,280,000 7.88%, 04/15/2027(3)   2,160,186
    Continental Airlines, Inc.    
  1,320 6.90%, 10/19/2023   1,390
        6,360,963
    Auto Manufacturers - 0.8%    
    American Honda Finance Corp.    
  14,800,000 1.95%, 05/10/2023   14,916,004
    Ford Motor Co.    
  6,730,000 4.75%, 01/15/2043   6,275,778
    Ford Motor Credit Co. LLC    
  2,405,000 4.13%, 08/04/2025   2,468,997
  14,500,000 4.54%, 08/01/2026   15,089,053

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 14,185,000 5.11%, 05/03/2029 $ 14,843,390
    General Motors Co.    
  9,235,000 5.15%, 04/01/2038   9,839,986
  4,930,000 5.20%, 04/01/2045   5,150,200
  5,585,000 5.95%, 04/01/2049   6,385,801
  1,325,000 6.25%, 10/02/2043   1,565,888
    General Motors Financial Co., Inc.    
  10,985,000 3.50%, 11/07/2024   11,371,668
  10,545,000 4.35%, 01/17/2027   11,310,389
    Volkswagen Group of America Finance LLC    
  6,885,000 3.88%, 11/13/2020(3)   6,989,700
        106,206,854
    Auto Parts & Equipment - 0.0%    
    Adient Global Holdings Ltd.    
EUR 1,930,000 3.50%, 08/15/2024(4)   2,056,131
$ 1,040,000 4.88%, 08/15/2026(3)   980,200
    Adient U.S. LLC    
  410,000 7.00%, 05/15/2026(3)   448,951
    American Axle & Manufacturing, Inc.    
  335,000 6.25%, 04/01/2025   342,373
  890,000 6.50%, 04/01/2027   910,025
    Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.    
  1,375,000 8.50%, 05/15/2027(3)   1,478,125
        6,215,805
    Beverages - 1.4%    
    Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.    
  15,660,000 3.65%, 02/01/2026   17,007,652
  20,055,000 4.70%, 02/01/2036   24,066,405
  30,356,000 4.90%, 02/01/2046   37,727,039
    Anheuser-Busch InBev Finance, Inc.    
  71,000 4.00%, 01/17/2043   78,469
    Anheuser-Busch InBev Worldwide, Inc.    
  9,174,000 3.75%, 07/15/2042   9,903,504
  8,930,000 4.15%, 01/23/2025   9,849,297
  7,095,000 4.38%, 04/15/2038   8,205,533
  4,750,000 4.60%, 04/15/2048   5,725,652
  10,135,000 4.75%, 04/15/2058   12,499,815
  1,429,000 5.45%, 01/23/2039   1,856,223
  10,880,000 5.55%, 01/23/2049   14,844,173
    Bacardi Ltd.    
  5,365,000 5.15%, 05/15/2038(3)   6,298,023
    Constellation Brands, Inc.    
  3,680,000 3.20%, 02/15/2023   3,810,083
  7,000,000 3.60%, 02/15/2028   7,552,519
  22,750,000 4.40%, 11/15/2025   25,404,564
    Molson Coors Brewing Co.    
  2,805,000 3.00%, 07/15/2026   2,884,534
    PepsiCo., Inc.    
  6,500,000 3.38%, 07/29/2049   7,098,301
        194,811,786
    Biotechnology - 0.1%    
    Amgen, Inc.    
  7,025,000 4.40%, 05/01/2045   8,123,875
  1,905,000 4.56%, 06/15/2048   2,279,658
    Gilead Sciences, Inc.    
  7,150,000 3.50%, 02/01/2025   7,663,701
  1,375,000 4.60%, 09/01/2035   1,697,388
        19,764,622
    Chemicals - 0.6%    
    Braskem Netherlands Finance B.V.    
  1,365,000 4.50%, 01/10/2028(4)   1,388,621
  1,155,000 4.50%, 01/31/2030(3)   1,161,006
  660,000 5.88%, 01/31/2050(3)   684,413

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    CF Industries, Inc.    
$ 245,000 4.95%, 06/01/2043 $ 262,150
  1,361,000 5.15%, 03/15/2034   1,571,955
  390,000 5.38%, 03/15/2044   438,672
    Dow Chemical Co.    
  9,415,000 4.55%, 11/30/2025   10,590,751
    DuPont de Nemours, Inc.    
  12,845,000 4.21%, 11/15/2023   13,904,944
  8,300,000 4.73%, 11/15/2028   9,570,127
    Methanex Corp.    
  2,127,000 5.65%, 12/01/2044   2,166,096
    NOVA Chemicals Corp.    
  400,000 5.00%, 05/01/2025(3)   401,000
    Nutrien Ltd.    
  400,000 3.00%, 04/01/2025   417,227
    OCP S.A.    
  3,919,000 4.50%, 10/22/2025(4)   4,231,391
  340,000 6.88%, 04/25/2044(4)   447,664
    Sherwin-Williams Co.    
  9,630,000 2.75%, 06/01/2022   9,856,331
  16,335,000 2.95%, 08/15/2029   16,889,540
  950,000 4.55%, 08/01/2045   1,130,210
    Syngenta Finance N.V.    
  3,000,000 4.89%, 04/24/2025(3)   3,284,501
        78,396,599
    Coal - 0.0%    
    Foresight Energy LLC / Foresight Energy Finance Corp.    
  3,405,000 11.50%, 04/01/2023(3)   82,997
    Commercial Banks - 11.3%    
    Banco de Sabadell S.A.    
    6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR    
EUR 2,600,000 Swap + 6.414% thereafter)(4)(5)(6)   3,045,439
    Banco do Brasil S.A.    
$ 845,000 4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(3)   899,503
  1,680,000 4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(3)   1,782,900
  210,000 4.88%, 04/19/2023(3)   222,600
    Bancolombia S.A.    
  1,380,000 3.00%, 01/29/2025   1,388,294
    4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944%  
  835,000 thereafter)(6)   859,006
    Bank Leumi Le-Israel BM    
    3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD    
  610,000 CMT + 1.631% thereafter)(3)(4)(6)   610,000
    Bank of America Corp.    
    2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870%  
  8,185,000 thereafter)(6)   8,361,674
  18,260,000 2.50%, 10/21/2022   18,493,765
  9,905,000 2.80%, 04/24/2023, 3 mo. USD LIBOR + 1.000%(2)   10,027,822
    2.82%, 07/21/2023, (2.82% fixed rate until 07/21/2022; 3 mo. USD LIBOR + 0.930%  
  19,950,000 thereafter)(6)   20,378,489
    2.88%, 10/22/2030, (2.88% fixed rate until 10/22/2029; 3 mo. USD LIBOR + 1.190%  
  7,090,000 thereafter)(6)   7,355,653
    3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790%  
  3,733,000 thereafter)(6)   3,845,112
    3.09%, 10/01/2025, (3.09% fixed rate until 10/01/2024; 3 mo. USD LIBOR + 1.090%  
  15,270,000 thereafter)(6)   15,965,880
    3.12%, 01/20/2023, (3.12% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.160%  
  7,500,000 thereafter)(6)   7,679,334
    3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180%  
  8,024,000 thereafter)(6)   8,516,119
    3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810%  
  15,020,000 thereafter)(6)   15,957,474
    3.46%, 03/15/2025, (3.46% fixed rate until 03/15/2024; 3 mo. USD LIBOR + 0.970%  
  390,000 thereafter)(6)   412,788

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    3.56%, 04/23/2027, (3.56% fixed rate until 04/23/2026; 3 mo. USD LIBOR + 1.060%  
$ 7,025,000 thereafter)(6) $ 7,564,270
    3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512%  
  9,280,000 thereafter)(6)   10,128,269
    3.82%, 01/20/2028, (3.82% fixed rate until 01/20/2027; 3 mo. USD LIBOR + 1.575%  
  9,550,000 thereafter)(6)   10,467,114
    3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940%  
  5,015,000 thereafter)(6)   5,335,445
    3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210%  
  4,795,000 thereafter)(6)   5,380,532
  4,260,000 4.10%, 07/24/2023   4,584,929
    4.24%, 04/24/2038, (4.24% fixed rate until 04/24/2037; 3 mo. USD LIBOR + 1.814%  
  3,225,000 thereafter)(6)   3,825,187
    4.33%, 03/15/2050, (4.33% fixed rate until 03/15/2049; 3 mo. USD LIBOR + 1.52%  
  8,375,000 thereafter)(6)   10,415,390
  1,760,000 5.00%, 01/21/2044   2,341,724
  9,525,000 7.75%, 05/14/2038   15,350,251
    Bank of Montreal    
  24,100,000 2.90%, 03/26/2022   24,688,086
    Bank of New York Mellon Corp.    
  17,290,000 2.10%, 10/24/2024   17,505,614
  15,380,000 2.20%, 08/16/2023   15,629,190
    2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634%  
  9,525,000 thereafter)(6)   9,716,570
  8,855,000 2.82%, 10/30/2023, 3 mo. USD LIBOR + 1.050%(2)   9,006,934
    Bank of Nova Scotia    
  14,600,000 1.95%, 02/01/2023   14,686,121
    Barclays plc    
  2,205,000 3.68%, 01/10/2023   2,269,180
    3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610%  
  12,110,000 thereafter)(6)   12,896,950
    BB&T Corp.    
  15,195,000 2.50%, 08/01/2024   15,587,287
  16,265,000 3.05%, 06/20/2022   16,741,719
    BNP Paribas S.A.    
    2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD    
  17,800,000 LIBOR + 1.111% thereafter)(3)(6)   18,261,973
    Citigroup, Inc.    
    2.67%, 01/29/2031, (2.67% fixed rate until 01/29/2030; 3 mo. SOFRRATE + 1.146%  
  7,435,000 thereafter)(6)   7,526,239
  6,550,000 2.70%, 10/27/2022   6,695,145
  5,290,000 2.90%, 12/08/2021   5,387,735
    2.98%, 11/05/2030, (2.98% fixed rate until 11/05/2029; 3 mo. SOFRRATE + 1.422%  
  14,755,000 thereafter)(6)   15,312,115
  14,050,000 3.00%, 05/17/2024, 3 mo. USD LIBOR + 1.100%(2)   14,283,892
    3.14%, 01/24/2023, (3.14% fixed rate until 01/24/2022; 3 mo. USD LIBOR + 0.722%  
  7,420,000 thereafter)(6)   7,589,374
  3,770,000 3.20%, 10/21/2026   3,991,985
    3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897%  
  17,135,000 thereafter)(6)   18,031,045
    3.52%, 10/27/2028, (3.52% fixed rate until 10/27/2027; 3 mo. USD LIBOR + 1.151%  
  10,570,000 thereafter)(6)   11,369,169
    3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338%  
  38,350,000 thereafter)(6)   42,862,398
  7,440,000 4.30%, 11/20/2026   8,248,002
  5,180,000 4.45%, 09/29/2027   5,814,982
  2,585,000 4.60%, 03/09/2026   2,897,425
    Credit Suisse Group AG    
    3.00%, 12/14/2023, (3.00% fixed rate until 12/14/2022; 3 mo. USD LIBOR + 1.200%  
  9,580,000 thereafter)(3)(6)   9,820,234
    4.21%, 06/12/2024, (4.21% fixed rate until 06/12/2023; 3 mo. USD LIBOR + 1.240%  
  9,725,000 thereafter)(3)(6)   10,382,904
    6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455%  
  3,855,000 thereafter)(4)(5)(6)   4,249,922
    Credit Suisse Group Funding Guernsey Ltd.    
  5,870,000 3.13%, 12/10/2020   5,932,413

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 10,410,000 3.80%, 09/15/2022 $ 10,901,981
    Discover Bank    
  1,470,000 3.35%, 02/06/2023   1,526,625
  5,855,000 4.20%, 08/08/2023   6,271,977
    Fifth Third Bancorp    
  3,045,000 2.38%, 01/28/2025   3,106,779
    Fifth Third Bank    
  19,000,000 3.95%, 07/28/2025   20,963,386
    Goldman Sachs Group, Inc.    
  10,375,000 2.35%, 11/15/2021   10,422,585
    2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821%    
  19,635,000 thereafter)(6)   19,973,971
    2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990%    
  14,115,000 thereafter)(6)   14,413,344
    3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201%    
  28,540,000 thereafter)(6)   29,987,323
  6,735,000 3.50%, 01/23/2025   7,170,839
  9,820,000 3.50%, 11/16/2026   10,490,583
  6,425,000 3.51%, 11/29/2023, 3 mo. USD LIBOR + 1.600%(2)   6,664,761
    3.69%, 06/05/2028, (3.69% fixed rate until 06/05/2027; 3 mo. USD LIBOR + 1.510%    
  7,105,000 thereafter)(6)   7,709,229
  6,800,000 3.85%, 01/26/2027   7,376,387
    4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373%    
  21,760,000 thereafter)(6)   24,618,263
  6,355,000 4.80%, 07/08/2044   8,035,019
  1,835,000 5.15%, 05/22/2045   2,375,397
    Grupo Aval Ltd.    
  2,015,000 4.75%, 09/26/2022(4)   2,091,320
    HSBC Holdings plc    
  5,300,000 2.65%, 01/05/2022   5,379,606
    3.03%, 11/22/2023, (3.03% fixed rate until 11/22/2022; 3 mo. USD LIBOR + 0.923%    
  10,575,000 thereafter)(6)   10,864,687
    3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055%    
  4,695,000 thereafter)(6)   4,816,440
  13,270,000 3.60%, 05/25/2023   13,951,595
    3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610%    
  5,780,000 thereafter)(6)   6,356,751
  7,245,000 4.25%, 03/14/2024   7,782,140
  6,755,000 4.30%, 03/08/2026   7,484,928
    4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535%    
  3,120,000 thereafter)(6)   3,562,865
  4,440,000 6.80%, 06/01/2038   6,478,092
    Industrial & Commercial Bank of China Ltd.    
  1,205,000 4.88%, 09/21/2025(4)   1,339,568
    Itau Unibanco Holding S.A.    
  2,985,000 2.90%, 01/24/2023(3)   2,993,358
    JP Morgan Chase & Co.    
    2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160%    
  15,385,000 thereafter)(6)   15,628,524
    2.60%, 02/01/2021, (2.60% fixed rate until 02/03/2020; 3 mo. USD LIBOR + 0.280%    
  9,510,000 thereafter)(6)   9,510,000
    2.74%, 10/15/2030, (2.74% fixed rate until 10/15/2029; 3 mo. USD SOFR + 1.510%    
  11,795,000 thereafter)(6)   12,108,311
    2.78%, 04/25/2023, (2.78% fixed rate until 04/25/2022; 3 mo. USD LIBOR + 0.935%    
  8,300,000 thereafter)(6)   8,468,747
  22,475,000 2.97%, 01/15/2023   22,989,187
  8,000,000 3.03%, 10/24/2023, 3 mo. USD LIBOR + 1.230%(2)   8,156,800
    3.21%, 04/01/2023, (3.21% fixed rate until 04/01/2022; 3 mo. USD LIBOR + 0.695%    
  16,310,000 thereafter)(6)   16,789,367
    3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155%    
  9,440,000 thereafter)(6)   9,914,285
  19,950,000 3.30%, 04/01/2026   21,338,101
    3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160%    
  8,740,000 thereafter)(6)   9,637,170
    3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890%    
  19,130,000 thereafter)(6)   20,328,373

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    3.88%, 07/24/2038, (3.88% fixed rate until 07/24/2037; 3 mo. USD LIBOR + 1.360%  
$ 20,290,000 thereafter)(6) $ 23,171,221
    3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245%  
  10,685,000 thereafter)(6)   11,740,305
    3.96%, 11/15/2048, (3.96% fixed rate until 11/15/2047; 3 mo. USD LIBOR + 1.380%  
  15,520,000 thereafter)(6)   18,197,976
    4.26%, 02/22/2048, (4.26% fixed rate until 02/22/2047; 3 mo. USD LIBOR + 1.580%  
  4,055,000 thereafter)(6)   4,964,059
    KeyCorp.    
  12,025,000 2.55%, 10/01/2029   12,075,524
    Morgan Stanley    
  16,420,000 2.28%, 01/20/2023, 3 mo. USD SOFR + 0.700%(2)   16,442,000
  4,505,000 2.50%, 04/21/2021   4,548,732
  13,795,000 2.63%, 11/17/2021   14,011,151
    2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152%  
  7,795,000 thereafter)(6)   8,020,582
  19,330,000 2.75%, 05/19/2022   19,742,884
  2,945,000 3.13%, 01/23/2023   3,055,731
  8,665,000 3.13%, 07/27/2026   9,174,150
  7,125,000 3.20%, 10/24/2023, 3 mo. USD LIBOR + 1.400%(2)   7,296,328
    3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340%  
  13,070,000 thereafter)(6)   14,149,402
  8,040,000 3.63%, 01/20/2027   8,722,962
  2,935,000 3.70%, 10/23/2024   3,163,840
    3.74%, 04/24/2024, (3.74% fixed rate until 04/24/2023; 3 mo. USD LIBOR + 0.847%  
  7,260,000 thereafter)(6)   7,664,853
  9,690,000 4.00%, 07/23/2025   10,646,768
    4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628%  
  11,275,000 thereafter)(6)   13,007,265
    4.46%, 04/22/2039, (4.46% fixed rate until 04/22/2038; 3 mo. USD LIBOR + 1.431%  
  15,825,000 thereafter)(6)   19,242,827
    PNC Bank NA    
  7,465,000 2.70%, 11/01/2022   7,653,512
  3,600,000 2.70%, 10/22/2029   3,707,600
    PNC Financial Services Group, Inc.    
  10,700,000 2.55%, 01/22/2030   10,933,319
  19,220,000 3.45%, 04/23/2029   21,025,376
  9,310,000 3.90%, 04/29/2024   10,025,623
    Royal Bank of Canada    
  17,500,000 2.80%, 04/29/2022   17,933,927
    Santander Holdings USA, Inc.    
  6,970,000 3.40%, 01/18/2023   7,210,471
  6,145,000 3.70%, 03/28/2022   6,344,667
    Santander UK Group Holdings plc    
  8,700,000 3.57%, 01/10/2023   8,940,727
    State Street Corp.    
  13,480,000 2.40%, 01/24/2030   13,624,816
    3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770%  
  7,445,000 thereafter)(6)   7,975,222
    Truist Financial Corp.    
  4,005,000 2.20%, 03/16/2023   4,054,116
    U.S. Bancorp    
  13,325,000 2.40%, 07/30/2024   13,685,122
    UBS AG    
  11,470,000 2.45%, 12/01/2020(3)   11,523,565
    UBS Group Funding Switzerland AG    
  21,500,000 2.65%, 02/01/2022(3)   21,834,673
    US Bank NA    
  25,000,000 1.95%, 01/09/2023   25,257,965
  14,905,000 2.05%, 01/21/2025   15,068,519
    Wachovia Corp.    
  2,655,000 5.50%, 08/01/2035   3,523,955
    Wells Fargo & Co.    
  8,500,000 2.10%, 07/26/2021   8,541,734
    2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825%  
  29,030,000 thereafter)(6)   29,481,314

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 14,455,000 2.63%, 07/22/2022 $ 14,740,801
    2.88%, 10/30/2030, (2.88% fixed rate until 10/30/2029; 3 mo. USD LIBOR + 1.170%    
  13,310,000 thereafter)(6)   13,726,773
  7,285,000 3.00%, 10/23/2026   7,621,196
  7,100,000 3.01%, 10/31/2023, 3 mo. USD LIBOR + 1.230%(2)   7,245,337
  11,480,000 3.07%, 01/24/2023   11,736,379
  9,965,000 3.45%, 02/13/2023   10,398,791
  5,540,000 3.75%, 01/24/2024   5,916,734
  4,080,000 4.13%, 08/15/2023   4,374,322
  880,000 4.40%, 06/14/2046   1,035,005
  3,690,000 4.65%, 11/04/2044   4,450,897
  2,655,000 4.75%, 12/07/2046   3,287,385
  3,026,000 4.90%, 11/17/2045   3,805,145
  1,475,000 5.38%, 11/02/2043   1,959,670
  4,408,000 5.61%, 01/15/2044   5,980,936
    Wells Fargo Bank NA    
  10,000,000 2.60%, 01/15/2021   10,085,266
  12,920,000 3.55%, 08/14/2023   13,667,620
        1,555,975,270
    Commercial Services - 0.6%    
    Aeropuerto Internacional de Tocumen S.A.    
  715,000 6.00%, 11/18/2048(3)   903,138
    APX Group, Inc.    
  4,340,000 7.63%, 09/01/2023(1)   4,242,350
  2,025,000 7.88%, 12/01/2022   2,059,451
    Ashtead Capital, Inc.    
  2,620,000 4.00%, 05/01/2028(3)   2,685,500
    Atento Luxco 1 S.A.    
  725,000 6.13%, 08/10/2022(3)   731,344
    Brand Industrial Services, Inc.    
  1,285,000 8.50%, 07/15/2025(3)   1,288,045
    Cardtronics, Inc. / Cardtronics USA, Inc.    
  190,000 5.50%, 05/01/2025(3)   196,650
    Equifax, Inc.    
  24,085,000 2.60%, 12/01/2024   24,740,032
    Global Payments, Inc.    
  8,150,000 2.65%, 02/15/2025   8,349,973
    Herc Holdings, Inc.    
  2,570,000 5.50%, 07/15/2027(3)   2,684,879
    IHS Markit Ltd.    
  11,565,000 4.13%, 08/01/2023   12,313,256
    Moody's Corp.    
  11,195,000 2.63%, 01/15/2023   11,475,600
  6,230,000 2.75%, 12/15/2021   6,344,259
    Service Corp. International    
  775,000 4.63%, 12/15/2027   810,379
  550,000 5.13%, 06/01/2029   585,695
    United Rentals North America, Inc.    
  2,035,000 5.88%, 09/15/2026   2,164,731
        81,575,282
    Construction Materials - 0.1%    
    Johnson Controls International plc    
  2,971,000 4.63%, 07/02/2044   3,446,603
    Norbord, Inc.    
  1,280,000 5.75%, 07/15/2027(3)   1,344,000
    Standard Industries, Inc.    
  3,925,000 5.38%, 11/15/2024(3)   4,032,937
        8,823,540
    Distribution/Wholesale - 0.0%    
    American Builders & Contractors Supply Co., Inc.    
  1,145,000 4.00%, 01/15/2028(3)   1,154,435
    Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK)    
  2,750,000 8.63%, 09/15/2024(3)(7)   2,866,875

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Performance Food Group, Inc.    
$ 875,000 5.50%, 10/15/2027(3) $ 920,937
        4,942,247
    Diversified Financial Services - 1.0%    
    AIG Global Funding    
  9,020,000 2.15%, 07/02/2020(3)   9,035,852
    Ally Financial, Inc.    
  1,950,000 3.88%, 05/21/2024   2,056,431
    American Express Co.    
  6,740,000 3.70%, 11/05/2021   6,963,051
  5,000,000 3.70%, 08/03/2023   5,313,344
    Capital One Financial Corp.    
  2,675,000 3.80%, 01/31/2028   2,912,715
    Credit Acceptance Corp.    
  1,585,000 5.13%, 12/31/2024(3)   1,656,325
  1,325,000 6.63%, 03/15/2026(3)   1,427,687
    CSN Islands Corp.    
  390,000 6.75%, 01/28/2028(3)   387,387
    Fly Leasing Ltd.    
  1,170,000 5.25%, 10/15/2024   1,215,337
    GE Capital International Funding Co.    
  10,404,000 4.42%, 11/15/2035   11,718,558
    goeasy Ltd.    
  3,675,000 5.38%, 12/01/2024(3)   3,762,281
    Mastercard, Inc.    
  28,805,000 2.00%, 03/03/2025   29,112,490
    Minejesa Capital B.V.    
  625,000 5.63%, 08/10/2037   679,769
    Nasdaq, Inc.    
  1,805,000 3.85%, 06/30/2026   1,967,116
  16,765,000 4.25%, 06/01/2024   18,241,260
    National Rural Utilities Cooperative Finance Corp.    
  6,625,000 3.25%, 11/01/2025   7,104,045
  14,585,000 3.70%, 03/15/2029   16,375,162
    Navient Corp.    
  1,666,000 6.50%, 06/15/2022   1,770,125
    Springleaf Finance Corp.    
  1,430,000 6.13%, 05/15/2022   1,522,950
  575,000 6.13%, 03/15/2024   623,875
  255,000 6.88%, 03/15/2025   287,513
  490,000 7.13%, 03/15/2026   562,202
  1,610,000 7.75%, 10/01/2021   1,732,795
  2,815,000 8.25%, 12/15/2020   2,939,564
    Tempo Acquisition LLC / Tempo Acquisition Finance Corp.    
  4,330,000 6.75%, 06/01/2025(3)   4,481,550
    Visa, Inc.    
  3,665,000 3.15%, 12/14/2025   3,937,216
        137,786,600
    Electric - 3.9%    
    Abu Dhabi National Energy Co. PJSC    
  785,000 3.63%, 01/12/2023(4)   809,296
  527,000 5.88%, 12/13/2021(4)   561,255
    AEP Texas, Inc.    
  4,430,000 3.80%, 10/01/2047   4,943,321
    AEP Transmission Co. LLC    
  2,565,000 3.10%, 12/01/2026   2,741,696
    Alabama Power Co.    
  3,463,000 3.55%, 12/01/2023   3,690,035
    Appalachian Power Co.    
  9,630,000 4.50%, 03/01/2049   11,847,963
    Berkshire Hathaway Energy Co.    
  15,710,000 3.25%, 04/15/2028   16,898,043
  500,000 5.95%, 05/15/2037   713,134
    CenterPoint Energy, Inc.    
  6,740,000 2.50%, 09/01/2022   6,832,663

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Centrais Eletricas Brasileiras S.A.    
$ 460,000 3.63%, 02/04/2025 $ 463,114
  595,000 4.63%, 02/04/2030   599,165
  1,155,000 5.75%, 10/27/2021(4)   1,209,863
    Clearway Energy Operating LLC    
  1,235,000 4.75%, 03/15/2028(3)   1,270,630
    Cleco Corporate Holdings LLC    
  5,340,000 3.38%, 09/15/2029(3)   5,408,268
  5,506,000 3.74%, 05/01/2026   5,782,425
    Commonwealth Edison Co.    
  605,000 3.65%, 06/15/2046   678,994
  14,120,000 3.70%, 08/15/2028   15,749,538
  1,120,000 4.35%, 11/15/2045   1,363,714
    Consolidated Edison Co. of New York, Inc.    
  4,650,000 3.70%, 11/15/2059   5,114,793
  2,923,000 4.13%, 05/15/2049   3,470,413
  865,000 4.50%, 12/01/2045   1,059,005
  5,050,000 4.50%, 05/15/2058   6,428,373
    Dominion Energy South Carolina, Inc.    
  1,930,000 5.30%, 05/15/2033   2,502,931
    Dominion Energy, Inc.    
  11,710,000 3.90%, 10/01/2025   12,785,694
  8,512,000 4.25%, 06/01/2028   9,594,909
  3,390,000 7.00%, 06/15/2038   4,902,435
    DPL, Inc.    
  420,000 4.35%, 04/15/2029(3)   417,966
    DTE Energy Co.    
  655,000 2.60%, 06/15/2022   665,450
  4,150,000 3.80%, 03/15/2027   4,486,458
    Duke Energy Carolinas LLC    
  9,845,000 2.95%, 12/01/2026   10,438,812
  10,000,000 3.20%, 08/15/2049   10,535,576
  3,270,000 3.75%, 06/01/2045   3,673,177
  3,305,000 3.88%, 03/15/2046   3,871,625
  3,000,000 5.30%, 02/15/2040   4,016,439
    Duke Energy Corp.    
  4,000,000 2.65%, 09/01/2026   4,114,345
  3,000,000 3.95%, 10/15/2023   3,202,524
    Duke Energy Ohio, Inc.    
  7,482,000 4.30%, 02/01/2049   9,291,667
    Duke Energy Progress LLC    
  2,060,000 4.10%, 05/15/2042   2,415,615
  1,940,000 4.15%, 12/01/2044   2,293,504
  6,845,000 4.20%, 08/15/2045   8,176,469
  2,730,000 4.38%, 03/30/2044   3,328,627
    Edison International    
  5,285,000 3.13%, 11/15/2022   5,406,584
    Emera U.S. Finance L.P.    
  1,755,000 4.75%, 06/15/2046   2,134,910
    Entergy Corp.    
  1,930,000 2.95%, 09/01/2026   2,014,339
  355,000 4.00%, 07/15/2022   371,552
    Eskom Holdings SOC Ltd.    
  1,696,000 5.75%, 01/26/2021(4)   1,698,056
  1,790,000 6.75%, 08/06/2023(4)   1,811,211
    Evergy, Inc.    
  5,805,000 2.45%, 09/15/2024   5,905,047
  14,501,000 2.90%, 09/15/2029   14,869,200
    Eversource Energy    
  2,775,000 2.80%, 05/01/2023   2,844,617
  9,905,000 3.80%, 12/01/2023   10,521,274
    Exelon Corp.    
  2,105,000 3.40%, 04/15/2026   2,251,922
    FirstEnergy Corp.    
  6,525,000 7.38%, 11/15/2031   9,443,470
    FirstEnergy Transmission LLC    

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 7,260,000 4.35%, 01/15/2025(3) $ 7,999,207
  3,150,000 4.55%, 04/01/2049(3)   3,801,870
  2,790,000 5.45%, 07/15/2044(3)   3,665,941
    Fortis, Inc.    
  4,372,000 3.06%, 10/04/2026   4,564,824
    Georgia Power Co.    
  7,870,000 2.10%, 07/30/2023   7,958,365
  4,570,000 2.40%, 04/01/2021   4,599,498
  9,850,000 2.65%, 09/15/2029   10,014,502
  1,955,000 3.70%, 01/30/2050   2,114,327
    Instituto Costarricense de Electricidad    
  835,000 6.95%, 11/10/2021(4)   870,488
    IPALCO Enterprises, Inc.    
  7,155,000 3.70%, 09/01/2024   7,503,955
    Israel Electric Corp. Ltd.    
  6,240,000 4.25%, 08/14/2028(3)(4)   6,843,533
  1,195,000 5.00%, 11/12/2024(3)(4)   1,323,462
    ITC Holdings Corp.    
  7,280,000 2.70%, 11/15/2022   7,423,538
  6,355,000 3.25%, 06/30/2026   6,718,757
    Lamar Funding Ltd.    
  420,000 3.96%, 05/07/2025(4)   415,590
    Metropolitan Edison Co.    
  4,308,000 4.30%, 01/15/2029(3)   4,898,316
    Mid-Atlantic Interstate Transmission LLC    
  6,590,000 4.10%, 05/15/2028(3)   7,359,426
    MidAmerican Energy Co.    
  9,015,000 3.65%, 04/15/2029   10,093,644
  2,598,000 4.40%, 10/15/2044   3,187,679
    Minejesa Capital B.V.    
  660,000 4.63%, 08/10/2030(4)   687,591
    Mong Duong Finance Holdings B.V.    
  765,000 5.13%, 05/07/2029(3)   789,022
    Nevada Power Co.    
  13,765,000 2.40%, 05/01/2030   13,794,980
    NextEra Energy Capital Holdings, Inc.    
  15,470,000 3.15%, 04/01/2024   16,257,008
    NextEra Energy Operating Partners L.P.    
  1,445,000 4.25%, 07/15/2024(3)   1,506,730
    Northern States Power Co.    
  2,690,000 3.60%, 09/15/2047   3,050,490
    Oncor Electric Delivery Co. LLC    
  10,782,000 2.95%, 04/01/2025   11,360,747
    PacifiCorp.    
  3,500,000 4.10%, 02/01/2042   4,112,390
  9,280,000 4.15%, 02/15/2050   11,151,977
    PECO Energy Co.    
  9,625,000 3.90%, 03/01/2048   11,283,035
    Pennsylvania Electric Co.    
  7,975,000 3.25%, 03/15/2028(3)   8,432,056
    Perusahaan Listrik Negara PT    
  2,275,000 6.15%, 05/21/2048(4)   2,895,165
    Potomac Electric Power Co.    
  2,700,000 4.15%, 03/15/2043   3,168,604
    Public Service Co. of Colorado    
  2,195,000 3.60%, 09/15/2042   2,477,242
  332,000 3.80%, 06/15/2047   381,257
  90,000 4.05%, 09/15/2049   109,006
    Public Service Enterprise Group, Inc.    
  8,830,000 2.88%, 06/15/2024   9,134,871
    SCANA Corp.    
  2,197,000 4.13%, 02/01/2022(1)   2,262,298
  750,000 4.75%, 05/15/2021   767,344
    Sempra Energy    
  385,000 3.75%, 11/15/2025   415,765
  3,480,000 4.00%, 02/01/2048   3,844,776

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Sierra Pacific Power Co.    
$ 9,647,000 2.60%, 05/01/2026 $ 9,980,292
    Southern California Edison Co.    
  4,695,000 2.85%, 08/01/2029   4,846,578
  1,230,000 3.65%, 02/01/2050   1,285,792
  4,585,000 4.00%, 04/01/2047   5,126,229
  580,000 4.65%, 10/01/2043   697,543
  595,000 5.63%, 02/01/2036   767,357
  1,775,000 5.95%, 02/01/2038   2,392,563
  67,000 6.00%, 01/15/2034   89,936
    Southern Co.    
  20,545,000 2.75%, 06/15/2020   20,589,017
  7,665,000 2.95%, 07/01/2023   7,931,595
  3,000,000 3.25%, 07/01/2026   3,193,302
  5,345,000 4.40%, 07/01/2046   6,206,515
    Star Energy Geothermal Wayang Windu Ltd.    
  552,000 6.75%, 04/24/2033(3)   600,495
    Termocandelaria Power Ltd.    
  775,000 7.88%, 01/30/2029(3)   849,594
    Xcel Energy, Inc.    
  4,300,000 2.60%, 12/01/2029   4,356,646
  395,000 3.30%, 06/01/2025   418,308
        536,193,144
    Electronics - 0.1%    
    Fortive Corp.    
  14,653,000 3.15%, 06/15/2026   15,318,371
    Energy-Alternate Sources - 0.0%    
    Azure Power Energy Ltd.    
  800,000 5.50%, 11/03/2022(4)   820,160
    Greenko Dutch B.V.    
  400,000 4.88%, 07/24/2022(4)   402,440
  805,000 5.25%, 07/24/2024(4)   816,230
        2,038,830
    Engineering & Construction - 0.1%    
    Aeropuerto Internacional de Tocumen S.A.    
  200,000 6.00%, 11/18/2048(4)   252,626
    Bioceanico Sovereign Certificate Ltd.    
  2,845,000 0.00%, 06/05/2034(3)(8)   2,002,880
    Fluor Corp.    
  390,000 3.50%, 12/15/2024   399,626
  12,570,000 4.25%, 09/15/2028(1)   12,926,614
    Mexico City Airport Trust    
  3,255,000 4.25%, 10/31/2026(4)   3,498,490
        19,080,236
    Entertainment - 0.2%    
    Caesars Resort Collection LLC / CRC Finco, Inc.    
  2,775,000 5.25%, 10/15/2025(3)   2,816,348
    Eldorado Resorts, Inc.    
  2,045,000 6.00%, 04/01/2025   2,139,949
  405,000 6.00%, 09/15/2026   443,981
    GLP Capital L.P. / GLP Financing II, Inc.    
  5,270,000 5.30%, 01/15/2029   6,077,996
    Golden Entertainment, Inc.    
  1,320,000 7.63%, 04/15/2026(3)   1,424,287
    Jacobs Entertainment, Inc.    
  4,110,000 7.88%, 02/01/2024(3)   4,355,758
    Penn National Gaming, Inc.    
  4,625,000 5.63%, 01/15/2027(3)   4,854,423
        22,112,742
    Environmental Control - 0.2%    
    Clean Harbors, Inc.    
  2,042,000 4.88%, 07/15/2027(3)   2,149,001

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Republic Services, Inc.    
$ 19,005,000 2.50%, 08/15/2024 $ 19,474,797
    Stericycle, Inc.    
  1,535,000 5.38%, 07/15/2024(3)   1,606,792
    Tervita Corp.    
  3,910,000 7.63%, 12/01/2021(3)   3,978,425
    Waste Management, Inc.    
  5,365,000 2.95%, 06/15/2024   5,608,222
        32,817,237
    Food - 0.8%    
    B&G Foods, Inc.    
  2,900,000 5.25%, 09/15/2027(1)   2,892,750
    BRF S.A.    
  1,030,000 4.88%, 01/24/2030(3)   1,054,205
  405,000 4.88%, 01/24/2030(4)   414,518
    Conagra Brands, Inc.    
  550,000 4.30%, 05/01/2024   599,766
  1,880,000 4.60%, 11/01/2025   2,117,849
  7,840,000 5.30%, 11/01/2038   9,710,539
    Danone S.A.    
  6,705,000 2.59%, 11/02/2023(3)   6,881,140
    Hershey Co.    
  7,500,000 2.45%, 11/15/2029   7,784,450
  4,720,000 3.13%, 11/15/2049   4,904,295
    Kraft Heinz Foods Co.    
  2,405,000 4.38%, 06/01/2046   2,461,121
  3,500,000 4.63%, 10/01/2039(3)   3,780,213
  1,870,000 5.00%, 07/15/2035   2,158,548
    Minerva Luxembourg S.A.    
  880,000 5.88%, 01/19/2028(4)   927,344
  205,000 6.50%, 09/20/2026(4)   217,414
  265,000 6.50%, 09/20/2026(3)   281,047
    Nestle Holdings, Inc.    
  12,065,000 3.35%, 09/24/2023(3)   12,725,608
  11,500,000 3.90%, 09/24/2038(3)   13,623,211
    Post Holdings, Inc.    
  3,010,000 5.00%, 08/15/2026(3)   3,107,825
  2,495,000 5.63%, 01/15/2028(3)   2,638,463
  2,865,000 5.75%, 03/01/2027(3)   3,022,575
    TreeHouse Foods, Inc.    
  2,340,000 4.88%, 03/15/2022   2,340,000
  605,000 6.00%, 02/15/2024(3)   621,638
    Tyson Foods, Inc.    
  5,000,000 2.25%, 08/23/2021   5,037,692
  9,005,000 4.00%, 03/01/2026   9,923,479
  10,860,000 5.10%, 09/28/2048   13,897,789
        113,123,479
    Food Service - 0.0%    
    Aramark Services, Inc.    
  1,450,000 5.00%, 02/01/2028(3)   1,518,875
    Forest Products & Paper - 0.0%    
    Celulosa Arauco y Constitucion S.A.    
  335,000 4.20%, 01/29/2030(3)   341,600
  870,000 4.50%, 08/01/2024   921,330
  350,000 5.15%, 01/29/2050(3)   358,400
  505,000 5.50%, 04/30/2049(3)   540,037
    Inversiones CMPC S.A.    
  645,000 3.85%, 01/13/2030(3)   659,512
    Schweitzer-Mauduit International, Inc.    
  1,450,000 6.88%, 10/01/2026(3)   1,558,750
    Suzano Austria GmbH    
  530,000 5.00%, 01/15/2030   559,574
  655,000 6.00%, 01/15/2029   739,495
        5,678,698

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Gas - 0.6%    
    AmeriGas Partners L.P. / AmeriGas Finance Corp.    
$ 692,000 5.50%, 05/20/2025 $ 740,440
  830,000 5.75%, 05/20/2027   906,775
  2,738,000 5.88%, 08/20/2026   2,996,741
    Brooklyn Union Gas Co.    
  11,000,000 3.87%, 03/04/2029(3)   12,285,220
    Dominion Energy Gas Holdings LLC    
  815,000 2.50%, 11/15/2024   827,846
  25,375,000 3.00%, 11/15/2029   26,155,834
    NiSource, Inc.    
  15,000,000 2.65%, 11/17/2022   15,276,704
    Sempra Energy    
  8,750,000 2.40%, 02/01/2020   8,750,000
  3,938,000 3.40%, 02/01/2028   4,177,585
  5,300,000 3.80%, 02/01/2038   5,775,467
        77,892,612
    Healthcare-Products - 0.6%    
    Abbott Laboratories    
  5,425,000 3.40%, 11/30/2023   5,765,790
  6,550,000 4.75%, 11/30/2036   8,402,357
    Alcon Finance Corp.    
  10,000,000 2.75%, 09/23/2026(3)   10,359,193
  1,565,000 3.00%, 09/23/2029(3)   1,626,112
  2,785,000 3.80%, 09/23/2049(3)   3,065,162
    Avantor, Inc.    
  5,340,000 6.00%, 10/01/2024(3)   5,673,750
    Becton Dickinson and Co.    
  18,345,000 2.89%, 06/06/2022   18,767,818
  16,390,000 3.36%, 06/06/2024   17,263,799
    Boston Scientific Corp.    
  7,000,000 3.38%, 05/15/2022   7,243,537
    Hill-Rom Holdings, Inc.    
  1,640,000 4.38%, 09/15/2027(3)   1,676,900
    Stryker Corp.    
  1,680,000 4.63%, 03/15/2046   2,129,760
    Thermo Fisher Scientific, Inc.    
  4,055,000 3.00%, 04/15/2023   4,198,601
        86,172,779
    Healthcare-Services - 1.5%    
    Aetna, Inc.    
  10,165,000 2.80%, 06/15/2023   10,439,953
    Anthem, Inc.    
  4,230,000 2.38%, 01/15/2025   4,286,302
  5,430,000 2.88%, 09/15/2029   5,478,217
  4,760,000 3.13%, 05/15/2022   4,906,075
  2,850,000 3.30%, 01/15/2023   2,968,944
  3,175,000 3.50%, 08/15/2024   3,363,128
  15,420,000 3.65%, 12/01/2027   16,646,635
  5,325,000 4.38%, 12/01/2047   5,992,748
  3,315,000 4.63%, 05/15/2042   3,854,921
    Catalent Pharma Solutions, Inc.    
  415,000 5.00%, 07/15/2027(3)   436,850
    Centene Corp.    
  755,000 4.25%, 12/15/2027(3)   787,087
  790,000 4.63%, 12/15/2029(3)   849,171
    CHS/Community Health Systems, Inc.    
  3,255,000 6.63%, 02/15/2025(3)   3,288,136
  2,630,000 8.13%, 06/30/2024(1)(3)   2,363,029
    CommonSpirit Health    
  2,840,000 2.76%, 10/01/2024   2,933,992
    Duke University Health System, Inc.    
  7,165,000 3.16%, 06/01/2042   7,536,291
    HCA Healthcare, Inc.    
  2,655,000 6.25%, 02/15/2021   2,745,995

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    HCA, Inc.    
$ 930,000 4.13%, 06/15/2029 $ 1,006,441
  4,840,000 5.13%, 06/15/2039   5,581,910
  4,985,000 5.38%, 02/01/2025   5,571,236
  1,500,000 5.38%, 09/01/2026   1,687,575
  115,000 5.63%, 09/01/2028   133,256
  2,125,000 5.88%, 05/01/2023   2,336,012
  90,000 5.88%, 02/01/2029   106,209
  1,627,000 7.50%, 11/15/2095   2,001,210
    Humana, Inc.    
  3,555,000 3.85%, 10/01/2024   3,826,909
  6,000,000 3.95%, 03/15/2027   6,565,332
    Laboratory Corp. of America Holdings    
  14,225,000 2.30%, 12/01/2024   14,417,866
  14,200,000 2.95%, 12/01/2029   14,497,655
  385,000 3.25%, 09/01/2024   404,953
    Partners Healthcare System, Inc.    
  13,735,000 3.19%, 07/01/2049   14,262,502
    Rede D'or Finance S.a.r.l.    
  915,000 4.50%, 01/22/2030(3)   920,490
    UnitedHealth Group, Inc.    
  6,210,000 2.88%, 08/15/2029   6,457,896
  1,200,000 3.50%, 08/15/2039   1,290,152
  4,445,000 3.70%, 12/15/2025   4,872,611
  2,280,000 3.70%, 08/15/2049   2,504,679
  3,605,000 3.88%, 08/15/2059   4,005,093
  5,720,000 4.63%, 07/15/2035   7,067,338
  13,530,000 5.80%, 03/15/2036   18,383,319
  1,981,000 6.88%, 02/15/2038   2,997,546
    West Street Merger Sub, Inc.    
  2,375,000 6.38%, 09/01/2025(3)   2,339,375
        202,115,039
    Home Builders - 0.1%    
    Adams Homes, Inc.    
  455,000 7.50%, 02/15/2025(3)   467,513
    Ashton Woods USA LLC / Ashton Woods Finance Co.    
  1,965,000 6.63%, 01/15/2028(3)   2,001,844
    KB Home    
  640,000 4.80%, 11/15/2029   664,000
  1,450,000 7.00%, 12/15/2021   1,551,500
    M/I Homes, Inc.    
  1,325,000 4.95%, 02/01/2028(3)   1,364,750
  1,255,000 5.63%, 08/01/2025   1,314,612
    Taylor Morrison Communities, Inc.    
  2,735,000 5.75%, 01/15/2028(3)   2,994,825
        10,359,044
    Household Products - 0.1%    
    Estee Lauder Cos., Inc.    
  8,625,000 2.00%, 12/01/2024(1)   8,737,814
    Revlon Consumer Products Corp.    
  1,790,000 6.25%, 08/01/2024   814,450
        9,552,264
    Household Products/Wares - 0.1%    
    Diamond (BC) B.V.    
EUR 3,980,000 5.63%, 08/15/2025(4)   4,330,592
    Prestige Brands, Inc.    
$ 1,035,000 5.13%, 01/15/2028(3)   1,081,575
    S.C. Johnson & Son, Inc.    
  2,520,000 4.00%, 05/15/2043(3)   2,804,302
  1,840,000 4.75%, 10/15/2046(3)   2,335,921
        10,552,390

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Insurance - 2.0%    
    ACE Capital Trust II    
$ 1,470,000 9.70%, 04/01/2030 $ 2,249,100
    Acrisure LLC / Acrisure Finance, Inc.    
  3,680,000 7.00%, 11/15/2025(3)   3,606,400
  1,541,000 8.13%, 02/15/2024(3)   1,646,944
  1,335,000 10.13%, 08/01/2026(3)   1,458,487
    American International Group, Inc.    
  2,600,000 3.30%, 03/01/2021   2,640,558
  3,875,000 4.25%, 03/15/2029   4,396,070
  5,348,000 4.70%, 07/10/2035   6,407,793
    Aon Corp.    
  2,730,000 2.20%, 11/15/2022   2,755,815
    Aon plc    
  4,775,000 3.50%, 06/14/2024   5,056,770
  3,480,000 3.88%, 12/15/2025   3,811,909
  2,300,000 4.25%, 12/12/2042   2,579,734
  11,664,000 4.75%, 05/15/2045   14,616,531
    Berkshire Hathaway Finance Corp.    
  7,845,000 4.20%, 08/15/2048   9,476,052
  3,460,000 4.40%, 05/15/2042   4,225,794
    CNA Financial Corp.    
  9,800,000 3.45%, 08/15/2027   10,454,472
    CNO Financial Group, Inc.    
  840,000 5.25%, 05/30/2029   947,100
    Equitable Holdings, Inc.    
  21,555,000 4.35%, 04/20/2028   23,840,866
    Genworth Holdings, Inc.    
  205,000 4.80%, 02/15/2024   204,487
  1,070,000 4.90%, 08/15/2023   1,080,700
  770,000 7.20%, 02/15/2021(1)   795,025
  1,250,000 7.63%, 09/24/2021(1)   1,318,750
    Lincoln National Corp.    
  3,500,000 3.05%, 01/15/2030   3,641,497
  380,000 4.00%, 09/01/2023   408,597
    Marsh & McLennan Cos., Inc.    
  7,485,000 2.75%, 01/30/2022   7,625,690
  3,290,000 3.50%, 12/29/2020   3,342,277
  13,060,000 3.88%, 03/15/2024   14,064,829
  3,900,000 4.05%, 10/15/2023   4,173,752
  7,455,000 4.75%, 03/15/2039   9,534,572
    Massachusetts Mutual Life Insurance Co.    
  1,625,000 3.73%, 10/15/2070(3)   1,680,490
    MassMutual Global Funding II    
  10,000,000 2.35%, 01/14/2027(3)   10,211,633
  8,334,000 2.50%, 04/13/2022(3)   8,495,024
    Metropolitan Life Global Funding I    
  15,080,000 2.40%, 01/08/2021(3)   15,184,669
  13,735,000 3.00%, 09/19/2027(3)   14,574,971
    MGIC Investment Corp.    
  700,000 5.75%, 08/15/2023   773,500
    Nationwide Mutual Insurance Co.    
  4,940,000 9.38%, 08/15/2039(3)   8,808,426
    New York Life Global Funding    
  14,915,000 1.95%, 09/28/2020(3)   14,944,040
  14,205,000 3.00%, 01/10/2028(3)   15,188,295
    Principal Financial Group, Inc.    
  390,000 3.40%, 05/15/2025   414,809
    Trinity Acquisition plc    
  4,715,000 4.40%, 03/15/2026   5,245,086
    Unum Group    
  2,875,000 4.00%, 06/15/2029   3,127,740
  4,640,000 4.50%, 12/15/2049   4,710,119
    Willis North America, Inc.    
  755,000 2.95%, 09/15/2029   770,643
  11,435,000 3.60%, 05/15/2024   12,169,813

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 5,525,000 3.88%, 09/15/2049 $ 5,786,753
  6,752,000 4.50%, 09/15/2028   7,673,431
        276,120,013
    Internet - 0.5%    
    Alibaba Group Holding Ltd.    
  10,885,000 4.00%, 12/06/2037   12,345,819
    Amazon.com, Inc.    
  13,385,000 3.88%, 08/22/2037   15,698,271
  2,207,000 4.80%, 12/05/2034   2,838,729
  5,535,000 4.95%, 12/05/2044   7,507,385
    Tencent Holdings Ltd.    
  22,630,000 3.60%, 01/19/2028(3)   24,131,355
  10,000,000 3.98%, 04/11/2029(3)   11,029,621
        73,551,180
    Iron/Steel - 0.0%    
    ABJA Investment Co. Pte Ltd.    
  400,000 4.45%, 07/24/2023(4)   404,726
    CSN Resources S.A.    
  1,025,000 7.63%, 04/17/2026(3)   1,076,578
    Steel Dynamics, Inc.    
  385,000 4.13%, 09/15/2025   396,222
  1,770,000 5.50%, 10/01/2024   1,821,330
    United States Steel Corp.    
  450,000 6.25%, 03/15/2026(1)   379,971
        4,078,827
    IT Services - 1.0%    
    Apple, Inc.    
  5,910,000 1.80%, 09/11/2024   5,949,851
  4,475,000 2.20%, 09/11/2029   4,509,821
  8,650,000 2.90%, 09/12/2027   9,174,857
  5,015,000 2.95%, 09/11/2049   5,112,731
  2,600,000 3.75%, 11/13/2047   3,024,309
  1,300,000 3.85%, 05/04/2043   1,508,078
  3,865,000 3.85%, 08/04/2046   4,522,167
  2,895,000 4.25%, 02/09/2047   3,582,627
  3,990,000 4.38%, 05/13/2045   4,982,424
  1,120,000 4.45%, 05/06/2044   1,409,211
  10,000,000 4.65%, 02/23/2046   12,985,934
    International Business Machines Corp.    
  12,770,000 2.85%, 05/13/2022   13,098,798
  16,230,000 3.00%, 05/15/2024   17,039,893
  16,120,000 3.50%, 05/15/2029   17,731,112
  12,435,000 4.15%, 05/15/2039   14,631,904
  9,715,000 4.25%, 05/15/2049   11,693,843
    Presidio Holdings, Inc.    
  1,650,000 4.88%, 02/01/2027(3)   1,649,753
  1,300,000 8.25%, 02/01/2028(3)   1,335,750
        133,943,063
    Lodging - 0.2%    
    Boyd Gaming Corp.    
  525,000 4.75%, 12/01/2027(3)   536,813
  3,880,000 6.38%, 04/01/2026   4,125,410
    Caesars Entertainment Corp.    
  520,000 5.00%, 10/01/2024   1,002,950
    FelCor Lodging L.P.    
  3,895,000 6.00%, 06/01/2025   4,041,062
    Hilton Domestic Operating Co., Inc.    
  3,267,000 4.25%, 09/01/2024   3,316,005
    Las Vegas Sands Corp.    
  9,940,000 3.50%, 08/18/2026   10,379,264
    MGM China Holdings Ltd.    
  400,000 5.38%, 05/15/2024(3)   410,000

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming    
    Finance Corp.    
$ 3,105,000 5.88%, 05/15/2025(3) $ 3,112,763
    Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.    
  3,435,000 5.50%, 03/01/2025(3)   3,580,987
    Wynn Macau Ltd.    
  400,000 4.88%, 10/01/2024(3)   404,000
        30,909,254
    Machinery-Construction & Mining - 0.3%    
    Caterpillar Financial Services Corp.    
  19,835,000 1.95%, 11/18/2022   19,999,917
  3,095,000 2.55%, 11/29/2022   3,172,404
  11,770,000 2.65%, 05/17/2021   11,930,464
        35,102,785
    Machinery-Diversified - 0.1%    
    Stanley Black & Decker, Inc.    
  14,610,000 3.40%, 03/01/2026   15,782,489
    Media - 2.9%    
    Altice Financing S.A.    
  2,810,000 5.00%, 01/15/2028(3)   2,758,043
  505,000 6.63%, 02/15/2023(3)   513,838
  2,380,000 7.50%, 05/15/2026(3)   2,543,506
    Altice Luxembourg S.A.    
  2,020,000 7.63%, 02/15/2025(3)   2,100,194
EUR 1,330,000 8.00%, 05/15/2027(4)   1,666,791
    Cable Onda S.A.    
$ 200,000 4.50%, 01/30/2030(3)   206,758
    CBS Corp.    
  6,800,000 3.38%, 03/01/2022   6,988,210
  385,000 3.50%, 01/15/2025   409,383
    CCO Holdings LLC / CCO Holdings Capital Corp.    
  2,280,000 5.13%, 05/01/2023(3)   2,316,092
  1,600,000 5.25%, 09/30/2022   1,616,000
  2,510,000 5.75%, 09/01/2023   2,538,237
  31,000 5.75%, 01/15/2024   31,659
  1,550,000 5.75%, 02/15/2026(3)   1,626,477
    Charter Communications Operating LLC / Charter Communications Operating Capital    
  4,635,000 4.46%, 07/23/2022   4,897,647
  5,053,000 4.80%, 03/01/2050   5,407,365
  8,615,000 4.91%, 07/23/2025   9,660,735
  6,230,000 5.13%, 07/01/2049   6,951,624
  10,990,000 5.38%, 05/01/2047   12,663,121
  4,595,000 5.75%, 04/01/2048   5,494,908
  8,613,000 6.48%, 10/23/2045   11,191,871
    Comcast Corp.    
  5,265,000 2.65%, 02/01/2030   5,429,365
  10,280,000 3.20%, 07/15/2036   10,959,046
  2,810,000 3.25%, 11/01/2039   2,986,046
  5,005,000 3.40%, 07/15/2046   5,251,779
  2,465,000 3.45%, 02/01/2050   2,647,327
  6,797,000 3.70%, 04/15/2024   7,312,797
  9,100,000 3.95%, 10/15/2025   10,060,880
  10,468,000 4.05%, 11/01/2052   12,237,542
  10,115,000 4.25%, 10/15/2030   11,842,915
  4,530,000 4.40%, 08/15/2035   5,491,482
  6,230,000 4.60%, 10/15/2038   7,685,463
  5,000,000 4.60%, 08/15/2045   6,215,982
  6,540,000 4.95%, 10/15/2058   8,899,852
  446,000 7.05%, 03/15/2033   662,696
    Cox Communications, Inc.    
  13,234,000 3.15%, 08/15/2024(3)   13,844,338
  8,763,000 4.50%, 06/30/2043(3)   9,626,585
  1,936,000 4.70%, 12/15/2042(3)   2,203,019
  7,593,000 4.80%, 02/01/2035(3)   8,848,793

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  2,604,000 6.45%, 12/01/2036(3)   3,467,952
    CSC Holdings LLC    
$ 2,510,000 5.50%, 04/15/2027(3) $ 2,663,737
  3,480,000 6.50%, 02/01/2029(3)   3,866,628
    Discovery Communications LLC    
  3,786,000 2.80%, 06/15/2020   3,796,123
  5,650,000 2.95%, 03/20/2023   5,811,564
  380,000 3.90%, 11/15/2024   408,143
  6,532,000 3.95%, 06/15/2025   7,047,521
  1,633,000 4.88%, 04/01/2043   1,833,542
  10,845,000 5.20%, 09/20/2047   12,769,641
    DISH DBS Corp.    
  1,645,000 5.00%, 03/15/2023   1,669,708
  1,225,000 5.88%, 07/15/2022   1,286,250
  2,170,000 5.88%, 11/15/2024   2,195,888
  2,535,000 6.75%, 06/01/2021   2,658,581
  830,000 7.75%, 07/01/2026(1)   871,500
    Fox Corp.    
  5,895,000 4.03%, 01/25/2024(3)   6,343,943
  4,000,000 5.48%, 01/25/2039(3)   5,060,968
    Gray Television, Inc.    
  2,160,000 5.13%, 10/15/2024(3)   2,230,200
  630,000 5.88%, 07/15/2026(3)   659,138
    iHeartCommunications, Inc.    
  370,000 4.75%, 01/15/2028(3)   377,130
  1,345,000 5.25%, 08/15/2027(3)   1,402,163
    Quebecor Media, Inc.    
  335,000 5.75%, 01/15/2023   360,125
    Sinclair Television Group, Inc.    
  1,150,000 5.63%, 08/01/2024(3)   1,183,063
    Sirius XM Radio, Inc.    
  1,080,000 4.63%, 07/15/2024(3)   1,119,825
    Sky Ltd.    
  16,875,000 3.13%, 11/26/2022(3)   17,472,217
    TEGNA, Inc.    
  2,305,000 4.88%, 09/15/2021(3)   2,307,881
  1,980,000 6.38%, 10/15/2023   2,023,164
    Time Warner Cable LLC    
  295,000 4.00%, 09/01/2021   302,659
  1,875,000 4.50%, 09/15/2042   1,966,167
  1,300,000 5.50%, 09/01/2041   1,494,761
  10,340,000 5.88%, 11/15/2040   12,521,633
  2,825,000 6.75%, 06/15/2039   3,671,171
    Time Warner Entertainment Co. L.P.    
  1,565,000 8.38%, 07/15/2033   2,303,069
    Viacom, Inc.    
  7,090,000 4.50%, 03/01/2021   7,290,010
  3,040,000 5.85%, 09/01/2043   3,957,351
    ViacomCBS, Inc.    
  16,430,000 2.90%, 06/01/2023   16,947,070
  2,460,000 4.25%, 09/01/2023   2,649,122
  12,077,000 4.38%, 03/15/2043   13,119,606
    Videotron Ltd.    
  2,520,000 5.00%, 07/15/2022   2,642,850
    Walt Disney Co.    
  5,390,000 3.38%, 11/15/2026   5,870,253
  3,890,000 4.95%, 10/15/2045   5,328,616
  1,177,000 5.40%, 10/01/2043   1,660,368
  2,440,000 6.40%, 12/15/2035   3,603,747
  520,000 6.65%, 11/15/2037   795,430
    WMG Acquisition Corp.    
  2,890,000 5.50%, 04/15/2026(3)   3,041,725
    Ziggo B.V.    
  435,000 4.88%, 01/15/2030(3)   447,949

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  2,815,000 5.50%, 01/15/2027(3)   2,983,900
        397,272,418
    Metal Fabricate/Hardware - 0.0%    
    Advanced Drainage Systems, Inc.    
$ 470,000 5.00%, 09/30/2027(3) $ 485,275
    Novelis Corp.    
  1,790,000 4.75%, 01/30/2030(3)   1,797,876
  1,045,000 5.88%, 09/30/2026(3)   1,107,700
    TriMas Corp.    
  630,000 4.88%, 10/15/2025(3)   645,750
        4,036,601
    Mining - 0.2%    
    Anglo American Capital plc    
  4,340,000 4.00%, 09/11/2027(3)   4,641,204
  6,120,000 4.50%, 03/15/2028(3)   6,728,147
  7,675,000 4.75%, 04/10/2027(3)   8,538,714
  4,630,000 4.88%, 05/14/2025(3)   5,175,834
    Constellium SE    
  2,640,000 5.88%, 02/15/2026(3)   2,725,800
    Vedanta Resources plc    
  440,000 6.13%, 08/09/2024(4)   388,961
        28,198,660
    Miscellaneous Manufacturing - 0.1%    
    General Electric Co.    
  367,000 4.13%, 10/09/2042   400,922
    Ingersoll-Rand Global Holding Co., Ltd.    
  13,030,000 2.90%, 02/21/2021   13,174,639
    Ingersoll-Rand Luxembourg Finance S.A.    
  380,000 3.55%, 11/01/2024   405,134
        13,980,695
    Office/Business Equipment - 0.1%    
    CDW LLC / CDW Finance Corp.    
  1,050,000 4.25%, 04/01/2028   1,093,312
    Xerox Corp.    
  4,050,000 4.13%, 03/15/2023   4,191,750
  145,000 4.80%, 03/01/2035   137,388
  763,000 6.75%, 12/15/2039   831,670
        6,254,120
    Oil & Gas - 1.2%    
    Baytex Energy Corp.    
  440,000 5.63%, 06/01/2024(3)   405,900
  425,000 8.75%, 04/01/2027(3)   413,844
    BP Capital Markets America, Inc.    
  7,495,000 3.22%, 11/28/2023   7,854,945
    Centennial Resource Production LLC    
  2,060,000 5.38%, 01/15/2026(3)   1,936,400
    Chesapeake Energy Corp.    
  4,456,000 11.50%, 01/01/2025(1)(3)   3,585,743
    CNOOC Finance Ltd.    
  3,030,000 2.88%, 09/30/2029   3,095,932
  3,610,000 3.00%, 05/09/2023   3,698,566
    Continental Resources, Inc.    
  2,795,000 4.38%, 01/15/2028   2,957,658
    Devon Energy Corp.    
  2,735,000 4.75%, 05/15/2042   2,961,201
    Ecopetrol S.A.    
  1,010,000 5.88%, 09/18/2023   1,126,655
    Empresa Nacional del Petroleo    
  200,000 5.25%, 11/06/2029(4)   227,214
    Energen Corp.    
  2,055,000 4.63%, 09/01/2021   2,111,348
    EQT Corp.    
  910,000 7.00%, 02/01/2030   801,081

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Gazprom OAO Via Gaz Capital S.A.    
  495,000 3.85%, 02/06/2020(4)   494,916
    Hess Corp.    
$ 40,000 5.60%, 02/15/2041 $ 46,047
  1,445,000 6.00%, 01/15/2040   1,692,757
  1,980,000 7.13%, 03/15/2033   2,555,354
  7,742,000 7.30%, 08/15/2031   10,114,698
  595,000 7.88%, 10/01/2029   789,763
    Hunt Oil Co. of Peru LLC Sucursal Del Peru    
  360,000 6.38%, 06/01/2028(4)   390,492
  870,000 6.38%, 06/01/2028(3)   943,689
    Jagged Peak Energy LLC    
  2,960,000 5.88%, 05/01/2026   3,048,800
    Laredo Petroleum, Inc.    
  440,000 9.50%, 01/15/2025   400,400
    Matador Resources Co.    
  2,215,000 5.88%, 09/15/2026   2,168,042
    MEG Energy Corp.    
  1,765,000 6.38%, 01/30/2023(3)   1,786,004
  1,485,000 6.50%, 01/15/2025(3)   1,555,538
  690,000 7.00%, 03/31/2024(3)   695,175
    NAK Naftogaz Ukraine via Kondor Finance plc    
  1,365,000 7.63%, 11/08/2026(3)   1,453,139
    Noble Energy, Inc.    
  7,665,000 6.00%, 03/01/2041   9,180,146
  2,020,000 8.00%, 04/01/2027   2,551,552
    Noble Holding International Ltd.    
  1,323,000 7.88%, 02/01/2026(3)   945,945
    Occidental Petroleum Corp.    
  4,610,000 3.50%, 08/15/2029   4,755,892
  2,571,000 4.50%, 07/15/2044   2,643,762
  4,160,000 6.45%, 09/15/2036   5,242,212
    PDC Energy, Inc.    
  440,000 5.75%, 05/15/2026   424,710
    Petrobras Global Finance B.V.    
  3,126,000 5.09%, 01/15/2030(3)   3,430,316
  930,000 6.90%, 03/19/2049   1,133,205
  520,000 7.25%, 03/17/2044   657,285
    Petroleos de Venezuela S.A.    
  435,000 6.00%, 05/16/2024(9)   34,800
  190,000 9.00%, 11/17/2021(9)   15,200
    Petroleos Mexicanos    
  1,455,000 5.95%, 01/28/2031(3)   1,476,461
  5,410,000 6.50%, 01/23/2029   5,767,060
  2,720,000 6.84%, 01/23/2030(3)   2,947,120
  880,000 6.95%, 01/28/2060(3)   891,906
  410,000 7.69%, 01/23/2050(3)   450,426
    QEP Resources, Inc.    
  3,695,000 5.25%, 05/01/2023   3,547,200
  1,575,000 5.63%, 03/01/2026   1,405,609
    Range Resources Corp.    
  430,000 9.25%, 02/01/2026(3)   380,632
    Saudi Arabian Oil Co.    
  2,240,000 2.75%, 04/16/2022(3)   2,271,865
  6,984,000 2.88%, 04/16/2024(3)   7,175,803
    Shell International Finance B.V.    
  2,865,000 2.38%, 11/07/2029   2,896,663
  2,040,000 4.38%, 05/11/2045   2,497,723
  3,250,000 4.55%, 08/12/2043   4,041,301
    Sinopec Group Overseas Development Ltd.    
  6,155,000 2.50%, 08/08/2024(3)   6,219,225
  1,330,000 2.95%, 08/08/2029(3)   1,355,600
    SM Energy Co.    
  3,005,000 5.00%, 01/15/2024   2,742,063
  700,000 5.63%, 06/01/2025   633,500
  355,000 6.13%, 11/15/2022   351,450

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  1,000,000 6.63%, 01/15/2027(1)   905,000
  1,175,000 6.75%, 09/15/2026(1)   1,066,965
    Southwestern Energy Co.    
$ 460,000 6.20%, 01/23/2025 $ 382,950
  480,000 7.50%, 04/01/2026   400,656
    State Oil Co. of the Azerbaijan Republic    
  725,000 4.75%, 03/13/2023(4)   763,954
    Suncor Energy, Inc.    
  3,955,000 4.00%, 11/15/2047   4,314,903
    Sunoco L.P. / Sunoco Finance Corp.    
  1,425,000 5.50%, 02/15/2026   1,465,983
  820,000 6.00%, 04/15/2027   865,075
    Transocean, Inc.    
  4,715,000 6.80%, 03/15/2038   3,017,600
    Valero Energy Corp.    
  630,000 4.35%, 06/01/2028   700,299
  1,380,000 6.63%, 06/15/2037   1,862,712
    Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.    
  2,670,000 8.75%, 04/15/2023(3)   1,388,400
    WPX Energy, Inc.    
  1,220,000 5.25%, 09/15/2024   1,277,950
  410,000 5.75%, 06/01/2026   429,475
  1,240,000 8.25%, 08/01/2023   1,430,650
    YPF S.A.    
  680,000 8.50%, 03/23/2021(4)   676,056
        158,326,561
    Packaging & Containers - 0.2%    
    ARD Finance S.A. (6.50% Cash, 7.25% PIK)    
  3,225,000 6.50%, 06/30/2027(3)(7)   3,329,490
    Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.    
  1,040,000 4.13%, 08/15/2026(3)   1,069,902
  3,135,000 5.25%, 08/15/2027(3)   3,287,831
  725,000 6.00%, 02/15/2025(3)   757,625
    Ball Corp.    
EUR 1,670,000 0.88%, 03/15/2024   1,851,965
  1,435,000 1.50%, 03/15/2027   1,591,486
    Crown Americas LLC / Crown Americas Capital Corp.    
$ 2,055,000 4.75%, 02/01/2026   2,129,699
    Flex Acquisition Co., Inc.    
  5,230,000 6.88%, 01/15/2025(3)   5,249,613
    OI European Group B.V.    
  390,000 4.00%, 03/15/2023(3)   395,850
    Owens-Brockway Glass Container, Inc.    
  2,960,000 5.88%, 08/15/2023(3)   3,167,200
  2,710,000 6.38%, 08/15/2025(1)(3)   3,021,650
    Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu  
  3,240,000 5.13%, 07/15/2023(3)   3,306,452
  1,155,000 7.00%, 07/15/2024(3)   1,192,538
    Trivium Packaging Finance B.V.    
  415,000 5.50%, 08/15/2026(3)   437,306
        30,788,607
    Pharmaceuticals - 3.0%    
    Abbott Laboratories    
  3,990,000 2.55%, 03/15/2022   4,070,062
    AbbVie, Inc.    
  7,100,000 2.30%, 11/21/2022(3)   7,170,499
  14,100,000 2.50%, 05/14/2020   14,117,267
  17,890,000 2.60%, 11/21/2024(3)   18,275,574
  15,320,000 2.95%, 11/21/2026(3)   15,823,548
  13,385,000 3.20%, 11/21/2029(3)   13,900,120
  8,915,000 4.05%, 11/21/2039(3)   9,700,257
  4,015,000 4.25%, 11/14/2028   4,506,340
  7,990,000 4.25%, 11/21/2049(3)   8,683,803
  4,000,000 4.45%, 05/14/2046   4,498,770

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Allergan Finance LLC    
  2,840,000 4.63%, 10/01/2042   3,171,893
    Allergan Funding SCS    
$ 19,545,000 3.45%, 03/15/2022 $ 20,119,477
  775,000 3.80%, 03/15/2025   832,144
  2,500,000 4.85%, 06/15/2044   2,956,322
    AstraZeneca plc    
  5,100,000 2.38%, 11/16/2020   5,127,875
  11,865,000 3.38%, 11/16/2025   12,770,727
    Bausch Health Cos., Inc.    
  4,635,000 5.00%, 01/30/2028(3)   4,692,938
  327,000 5.50%, 03/01/2023(3)   327,818
  529,000 5.88%, 05/15/2023(3)   533,629
  1,970,000 6.13%, 04/15/2025(3)   2,026,381
  2,550,000 7.00%, 01/15/2028(3)   2,762,007
  360,000 9.00%, 12/15/2025(3)   406,350
    Baxalta, Inc.    
  390,000 3.60%, 06/23/2022   402,755
    Bayer U.S. Finance LLC    
  2,900,000 4.20%, 07/15/2034(3)   3,152,870
  7,820,000 4.25%, 12/15/2025(3)   8,626,410
    Bristol-Myers Squibb Co.    
  10,000,000 3.20%, 06/15/2026(3)   10,637,123
    Catalent Pharma Solutions, Inc.    
  535,000 4.88%, 01/15/2026(3)   549,713
    Cigna Corp.    
  5,720,000 3.05%, 10/15/2027(3)   5,935,292
  4,305,000 3.25%, 04/15/2025(3)   4,514,089
  5,320,000 3.88%, 10/15/2047(3)   5,582,867
  13,680,000 4.13%, 11/15/2025   15,060,933
  17,590,000 4.38%, 10/15/2028   19,832,253
    CVS Health Corp.    
  3,280,000 3.00%, 08/15/2026   3,404,747
  6,810,000 3.25%, 08/15/2029   7,064,910
  13,725,000 4.10%, 03/25/2025   14,924,915
  16,780,000 4.78%, 03/25/2038   19,572,379
  9,435,000 5.13%, 07/20/2045   11,374,180
    Endo Dac / Endo Finance LLC / Endo Finco, Inc.    
  2,234,000 6.00%, 07/15/2023(3)   1,709,010
  4,010,000 6.00%, 02/01/2025(3)   2,776,925
    GlaxoSmithKline Capital plc    
  16,385,000 2.88%, 06/01/2022   16,815,476
  6,225,000 3.00%, 06/01/2024   6,540,312
    GlaxoSmithKline Capital, Inc.    
  10,000,000 3.63%, 05/15/2025   10,897,393
    Johnson & Johnson    
  6,420,000 3.63%, 03/03/2037   7,357,171
    McKesson Corp.    
  17,275,000 3.65%, 11/30/2020   17,525,145
    Merck & Co., Inc.    
  10,135,000 3.40%, 03/07/2029   11,203,941
  12,035,000 3.90%, 03/07/2039   14,520,795
    Pfizer, Inc.    
  4,525,000 4.00%, 12/15/2036   5,345,938
    Shire Acquisitions Investments Ireland DAC    
  18,890,000 2.40%, 09/23/2021   19,057,108
    Teva Pharmaceutical Finance Co. B.V.    
  430,000 2.95%, 12/18/2022   412,800
    Teva Pharmaceutical Finance Netherlands B.V.    
  650,000 2.80%, 07/21/2023   604,390
  14,340,000 3.15%, 10/01/2026   12,242,058
  1,735,000 6.75%, 03/01/2028(1)   1,807,003
        415,924,702
    Pipelines - 2.0%    
    Cheniere Corpus Christi Holdings LLC    

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  3,917,000 5.13%, 06/30/2027   4,364,471
  485,000 5.88%, 03/31/2025   549,845
    Cheniere Energy Partners L.P.    
$ 1,154,000 4.50%, 10/01/2029(3) $ 1,174,195
    DCP Midstream Operating L.P.    
  3,725,000 5.38%, 07/15/2025   4,065,353
    Energy Transfer Operating L.P.    
  12,970,000 3.75%, 05/15/2030   13,224,200
  70,000 4.25%, 03/15/2023   73,658
  6,620,000 4.50%, 04/15/2024   7,118,685
  2,275,000 4.90%, 03/15/2035   2,494,030
  3,000,000 4.95%, 06/15/2028   3,334,447
  2,695,000 5.00%, 05/15/2050   2,775,681
  1,190,000 5.15%, 03/15/2045   1,235,359
  9,000,000 5.25%, 04/15/2029   10,194,122
  5,958,000 5.30%, 04/15/2047   6,306,335
  1,480,000 5.50%, 06/01/2027   1,699,626
  1,965,000 6.00%, 06/15/2048   2,263,821
  940,000 6.05%, 06/01/2041   1,082,052
  4,045,000 6.13%, 12/15/2045   4,675,865
  4,485,000 6.25%, 04/15/2049   5,317,477
    Enterprise Products Operating LLC    
  1,430,000 4.20%, 01/31/2050   1,540,129
  730,000 4.45%, 02/15/2043   810,197
  1,516,000 4.85%, 08/15/2042   1,774,081
  3,310,000 4.85%, 03/15/2044   3,837,074
  1,025,000 5.10%, 02/15/2045   1,227,735
    EQM Midstream Partners L.P.    
  3,803,000 4.13%, 12/01/2026   3,430,122
  5,985,000 5.50%, 07/15/2028   5,538,046
    Kinder Morgan Energy Partners L.P.    
  2,195,000 5.80%, 03/15/2035   2,711,161
    MPLX L.P.    
  10,925,000 4.25%, 12/01/2027(3)   11,667,525
  4,850,000 4.70%, 04/15/2048   4,986,186
  6,900,000 4.90%, 04/15/2058   7,208,588
  2,450,000 5.20%, 03/01/2047   2,706,911
  4,780,000 5.20%, 12/01/2047(3)   5,159,121
  1,250,000 5.50%, 02/15/2049   1,429,649
    NuStar Logistics L.P.    
  390,000 6.00%, 06/01/2026   410,358
    ONEOK, Inc.    
  7,835,000 3.40%, 09/01/2029   8,013,519
    Peru LNG Srl    
  200,000 5.38%, 03/22/2030(4)   195,261
  1,280,000 5.38%, 03/22/2030(3)   1,249,670
    Phillips 66 Partners L.P.    
  13,305,000 3.15%, 12/15/2029   13,439,944
    Rockies Express Pipeline LLC    
  8,445,000 3.60%, 05/15/2025(3)   8,504,875
  5,100,000 4.80%, 05/15/2030(3)   5,012,790
    Sabine Pass Liquefaction LLC    
  5,670,000 5.00%, 03/15/2027   6,323,041
  7,606,000 5.63%, 03/01/2025   8,651,239
  4,000,000 5.88%, 06/30/2026   4,644,431
    Sunoco Logistics Partners Operations L.P.    
  1,520,000 4.00%, 10/01/2027   1,593,241
  5,100,000 5.30%, 04/01/2044   5,398,391
  1,065,000 5.35%, 05/15/2045   1,130,106
  2,242,000 5.40%, 10/01/2047   2,426,238
    Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.    
  1,145,000 4.75%, 10/01/2023(3)   1,146,454
    Targa Resources Partners L.P. / Targa Resources Partners Finance    
    Corp.    
  5,750,000 6.50%, 07/15/2027   6,267,500

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Texas Eastern Transmission L.P.    
  6,195,000 3.50%, 01/15/2028(3)   6,480,359
    TransCanada PipeLines Ltd.    
$ 3,450,000 2.50%, 08/01/2022 $ 3,500,436
  5,840,000 4.63%, 03/01/2034   6,866,309
  10,590,000 5.10%, 03/15/2049   13,170,274
  1,080,000 6.20%, 10/15/2037   1,437,007
    Transportadora de Gas Internacional S.A. ESP    
  1,395,000 5.55%, 11/01/2028(3)   1,617,231
    Valero Energy Partners L.P.    
  2,870,000 4.50%, 03/15/2028   3,195,703
    Western Midstream Operating L.P.    
  2,010,000 4.05%, 02/01/2030   2,003,521
  1,290,000 4.50%, 03/01/2028   1,302,433
  2,155,000 5.25%, 02/01/2050   2,043,143
  13,861,000 5.30%, 03/01/2048   12,259,078
    Williams Cos., Inc.    
  2,740,000 4.85%, 03/01/2048   2,954,071
  371,000 4.90%, 01/15/2045   394,858
  4,145,000 5.10%, 09/15/2045   4,563,516
  4,100,000 5.40%, 03/04/2044   4,624,837
  1,365,000 5.80%, 11/15/2043   1,624,447
  5,344,000 6.30%, 04/15/2040   6,650,037
        275,070,065
    Real Estate - 0.0%    
    Alpha Star Holding V Ltd.    
  875,000 6.63%, 04/18/2023(4)   854,718
    REITS - 0.6%    
    American Tower Corp.    
  9,250,000 2.25%, 01/15/2022   9,318,313
  4,295,000 2.40%, 03/15/2025   4,351,338
  390,000 2.95%, 01/15/2025   405,599
  8,000,000 3.30%, 02/15/2021   8,109,954
    Boston Properties L.P.    
  5,720,000 2.90%, 03/15/2030   5,896,552
    Brixmor Operating Partnership L.P.    
  385,000 3.65%, 06/15/2024   409,029
    Crown Castle International Corp.    
  8,745,000 3.20%, 09/01/2024   9,179,869
    HCP, Inc.    
  1,950,000 3.25%, 07/15/2026   2,066,051
    Iron Mountain, Inc.    
  4,920,000 4.88%, 09/15/2029(3)   5,018,892
    Kimco Realty Corp.    
  400,000 3.13%, 06/01/2023   414,128
    Simon Property Group L.P.    
  1,755,000 3.25%, 09/13/2049   1,793,354
    VICI Properties L.P. / VICI Note Co., Inc.    
  285,000 3.50%, 02/15/2025(3)   289,343
  185,000 3.75%, 02/15/2027(3)   185,925
  1,200,000 4.25%, 12/01/2026(3)   1,231,596
  1,000,000 4.63%, 12/01/2029(3)   1,045,000
    Welltower, Inc.    
  4,155,000 2.70%, 02/15/2027   4,253,817
  18,460,000 3.63%, 03/15/2024   19,629,199
  2,620,000 4.00%, 06/01/2025   2,862,455
        76,460,414
    Retail - 1.3%    
    1011778 BC ULC / New Red Finance, Inc.    
  455,000 3.88%, 01/15/2028(3)   457,889
  4,020,000 4.38%, 01/15/2028(3)   4,029,648
  5,230,000 5.00%, 10/15/2025(3)   5,395,791
    Alimentation Couche-Tard, Inc.    
  1,115,000 2.95%, 01/25/2030(3)   1,127,313

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  2,470,000 3.80%, 01/25/2050(3)   2,483,580
    Beacon Roofing Supply, Inc.    
  65,000 4.50%, 11/15/2026(3)   66,788
$ 3,125,000 4.88%, 11/01/2025(3) $ 3,108,437
    CVS Health Corp.    
  5,330,000 2.75%, 12/01/2022   5,440,942
  3,407,000 2.88%, 06/01/2026   3,503,697
  2,985,000 3.70%, 03/09/2023   3,132,513
    CVS Pass-Through Trust    
  11,236 6.04%, 12/10/2028   12,742
  25,552 6.94%, 01/10/2030   30,413
    Ferrellgas L.P. / Ferrellgas Finance Corp.    
  466,000 6.50%, 05/01/2021(1)   405,420
  1,470,000 6.75%, 01/15/2022   1,249,500
  1,112,000 6.75%, 06/15/2023(1)   942,420
    Home Depot, Inc.    
  2,742,000 3.50%, 09/15/2056   3,049,364
  9,050,000 5.88%, 12/16/2036   12,894,498
    KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC    
  1,275,000 4.75%, 06/01/2027(3)   1,343,162
  1,600,000 5.25%, 06/01/2026(3)   1,676,000
    Lithia Motors, Inc.    
  735,000 4.63%, 12/15/2027(3)   751,538
  1,315,000 5.25%, 08/01/2025(3)   1,357,738
    Lowe's Cos., Inc.    
  11,540,000 3.38%, 09/15/2025   12,387,077
  10,000,000 3.65%, 04/05/2029   10,902,786
  7,370,000 3.70%, 04/15/2046   7,829,124
  1,586,000 3.80%, 11/15/2021   1,636,217
  5,365,000 4.05%, 05/03/2047   6,022,667
  1,690,000 4.55%, 04/05/2049   2,032,873
    McDonald's Corp.    
  2,500,000 3.35%, 04/01/2023   2,618,993
  5,262,000 3.38%, 05/26/2025   5,626,993
  9,030,000 4.60%, 05/26/2045   11,114,320
  5,000,000 6.30%, 10/15/2037   7,109,250
    O'Reilly Automotive, Inc.    
  7,340,000 3.90%, 06/01/2029   8,203,041
    Party City Holdings, Inc.    
  1,330,000 6.63%, 08/01/2026(1)(3)   944,300
    Staples, Inc.    
  390,000 7.50%, 04/15/2026(3)   399,516
    Starbucks Corp.    
  6,685,000 3.10%, 03/01/2023   6,941,652
  4,380,000 3.80%, 08/15/2025   4,793,471
  7,450,000 3.85%, 10/01/2023   7,953,610
    United Rentals North America, Inc.    
  4,915,000 4.88%, 01/15/2028   5,123,887
    Walmart, Inc.    
  5,475,000 3.05%, 07/08/2026   5,858,285
  12,365,000 3.40%, 06/26/2023   13,105,971
  2,050,000 3.63%, 12/15/2047   2,342,535
  2,600,000 3.95%, 06/28/2038   3,110,804
    Yum! Brands, Inc.    
  690,000 4.75%, 01/15/2030(3)   737,438
        179,254,203
    Semiconductors - 1.0%    
    Broadcom Corp. / Broadcom Cayman Finance Ltd.    
  3,545,000 3.50%, 01/15/2028   3,651,694
  28,750,000 3.63%, 01/15/2024   30,077,980
  19,335,000 3.88%, 01/15/2027   20,403,360
    Broadcom, Inc.    
  4,050,000 3.13%, 04/15/2021(3)   4,108,293
  785,000 3.63%, 10/15/2024(3)   826,135

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Entegris, Inc.    
  2,960,000 4.63%, 02/10/2026(3)   3,056,200
    Intel Corp.    
  12,000,000 2.45%, 11/15/2029   12,297,919
$ 1,700,000 4.10%, 05/19/2046 $ 2,050,858
    Micron Technology, Inc.    
  920,000 4.64%, 02/06/2024   1,004,048
  6,090,000 4.98%, 02/06/2026   6,865,042
    NXP B.V. / NXP Funding LLC    
  12,955,000 4.88%, 03/01/2024(3)   14,254,023
    Qorvo, Inc.    
  2,010,000 4.38%, 10/15/2029(3)   2,100,450
  2,810,000 5.50%, 07/15/2026   2,971,575
    QUALCOMM, Inc.    
  23,415,000 2.90%, 05/20/2024   24,443,930
  3,215,000 4.30%, 05/20/2047   3,825,640
    Sensata Technologies B.V.    
  1,020,000 5.00%, 10/01/2025(3)   1,104,150
  1,475,000 5.63%, 11/01/2024(3)   1,629,875
        134,671,172
    Software - 1.2%    
    CDK Global, Inc.    
  1,215,000 5.25%, 05/15/2029(3)   1,300,050
    Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.    
  1,675,000 5.75%, 03/01/2025(3)   1,705,954
    Fidelity National Information Services, Inc.    
  9,065,000 3.00%, 08/15/2026   9,534,962
  980,000 3.75%, 05/21/2029   1,095,264
    Fiserv, Inc.    
  4,630,000 3.20%, 07/01/2026   4,888,183
  6,695,000 3.50%, 07/01/2029   7,214,322
  15,015,000 3.80%, 10/01/2023   15,982,131
    Infor U.S., Inc.    
  2,828,000 6.50%, 05/15/2022   2,849,210
    IQVIA, Inc.    
EUR 820,000 2.25%, 01/15/2028(3)   922,691
$ 1,390,000 5.00%, 05/15/2027(3)   1,466,506
    Microsoft Corp.    
  11,125,000 3.45%, 08/08/2036   12,570,943
  3,805,000 3.50%, 02/12/2035   4,321,039
  5,955,000 3.95%, 08/08/2056   7,368,271
  11,395,000 4.10%, 02/06/2037   13,780,276
  2,815,000 4.45%, 11/03/2045   3,673,924
    MSCI, Inc.    
  3,335,000 4.00%, 11/15/2029(3)   3,405,869
    Oracle Corp.    
  6,000,000 2.65%, 07/15/2026   6,261,716
  10,835,000 2.95%, 11/15/2024   11,404,997
  2,100,000 3.85%, 07/15/2036   2,398,295
  14,500,000 3.90%, 05/15/2035   16,803,518
  5,835,000 4.00%, 11/15/2047   6,838,931
  4,300,000 6.50%, 04/15/2038   6,435,656
    PTC, Inc.    
  400,000 3.63%, 02/15/2025(3)   403,500
  440,000 4.00%, 02/15/2028(3)   444,400
    salesforce.com, Inc.    
  10,660,000 3.25%, 04/11/2023   11,182,824
    Splunk, Inc.    
  1,120,000 1.13%, 09/15/2025   1,410,500
    SS&C Technologies, Inc.    
  4,095,000 5.50%, 09/30/2027(3)   4,331,691
    Western Digital Corp.    
  1,293,000 4.75%, 02/15/2026   1,380,277
        161,375,900

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Telecommunications - 3.0%    
    Altice France S.A.    
  660,000 5.50%, 01/15/2028(3)   674,038
  4,020,000 7.38%, 05/01/2026(3)   4,281,622
  2,975,000 8.13%, 02/01/2027(3)   3,324,562
    AT&T, Inc.    
$ 7,380,000 2.80%, 02/17/2021 $ 7,452,567
  15,175,000 3.60%, 07/15/2025   16,335,848
  5,545,000 3.88%, 01/15/2026   6,022,031
  24,005,000 4.10%, 02/15/2028   26,574,652
  3,335,000 4.13%, 02/17/2026   3,678,059
  9,485,000 4.25%, 03/01/2027   10,571,025
  21,650,000 4.30%, 02/15/2030   24,487,985
  1,045,000 4.30%, 12/15/2042   1,149,202
  1,870,000 4.35%, 03/01/2029   2,109,254
  3,490,000 4.35%, 06/15/2045   3,860,138
  905,000 4.50%, 05/15/2035   1,041,536
  2,574,000 4.50%, 03/09/2048   2,900,412
  3,965,000 4.55%, 03/09/2049   4,508,932
  14,820,000 4.85%, 03/01/2039   17,575,708
  315,000 5.15%, 03/15/2042   387,768
  6,545,000 5.35%, 12/15/2043   8,009,442
    Bharti Airtel International Netherlands B.V.    
  200,000 5.35%, 05/20/2024(4)   215,642
    Bharti Airtel Ltd.    
  400,000 4.38%, 06/10/2025(4)   414,905
    CenturyLink, Inc.    
  3,720,000 4.00%, 02/15/2027(3)   3,750,504
  1,356,000 5.63%, 04/01/2025   1,437,360
  605,000 5.80%, 03/15/2022   637,688
  639,000 7.50%, 04/01/2024(1)   721,003
    CommScope, Inc.    
  395,000 5.50%, 03/01/2024(3)   405,863
    Deutsche Telekom International Finance B.V.    
  695,000 8.75%, 06/15/2030   1,048,107
    Embarq Corp.    
  1,835,000 8.00%, 06/01/2036   2,039,511
    Frontier Communications Corp.    
  1,955,000 6.88%, 01/15/2025   913,962
  2,480,000 8.50%, 04/01/2026(3)   2,542,000
  1,190,000 10.50%, 09/15/2022   541,450
    Intelsat Connect Finance S.A.    
  300,000 9.50%, 02/15/2023(3)   153,000
    Intelsat Jackson Holdings S.A.    
  7,830,000 5.50%, 08/01/2023   6,283,575
  4,685,000 8.50%, 10/15/2024(3)   3,935,400
    Millicom International Cellular S.A.    
  670,000 6.25%, 03/25/2029(3)   741,020
    MTN Mauritius Investments Ltd.    
  385,000 5.37%, 02/13/2022(4)   400,274
    Rogers Communications, Inc.    
  5,200,000 3.70%, 11/15/2049   5,533,739
    Sprint Capital Corp.    
  390,000 6.88%, 11/15/2028   396,825
  1,125,000 8.75%, 03/15/2032   1,245,937
    Sprint Corp.    
  3,253,000 7.13%, 06/15/2024   3,359,861
  790,000 7.63%, 02/15/2025   824,562
  6,732,000 7.88%, 09/15/2023   7,152,009
    Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC    
  3,500,000 3.36%, 03/20/2023(3)   3,528,437
  13,015,000 5.15%, 09/20/2029(3)   14,186,350
    Telecom Italia Capital S.A.    
  670,000 7.20%, 07/18/2036   830,800
    Telecom Italia S.p.A.    
  1,470,000 5.30%, 05/30/2024(3)   1,602,300

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Telefonica Celular del Paraguay S.A.    
  500,000 5.88%, 04/15/2027(3)   534,143
    Telefonica Emisiones S.A.    
$ 1,150,000 4.57%, 04/27/2023 $ 1,246,595
  4,465,000 4.67%, 03/06/2038   5,096,384
  6,145,000 4.90%, 03/06/2048   7,238,187
  12,290,000 5.21%, 03/08/2047   15,044,741
    Verizon Communications, Inc.    
  9,685,000 3.38%, 02/15/2025   10,346,058
  9,585,000 4.13%, 08/15/2046   11,212,511
  17,585,000 4.50%, 08/10/2033   21,158,820
  6,878,000 4.52%, 09/15/2048   8,491,193
  1,370,000 4.67%, 03/15/2055   1,754,689
  4,790,000 4.81%, 03/15/2039   6,016,291
  7,206,000 4.86%, 08/21/2046   9,260,140
  13,490,000 5.01%, 04/15/2049   17,814,782
  9,955,000 5.01%, 08/21/2054   13,497,381
  9,155,000 5.25%, 03/16/2037   11,894,898
    Vodafone Group plc    
  26,240,000 3.75%, 01/16/2024   27,983,165
  6,500,000 4.13%, 05/30/2025   7,152,273
  13,835,000 4.25%, 09/17/2050   15,032,178
  6,355,000 5.25%, 05/30/2048   8,007,672
        408,568,966
    Toys/Games/Hobbies - 0.0%    
    Mattel, Inc.    
  1,040,000 5.88%, 12/15/2027(3)   1,093,196
  2,570,000 6.75%, 12/31/2025(3)   2,756,325
        3,849,521
    Transportation - 0.7%    
    Burlington Northern Santa Fe LLC    
  8,215,000 4.55%, 09/01/2044   10,178,914
    CSX Corp.    
  11,905,000 2.40%, 02/15/2030   11,915,491
  6,315,000 2.60%, 11/01/2026   6,551,315
  1,350,000 3.35%, 09/15/2049   1,392,596
  1,000,000 4.50%, 03/15/2049   1,229,615
  1,000,000 4.75%, 05/30/2042   1,233,173
  565,000 6.00%, 10/01/2036   759,083
    FedEx Corp.    
  7,000,000 3.10%, 08/05/2029   7,163,804
  5,000,000 4.05%, 02/15/2048   5,070,993
    Lima Metro Line 2 Finance Ltd.    
  600,000 4.35%, 04/05/2036(3)   643,878
    Norfolk Southern Corp.    
  3,420,000 2.55%, 11/01/2029   3,501,345
  3,734,000 4.65%, 01/15/2046   4,600,823
    Penske Truck Leasing Co. L.P. / PTL Finance Corp.    
  4,520,000 3.45%, 07/01/2024(3)   4,770,234
  9,895,000 4.88%, 07/11/2022(3)   10,576,902
    Rumo Luxembourg S.a.r.l.    
  800,000 5.88%, 01/18/2025(4)   860,000
  566,000 5.88%, 01/18/2025(3)   608,450
  320,000 7.38%, 02/09/2024(4)   343,402
    Russian Railways Via RZD Capital plc    
  200,000 4.38%, 03/01/2024(4)   212,636
    Union Pacific Corp.    
  5,797,000 3.55%, 08/15/2039   6,281,424
  10,385,000 3.84%, 03/20/2060(3)   11,062,245
  6,203,000 4.38%, 09/10/2038   7,322,256
  3,970,000 4.38%, 11/15/2065   4,512,394
        100,790,973
    Trucking & Leasing - 0.0%    
    Avolon Holdings Funding Ltd.    

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  690,000 3.95%, 07/01/2024(3)   726,535
  285,000 4.38%, 05/01/2026(3)   308,430
$ 1,895,000 5.25%, 05/15/2024(3) $ 2,085,258
        3,120,223
    Total Corporate Bonds    
    (cost $6,136,611,071) $ 6,576,287,653
Foreign Government Obligations - 3.3%    
    Angola - 0.0%    
    Angolan Government International Bond    
  1,195,000 8.00%, 11/26/2029(3)   1,263,139
  410,000 8.00%, 11/26/2029(4)   433,378
  586,000 8.25%, 05/09/2028(4)   631,116
  435,000 9.13%, 11/26/2049(1)(3)   458,547
  925,000 9.38%, 05/08/2048(4)   1,001,930
        3,788,110
    Argentina - 0.3%    
    Argentine Republic Government International Bond    
  17,750,000 3.75%, 12/31/2038(10)   7,472,750
  3,660,000 4.63%, 01/11/2023   1,687,297
EUR 6,995,000 5.25%, 01/15/2028(4)   3,229,185
$ 1,055,000 5.63%, 01/26/2022   519,060
  4,715,000 5.88%, 01/11/2028   2,062,812
  375,000 6.63%, 07/06/2028   166,687
  23,080,000 6.88%, 01/26/2027   10,397,540
  7,045,000 6.88%, 01/11/2048   2,976,512
  1,440,000 7.13%, 07/06/2036   622,080
  7,200,000 7.50%, 04/22/2026   3,279,600
EUR 1,527,475 7.82%, 12/31/2033   893,846
$ 2,986,341 8.28%, 12/31/2033   1,626,063
    Provincia de Cordoba    
  425,000 7.13%, 06/10/2021(3)   333,625
  1,630,000 7.13%, 08/01/2027   1,116,550
  1,675,000 7.45%, 09/01/2024(4)   1,195,967
        37,579,574
    Armenia - 0.0%    
    Republic of Armenia International Bond    
  240,000 3.95%, 09/26/2029(4)   242,334
  715,000 7.15%, 03/26/2025(4)   844,601
        1,086,935
    Azerbaijan - 0.1%    
    Republic of Azerbaijan International Bond    
  681,000 3.50%, 09/01/2032(3)   685,956
  5,667,000 3.50%, 09/01/2032(4)   5,708,245
  865,000 5.13%, 09/01/2029(4)   946,604
    Southern Gas Corridor CJSC    
  1,394,000 6.88%, 03/24/2026(3)   1,668,473
  1,925,000 6.88%, 03/24/2026(4)   2,304,025
        11,313,303
    Bermuda - 0.0%    
    Bermuda Government International Bond    
  1,525,000 4.75%, 02/15/2029(3)   1,753,750
    Brazil - 0.1%    
    Brazil Notas do Tesouro Nacional    
BRL 252,000 10.00%, 01/01/2027   69,880
  7,738,000 10.00%, 01/01/2029   2,190,973
    Brazilian Government International Bond    
$ 2,265,000 4.50%, 05/30/2029   2,459,813
  2,325,000 4.75%, 01/14/2050   2,394,750
  1,849,000 5.00%, 01/27/2045   1,999,712
  1,520,000 5.63%, 02/21/2047   1,781,440
        10,896,568

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Colombia - 0.1%    
    Colombia Government International Bond    
$ 1,960,000 3.00%, 01/30/2030 $ 1,976,660
  5,155,000 5.00%, 06/15/2045   6,263,325
        8,239,985
    Costa Rica - 0.0%    
    Costa Rica Government International Bond    
  1,140,000 9.20%, 02/21/2024(3)   1,309,005
    Croatia - 0.1%    
    Croatia Government International Bond    
EUR 975,000 1.13%, 06/19/2029(4)   1,125,242
  380,000 2.70%, 06/15/2028(4)   494,061
  2,045,000 2.75%, 01/27/2030(4)   2,716,455
  1,925,000 3.00%, 03/20/2027(4)   2,500,632
$ 2,205,000 6.38%, 03/24/2021(4)   2,311,537
        9,147,927
    Dominican Republic - 0.0%    
    Dominican Republic International Bond    
  665,000 6.40%, 06/05/2049(3)   716,538
  342,000 7.45%, 04/30/2044(4)   409,203
        1,125,741
    Ecuador - 0.0%    
    Ecuador Government International Bond    
  400,000 7.88%, 01/23/2028(4)   325,004
  1,200,000 8.88%, 10/23/2027(4)   1,015,500
  1,285,000 9.50%, 03/27/2030(3)   1,101,887
  545,000 9.65%, 12/13/2026(4)   483,688
  200,000 10.75%, 01/31/2029(4)   181,500
        3,107,579
    Egypt - 0.1%    
    Egypt Government International Bond    
EUR 250,000 5.63%, 04/16/2030(3)   290,428
  240,000 5.63%, 04/16/2030(4)   278,811
$ 840,000 7.05%, 01/15/2032(4)   893,810
  1,050,000 7.60%, 03/01/2029(3)   1,175,265
  806,000 7.60%, 03/01/2029(4)   902,156
  1,230,000 7.90%, 02/21/2048(4)   1,328,400
  1,110,000 8.70%, 03/01/2049(4)   1,278,491
        6,147,361
    Ethiopia - 0.0%    
    Ethiopia International Bond    
  2,350,000 6.63%, 12/11/2024(4)   2,538,470
    Gabon - 0.1%    
    Gabon Government International Bond    
  2,195,000 6.38%, 12/12/2024(4)   2,356,776
  1,140,000 6.63%, 02/06/2031(3)   1,147,076
  1,955,000 6.95%, 06/16/2025(4)   2,109,280
        5,613,132
    Ghana - 0.0%    
    Ghana Government International Bond    
  560,000 7.63%, 05/16/2029(4)   570,606
  1,765,000 8.13%, 01/18/2026(4)   1,961,356
  725,000 8.13%, 03/26/2032(4)   743,053
        3,275,015
    Greece - 0.0%    
    Hellenic Republic Government Bond    
EUR 355,000 3.45%, 04/02/2024(3)(4)   444,142
  2,665,000 3.50%, 01/30/2023(4)   3,244,907
        3,689,049

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Hungary - 0.1%    
    Hungary Government International Bond    
$ 5,950,000 5.38%, 02/21/2023   6,550,593
$ 3,278,000 5.75%, 11/22/2023 $ 3,730,889
  2,266,000 6.38%, 03/29/2021   2,385,282
        12,666,764
    Indonesia - 0.2%    
    Indonesia Government International Bond    
  910,000 3.85%, 07/18/2027(4)   980,634
  3,310,000 4.63%, 04/15/2043(4)   3,792,807
  4,442,000 4.75%, 01/08/2026(4)   4,974,286
  1,325,000 4.75%, 02/11/2029   1,532,001
  10,129,000 5.13%, 01/15/2045(4)   12,380,660
  2,141,000 5.25%, 01/08/2047(4)   2,682,610
    Perusahaan Penerbit SBSN Indonesia III    
  886,000 4.15%, 03/29/2027(3)   961,336
  805,000 4.15%, 03/29/2027(4)   873,449
  3,415,000 4.33%, 05/28/2025(4)   3,737,308
        31,915,091
    Israel - 0.0%    
    State of Israel    
  2,055,000 2.50%, 01/15/2030   2,108,101
    Ivory Coast - 0.0%    
    Ivory Coast Government International Bond    
EUR 1,196,000 5.25%, 03/22/2030(3)   1,376,164
  670,000 5.88%, 10/17/2031(3)   786,518
  295,000 6.63%, 03/22/2048(4)   332,486
        2,495,168
    Jamaica - 0.0%    
    Jamaica Government International Bond    
$ 495,000 6.75%, 04/28/2028   587,322
  1,855,000 7.88%, 07/28/2045   2,532,075
  605,000 8.00%, 03/15/2039   831,875
        3,951,272
    Jordan - 0.1%    
    Jordan Government International Bond    
  1,350,000 5.75%, 01/31/2027(4)   1,441,962
  2,035,000 6.13%, 01/29/2026(4)   2,198,366
  1,897,000 7.38%, 10/10/2047(4)   2,081,608
        5,721,936
    Kenya - 0.0%    
    Kenya Government International Bond    
  1,490,000 7.00%, 05/22/2027(3)   1,582,571
  2,435,000 7.00%, 05/22/2027(4)   2,586,281
  1,310,000 8.00%, 05/22/2032(4)   1,425,225
        5,594,077
    Macedonia - 0.0%    
    Former Yugoslav Republic of Macedonia    
EUR 3,465,000 3.98%, 07/24/2021(4)   4,038,289
    Mexico - 0.3%    
    Mexico Government International Bond    
$ 1,860,000 3.25%, 04/16/2030   1,892,550
  1,980,000 4.50%, 04/22/2029   2,216,610
  29,743,000 4.50%, 01/31/2050   33,386,517
        37,495,677
    Mongolia - 0.0%    
    Mongolia Government International Bond    
  2,165,000 5.13%, 12/05/2022(4)   2,197,410
    Morocco - 0.0%    
    Morocco Government International Bond    

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
EUR 880,000 1.50%, 11/27/2031(4)   982,795
$ 200,000 4.25%, 12/11/2022(4)   210,600
$ 570,000 5.50%, 12/11/2042(4) $ 717,507
        1,910,902
    Oman - 0.0%    
    Oman Government International Bond    
  570,000 4.13%, 01/17/2023(4)   581,935
  1,750,000 4.75%, 06/15/2026(4)   1,768,161
  390,000 4.88%, 02/01/2025(3)   402,188
  1,100,000 6.75%, 01/17/2048(4)   1,096,216
        3,848,500
    Panama - 0.1%    
    Panama Government International Bond    
  775,000 3.16%, 01/23/2030   818,400
  1,320,000 3.75%, 03/16/2025   1,415,700
  2,950,000 4.50%, 04/16/2050   3,647,705
  1,180,000 7.13%, 01/29/2026   1,489,750
    Panama Notas del Tesoro    
  4,365,000 3.75%, 04/17/2026(3)   4,631,265
        12,002,820
    Paraguay - 0.1%    
    Paraguay Government International Bond    
  2,700,000 4.63%, 01/25/2023(4)   2,848,500
  855,000 5.00%, 04/15/2026(4)   949,050
  380,000 5.60%, 03/13/2048(3)   455,050
  1,205,000 5.60%, 03/13/2048(4)   1,442,988
  945,000 6.10%, 08/11/2044(4)   1,183,140
        6,878,728
    Qatar - 0.1%    
    Qatar Government International Bond    
  320,000 3.38%, 03/14/2024(4)   337,200
  1,465,000 3.88%, 04/23/2023(4)   1,549,237
  1,335,000 4.63%, 06/02/2046(4)   1,656,209
  295,000 5.10%, 04/23/2048(3)   390,055
    Qatari Diar Finance QSC    
  8,125,000 5.00%, 07/21/2020(4)   8,228,480
        12,161,181
    Romania - 0.1%    
    Romanian Government International Bond    
EUR 445,000 2.00%, 01/28/2032(3)   507,867
  2,235,000 2.12%, 07/16/2031(3)   2,579,833
  585,000 2.12%, 07/16/2031(4)   675,258
  3,130,000 3.38%, 02/08/2038(4)   3,892,570
  984,000 3.38%, 01/28/2050(3)   1,156,783
  4,112,000 3.88%, 10/29/2035(4)   5,426,890
  538,000 4.63%, 04/03/2049(3)   763,014
        15,002,215
    Russia - 0.5%    
    Russian Federal Bond - OFZ    
RUB 92,085,000 6.90%, 05/23/2029   1,520,888
  175,030,000 7.95%, 10/07/2026   3,027,146
    Russian Foreign Bond - Eurobond    
EUR 700,000 2.88%, 12/04/2025(4)   881,140
$ 2,200,000 4.25%, 06/23/2027(3)   2,429,346
  12,200,000 4.25%, 06/23/2027(4)   13,471,825
  5,200,000 4.38%, 03/21/2029(3)   5,865,434
  5,800,000 4.38%, 03/21/2029(4)   6,542,214
  2,000,000 4.75%, 05/27/2026(4)   2,259,000
  5,000,000 5.10%, 03/28/2035(3)   6,098,360
  10,800,000 5.10%, 03/28/2035(4)   13,172,458
  11,600,000 5.25%, 06/23/2047(4)   15,174,772

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  1,200,000 5.63%, 04/04/2042(4)   1,604,582
        72,047,165
    Saudi Arabia - 0.0%    
    Saudi Government International Bond    
$ 370,000 4.00%, 04/17/2025(3) $ 402,477
    Senegal - 0.0%    
    Senegal Government International Bond    
  973,000 6.75%, 03/13/2048(3)   996,148
  2,465,000 6.75%, 03/13/2048(4)   2,523,642
        3,519,790
    Serbia - 0.0%    
    Serbia International Bond    
EUR 1,085,000 1.50%, 06/26/2029(3)   1,235,972
    South Africa - 0.0%    
    Republic of South Africa Government International Bond    
$ 2,990,000 5.75%, 09/30/2049   2,941,293
    Supranational - 0.0%    
    International Finance Corp.    
MXN 154,000,000 0.00%, 02/22/2038(8)   2,327,183
IDR25,000,000,000 8.00%, 10/09/2023   1,949,042
        4,276,225
    Tunisia - 0.0%    
    Banque Centrale de Tunisie International Bond    
$ 390,000 5.75%, 01/30/2025(4)   360,856
EUR 170,000 6.75%, 10/31/2023(3)   194,666
        555,522
    Turkey - 0.5%    
    Turkey Government International Bond    
$ 2,705,000 3.25%, 03/23/2023   2,677,144
  3,935,000 4.88%, 10/09/2026   3,939,919
  10,440,000 4.88%, 04/16/2043   9,338,100
  6,300,000 5.13%, 02/17/2028   6,308,190
  1,425,000 5.60%, 11/14/2024   1,500,240
  13,660,000 5.75%, 03/22/2024   14,479,600
  9,165,000 5.75%, 05/11/2047   8,842,392
  5,775,000 6.00%, 03/25/2027   6,107,062
  8,060,000 6.00%, 01/14/2041   8,132,540
  1,350,000 6.35%, 08/10/2024   1,461,375
        62,786,562
    Ukraine - 0.2%    
    Ukraine Government International Bond    
  455,000 7.38%, 09/25/2032(3)   502,775
  6,295,000 7.38%, 09/25/2032(4)   6,955,975
  7,350,000 7.75%, 09/01/2022(4)   7,989,009
  775,000 7.75%, 09/01/2024(4)   863,079
  525,000 7.75%, 09/01/2025(4)   590,636
  1,780,000 7.75%, 09/01/2026(4)   2,015,850
  620,000 7.75%, 09/01/2026(3)   702,150
  5,755,000 7.75%, 09/01/2027(4)   6,515,926
  2,510,000 8.99%, 02/01/2024(4)   2,877,087
  460,000 9.75%, 11/01/2028(4)   572,700
        29,585,187
    United Arab Emirates - 0.0%    
    Abu Dhabi Government International Bond    
  2,860,000 2.13%, 09/30/2024(3)   2,874,300
  565,000 3.13%, 05/03/2026(4)   596,075
        3,470,375
    Venezuela - 0.1%    
    Venezuela Government International Bond    
  345,000 6.00%, 12/09/2020(9)   42,263

 


 

  The Hartford Balanced Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  1,015,000 7.00%, 12/01/2018(9)   124,338
  3,170,000 7.00%, 03/31/2038(9)   380,400
  4,085,000 7.65%, 04/21/2025(9)   500,413
$ 4,765,000 7.75%, 10/13/2019(9) $ 583,712
  11,205,000 8.25%, 10/13/2024(9)   1,372,612
  11,937,200 9.00%, 05/07/2023(9)   1,462,307
  12,825,000 9.25%, 05/07/2028(9)   1,571,062
        6,037,107
    Total Foreign Government Obligations    
    (cost $468,607,854) $ 457,457,310
  Municipal Bonds - 0.3%      
    General Obligation - 0.1%    
    California State, GO Taxable    
  2,265,000 7.55%, 04/01/2039   3,828,371
    State of California    
  8,325,000 3.05%, 04/01/2029   9,005,402
        12,833,773
    Higher Education - 0.1%    
    Rutgers The State Univ. of New Jersey    
  12,000,000 3.92%, 05/01/2119   13,232,760
    Transportation - 0.1%    
    Bay Area Toll Auth, CA    
  5,645,000 2.57%, 04/01/2031   5,844,946
    New York State Thruway Auth Rev    
  5,015,000 2.90%, 01/01/2035   5,302,610
        11,147,556
    Total Municipal Bonds    
    (cost $34,037,594) $ 37,214,089
  Senior Floating Rate Interests - 0.2%(11)    
    Auto Parts & Equipment - 0.0%    
    Panther BF Aggregator L.P.    
  1,591,013 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   1,600,161
    Commercial Services - 0.1%    
    Blackhawk Network Holdings, Inc.    
  1,541,525 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   1,541,248
    Dun & Bradstreet Corp.    
  4,460,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   4,483,415
        6,024,663
    Electronics - 0.0%    
    Pitney Bowes, Inc.    
  2,055,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(12)   2,042,156
    Food Service - 0.0%    
    Froneri International plc    
  125,000 0.00%, 01/31/2028   126,875
  900,000 3.86%, 01/29/2027   902,250
        1,029,125
    Household Products - 0.0%    
    Diamond (BC) B.V.    
  842,800 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   817,516
    Insurance - 0.1%    
    Asurion LLC    
  2,780,030 4.65%, 11/03/2024, 1 mo. USD LIBOR + 3.000%   2,781,197
    Hub International Ltd.    
  1,679,425 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   1,674,286
        4,455,483
    Leisure Time - 0.0%    
    Golden Entertainment, Inc.    
  3,517,425 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   3,521,822

 


 

The Hartford Balanced Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Media - 0.0%    
    AVSC Holding Corp.    
  3,060,488 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   3,045,185
    Total Senior Floating Rate Interests    
    (cost $22,363,215) $ 22,536,111
U.S. Government Agencies - 0.1%    
    Mortgage-Backed Agencies - 0.1%    
    FNMA - 0.1%    
$ 12,731,336 1.50%, 06/25/2042 $ 12,880,376
    GNMA - 0.0%    
$ 5,141,208 1.70%, 10/20/2045 $ 5,114,612
    Total U.S. Government Agencies    
    (cost $17,697,541) $ 17,994,988
U.S. Government Securities - 1.8%    
    U.S. Treasury Bonds - 0.6%    
$ 4,085,000 3.00%, 05/15/2045 $ 4,872,160
  10,340,000 3.00%, 11/15/2045(13)   12,370,033
  5,000,000 3.00%, 08/15/2048   6,069,141
  7,090,000 4.25%, 11/15/2040(14)   9,959,511
  7,845,000 4.38%, 02/15/2038   11,010,580
  5,122,000 4.38%, 05/15/2040   7,292,047
  26,925,000 4.38%, 05/15/2041   38,525,889
    U.S. Treasury Notes - 1.2%    
  5,000,000 1.38%, 10/31/2020   4,993,164
  3,930,000 1.38%, 01/31/2022   3,933,377
  14,185,000 1.50%, 08/31/2021   14,206,056
  16,990,000 1.50%, 09/15/2022   17,070,304
  30,000,000 1.50%, 10/31/2024   30,235,547
  8,640,000 1.50%, 11/30/2024   8,711,550
  47,395,000 2.38%, 03/15/2022   48,426,212
  31,285,000 2.88%, 11/30/2023   33,094,886
        160,671,096
    Total U.S. Government Securities    
    (cost $242,566,269) $ 250,770,457
Convertible Bonds - 0.1%    
    Engineering & Construction - 0.0%    
    Cellnex Telecom S.A.    
EUR 900,000 1.50%, 01/16/2026(4)   1,481,726
    Materials - 0.0%    
  1,410,000 Berry Global, Inc.*(3)   1,498,125
    Media - 0.0%    
    Scripps Escrow, Inc.    
$ 2,130,000 5.88%, 07/15/2027(3)   2,236,500
    Semiconductors - 0.0%    
    Microchip Technology, Inc.    
  980,000 2.25%, 02/15/2037   1,324,941
    Software - 0.1%    
    Western Digital Corp.    
  2,226,000 1.50%, 02/01/2024   2,230,173
    Workday, Inc.    
  1,080,000 0.25%, 10/01/2022   1,480,775
        3,710,948
    Total Convertible Bonds    
    (cost $8,703,142) $ 10,252,240
Escrows - 0.0%(15)      
    Telecommunication Services - 0.0%    
  3,930,000 Nexstar Broadcasting, Inc.*(3)   4,133,456
    Total Escrows    
    (cost $5,449,897) $ 4,133,456

 


 

The Hartford Balanced Income Fund      
 
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
 
  Total Long-Term Investments      
  (cost $11,819,723,601) $   13,326,567,368
Short-Term Investments - 2.7%      
  Other Investment Pools & Funds - 2.5%      
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,      
340,229,111 Institutional Class, 1.49%(16) $   340,229,111
  Securities Lending Collateral - 0.2%      
1,389,748 Citibank NA DDCA, 1.58%, 2/3/2020(16)     1,389,748
  Fidelity Investments Money Market Funds, Government Portfolio,      
6,483,900 Institutional Class, 1.50%(16)     6,483,900
  Goldman Sachs Financial Square Funds, Government Fund, Institutional      
5,478,560 Class, 1.72%(16)     5,478,560
1,992,629 JPMorgan Prime Money Market Fund, 1.69%(16)     1,992,629
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional      
5,230,489 Class, 1.71%(16)     5,230,489
  State Street Institutional Liquid Reserves Fund, Institutional Class,      
7,221,700 1.71%(16)     7,221,700
        27,797,026
  Total Short-Term Investments      
  (cost $368,026,137) $   368,026,137
  Total Investments      
  (cost $12,187,749,738) 99.5 % $ 13,694,593,505
  Other Assets and Liabilities 0.5 % 69,156,621
 
  Total Net Assets 100.0 % $ 13,763,750,126
 
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)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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, 2020, the aggregate value of these securities was $1,115,963,561, representing 8.1% of net assets.
(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, 2020, the aggregate value of these securities was $271,244,462, representing 2.0% of net assets.
(5)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(6)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(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)      Security is a zero-coupon bond.
(9)      Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

The Hartford Balanced Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(10)      Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(12)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(13)      All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of January 31, 2020, the market value of securities pledged was $345,739.
(14)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $3,336,226.
(15)      Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.
(16)      Current yield as of period end.
    Futures Contracts Outstanding at January 31, 2020                        
                              Value and  
          Number           Current       Unrealized  
          of           Notional       Appreciation/  
Description         Contracts Expiration Date     Amount       (Depreciation)  
 
Long position contracts:                                      
U.S. Treasury 2-Year Note Future       1,004 03/31/2020 $   217,224,814 $         772,591  
U.S. Treasury 5-Year Note Future       880 03/31/2020     105,881,875           931,710  
U.S. Treasury Long Bond Future       648 03/20/2020     105,968,250     3,068,540  
U.S. Treasury Ultra Bond Future       973 03/20/2020     188,457,938     6,562,582  
Total                           $ 11,335,423  
Short position contracts:                                      
Euro-BOBL Future         43 03/06/2020 $   6,436,125 $         (41,875 )
Euro-BUXL 30-Year Bond Future       26 03/06/2020     6,081,362     (224,097 )
Euro-Bund Future         101 03/06/2020     19,606,931     (338,495 )
U.S. Treasury 10-Year Note Future       2,808 03/20/2020     369,690,750   (6,612,434 )
U.S. Treasury 10-Year Ultra Future       269 03/20/2020     39,181,531     (898,445 )
 
 
Total                           $   (8,115,346 )
 
Total futures contracts                         $   3,220,077  
 
  OTC Credit Default Swap Contracts Outstanding at January 31, 2020                        
 
            Periodic   Upfront     Upfront               Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums Premiums   Market Appreciation/  
Reference Entity party Amount (a) Fixed Rate   Date Frequency   Paid Received   Value † (Depreciation)  
 
Credit default swaps on single-name issues:                                    
Buy protection:                                        
Deutsche Bank                                        
AG JPM EUR 8,000,000 (1.00 %) 06/20/24 Quarterly $ 342,235 $     $ 18,007 $   (324,228 )
Deutsche Bank                                        
AG MSC EUR 9,000,000 (1.00 %) 06/20/24 Quarterly   377,049         20,258       (356,791 )
Deutsche Bank                                        
AG CBK EUR 9,000,000 (1.00 %) 06/20/24 Quarterly   385,347         20,258       (365,089 )
Deutsche Bank                                        
AG JPM EUR 10,000,000 (1.00 %) 06/20/24 Quarterly   405,640         22,509       (383,131 )
Deutsche Bank                                        
AG JPM EUR 7,000,000 (1.00 %) 06/20/24 Quarterly   929,646         328,979       (600,667 )
Deutsche Bank                                        
AG HSBC EUR 7,000,000 (1.00 %) 06/20/24 Quarterly   966,646         328,978       (637,668 )
Targa                                        
Resources                                        
Partners L.P. BCLY USD 1,610,000 (5.00 %) 12/20/24 Quarterly       (305,730 )   (324,982 )   (19,252 )
 
Total             $ 3,406,563 $ (305,730 ) $ 414,007   $ (2,686,826 )

 


 

The Hartford Balanced Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total single-name issues

Total OTC contracts

$3,406,563 ________ $ (305,730) ____ $ ______ 414,007 ________ $ (2,686,826)
________ ____ ______ ________
________ ____ ______ ________
$3,406,563 ________ $ (305,730) ____ $ ______ 414,007 ________ $ (2,686,826)
________ ____ ______ ________

(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, 2020

            Periodic           Unrealized  
    Notional (Pay)/Receive   Expiration Payment           Appreciation/  
Reference Entity   Amount (a) Fixed Rate   Date Frequency Cost Basis     Value †   (Depreciation)  
Credit default swaps on indices:                              
Sell protection:                              
CDX.EMS.32.V1 USD 17,554,000 (1.00 %) 12/20/24 Quarterly $ 840,617   $ 743,438   $   (97,179 )
CDX.NA.HY.33.V2 USD 1,514,700 5.00 % 12/20/24 Quarterly 126,163     134,003       7,840  
 
Total           $ 966,780   $ 877,441   $   (89,339 )
Credit default swaps on single-name issues:                            
Buy protection:                              
Beazer Homes USA,                              
Inc. USD 1,455,000 (5.00 %) 12/20/24 Quarterly $ (150,397)   $ (204,721 ) $ (54,324 )
Republic of Turkey USD 1,025,000 (1.00 %) 12/20/24 Quarterly 126,595     64,101       (62,494 )
YUM! Brands, Inc. USD 1,580,000 (1.00 %) 12/20/24 Quarterly (33,056 )   (25,680 )     7,376  
 
 
Total           $ (56,858 ) $ (166,300 ) $   (109,442 )
 
 
Total single-name issues           $ (56,858 ) $ (166,300 ) $   (109,442 )
 
Total           $ 909,922   $ 711,141   $   (198,781 )

 

(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.
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
1,565,000 AUD 1,096,941 USD BOA 03/18/20 $ $ (48,397 )
2,006,000 BRL 487,011 USD MSC 03/03/20     (19,414 )
4,680,000 BRL 1,142,419 USD DEUT 03/03/20     (51,515 )
6,684,000 BRL 1,638,276 USD JPM 03/03/20     (80,241 )
1,405,000 CAD 1,075,971 USD RBC 03/18/20     (14,350 )
11,087,300,000 COP 3,274,918 USD CBK 03/18/20     (42,566 )
36,960,000 CZK 1,604,977 USD CBK 03/18/20   20,108    
78,405,000 CZK 3,439,081 USD GSC 03/18/20   8,288    
15,251,000 CZK 666,710 USD BOA 03/18/20   3,857    
20,334,000 CZK 891,666 USD BCLY 03/18/20   2,394    
31,630,000 EGP 1,903,216 USD CBK 03/18/20   68,595    
2,366,000 EUR 2,627,491 USD CBK 03/18/20   4,907   (520 )
1,083,000 EUR 1,200,464 USD SSG 03/18/20   4,240   (2 )
120,000 EUR 133,564 USD UBS 03/18/20   73   (152 )
670,000 EUR 748,355 USD HSBC 03/18/20     (3,064 )
856,000 EUR 960,088 USD MSC 03/18/20   24   (7,920 )
4,103,000 EUR 4,594,082 USD BNP 03/18/20     (30,010 )
10,275,000,000 IDR 718,431 USD BNP 03/18/20   30,831    
4,544,500,000 IDR 321,917 USD UBS 03/18/20   9,472    
3,181,150,000 IDR 225,415 USD JPM 03/18/20   6,557    
1,363,350,000 IDR 96,520 USD MSC 03/18/20   2,897    
14,768,000 MXN 768,333 USD JPM 03/18/20   7,667    
3,692,000 MXN 191,801 USD SSG 03/18/20   2,199    
1,675,000 NZD 1,127,777 USD HSBC 03/18/20     (44,381 )

 


 

The Hartford Balanced Income Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
25,011,000 PHP 492,294 USD JPM 03/18/20     (1,083 )
25,011,000 PHP 492,731 USD BCLY 03/18/20 $ $ (1,520 )
33,348,000 PHP 656,586 USD MSC 03/18/20     (1,638 )
83,370,000 PHP 1,642,759 USD CBK 03/18/20     (5,388 )
2,568,000 PLN 669,133 USD BOA 03/18/20     (6,174 )
8,225,000 PLN 2,129,837 USD MSC 03/18/20     (6,457 )
2,568,000 PLN 671,654 USD GSC 03/18/20     (8,695 )
3,424,000 PLN 895,655 USD BCLY 03/18/20     (11,709 )
8,560,000 PLN 2,240,187 USD CBK 03/18/20     (30,322 )
10,511,000 RUB 166,024 USD GSC 03/18/20     (2,549 )
14,014,000 RUB 221,355 USD BCLY 03/18/20     (3,398 )
45,545,000 RUB 721,055 USD BOA 03/18/20     (12,704 )
6,645,000 TRY 1,115,079 USD BOA 03/18/20     (16,592 )
12,340,000 TRY 2,064,874 USD GSC 03/18/20     (24,944 )
3,418,785 USD 5,000,000 AUD TDB 03/18/20   68,806    
1,015,006 USD 1,470,000 AUD DEUT 03/18/20   30,112    
406,126 USD 588,000 AUD SCB 03/18/20   12,168    
304,413 USD 441,000 AUD SSG 03/18/20   8,945    
303,546 USD 441,000 AUD JPM 03/18/20   8,078    
850,591 USD 3,635,000 BRL DEUT 03/03/20   3,276    
2,303,855 USD 9,884,000 BRL MSC 03/03/20     (97 )
2,507,879 USD 3,295,000 CAD JPM 03/18/20   18,171    
2,990,519 USD 3,935,000 CAD RBC 03/18/20   17,225    
975,178 USD 3,342,500,000 COP CBK 03/18/20   717    
2,027,244 USD 46,470,000 CZK GSC 03/18/20     (15,983 )
1,801,763 USD 1,624,000 EUR HSBC 02/28/20     (2,321 )
15,018,318 USD 13,606,000 EUR CBK 02/28/20     (96,437 )
42,794,894 USD 38,335,000 EUR CBK 03/18/20   152,021    
4,917,240 USD 4,397,000 EUR JPM 03/18/20   26,827   (696 )
2,883,244 USD 2,586,000 EUR GSC 03/18/20   13,176   (6,532 )
1,142,166 USD 1,023,000 EUR UBS 03/18/20   4,207    
1,721,126 USD 1,544,000 EUR SSG 03/18/20   3,619    
2,076,172 USD 1,864,000 EUR BCLY 03/18/20   8,257   (5,550 )
556,258 USD 500,000 EUR HSBC 03/18/20   71    
4,449 USD 4,000 EUR MSC 03/18/20     (1 )
20,837 USD 16,000 GBP GSC 02/28/20     (306 )
1,129,510 USD 15,559,000,000 IDR MSC 03/18/20     (5,065 )
964,501 USD 18,250,000 MXN SSG 03/18/20   5,535    
81,431 USD 1,600,000 MXN RBC 03/18/20     (2,643 )
3,508,694 USD 5,370,000 NZD TDB 03/18/20   35,357    
972,273 USD 1,470,000 NZD CIBC 03/18/20   21,471    
583,052 USD 882,000 NZD JPM 03/18/20   12,570    
389,256 USD 588,000 NZD MSC 03/18/20   8,935    
996,365 USD 50,980,000 PHP JPM 03/18/20     (4,872 )
1,952,741 USD 7,605,000 PLN BCLY 03/18/20     (10,579 )
1,033,506 USD 66,010,000 RUB BOA 03/18/20   6,867    
2,430,047 USD 157,789,000 RUB BCLY 03/18/20     (24,010 )
943,318 USD 5,725,000 TRY CBK 03/18/20     (3,084 )
2,176,839 USD 13,260,000 TRY GSC 03/18/20     (15,176 )
975,818 USD 14,520,000 ZAR GSC 03/18/20   14,565    
16,723,000 ZAR 1,139,786 USD BOA 03/18/20     (32,690 )
31,057,000 ZAR 2,127,911 USD GSC 03/18/20     (71,876 )
Total           $ 653,085 $ (773,623 )

 

  • 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

BNP BOA CBK

CIBC DEUT

Barclays

BNP Paribas Securities Services Banc of America Securities LLC Citibank NA

Canadian Imperial Bank of Commerce Deutsche Bank Securities, Inc.

 


 

The Hartford Balanced Income Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

GSC HSBC JPM MSC RBC SCB SSG TDB UBS

Currency Abbreviations:

AUD BRL CAD COP CZK EGP EUR GBP IDR MXN NZD PHP PLN RUB TRY USD ZAR

Index Abbreviations:

CDX.EM CDX.NA.HY CMT MSCI

Other Abbreviations:

ADR CJSC

DDCA FNMA GNMA LIBOR MSCI OTC PAC PIK PJSC PT REIT SOFR

Municipal Abbreviations:

Auth

GO Rev

Goldman Sachs & Co. HSBC Bank USA JP Morgan Chase & Co. Morgan Stanley RBC Dominion Securities, Inc. Standard Chartered Bank State Street Global Markets LLC Toronto-Dominion Bank UBS AG

Australian Dollar Brazilian Real Canadian Dollar Colombian Peso Czech Koruna Egyptian Pound Euro British Pound Indonesian Rupiah Mexican Peso New Zealand Dollar Philippine Peso Polish Zloty Russian Ruble Turkish Lira United States Dollar South African Rand

Credit Derivatives Emerging Markets Credit Derivatives North American High Yield Constant Maturity Treasury Index Morgan Stanley Capital International

American Depositary Receipt Closed Joint Stock Company

Dollars on Deposit in Custody Account Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate Morgan Stanley Capital International Over-the-Counter Planned Amortization Class Payment-in-kind Private Joint Stock Company Perseroan Terbatas Real Estate Investment Trust Secured Overnight Financing Rate

Authority

General Obligation Revenue

 


 

The Hartford Balanced Income Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)  
Assets                            
Common Stocks                            
Automobiles & Components   $ 40,675,869   $     $   40,675,869   $
Banks     779,667,400     779,667,400          
Capital Goods     502,681,524     383,866,293     118,815,231    
Consumer Services     39,696,570       39,696,570          
Diversified Financials     62,409,236       62,409,236          
Energy     571,420,441     571,420,441          
Food, Beverage & Tobacco     443,397,058     443,397,058          
Health Care Equipment & Services     262,097,128     204,707,225       57,389,903    
Household & Personal Products     217,330,815     217,330,815          
Insurance     430,164,264     430,164,264          
Materials     66,340,126       66,340,126          
Media & Entertainment     153,023,422     153,023,422          
Pharmaceuticals, Biotechnology & Life Sciences     772,341,476     600,480,895     171,860,581    
Real Estate     149,240,340     149,240,340          
Retailing     123,136,363     123,136,363          
Semiconductors & Semiconductor Equipment     241,416,598     241,416,598          
Technology Hardware & Equipment     234,818,028     234,818,028          
Telecommunication Services     217,146,610     217,146,610          
Transportation     82,020,238       82,020,238          
Utilities     560,111,383     560,111,383          
Preferred Stocks     786,175       786,175          
Corporate Bonds   6,576,287,653           6,576,287,653    
Foreign Government Obligations     457,457,310           457,457,310    
Municipal Bonds     37,214,089             37,214,089    
Senior Floating Rate Interests     22,536,111             22,536,111    
U.S. Government Agencies     17,994,988             17,994,988    
U.S. Government Securities     250,770,457           250,770,457    
Convertible Bonds     8,754,115             8,754,115    
Escrows     5,631,581             5,631,581    
Short-Term Investments     368,026,137     368,026,137          
Foreign Currency Contracts(2)     653,085             653,085    
Futures Contracts(2)     11,335,423       11,335,423          
 
Swaps - Credit Default(2)     15,216             15,216    
 
Total $ 13,706,597,229   $ 5,940,541,040   $ 7,766,056,189   $
Liabilities                            
Foreign Currency Contracts(2)   $ (773,623 ) $     $   (773,623 ) $
Futures Contracts(2)     (8,115,346 )     (8,115,346 )        
 
Swaps - Credit Default(2)     (2,900,823 )           (2,900,823 )  
Total   $ (11,789,792 ) $   (8,115,346 ) $   (3,674,446 ) $

 

(1) For the period ended January 31, 2020, 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 Capital Appreciation Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 97.3%    
  Automobiles & Components - 0.3%    
247,365 Aptiv plc $ 20,974,078
  Banks - 2.8%    
1,023,279 Bank of America Corp.   33,594,249
329,297 IBERIABANK Corp.   23,943,185
330,800 JP Morgan Chase & Co.   43,784,688
1,756,954 KeyCorp.   32,872,609
247,038 PNC Financial Services Group, Inc.   36,697,495
536,807 Zions Bancorp NA   24,419,350
      195,311,576
  Capital Goods - 6.2%    
114,456 Boeing Co.   36,427,911
75,807 Deere & Co.   12,021,474
137,553 Dover Corp.   15,660,409
772,308 Gardner Denver Holdings, Inc.*   27,270,196
327,373 General Dynamics Corp.   57,434,319
806,800 HF Global, Inc.(1)(2)(3)   13,409,016
450,998 Ingersoll-Rand plc   60,086,464
888,850 JELD-WEN Holding, Inc.*   21,225,738
739,218 Kennametal, Inc.   23,130,131
316,906 L3Harris Technologies, Inc.   70,140,805
126,313 Lockheed Martin Corp.   54,077,122
62,509 Northrop Grumman Corp.   23,413,996
545,033 SPX FLOW, Inc.*   23,839,743
      438,137,324
  Commercial & Professional Services - 2.8%    
308,322 Clean Harbors, Inc.*   25,350,235
408,236 Copart, Inc.*   41,419,625
29,980 CoStar Group, Inc.*   19,576,640
128,211 Equifax, Inc.   19,218,829
4,595 Klarna Holding AB(1)(2)(3)   1,080,626
477,681 Republic Services, Inc.   45,403,579
253,350 TransUnion   23,232,195
193,387 Waste Connections, Inc.   18,625,102
      193,906,831
  Consumer Durables & Apparel - 2.9%    
515,369 Kontoor Brands, Inc.*(4)   19,656,174
458,074 Lennar Corp. Class A   30,397,791
575,638 NIKE, Inc. Class B   55,433,939
477,101 Peloton Interactive, Inc. Class A*   15,438,988
583,702 Steven Madden Ltd.   22,507,549
928,072 Under Armour, Inc. Class A*(4)   18,728,493
2,424,580 Under Armour, Inc. Class C*   43,545,457
      205,708,391
  Consumer Services - 4.5%    
1,297,394 Aramark   57,266,971
5,654,566 DraftKings, Inc.*(1)(2)(3)   19,349,925
169,273 Grand Canyon Education, Inc.*   13,250,690
236,558 Hilton Worldwide Holdings, Inc.   25,500,952
551,944 Las Vegas Sands Corp.   36,047,463
180,498 Marriott Vacations Worldwide Corp.   21,703,080
333,392 McDonald's Corp.   71,335,886
255,603 Norwegian Cruise Line Holdings Ltd.*   13,764,222
239,078 Planet Fitness, Inc. Class A*   19,315,112
50,224 Vail Resorts, Inc.   11,778,030
497,719 Wyndham Hotels & Resorts, Inc.   28,454,595
      317,766,926
  Diversified Financials - 2.6%    
582,272 American Express Co.   75,619,665
293,774 Blackstone Group, Inc. Class A   17,940,778

 


 

The Hartford Capital Appreciation Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
1,037,958 Morgan Stanley $ 54,243,685
477,612 Voya Financial, Inc.   28,527,765
95,600 XP, Inc. Class A*   3,837,384
      180,169,277
  Energy - 1.4%    
613,471 Diamondback Energy, Inc.   45,642,242
253,904 Marathon Petroleum Corp.   13,837,768
975,740 Noble Energy, Inc.   19,290,380
192,864 Phillips 66   17,621,984
      96,392,374
  Food & Staples Retailing - 2.0%    
629,554 US Foods Holding Corp.*   25,289,184
999,705 Walmart, Inc.   114,456,226
      139,745,410
  Food, Beverage & Tobacco - 4.0%    
1,462,465 Altria Group, Inc.   69,510,962
1,234,264 Coca-Cola Co.   72,081,018
1,170,068 Diageo plc   46,268,118
168,459 Lamb Weston Holdings, Inc.   15,381,991
344,522 Monster Beverage Corp.*   22,945,165
408,866 PepsiCo., Inc.   58,067,149
      284,254,403
  Health Care Equipment & Services - 9.4%    
150,347 ABIOMED, Inc.*   28,008,143
577,206 Acadia Healthcare Co., Inc.*   18,545,629
322,349 Alcon, Inc.*   18,999,250
442,736 Baxter International, Inc.   39,500,906
100,384 Centene Corp.*   6,305,119
427,574 Cerner Corp.   30,712,640
203,939 Danaher Corp.   32,807,667
146,360 DexCom, Inc.*   35,236,170
404,266 Encompass Health Corp.   31,140,610
219,994 Haemonetics Corp.*   23,625,156
241,195 Hill-Rom Holdings, Inc.   25,684,856
355,070 Hologic, Inc.*   19,003,346
280,208 Insulet Corp.*   54,371,560
37,228 Intuitive Surgical, Inc.*   20,839,490
893,280 Medtronic plc   103,120,243
147,362 Molina Healthcare, Inc.*   18,121,105
189,600 Stryker Corp.   39,948,720
62,596 Teleflex, Inc.   23,255,040
262,634 UnitedHealth Group, Inc.   71,554,633
129,227 Veeva Systems, Inc. Class A*   18,945,971
      659,726,254
  Household & Personal Products - 0.8%    
749,210 Colgate-Palmolive Co.   55,276,714
  Insurance - 5.5%    
912,759 Aflac, Inc.   47,070,982
485,639 Arthur J Gallagher & Co.   49,811,992
179,589 Assurant, Inc.   23,447,140
392,974 Chubb Ltd.   59,728,118
1,681,944 CNO Financial Group, Inc.   29,585,395
354,057 Kemper Corp.   26,348,922
334,319 Lincoln National Corp.   18,213,699
354,197 Marsh & McLennan Cos., Inc.   39,620,476
125,808 Reinsurance Group of America, Inc.   18,122,642
1,712,863 Unum Group   45,716,314
135,339 Willis Towers Watson plc   28,595,777
      386,261,457
  Materials - 3.6%    
395,707 Cabot Corp.   15,768,924
444,063 Carpenter Technology Corp.   17,647,064

 


 

The Hartford Capital Appreciation Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
251,959 Celanese Corp. $ 26,077,756
301,086 CF Industries Holdings, Inc.   12,127,744
195,699 Eastman Chemical Co.   13,947,468
769,834 FMC Corp.   73,588,432
476,007 Linde plc   96,691,302
      255,848,690
  Media & Entertainment - 7.1%    
807,923 Activision Blizzard, Inc.   47,247,337
42,908 Alphabet, Inc. Class A*   61,477,724
738,988 Cinemark Holdings, Inc.   23,285,512
974,736 Comcast Corp. Class A   42,098,848
289,379 Electronic Arts, Inc.*   31,229,782
205,860 Facebook, Inc. Class A*   41,565,193
1,783,129 Interpublic Group of Cos., Inc.   40,477,028
115,887 Netflix, Inc.*   39,991,445
1,518,334 Pinterest, Inc. Class A*   33,448,898
256,575 Roku, Inc.*(4)   31,032,746
261,763 Spotify Technology S.A.*   36,987,112
513,653 Walt Disney Co.   71,043,346
      499,884,971
  Pharmaceuticals, Biotechnology & Life Sciences - 7.0%    
239,593 Agilent Technologies, Inc.   19,780,798
228,970 Alnylam Pharmaceuticals, Inc.*   26,283,466
270,292 AstraZeneca plc ADR   13,163,220
1,396,708 Elanco Animal Health, Inc.*   43,158,277
178,399 Exact Sciences Corp.*   16,641,059
91,718 Galapagos N.V.*   20,498,880
176,913 Heron Therapeutics, Inc.*   3,690,405
379,443 Ionis Pharmaceuticals, Inc.*   22,129,116
851,148 Johnson & Johnson   126,710,403
709,567 Merck & Co., Inc.   60,625,404
27,179 Mettler-Toledo International, Inc.*   20,579,395
1,659,919 Pfizer, Inc.   61,815,384
176,420 Seattle Genetics, Inc.*   19,122,164
121,808 Thermo Fisher Scientific, Inc.   38,149,048
      492,347,019
  Real Estate - 4.3%    
102,212 Alexandria Real Estate Equities, Inc. REIT   16,680,998
126,618 American Tower Corp. REIT   29,342,455
222,816 AvalonBay Communities, Inc. REIT   48,281,999
118,849 Boston Properties, Inc. REIT   17,037,004
28,991 Equinix, Inc. REIT   17,096,862
800,497 Gaming and Leisure Properties, Inc. REIT   37,827,486
708,854 Highwoods Properties, Inc. REIT   35,520,674
118,843 Jones Lang LaSalle, Inc. REIT   20,181,918
258,608 Life Storage, Inc. REIT   29,269,254
213,024 Public Storage REIT   47,666,250
8,145 We Co. Class A(1)(2)(3)   102,354
      299,007,254
  Retailing - 6.1%    
98,423 Alibaba Group Holding Ltd. ADR*   20,333,208
60,125 Amazon.com, Inc.*   120,774,290
62,709 Burlington Stores, Inc.*   13,637,326
315,296 Expedia Group, Inc.   34,193,851
379,292 Floor & Decor Holdings, Inc. Class A*   18,702,889
122,813 Home Depot, Inc.   28,013,645
10,615 JAND, Inc. Class A(1)(2)(3)   172,281
792,348 Kohl's Corp.   33,872,877
636,666 Lowe's Cos., Inc.   74,006,056
839,636 TJX Cos., Inc.   49,572,109
316,327 Tory Burch LLC*(1)(2)(3)   20,529,602
135,897 Wayfair, Inc. Class A*(4) $ 12,733,549
      426,541,683

 


 

The Hartford Capital Appreciation Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Semiconductors & Semiconductor Equipment - 2.9%    
953,192 Advanced Micro Devices, Inc.*   44,800,024
297,755 Analog Devices, Inc.   32,678,611
174,461 Ichor Holdings Ltd.*   5,825,253
803,813 Marvell Technology Group Ltd.   19,323,664
1,100,120 Micron Technology, Inc.*   58,405,371
231,096 MKS Instruments, Inc.   24,223,483
149,581 NXP Semiconductors N.V.   18,975,846
      204,232,252
  Software & Services - 9.0%    
158,445 Accenture plc Class A   32,514,498
105,339 Alteryx, Inc. Class A*   14,691,630
374,003 Amdocs Ltd.   26,909,516
36,792 Fair Isaac Corp.*   14,804,365
78,821 FleetCor Technologies, Inc.*   24,846,744
662,029 Genpact Ltd.   29,308,024
126,497 Global Payments, Inc.   24,723,839
697,279 GoDaddy, Inc. Class A*   46,864,122
253,357 Guidewire Software, Inc.*   28,502,662
345,114 Microsoft Corp.   58,748,756
299,566 PayPal Holdings, Inc.*   34,117,572
146,706 ServiceNow, Inc.*   49,620,370
2,671,161 Slack Technologies, Inc. Class A*(4)   55,373,167
276,065 Splunk, Inc.*   42,861,852
232,858 Square, Inc. Class A*   17,392,164
117,019 VeriSign, Inc.*   24,356,335
134,307 Visa, Inc. Class A   26,723,064
80,125 WEX, Inc.*   17,380,715
262,146 Workday, Inc. Class A*   48,400,016
218,127 Zoom Video Communications, Inc. Class A*   16,643,090
      634,782,501
  Technology Hardware & Equipment - 4.0%    
388,688 Apple, Inc.   120,302,823
155,088 CDW Corp.   20,231,229
111,651 Coherent, Inc.*   15,790,801
383,708 Lumentum Holdings, Inc.*   29,073,555
527,589 TE Connectivity Ltd.   48,633,154
462,794 Western Digital Corp.   30,313,007
64,588 Zebra Technologies Corp. Class A*   15,437,824
      279,782,393
  Telecommunication Services - 1.9%    
1,589,353 AT&T, Inc.   59,791,460
663,319 T-Mobile US, Inc.*   52,528,231
348,654 Verizon Communications, Inc.   20,723,994
      133,043,685
  Transportation - 3.2%    
454,901 Canadian National Railway Co.   42,509,904
483,930 CSX Corp.   36,943,216
25,691 FedEx Corp.   3,715,946
128,819 J.B. Hunt Transport Services, Inc.   13,903,435
2,299,110 Uber Technologies, Inc.*   83,434,702
254,863 Union Pacific Corp.   45,727,519
      226,234,722
  Utilities - 3.0%    
450,341 Dominion Energy, Inc.   38,616,741
615,856 Duke Energy Corp.   60,126,021
171,165 Sempra Energy   27,495,945
965,162 Southern Co.   67,947,405
409,300 UGI Corp. $ 17,022,787
      211,208,899
  Total Common Stocks    
  (cost $5,771,799,058) $ 6,836,545,084

 


 

The Hartford Capital Appreciation Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
Convertible Preferred Stocks - 0.8%    
  Commercial & Professional Services - 0.0%    
33,739 Rubicon Global Holdings LLC Series C*(1)(2)(3)   620,797
  Consumer Services - 0.0%    
10,074 Airbnb, Inc. Series E*(1)(2)(3)   1,316,067
  Diversified Financials - 0.1%    
348,919 Social Finance, Inc. Series F*(1)(2)(3)   5,429,180
  Real Estate - 0.3%    
674,436 We Co. Series D1*(1)(2)(3)   9,828,408
599,094 We Co. Series D2*(1)(2)(3)   8,730,477
      18,558,885
  Retailing - 0.2%    
269,407 Coupang LLC *(1)(2)(3)   1,570,643
28,025 Honest Co., Inc. Series C*(1)(2)(3)   923,143
278,194 Honest Co., Inc. Series E*(1)(2)(3)   10,844,002
23,702 JAND, Inc. Series D*(1)(2)(3)   386,343
      13,724,131
  Software & Services - 0.2%    
566,622 Essence Group Holdings Corp. Series 3*(1)(2)(3)   1,427,887
77,707 Lookout, Inc. Series F*(1)(2)(3)   605,338
95,031 MarkLogic Corp. Series F*(1)(2)(3)   909,446
47,064 Sharecare, Inc. Series B2*(1)(2)(3)   10,732,475
      13,675,146
  Total Convertible Preferred Stocks    
  (cost $57,566,896) $ 53,324,206
Escrows - 0.0%(5)      
  Consumer Durables & Apparel - 0.0%    
83,332 One Kings Lane, Inc.*(1)(2)(3)   13,333
  Software & Services - 0.0%    
58,205 Veracode, Inc.*(1)(2)(3)   31,664
  Total Escrows    
  (cost $—) $ 44,997
  Total Long-Term Investments    
  (cost $5,829,365,954) $ 6,889,914,287
Short-Term Investments - 2.1%    
  Other Investment Pools & Funds - 1.8%    
125,743,471 Fidelity Institutional Government Fund, Institutional Class, 1.48%(6)   125,743,471
  Securities Lending Collateral - 0.3%    
1,032,201 Citibank NA DDCA, 1.58%, 2/3/2020(6)   1,032,201
  Fidelity Investments Money Market Funds, Government Portfolio,    
4,815,754 Institutional Class, 1.50%(6)   4,815,754
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
4,069,063 Class, 1.72%(6)   4,069,063
1,479,975 JPMorgan Prime Money Market Fund, 1.69%(6)   1,479,975
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
3,884,815 Class, 1.71%(6)   3,884,815
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
5,363,737 1.71%(6)   5,363,737
      20,645,545
  Total Short-Term Investments    
  (cost $146,389,016) $ 146,389,016

 


 

The Hartford Capital Appreciation Fund        
Schedule of Investments – (continued)        
January 31, 2020 (Unaudited)        
 
Total Investments        
(cost $5,975,754,970) 100.2 % $ 7,036,303,303  
Other Assets and Liabilities (0.2 )% (11,468,159 )
Total Net Assets 100.0 % $ 7,024,835,144  
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)      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, 2020, the aggregate fair value of these securities was $108,013,007, 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.
(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 $108,013,007 or 1.5% of net assets.
Period Acquired Security Name Shares/Par Value   Base Total Cost   Base Market Value
  Airbnb, Inc. Series E          
06/2015 Convertible Preferred 10,074 $ 937,833 $ 1,316,067
  Coupang LLC Convertible          
11/2014 Preferred 269,407   838,697   1,570,643
12/2014 DraftKings, Inc. 5,654,566   20,596,932   19,349,925
  Essence Group Holdings          
  Corp. Series 3 Convertible          
05/2014 Preferred 566,622   895,999   1,427,887
06/2015 HF Global, Inc. 806,800   10,846,942   13,409,016
  Honest Co., Inc. Series C          
08/2014 Convertible Preferred 28,025   758,281   923,143
  Honest Co., Inc. Series E          
08/2015 Convertible Preferred 278,194   12,728,766   10,844,002
04/2015 JAND, Inc. Class A 10,615   121,916   172,281
  JAND, Inc. Series D          
04/2015 Convertible Preferred 23,702   272,224   386,343
08/2015 Klarna Holding AB 4,595   503,982   1,080,626
  Lookout, Inc. Series F          
07/2014 Convertible Preferred 77,707   887,655   605,338
  MarkLogic Corp. Series F          
04/2015 Convertible Preferred 95,031   1,103,709   909,446
01/2014 One Kings Lane, Inc. 83,332     13,333
  Rubicon Global Holdings LLC          
  Series C Convertible          
09/2015 Preferred 33,739   673,447   620,797
  Sharecare, Inc. Series B2          
03/2015 Convertible Preferred 47,064   11,759,882   10,732,475
  Social Finance, Inc. Series F          
09/2015 Convertible Preferred 348,919   5,504,651   5,429,180
11/2013 Tory Burch LLC 316,327   24,792,581   20,529,602
04/2017 Veracode, Inc. 58,205     31,664

 


 

The Hartford Capital Appreciation Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
12/2014 We Co. Class A 8,145   135,623 $ 102,354
  We Co. Series D1 Convertible          
12/2014 Preferred 674,436   11,230,142   9,828,408
  We Co. Series D2 Convertible          
12/2014 Preferred 599,094   9,975,610   8,730,477
12/2014 WeWork Companies, Inc. 717,736   11,951,170   12,395,301
      $ 126,516,042 $ 120,408,308

 

(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)      Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.
(6)      Current yield as of period end.
Futures Contracts Outstanding at January 31, 2020
            Value and  
  Number     Current   Unrealized  
  of     Notional   Appreciation/  
Description Contracts Expiration Date   Amount   (Depreciation)  
 
Long position contracts:              
S&P 500 (E-Mini) Future 655 03/20/2020 $ 105,586,000 $ (2,169,128 )
 
Total futures contracts         $ (2,169,128 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:  
USD United States Dollar
 

Other Abbreviations:

ADR

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford Capital Appreciation Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)
Assets                        
Common Stocks                        
Automobiles & Components   $ 20,974,078   $   20,974,078   $ $
Banks     195,311,577     195,311,577      
Capital Goods     438,137,324     424,728,308       13,409,016
Commercial & Professional Services     193,906,831     192,826,205       1,080,626
Consumer Durables & Apparel     205,708,391     205,708,391      
Consumer Services     317,766,926     298,417,001       19,349,925
Diversified Financials     180,169,277     180,169,277      
Energy     96,392,374       96,392,374      
Food & Staples Retailing     139,745,410     139,745,410      
Food, Beverage & Tobacco     284,254,403     237,986,285     46,268,118  
Health Care Equipment & Services     659,726,254     659,726,254      
Household & Personal Products     55,276,714       55,276,714      
Insurance     386,261,457     386,261,457      
Materials     255,848,690     255,848,690      
Media & Entertainment     499,884,971     499,884,971      
Pharmaceuticals, Biotechnology & Life Sciences     492,347,019     471,848,139     20,498,880  
Real Estate     311,323,783     298,904,899       102,354
Retailing     426,541,683     405,839,800       20,701,883
Semiconductors & Semiconductor Equipment     204,232,252     204,232,252      
Software & Services     634,782,501     634,782,501      
Technology Hardware & Equipment     279,782,393     279,782,393      
Telecommunication Services     133,043,685     133,043,685      
Transportation     226,234,722     226,234,722      
Utilities     211,208,899     211,208,899      
Convertible Preferred Stocks     41,007,676             53,324,206
Escrows     44,997             44,997
 
Short-Term Investments     146,389,016     146,389,016      
 
Total $ 7,036,303,303   $ 6,861,523,298   $ 66,766,998 $ 108,013,007
Liabilities                        
 
Futures Contracts(2)   $ (2,169,128 ) $   (2,169,128 ) $ $
 
Total   $ (2,169,128 ) $   (2,169,128 ) $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.          

 

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

The following is a rollforward of the Fund's investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2020:

          Convertible              
    Common     Preferred              
    Stocks     Stocks     Escrows     Total  
Beginning balance $ 66,160,890   $ 53,985,898   $ 56,188   $ 120,202,976  
Sales   (15,949,447 )   (896,215 )   (18,051 )   (16,863,713 )
Total realized gain/(loss)   -     338,147     18,051     356,198  
Net change in unrealized appreciation/(depreciation)   4,432,361     (103,624 )   (11,191 )   4,317,546  
Ending balance $ 54,643,804   $ 53,324,206   $ 44,997   $ 108,013,007  

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at January 31, 2020 was $4,033,753.


 

The Hartford Checks and Balances Fund        
 
Schedule of Investments        
January 31, 2020 (Unaudited)        
 
 
Shares or Principal Amount       Market Value
Affiliated Investment Companies - 99.8%        
  Domestic Equity Funds - 65.7%        
13,972,500 The Hartford Capital Appreciation Fund, Class F   $   525,086,564
20,241,859 The Hartford Dividend and Growth Fund, Class F       525,276,235
  Total Domestic Equity Funds        
  (cost $1,011,751,916)   $   1,050,362,799
  Taxable Fixed Income Funds - 34.1%        
13,330,067 Hartford Total Return Bond ETF       545,776,932
  Total Taxable Fixed Income Funds        
  (cost $515,544,259)   $   545,776,932
  Total Affiliated Investment Companies        
  (cost $1,527,296,175)   $   1,596,139,731
Short-Term Investments - 0.2%        
  Other Investment Pools & Funds - 0.2%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
3,255,536 1.49 %(1)     3,255,536
  Total Short-Term Investments        
  (cost $3,255,536)   $   3,255,536
  Total Investments        
  (cost $1,530,551,711)   100.0 % $ 1,599,395,267
  Other Assets and Liabilities   0.0 % 515,292
 
  Total Net Assets   100.0 % $ 1,599,910,559
 
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, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total   Level 1 Level 2 Level 3(1)  
Assets                
Affiliated Investment Companies $ 1,596,139,731 $ 1,596,139,731 $ $
Short-Term Investments   3,255,536   3,255,536    
Total $ 1,599,395,267 $ 1,599,395,267 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Climate Opportunities Fund (formerly, Hartford Environmental Opportunities Fund) Schedule of Investments January 31, 2020 (Unaudited)

Shares or Principal Amount   Market Value
Common Stocks - 97.3%    
  Austria - 0.7%    
1,674 Lenzing AG $ 132,557
2,802 Verbund AG   148,293
      280,850
  Belgium - 0.7%    
6,576 Umicore S.A.   302,781
  Brazil - 1.2%    
21,380 Cia de Saneamento do Parana   506,219
  Canada - 0.4%    
3,569 Nutrien Ltd.   152,345
  Chile - 0.5%    
20,771 Antofagasta plc   224,364
  China - 6.1%    
1,936 Alibaba Group Holding Ltd. ADR*   399,958
608,000 China Everbright International Ltd.   431,238
1,110,209 China Longyuan Power Group Corp. Ltd. Class H   656,426
1,633,590 Huaneng Renewables Corp. Ltd. Class H   668,171
6,795 JinkoSolar Holding Co., Ltd. ADR*   127,066
232,200 Xinjiang Goldwind Science & Technology Co., Ltd. Class H   243,306
      2,526,165
  Denmark - 3.3%    
2,031 Orsted A/S(1)   221,525
2,058 Rockwool International A/S Class B   479,801
6,546 Vestas Wind Systems A/S   649,804
      1,351,130
  France - 3.4%    
4,410 Alstom S.A.   233,731
15,623 Cie de Saint-Gobain   589,430
8,539 Rexel S.A.   102,144
4,610 Schneider Electric SE   459,739
      1,385,044
  Germany - 4.6%    
3,821 Bayerische Motoren Werke AG   272,175
15,517 Infineon Technologies AG   333,351
2,207 Knorr-Bremse AG   241,120
1,586 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen   467,617
4,825 Siemens AG   595,106
      1,909,369
  Ireland - 0.7%    
4,304 Kingspan Group plc   265,637
  Italy - 0.7%    
13,400 Prysmian S.p.A.   297,240
  Japan - 8.9%    
3,610 Daikin Industries Ltd.   508,675
2,900 East Japan Railway Co.   255,349
20,165 Fujitsu General Ltd.   450,818
600 Keyence Corp.   201,694
12,100 Kubota Corp.   189,481
17,735 Kyudenko Corp.   511,841
12,200 Nabtesco Corp.   349,588
24,945 Sekisui Chemical Co., Ltd.   415,470
2,000 Shimano, Inc.   306,655
13,300 Sumitomo Forestry Co., Ltd.   184,685
4,200 Toyota Motor Corp.   292,016
      3,666,272
  Netherlands - 2.7%    
5,984 Aalberts N.V.   261,265
5,615 Alfen Beheer B.V.*(1)   151,012

 


 

Hartford Climate Opportunities Fund (formerly, Hartford Environmental Opportunities Fund) Schedule of Investments – (continued) January 31, 2020 (Unaudited)

23,488 Arcadis N.V. $ 533,525
1,972 InterXion Holding N.V.*   171,623
      1,117,425
  Norway - 1.3%    
45,212 NEL ASA*   44,753
77,722 Norsk Hydro ASA   242,908
7,988 Tomra Systems ASA   235,126
      522,787
  South Korea - 1.7%    
7,254 Samsung Electronics Co., Ltd.   336,099
1,636 Samsung SDI Co., Ltd.   372,416
      708,515
  Spain - 4.3%    
24,449 Atlantica Yield plc   702,298
48,950 Iberdrola S.A.   535,578
866 Iberdrola S.A.*   9,474
32,083 Siemens Gamesa Renewable Energy S.A.   511,358
      1,758,708
  Sweden - 2.5%    
15,653 Electrolux AB Class B   371,858
10,703 Hexagon AB Class B   581,855
4,194 Nibe Industrier AB Class B   72,688
      1,026,401
  Switzerland - 2.2%    
17,277 ABB Ltd.   402,242
4,450 Swiss Re AG   502,489
      904,731
  Taiwan - 0.9%    
75,000 Chroma ATE, Inc.   365,767
  United Kingdom - 6.0%    
3,386 Croda International plc   222,354
37,452 ITM Power plc*   51,681
58,309 National Grid plc   774,733
121,852 Smart Metering Systems plc(2)   827,859
8,846 Spectris plc   308,018
43,748 Trainline plc*(1)   272,197
      2,456,842
  United States - 44.5%    
482 Alphabet, Inc. Class A*   690,600
311 Amazon.com, Inc.*   624,712
2,759 Aptiv plc   233,936
10,412 Avangrid, Inc.   554,543
3,775 Ball Corp.   272,480
1,219 Beyond Meat, Inc.*(2)   134,602
8,544 Clean Harbors, Inc.*   702,488
6,675 Cognex Corp.   340,225
11,376 CoreLogic, Inc.   528,984
4,376 Cree, Inc.*   203,440
3,905 Danaher Corp.   628,197
5,744 Deere & Co.   910,884
5,598 Eaton Corp. plc   528,843
1,839 Ecolab, Inc.   360,646
8,026 Eversource Energy   741,923
12,419 First Solar, Inc.*(2)   615,734
4,658 FMC Corp.   445,258
30,383 Green Plains, Inc.   378,876
24,373 Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT   830,876
2,977 Hubbell, Inc.   426,396
2,529 Ingersoll-Rand plc   336,939
1,512 IPG Photonics Corp.*   193,037
8,795 Itron, Inc.*   718,991

 


 

Hartford Climate Opportunities Fund (formerly, Hartford Environmental Opportunities Fund) Schedule of Investments – (continued) January 31, 2020 (Unaudited)

1,771 Kansas City Southern $   298,750  
8,527 Kroger Co.     229,035  
2,419 Lindsay Corp.     241,973  
2,180 NextEra Energy, Inc.     584,676  
13,845 Owens Corning     837,484  
15,757 Skyline Champion Corp.*     453,014  
20,300 Sunnova Energy International, Inc.*     275,674  
3,508 Texas Instruments, Inc.     423,240  
11,979 TPI Composites, Inc.*     248,564  
12,879 Trimble, Inc.*     547,615  
1,891 Union Pacific Corp.     339,283  
2,156 Verisk Analytics, Inc.     350,285  
3,959 Waste Management, Inc.     481,810  
27,760 Weyerhaeuser Co., REIT     803,652  
9,665 Xylem, Inc.     789,244  
        18,306,909  
  Total Common Stocks        
  (cost $37,309,349) $   40,035,501  
Short-Term Investments - 5.4%        
  Other Investment Pools & Funds - 2.4%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
512,337 1.49%(3)     512,337  
  Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,        
455,595 Institutional Class, 1.43%(3)     455,595  
        967,932  
  Securities Lending Collateral - 3.0%        
62,565 Citibank NA DDCA, 1.58%, 2/3/2020(3)     62,565  
  Fidelity Investments Money Market Funds, Government Portfolio,        
291,896 Institutional Class, 1.50%(3)     291,896  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional        
246,637 Class, 1.72%(3)     246,637  
89,705 JPMorgan Prime Money Market Fund, 1.69%(3)     89,705  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
235,470 Class, 1.71%(3)     235,470  
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
325,111 1.71%(3)     325,111  
        1,251,384  
  Total Short-Term Investments        
  (cost $2,219,316) $   2,219,316  
  Total Investments        
  (cost $39,528,665) 102.7 % $ 42,254,817  
  Other Assets and Liabilities (2.7 )% (1,104,209 )
 
  Total Net Assets 100.0 % $ 41,150,608  
 
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, 2020, the aggregate value of these securities was $644,734, representing 1.6% of net assets.

 

Hartford Climate Opportunities Fund (formerly, Hartford Environmental Opportunities Fund) Schedule of Investments – (continued) January 31, 2020 (Unaudited)

(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

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

Hartford Climate Opportunities Fund (formerly, Hartford Environmental Opportunities Fund) Schedule of Investments January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1   Level 2 Level 3(1)  
Assets                
Common Stocks                
Austria $ 280,850 $ 280,850 $ $
Belgium   302,781     302,781  
Brazil   506,219   506,219    
Canada   152,345   152,345    
Chile   224,364     224,364  
China   2,526,165   527,024   1,999,141  
Denmark   1,351,130     1,351,130  
France   1,385,044     1,385,044  
Germany   1,909,369   241,120   1,668,249  
Ireland   265,637   265,637    
Italy   297,240     297,240  
Japan   3,666,272     3,666,272  
Netherlands   1,117,425   322,635   794,790  
Norway   522,787     522,787  
South Korea   708,515     708,515  
Spain   1,758,708   702,298   1,056,410  
Sweden   1,026,401   371,858   654,543  
Switzerland   904,731     904,731  
Taiwan   365,767     365,767  
United Kingdom   2,456,842   879,540   1,577,302  
United States   18,306,909   18,306,909    
Short-Term Investments   2,219,316   2,219,316    
 
Total $ 42,254,817 $ 24,775,751 $ 17,479,066 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

The Hartford Conservative Allocation Fund      
 
Schedule of Investments      
January 31, 2020 (Unaudited)      
 
 
Shares or Principal Amount     Market Value
Affiliated Investment Companies - 99.8%      
  Domestic Equity Funds - 26.7%      
296,829 Hartford Core Equity Fund, Class F $   10,454,326
171,512 Hartford Multifactor US Equity ETF     5,752,513
294,741 Hartford Small Cap Value Fund, Class F     2,800,037
347,599 The Hartford Equity Income Fund, Class F     6,670,429
83,273 The Hartford Growth Opportunities Fund, Class F     3,619,025
101,977 The Hartford MidCap Fund, Class F     3,231,637
131,855 The Hartford Small Company Fund, Class F     2,941,685
  Total Domestic Equity Funds      
  (cost $32,334,772) $   35,469,652
  International/Global Equity Funds - 8.1%      
143,530 Hartford Emerging Markets Equity Fund, Class F     1,260,193
140,453 Hartford Multifactor Developed Markets (ex-US) ETF     4,033,810
390,337 Hartford Schroders International Multi-Cap Value Fund, Class F     3,481,802
120,368 The Hartford International Opportunities Fund, Class F     1,912,647
  Total International/Global Equity Funds      
  (cost $10,635,044) $   10,688,452
  Multi-Strategy Funds - 1.9%      
297,348 The Hartford Global Real Asset Fund, Class F     2,542,328
  Total Multi-Strategy Funds      
  (cost $2,644,121) $   2,542,328
  Taxable Fixed Income Funds - 63.1%      
  Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class      
452,721 F     4,201,251
253,458 Hartford Short Duration ETF     10,409,520
387,143 Hartford Total Return Bond ETF     15,850,912
537,676 The Hartford Inflation Plus Fund, Class F     5,785,392
1,939,772 The Hartford Quality Bond Fund, Class F     19,863,262
1,080,124 The Hartford Strategic Income Fund, Class F     9,537,498
1,717,857 The Hartford World Bond Fund, Class F     18,226,459
  Total Taxable Fixed Income Funds      
  (cost $81,986,656) $   83,874,294
  Total Affiliated Investment Companies      
  (cost $127,600,593) $   132,574,726
Short-Term Investments - 0.2%      
  Other Investment Pools & Funds - 0.2%      
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,      
268,501 1.49%(1)     268,501
  Total Short-Term Investments      
  (cost $268,501) $   268,501
  Total Investments      
  (cost $127,869,094) 100.0 % $ 132,843,227
  Other Assets and Liabilities 0.0 % 12,173
 
  Total Net Assets 100.0 % $ 132,855,400
 
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)


 

The Hartford Conservative Allocation Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Other Abbreviations:
ETF

Exchange-Traded Fund


 

The Hartford Conservative Allocation Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Affiliated Investment Companies $ 132,574,726 $ 132,574,726 $ $
Short-Term Investments   268,501   268,501    
Total $ 132,843,227 $ 132,843,227 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Core Equity Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 95.0%    
  Banks - 7.2%    
4,611,975 Bank of America Corp. $ 151,411,139
1,794,091 Fifth Third Bancorp   51,041,889
1,254,833 JP Morgan Chase & Co.   166,089,696
681,328 PNC Financial Services Group, Inc.   101,211,274
      469,753,998
  Capital Goods - 5.7%    
741,826 AMETEK, Inc.   72,068,396
1,057,612 Fortune Brands Home & Security, Inc.   72,668,520
453,113 Illinois Tool Works, Inc.   79,285,713
431,274 Raytheon Co.   95,285,678
318,915 Snap-on, Inc.(1)   50,908,401
      370,216,708
  Commercial & Professional Services - 2.7%    
346,915 Equifax, Inc.   52,002,559
706,768 IHS Markit Ltd.*   55,735,724
741,855 Republic Services, Inc.   70,513,318
      178,251,601
  Consumer Durables & Apparel - 3.3%    
878,639 NIKE, Inc. Class B   84,612,936
707,201 PVH Corp.   61,646,711
815,078 VF Corp.   67,627,022
      213,886,669
  Consumer Services - 2.8%    
671,255 Hilton Worldwide Holdings, Inc.   72,361,289
528,193 McDonald's Corp.   113,017,456
      185,378,745
  Diversified Financials - 2.0%    
531,349 American Express Co.   69,006,295
620,673 Capital One Financial Corp.   61,943,165
      130,949,460
  Energy - 1.3%    
1,014,172 Continental Resources, Inc.   27,605,762
739,521 EOG Resources, Inc.   53,918,476
      81,524,238
  Food & Staples Retailing - 2.9%    
278,403 Costco Wholesale Corp.   85,057,684
888,555 Walmart, Inc.   101,730,662
      186,788,346
  Food, Beverage & Tobacco - 3.3%    
367,525 Constellation Brands, Inc. Class A   69,204,958
1,225,849 Kellogg Co.   83,615,160
984,008 Monster Beverage Corp.*   65,534,933
      218,355,051
  Health Care Equipment & Services - 11.2%    
886,725 Abbott Laboratories   77,269,216
282,718 Anthem, Inc.   74,999,431
1,181,908 Baxter International, Inc.   105,449,832
232,366 Becton Dickinson and Co.   63,942,476
416,268 Danaher Corp.   66,965,033
1,173,319 Hologic, Inc.*   62,796,033
380,614 Laboratory Corp. of America Holdings*   66,759,696
933,499 Medtronic plc   107,763,124
386,217 UnitedHealth Group, Inc.   105,224,822
      731,169,663
  Household & Personal Products - 3.8%    
1,302,678 Colgate-Palmolive Co.   96,111,583

 


 

Hartford Core Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
1,201,422 Procter & Gamble Co. $ 149,721,209
      245,832,792
  Insurance - 3.2%    
627,492 Allstate Corp.   74,382,902
887,969 Athene Holding Ltd. Class A*   38,679,929
638,993 Chubb Ltd.   97,120,546
      210,183,377
  Materials - 1.7%    
278,054 Ecolab, Inc.   54,529,170
479,715 PPG Industries, Inc.   57,489,046
      112,018,216
  Media & Entertainment - 5.2%    
121,856 Alphabet, Inc. Class A*   174,592,840
304,483 Facebook, Inc. Class A*   61,478,162
734,049 Walt Disney Co.   101,526,317
      337,597,319
  Pharmaceuticals, Biotechnology & Life Sciences - 5.3%    
310,533 Allergan plc   57,957,879
805,386 Eli Lilly & Co.   112,464,101
1,048,324 Merck & Co., Inc.   89,568,803
283,486 Thermo Fisher Scientific, Inc.   88,784,980
      348,775,763
  Real Estate - 2.3%    
321,712 American Tower Corp. REIT   74,553,539
536,282 Boston Properties, Inc. REIT   76,876,025
      151,429,564
  Retailing - 2.9%    
58,007 Amazon.com, Inc.*   116,519,821
1,258,367 TJX Cos., Inc.   74,293,988
      190,813,809
  Semiconductors & Semiconductor Equipment - 3.0%    
978,042 Micron Technology, Inc.*   51,924,250
1,732,195 ON Semiconductor Corp.*   40,100,314
435,413 QUALCOMM, Inc.   37,145,083
986,326 Teradyne, Inc.   65,087,653
      194,257,300
  Software & Services - 11.4%    
452,735 Global Payments, Inc.   88,487,056
737,146 GoDaddy, Inc. Class A*   49,543,583
941,626 Leidos Holdings, Inc.   94,605,164
411,798 Mastercard, Inc. Class A   130,103,460
1,268,469 Microsoft Corp.   215,931,478
429,110 salesforce.com, Inc.*   78,231,044
823,181 SS&C Technologies Holdings, Inc.   51,868,635
197,097 Workday, Inc. Class A*   36,390,019
      745,160,439
  Technology Hardware & Equipment - 5.9%    
765,366 Apple, Inc.   236,888,431
452,471 CDW Corp.   59,024,842
518,384 Motorola Solutions, Inc.   91,753,968
      387,667,241
  Telecommunication Services - 1.6%    
1,723,435 Verizon Communications, Inc.   102,440,976
  Transportation - 1.5%    
318,150 Norfolk Southern Corp.   66,242,012
934,132 Uber Technologies, Inc.*   33,899,650
      100,141,662
  Utilities - 4.8%    
1,082,732 American Electric Power Co., Inc.   112,842,329

 


 

Hartford Core Equity Fund        
 
Schedule of Investments – (continued)        
January 31, 2020 (Unaudited)        
 
 
485,781 NextEra Energy, Inc.   $   130,286,464
718,154 Pinnacle West Capital Corp.       70,156,464
          313,285,257
  Total Common Stocks        
  (cost $4,602,501,909)   $   6,205,878,194
Short-Term Investments - 4.2%        
  Other Investment Pools & Funds - 4.2%        
276,111,030 Fidelity Institutional Government Fund, Institutional Class, 1.48%(2)       276,111,030
  Securities Lending Collateral - 0.0%        
10,020 Citibank NA DDCA, 1.58%, 2/3/2020(2)       10,020
  Fidelity Investments Money Market Funds, Government Portfolio,        
46,749 Institutional Class, 1.50%(2)       46,749
  Goldman Sachs Financial Square Funds, Government Fund, Institutional        
39,500 Class, 1.72%(2)       39,500
14,367 JPMorgan Prime Money Market Fund, 1.69%(2)       14,367
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
37,711 Class, 1.71%(2)       37,711
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
52,068 1.71 %(2)     52,068
          200,415
  Total Short-Term Investments        
  (cost $276,311,445)   $   276,311,445
  Total Investments        
  (cost $4,878,813,354)   99.2 % $ 6,482,189,639
  Other Assets and Liabilities   0.8 % 52,770,867
 
  Total Net Assets   100.0 % $ 6,534,960,506
 
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.
Futures Contracts Outstanding at January 31, 2020
            Value and  
  Number     Current   Unrealized  
  of     Notional   Appreciation/  
Description Contracts Expiration Date   Amount   (Depreciation)  
 
Long position contracts:              
S&P 500 (E-Mini) Future 736 03/20/2020 $ 118,643,200 $ (1,938,027 )
 
Total futures contracts         $ (1,938,027 )

 

  • 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's
 

Other Abbreviations:

DDCA REIT

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

Hartford Core Equity Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)  
Assets                      
Common Stocks                      
Banks $ 469,753,998   $ 469,753,998   $ $
Capital Goods   370,216,708     370,216,708      
Commercial & Professional Services   178,251,601     178,251,601      
Consumer Durables & Apparel   213,886,669     213,886,669      
Consumer Services   185,378,745     185,378,745      
Diversified Financials   130,949,460     130,949,460      
Energy   81,524,238       81,524,238      
Food & Staples Retailing   186,788,346     186,788,346      
Food, Beverage & Tobacco   218,355,051     218,355,051      
Health Care Equipment & Services   731,169,663     731,169,663      
Household & Personal Products   245,832,792     245,832,792      
Insurance   210,183,377     210,183,377      
Materials   112,018,216     112,018,216      
Media & Entertainment   337,597,319     337,597,319      
Pharmaceuticals, Biotechnology & Life Sciences   348,775,763     348,775,763      
Real Estate   151,429,564     151,429,564      
Retailing   190,813,809     190,813,809      
Semiconductors & Semiconductor Equipment   194,257,300     194,257,300      
Software & Services   745,160,439     745,160,439      
Technology Hardware & Equipment   387,667,241     387,667,241      
Telecommunication Services   102,440,976     102,440,976      
Transportation   100,141,662     100,141,662      
Utilities   313,285,257     313,285,257      
 
Short-Term Investments   276,311,445     276,311,445      
 
Total $ 6,482,189,639   $ 6,482,189,639   $ $
Liabilities                      
 
Futures Contracts(2) $ (1,938,027 ) $   (1,938,027 ) $ $
Total $ (1,938,027 ) $   (1,938,027 ) $ $

 

(1) For the period ended January 31, 2020, 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, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 97.0%    
  Automobiles & Components - 0.4%    
556,087 Autoliv, Inc. $ 42,612,947
  Banks - 9.4%    
10,707,576 Bank of America Corp.   351,529,720
1,142,657 Bank of Nova Scotia   62,411,925
2,771,543 JP Morgan Chase & Co.   366,841,432
637,142 PNC Financial Services Group, Inc.   94,647,444
      875,430,521
  Capital Goods - 6.1%    
608,123 Deere & Co.   96,436,145
398,548 Eaton Corp. plc   37,650,829
436,154 General Dynamics Corp.   76,518,858
77,100 Ingersoll-Rand plc   10,272,033
1,798,608 Johnson Controls International plc   70,955,086
180,974 Lockheed Martin Corp.   77,478,589
306,858 Raytheon Co.   67,797,206
877,994 United Technologies Corp.   131,874,699
      568,983,445
  Consumer Services - 1.8%    
808,065 Hilton Worldwide Holdings, Inc.   87,109,407
380,557 McDonald's Corp.   81,427,781
      168,537,188
  Diversified Financials - 4.6%    
974,599 American Express Co.   126,571,172
158,935 BlackRock, Inc.   83,814,372
660,474 Charles Schwab Corp.   30,084,591
962,412 Intercontinental Exchange, Inc.   95,990,973
976,682 Northern Trust Corp.   95,529,266
      431,990,374
  Energy - 6.8%    
429,848 BP plc ADR   15,530,408
1,758,817 Chevron Corp.   188,439,653
1,396,562 ConocoPhillips   82,997,680
203,940 Exxon Mobil Corp.   12,668,753
995,312 Hess Corp.   56,304,800
1,186,766 Marathon Petroleum Corp.   64,678,747
2,368,101 Noble Energy, Inc.   46,817,357
698,725 Ovintiv, Inc.(1)   10,921,078
3,008,993 Suncor Energy, Inc.   92,045,096
1,371,528 Total S.A. ADR   66,642,545
      637,046,117
  Food & Staples Retailing - 2.4%    
1,194,280 Sysco Corp.   98,098,159
1,129,109 Walmart, Inc.   129,271,690
      227,369,849
  Food, Beverage & Tobacco - 3.4%    
2,167,855 Coca-Cola Co.   126,602,732
1,162,457 Kellogg Co.   79,291,192
784,202 PepsiCo., Inc.   111,372,368
      317,266,292
  Health Care Equipment & Services - 6.8%    
714,908 Abbott Laboratories   62,297,083
314,003 Becton Dickinson and Co.   86,407,346
1,473,355 CVS Health Corp.   99,922,936
410,469 HCA Healthcare, Inc.   56,973,097
1,285,004 Medtronic plc   148,340,862
662,685 UnitedHealth Group, Inc.   180,548,528
      634,489,852

 


 

The Hartford Dividend and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Insurance - 6.1%    
1,792,138 American International Group, Inc. $ 90,072,856
976,390 Chubb Ltd.   148,401,516
449,968 Marsh & McLennan Cos., Inc.   50,333,420
1,342,670 Principal Financial Group, Inc.   71,094,377
648,482 Progressive Corp.   52,326,013
1,782,349 Prudential Financial, Inc.   162,300,700
      574,528,882
  Materials - 2.8%    
662,282 Celanese Corp.   68,546,187
839,416 FMC Corp.   80,239,776
1,737,185 International Paper Co.   70,738,173
336,043 PPG Industries, Inc.   40,271,393
      259,795,529
  Media & Entertainment - 5.5%    
208,163 Alphabet, Inc. Class A*   298,251,783
4,989,390 Comcast Corp. Class A   215,491,754
      513,743,537
  Pharmaceuticals, Biotechnology & Life Sciences - 9.6%    
1,058,416 Agilent Technologies, Inc.   87,382,825
2,952,821 AstraZeneca plc ADR   143,802,383
1,108,184 Bristol-Myers Squibb Co.   69,760,183
978,531 Eli Lilly & Co.   136,642,069
1,488,096 Merck & Co., Inc.   127,142,922
1,163,860 Novartis AG ADR   109,996,408
5,899,028 Pfizer, Inc.   219,679,803
      894,406,593
  Real Estate - 3.0%    
352,886 American Tower Corp. REIT   81,777,802
423,705 Boston Properties, Inc. REIT   60,738,112
58,385 Essex Property Trust, Inc. REIT   18,085,337
2,673,682 Host Hotels & Resorts, Inc. REIT   43,687,964
545,053 Simon Property Group, Inc. REIT   72,573,807
      276,863,022
  Retailing - 3.3%    
539,259 Home Depot, Inc.   123,004,978
835,995 Lowe's Cos., Inc.   97,176,059
1,442,524 TJX Cos., Inc.   85,166,617
      305,347,654
  Semiconductors & Semiconductor Equipment - 2.7%    
2,241,136 Intel Corp.   143,275,824
171,694 KLA Corp.   28,456,564
749,445 Micron Technology, Inc.*   39,788,035
313,128 Texas Instruments, Inc.   37,778,893
      249,299,316
  Software & Services - 6.7%    
154,973 Accenture plc Class A   31,802,010
404,730 International Business Machines Corp.   58,171,843
3,135,423 Microsoft Corp.   533,743,057
      623,716,910
  Technology Hardware & Equipment - 5.8%    
561,236 Apple, Inc.   173,708,154
2,797,200 Cisco Systems, Inc.   128,587,284
2,260,367 Corning, Inc.   60,329,195
2,262,412 HP, Inc.   48,234,624
762,430 Motorola Solutions, Inc.   134,950,110
      545,809,367
  Telecommunication Services - 3.8%    
1,076,643 AT&T, Inc.   40,503,310

 


 

The Hartford Dividend and Growth Fund        
 
Schedule of Investments – (continued)        
January 31, 2020 (Unaudited)        
 
 
5,273,956 Verizon Communications, Inc.   $   313,483,944
          353,987,254
  Transportation - 2.0%        
1,155,507 Delta Air Lines, Inc.       64,407,960
672,693 Union Pacific Corp.       120,694,578
          185,102,538
  Utilities - 4.0%        
1,530,643 Dominion Energy, Inc.       131,252,637
2,329,572 Exelon Corp.       110,864,332
497,723 NextEra Energy, Inc.       133,489,308
          375,606,277
  Total Common Stocks        
  (cost $6,181,287,388)   $   9,061,933,464
Short-Term Investments - 3.0%        
  Other Investment Pools & Funds - 2.8%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
263,212,991 1.49 %(2)     263,212,991
  Securities Lending Collateral - 0.2%        
570,683 Citibank NA DDCA, 1.58%, 2/3/2020(2)       570,683
  Fidelity Investments Money Market Funds, Government Portfolio,        
2,662,534 Institutional Class, 1.50%(2)       2,662,534
  Goldman Sachs Financial Square Funds, Government Fund, Institutional        
2,249,704 Class, 1.72%(2)       2,249,704
818,249 JPMorgan Prime Money Market Fund, 1.69%(2)       818,249
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
2,147,836 Class, 1.71%(2)       2,147,836
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
2,965,503 1.71 %(2)     2,965,503
          11,414,509
  Total Short-Term Investments        
  (cost $274,627,500)   $   274,627,500
  Total Investments        
  (cost $6,455,914,888)   100.0 % $ 9,336,560,964
  Other Assets and Liabilities   0.0 % 3,041,250
 
  Total Net Assets   100.0 % $ 9,339,602,214
 
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

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford Dividend and Growth Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total   Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Automobiles & Components $ 42,612,947 $ 42,612,947 $ $
Banks   875,430,521   875,430,521    
Capital Goods   568,983,445   568,983,445    
Consumer Services   168,537,188   168,537,188    
Diversified Financials   431,990,374   431,990,374    
Energy   637,046,117   637,046,117    
Food & Staples Retailing   227,369,849   227,369,849    
Food, Beverage & Tobacco   317,266,292   317,266,292    
Health Care Equipment & Services   634,489,852   634,489,852    
Insurance   574,528,882   574,528,882    
Materials   259,795,529   259,795,529    
Media & Entertainment   513,743,537   513,743,537    
Pharmaceuticals, Biotechnology & Life Sciences   894,406,593   894,406,593    
Real Estate   276,863,022   276,863,022    
Retailing   305,347,654   305,347,654    
Semiconductors & Semiconductor Equipment   249,299,316   249,299,316    
Software & Services   623,716,910   623,716,910    
Technology Hardware & Equipment   545,809,367   545,809,367    
Telecommunication Services   353,987,254   353,987,254    
Transportation   185,102,538   185,102,538    
Utilities   375,606,277   375,606,277    
Short-Term Investments   274,627,500   274,627,500    
 
Total $ 9,336,560,964 $ 9,336,560,964 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Emerging Markets Equity Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 94.8%    
  Argentina - 0.4%    
31,194 Banco BBVA Argentina S.A. ADR $ 145,989
8,489 Banco Macro S.A. ADR   260,357
52,505 Grupo Financiero Galicia S.A. ADR   753,447
      1,159,793
  Brazil - 4.7%    
91,815 B3 S.A. - Brasil Bolsa Balcao   1,033,364
310,366 Banco do Brasil S.A.   3,517,762
191,800 BRF S.A.*   1,368,209
26,700 Cia de Saneamento de Minas Gerais-COPASA   420,207
134,188 Cosan S.A. Industria e Comercio   2,497,264
62,689 Cyrela Brazil Realty S.A. Empreendimentos e Participacoes   465,491
71,574 Eneva S.A.*   730,848
288,324 JBS S.A.   1,856,810
37,900 Magazine Luiza S.A.   493,817
137,600 Marfrig Global Foods S.A.*   352,466
102,333 Qualicorp Consultoria e Corretora de Seguros S.A.   990,689
216,302 TIM Participacoes S.A.   845,995
82,000 Transmissora Alianca de Energia Eletrica S.A.   592,799
19,638 Vale S.A.   230,515
      15,396,236
  Chile - 0.3%    
5,255,482 Enel Americas S.A.   1,034,285
  China - 32.4%    
9,175,131 Agricultural Bank of China Ltd. Class H   3,542,322
70,261 Alibaba Group Holding Ltd. ADR*   14,515,220
440,821 Anhui Conch Cement Co., Ltd. Class H   2,813,624
515,685 ANTA Sports Products Ltd.   4,489,646
345,000 BAIC Motor Corp. Ltd. Class H(1)   170,049
13,952,205 Bank of China Ltd. Class H   5,397,087
2,672,224 Bank of Communications Co., Ltd. Class H   1,711,734
1,125,400 Baoshan Iron & Steel Co., Ltd. Class A   861,131
20,600 Changchun High & New Technology Industry, Inc. Class A   1,457,482
859,899 China Aoyuan Group Ltd.   1,145,949
2,066,345 China Cinda Asset Management Co., Ltd. Class H   413,274
1,681,137 China CITIC Bank Corp. Ltd. Class H   877,567
6,509,102 China Construction Bank Corp. Class H   4,930,879
1,520,000 China Huarong Asset Management Co., Ltd. Class H(1)   199,550
88,000 China Life Insurance Co., Ltd. Class H   210,147
698,000 China Medical System Holdings Ltd.   928,981
1,195,324 China Minsheng Banking Corp. Ltd. Class H   834,484
2,087,112 China National Building Material Co., Ltd. Class H   1,995,165
380,948 China Oilfield Services Ltd. Class H   552,747
567,356 China Pacific Insurance Group Co., Ltd. Class H   1,892,422
5,098,036 China Petroleum & Chemical Corp. Class H   2,684,735
307,758 China Shenhua Energy Co., Ltd. Class H   540,835
661,227 China Telecom Corp. Ltd. Class H   257,274
1,187,462 CNOOC Ltd.   1,777,675
251,951 Country Garden Services Holdings Co., Ltd.   813,969
476,000 CSPC Pharmaceutical Group Ltd.   1,044,089
769,677 Daqin Railway Co., Ltd. Class A   848,578
185,300 Fujian Sunner Development Co., Ltd. Class A   543,387
465,900 Gemdale Corp. Class A   863,823
730,000 Great Wall Motor Co., Ltd. Class H(2)   482,356
445,457 Guangzhou R&F Properties Co., Ltd. Class H   671,960
1,282,016 Haitong Securities Co., Ltd. Class H   1,238,905
410,030 Henan Shuanghui Investment & Development Co., Ltd. Class A   1,681,591
238,271 Huaxin Cement Co., Ltd. Class A   723,477
1,000,800 Hunan Valin Steel Co., Ltd. Class A*   621,839
29,728 HUYA, Inc. ADR*(2)   531,537
1,317,446 Industrial & Commercial Bank of China Ltd. Class H   874,485
95,242 JD.com, Inc. ADR*   3,589,671

 


 

Hartford Emerging Markets Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
13,739 LexinFintech Holdings Ltd. ADR*(2) $ 182,729
599,374 Li Ning Co., Ltd.   1,750,399
104,684 Luzhou Laojiao Co., Ltd. Class A   1,200,805
138,100 Meituan Dianping Class B*   1,748,323
65,700 Muyuan Foodstuff Co., Ltd. Class A   748,184
12,782 NetEase, Inc. ADR   4,099,954
325,829 New China Life Insurance Co., Ltd. Class H   1,215,403
102,100 New Hope Liuhe Co., Ltd. Class A   258,789
5,975 New Oriental Education & Technology Group, Inc. ADR*   726,261
4,695,098 People's Insurance Co., Group of China Ltd. Class H   1,679,898
1,205,426 PICC Property & Casualty Co., Ltd. Class H   1,289,143
529,441 Sany Heavy Industry Co., Ltd. Class A   1,191,287
1,085,200 Shanxi Taigang Stainless Steel Co., Ltd. Class A   597,727
725,700 Shanxi Xishan Coal & Electricity Power Co., Ltd. Class A   570,361
193,502 Shenzhen Expressway Co., Ltd. Class H   250,368
379,749 Sinotruk Hong Kong Ltd.   652,045
213,580 Tencent Holdings Ltd.   10,185,667
346,758 Tianneng Power International Ltd.   232,122
75,414 Vipshop Holdings Ltd. ADR*   960,020
692,666 Weichai Power Co., Ltd. Class H   1,212,671
256,371 Wens Foodstuffs Group Co., Ltd. Class A   1,180,228
  Wuhu Sanqi Interactive Entertainment Network Technology Group Co.,    
65,500 Ltd. Class A   302,969
137,916 Wuliangye Yibin Co., Ltd. Class A   2,411,887
245,521 Yanzhou Coal Mining Co., Ltd. Class H   181,154
137,745 YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(1)   789,467
628,400 Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H   461,371
      104,808,878
  Colombia - 0.2%    
10,268 Bancolombia S.A. ADR   538,762
  Greece - 0.1%    
8,750 JUMBO S.A.   178,266
  Hong Kong - 2.9%    
373,499 China Resources Cement Holdings Ltd.   417,853
4,079,769 China Unicom Hong Kong Ltd.   3,403,422
2,783,471 CITIC Ltd.   3,147,513
179,000 Shimao Property Holdings Ltd.   577,632
1,148,601 Sino Biopharmaceutical Ltd.   1,516,815
1,168,302 Yuexiu Property Co., Ltd.   233,860
      9,297,095
  Hungary - 0.5%    
38,309 OTP Bank Nyrt   1,774,548
  India - 7.0%    
66,982 Bajaj Finance Ltd.   4,082,828
102,017 Bandhan Bank Ltd.(1)   642,017
45,580 Bata India Ltd.   1,149,449
179,701 Bharti Infratel Ltd.   625,299
134,620 HCL Technologies Ltd.   1,115,928
17,312 HDFC Asset Management Co., Ltd.(1)   767,392
67,470 Hindustan Petroleum Corp. Ltd.   219,999
45,188 Indiabulls Housing Finance Ltd.   193,585
346,399 Indraprastha Gas Ltd.   2,459,807
27,949 Infosys Ltd.   305,216
90,718 Just Dial Ltd.*   711,760
66,688 Mahanagar Gas Ltd.   1,093,948
644,901 Manappuram Finance Ltd.   1,694,003
34,726 Multi Commodity Exchange of India Ltd.   604,982
160,786 Muthoot Finance Ltd.   1,714,137
484,444 NMDC Ltd.   791,387
268,128 Oil & Natural Gas Corp. Ltd.   407,984
472,228 Power Finance Corp. Ltd.*   769,739
248,287 REC Ltd.   498,827
85,799 Reliance Industries Ltd.   1,692,336
48,699 Shriram Transport Finance Co., Ltd.   694,721

 


 

Hartford Emerging Markets Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
167,113 Wipro Ltd. $ 555,843
      22,791,187
  Indonesia - 1.3%    
9,491,394 Bank Tabungan Pensiunan Nasional Syariah Tbk PT*   3,056,855
377,300 Charoen Pokphand Indonesia Tbk PT   182,874
203,150 Gudang Garam Tbk PT   827,730
1,115,100 XL Axiata Tbk PT*   235,511
      4,302,970
  Malaysia - 1.1%    
478,181 Genting Bhd   639,719
300,924 MISC Bhd   562,167
1,094,607 RHB Bank Bhd   1,519,843
397,852 Sime Darby Bhd   210,788
756,279 Telekom Malaysia Bhd   710,212
      3,642,729
  Mexico - 1.6%    
1,213,412 Fibra Uno Administracion S.A. de C.V. REIT   1,993,937
17,003 Fomento Economico Mexicano S.A.B. de C.V. ADR   1,533,160
52,289 Grupo Aeroportuario del Pacifico S.A.B. de C.V. Class B(2)   647,459
507,658 Kimberly-Clark de Mexico S.A.B. de C.V. Class A*   1,050,216
      5,224,772
  Philippines - 0.1%    
90,031 International Container Terminal Services, Inc.   229,527
  Poland - 0.8%    
14,117 CD Projekt S.A.   1,024,450
21,039 Grupa Lotos S.A.   417,529
125,348 Powszechna Kasa Oszczednosci Bank Polski S.A.   1,104,680
      2,546,659
  Russia - 4.9%    
69,911 LUKOIL PJSC ADR   7,113,052
163,120 MMC Norilsk Nickel PJSC ADR   5,260,545
11,513 Tatneft PJSC ADR   827,555
1,401,618 VTB Bank PJSC GDR   1,995,601
15,005 X5 Retail Group N.V. GDR   549,287
      15,746,040
  South Africa - 4.9%    
106,928 African Rainbow Minerals Ltd.   1,197,651
49,624 Anglo American Platinum Ltd.   3,966,019
75,629 Clicks Group Ltd.   1,220,220
74,394 Exxaro Resources Ltd.   603,588
187,883 Fortress REIT Ltd. Class A, REIT   230,965
91,336 Impala Platinum Holdings Ltd.*   858,248
102,515 Investec Ltd.   568,189
62,703 Kumba Iron Ore Ltd.   1,449,856
159,737 Life Healthcare Group Holdings Ltd.   266,503
386,276 MTN Group Ltd.   2,067,885
13,352 Naspers Ltd. Class N   2,165,648
439,317 Sibanye Gold Ltd.*   1,131,516
      15,726,288
  South Korea - 13.4%    
4,526 AfreecaTV Co., Ltd.   202,308
12,970 Daelim Industrial Co., Ltd.   871,496
130,364 DGB Financial Group, Inc.   705,795
11,023 Fila Holdings Corp.   403,566
31,918 GS Engineering & Construction Corp.   740,672
33,057 Hana Financial Group, Inc.   913,550
13,909 Hyundai Mobis Co., Ltd.   2,659,728
13,222 Hyundai Motor Co.   1,372,604
107,014 Industrial Bank of Korea   958,696
96,083 KB Financial Group, Inc.   3,534,451
108,345 Kia Motors Corp.   3,685,117

 


 

Hartford Emerging Markets Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
4,680 Korea Investment Holdings Co., Ltd. $ 257,403
78,469 KT Corp. ADR*   817,647
4,050 KT&G Corp.   321,828
6,595 LG Electronics, Inc.   359,618
14,460 Mando Corp.   401,980
46,051 Partron Co., Ltd.   423,849
5,725 POSCO   1,037,189
353,030 Samsung Electronics Co., Ltd.   16,356,935
50,652 Samsung Engineering Co., Ltd.*   720,620
96,445 Shinhan Financial Group Co., Ltd.   3,147,322
42,968 SK Hynix, Inc.   3,269,278
48,977 Woori Financial Group, Inc.   413,467
      43,575,119
  Taiwan - 12.7%    
130,910 Accton Technology Corp.   695,809
1,912,381 Asia Cement Corp.   2,844,527
88,000 Catcher Technology Co., Ltd.   696,880
516,000 Compeq Manufacturing Co., Ltd.   685,269
349,000 Elan Microelectronics Corp.   980,427
98,479 Feng TAY Enterprise Co., Ltd.   589,433
1,699,000 Fubon Financial Holding Co., Ltd.   2,519,563
494,088 Hon Hai Precision Industry Co., Ltd.   1,343,428
83,471 International Games System Co., Ltd.   1,331,246
109,213 ITEQ Corp.   469,564
418,920 King Yuan Electronics Co., Ltd.   445,297
2,396 Largan Precision Co., Ltd.   372,165
593,086 Lite-On Technology Corp.   918,811
1,028,000 Macronix International   1,263,464
192,959 MediaTek, Inc.   2,441,390
317,325 Novatek Microelectronics Corp.   2,237,511
68,000 Powertech Technology, Inc.   240,923
224,919 Radiant Opto-Electronics Corp.   771,787
313,733 Realtek Semiconductor Corp.   2,520,692
1,805,000 Shin Kong Financial Holding Co., Ltd.*   583,771
142,516 Shin Zu Shing Co., Ltd.   688,391
171,000 Sino-American Silicon Products, Inc.   546,307
1,373,436 SinoPac Financial Holdings Co., Ltd.   582,499
57,827 Sitronix Technology Corp.   290,859
905,176 Taiwan Semiconductor Manufacturing Co., Ltd.   9,336,169
82,000 Tripod Technology Corp.   300,881
513,000 Unitech Printed Circuit Board Corp.   496,315
3,651,724 United Microelectronics Corp.   1,782,606
79,000 Win Semiconductors Corp.   716,159
2,158,704 Yuanta Financial Holding Co., Ltd.   1,397,933
278,173 Zhen Ding Technology Holding Ltd.   1,075,872
      41,165,948
  Thailand - 2.7%    
131,000 Advanced Info Service PCL   857,363
141,300 Carabao Group PCL   402,322
175,573 Electricity Generating PCL   1,712,357
999,471 Krung Thai Bank PCL   516,249
1,256,467 PTG Energy PCL   560,311
1,029,299 PTT Exploration & Production PCL   4,127,763
300,200 Thanachart Capital PCL   500,815
      8,677,180
  Turkey - 2.0%    
429,905 Haci Omer Sabanci Holding AS   698,943
99,434 Pegasus Hava Tasimaciligi AS*(2)   1,137,227
133,622 Tekfen Holding AS   429,264
178,175 Turkiye Garanti Bankasi AS*   353,583
683,894 Turkiye Halk Bankasi AS*   790,295
892,248 Turkiye Is Bankasi AS Class C*   1,077,712
1,702,776 Turkiye Vakiflar Bankasi TAO Class D*   1,877,454

 


 

Hartford Emerging Markets Equity Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
568,462 Yapi ve Kredi Bankasi AS*   $   281,798  
          6,646,276  
  United Arab Emirates - 0.8%          
1,450,543 Aldar Properties PJSC       876,192  
641,759 Emaar Properties PJSC       700,280  
240,669 Emirates NBD Bank PJSC       900,940  
          2,477,412  
  Total Common Stocks          
  (cost $293,778,964)   $   306,939,970  
Preferred Stocks - 2.9%            
  Brazil - 2.9%          
159,520 Banco Bradesco S.A.       1,225,100  
79,200 Bradespar S.A.       684,442  
166,700 Cia de Transmissao de Energia Eletrica Paulista       864,134  
31,700 Cia Paranaense de Energia       543,458  
446,200 Petroleo Brasileiro S.A.       2,964,178  
224,900 Telefonica Brasil S.A. *       3,118,856  
          9,400,168  
  Total Preferred Stocks          
  (cost $9,615,149)   $   9,400,168  
  Total Long-Term Investments          
  (cost $303,394,113)   $   316,340,138  
Short-Term Investments - 2.6%          
  Other Investment Pools & Funds - 2.1%          
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,          
6,900,334 1.49 %(3)     6,900,334  
  Securities Lending Collateral - 0.5%          
75,298 Citibank NA DDCA, 1.58%, 2/3/2020(3)       75,298  
  Fidelity Investments Money Market Funds, Government Portfolio,          
351,306 Institutional Class, 1.50%(3)       351,306  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional          
296,835 Class, 1.72%(3)       296,835  
107,963 JPMorgan Prime Money Market Fund, 1.69%(3)       107,963  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
283,395 Class, 1.71%(3)       283,395  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
391,281 1.71 %(3)     391,281  
          1,506,078  
  Total Short-Term Investments          
  (cost $8,406,412)   $   8,406,412  
  Total Investments          
  (cost $311,800,525)   100.3 % $ 324,746,550  
  Other Assets and Liabilities   (0.3 )% (855,041 )
 
  Total Net Assets   100.0 % $ 323,891,509  
 
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.

 

Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(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, 2020, the aggregate value of these securities was $2,568,475, representing 0.8% 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.
Futures Contracts Outstanding at January 31, 2020
            Value and  
  Number     Current   Unrealized  
  of     Notional   Appreciation/  
Description Contracts Expiration Date   Amount   (Depreciation)  
 
Long position contracts:              
MSCI Emerging Market Index Future 72 03/20/2020 $ 3,780,360 $ (166,091 )
 
Total futures contracts         $ (166,091 )

 

  • 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

DDCA GDR PJSC PT REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Global Depositary Receipt Private Joint Stock Company Perseroan Terbatas Real Estate Investment Trust

 


 

Hartford Emerging Markets Equity Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                      
Common Stocks                      
Argentina $ 1,159,793   $ 1,159,793     $ $
Brazil   15,396,236     15,396,236        
Chile   1,034,285           1,034,285  
China   104,808,878     24,605,392       80,203,486  
Colombia   538,762     538,762        
Greece   178,266     178,266        
Hong Kong   9,297,095           9,297,095  
Hungary   1,774,548           1,774,548  
India   22,791,187     625,299       22,165,888  
Indonesia   4,302,970           4,302,970  
Malaysia   3,642,729     1,519,843       2,122,886  
Mexico   5,224,772     5,224,772        
Philippines   229,527           229,527  
Poland   2,546,659           2,546,659  
Russia   15,746,040     827,555       14,918,485  
South Africa   15,726,288     5,067,075       10,659,213  
South Korea   43,575,119     817,647       42,757,472  
Taiwan   41,165,948           41,165,948  
Thailand   8,677,180     8,677,180        
Turkey   6,646,276           6,646,276  
United Arab Emirates   2,477,412     900,940       1,576,472  
Preferred Stocks   9,400,168     9,400,168        
 
Short-Term Investments   8,406,412     8,406,412        
 
Total $ 324,746,550   $ 83,345,340   $ 241,401,210 $
Liabilities                      
Futures Contracts(2) $ (166,091 ) $ (166,091 )   $ $
Total $ (166,091 ) $ (166,091 )   $ $

 

(1) For the period ended January 31, 2020, 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 Emerging Markets Local Debt Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Corporate Bonds - 24.7%    
    Argentina - 0.6%    
    Cia Latinoamericana de Infraestructura & Servicios S.A.    
$ 125,000 9.50%, 07/20/2023(1)(2) $ 60,000
    Genneia S.A.    
  275,000 8.75%, 01/20/2022(3)   231,000
    IRSA Propiedades Comerciales S.A.    
  50,000 8.75%, 03/23/2023(1)   47,350
    YPF S.A.    
  450,000 6.95%, 07/21/2027(3)   383,625
  35,000 8.50%, 03/23/2021(3)   34,797
        756,772
    Austria - 0.1%    
    Suzano Austria GmbH    
  200,000 5.00%, 01/15/2030   211,160
    Azerbaijan - 0.2%    
    State Oil Co. of the Azerbaijan Republic    
  260,000 6.95%, 03/18/2030(3)   321,506
    Bermuda - 0.2%    
    Ooredoo International Finance Ltd.    
  275,000 3.25%, 02/21/2023(3)   280,892
    Brazil - 1.2%    
    Banco do Brasil S.A.    
  270,000 4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(1)   286,538
    BRF S.A.    
  305,000 4.88%, 01/24/2030(1)   312,167
    Globo Comunicacao e Participacoes S.A.    
  200,000 5.13%, 03/31/2027(3)   209,250
    Itau Unibanco Holding S.A.    
  375,000 2.90%, 01/24/2023(1)   376,050
    6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD CMT + 3.981%    
  255,000 thereafter)(1)(4)(5)   267,941
  200,000 6.20%, 12/21/2021(3)   211,740
        1,663,686
    British Virgin Islands - 2.0%    
    CNOOC Finance Ltd.    
  270,000 2.88%, 09/30/2029   275,875
    Huarong Finance Co., Ltd.    
    4.50%, 01/24/2022, (4.50% fixed rate until 01/24/2022; 5 year USD    
  550,000 CMT + 7.773% thereafter)(3)(4)(5)   561,688
    Sinopec Group Overseas Development Ltd.    
  505,000 2.50%, 08/08/2024(1)   510,270
  305,000 2.95%, 08/08/2029(1)   310,871
  325,000 3.25%, 09/13/2027(1)   339,582
    Star Energy Geothermal Wayang Windu Ltd.    
  414,000 6.75%, 04/24/2033(1)   450,371
    Yingde Gases Investment Ltd.    
  200,000 6.25%, 01/19/2023(3)   209,105
        2,657,762
    Canada - 0.2%    
    Frontera Energy Corp.    
  200,000 9.70%, 06/25/2023(1)(6)   214,000
    Cayman Islands - 2.3%    
    ADCB Finance Cayman Ltd.    
  465,000 4.00%, 03/29/2023(1)   485,925
    Alibaba Group Holding Ltd.    
  390,000 3.13%, 11/28/2021   398,087
    Bioceanico Sovereign Certificate Ltd.    
  505,000 0.00%, 06/05/2034(1)(7)   355,520
    Comcel Trust via Comunicaciones Celulares S.A.    
  245,000 6.88%, 02/06/2024(3)   250,226

 


 

  The Hartford Emerging Markets Local Debt Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Grupo Aval Ltd.    
$ 225,000 4.75%, 09/26/2022(3) $ 233,522
    ICD Funding Ltd.    
  790,000 4.63%, 05/21/2024(3)   826,474
    Lima Metro Line 2 Finance Ltd.    
  235,000 4.35%, 04/05/2036(1)   252,186
    Termocandelaria Power Ltd.    
  305,000 7.88%, 01/30/2029(1)   334,356
        3,136,296
    Chile - 0.8%    
    Celulosa Arauco y Constitucion S.A.    
  305,000 5.15%, 01/29/2050(1)   312,320
    Empresa Electrica Angamos S.A.    
  289,100 4.88%, 05/25/2029(3)   303,584
    Empresa Nacional de Telecomunicaciones S.A.    
  250,000 4.75%, 08/01/2026(3)   269,384
    Inversiones CMPC S.A.    
  200,000 3.85%, 01/13/2030(1)   204,500
        1,089,788
    China - 0.2%    
    Industrial & Commercial Bank of China Ltd.    
  225,000 4.88%, 09/21/2025(1)   250,127
    Colombia - 0.7%    
    Banco de Bogota S.A.    
  200,000 6.25%, 05/12/2026(1)   227,190
    Bancolombia S.A.    
  200,000 3.00%, 01/29/2025   201,202
    4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944%    
  230,000 thereafter)(5)   236,612
    Transportadora de Gas Internacional S.A. ESP    
  225,000 5.55%, 11/01/2028(1)   260,844
        925,848
    Dominican Republic - 0.2%    
    Aeropuertos Dominicanos Siglo S.A.    
  200,000 6.75%, 03/30/2029(1)   221,750
    Hong Kong - 0.3%    
    CMB Wing Lung Bank Ltd.    
    3.75%, 11/22/2027, (3.75% fixed rate until 11/22/2022; 5 year USD    
  275,000 CMT + 1.750% thereafter)(3)(5)   279,408
    ICBCIL Finance Co., Ltd.    
  200,000 3.00%, 04/05/2020(3)   200,170
        479,578
    India - 0.4%    
    Bharti Airtel Ltd.    
  285,000 4.38%, 06/10/2025(3)   295,620
    ICICI Bank Ltd.    
  225,000 3.80%, 12/14/2027(1)   235,984
        531,604
    Indonesia - 0.2%    
    Jasa Marga Persero Tbk PT    
  IDR 2,620,000,000 7.50%, 12/11/2020(1)   190,321
    Wijaya Karya Persero Tbk PT    
  2,040,000,000 7.70%, 01/31/2021(1)   147,637
        337,958
    Ireland - 0.6%    
    Koks OAO Via Koks Finance DAC    
$ 235,000 7.50%, 05/04/2022(3)   244,518
    MMC Norilsk Nickel OJSC Via MMC Finance DAC    
  200,000 3.38%, 10/28/2024(1)   203,500

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Russian Railways Via RZD Capital plc    
GBP 225,000 7.49%, 03/25/2031(3) $ 417,336
        865,354
    Israel - 0.5%    
    Bank Leumi Le-Israel BM    
    3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD    
$ 200,000 CMT + 1.631% thereafter)(1)(3)(5)   200,000
    Israel Electric Corp. Ltd.    
  200,000 4.25%, 08/14/2028(1)(3)   219,344
  200,000 5.00%, 11/12/2024(1)(3)   221,500
        640,844
    Luxembourg - 1.3%    
    Atento Luxco 1 S.A.    
  100,000 6.13%, 08/10/2022(1)   100,875
    CSN Resources S.A.    
  250,000 7.63%, 04/17/2026(1)   262,580
    Kernel Holding S.A.    
  200,000 6.50%, 10/17/2024(1)   210,982
  230,000 8.75%, 01/31/2022(3)   249,267
    Millicom International Cellular S.A.    
  200,000 5.13%, 01/15/2028(1)   209,039
    Minerva Luxembourg S.A.    
  220,000 5.88%, 01/19/2028(3)   231,836
    Rede D'or Finance S.a.r.l.    
  255,000 4.95%, 01/17/2028(1)   268,388
    Rumo Luxembourg S.a.r.l.    
  200,000 5.88%, 01/18/2025(1)   215,000
        1,747,967
    Mauritius - 0.3%    
    Azure Power Energy Ltd.    
  200,000 5.50%, 11/03/2022(3)   205,040
    MTN Mauritius Investments Ltd.    
  200,000 5.37%, 02/13/2022(1)   207,934
        412,974
    Mexico - 2.6%    
    Banco Inbursa S.A. Institucion de Banca Multiple    
  265,000 4.38%, 04/11/2027(1)   280,237
    Banco Mercantil del Norte S.A.    
    7.50%, 06/27/2029, (7.50% fixed rate until 06/27/2029; 10 year USD    
  200,000 CMT + 5.470% thereafter)(1)(4)(5)   226,750
    BBVA Bancomer S.A.    
    5.88%, 09/13/2034, (5.88% fixed rate until 09/13/2029; 5 year USD CMT + 4.308%    
  200,000 thereafter)(1)(5)   220,700
  180,000 6.75%, 09/30/2022(3)   197,550
    Coca-Cola Femsa S.A.B. de C.V.    
  150,000 2.75%, 01/22/2030   154,324
    Infraestructura Energetica Nova S.A.B. de C.V.    
  205,000 3.75%, 01/14/2028(3)   205,513
    Mexico City Airport Trust    
  230,000 5.50%, 07/31/2047(3)   252,195
    Petroleos Mexicanos    
  103,000 5.63%, 01/23/2046   96,176
  120,000 5.95%, 01/28/2031(1)   121,770
  20,000 6.35%, 02/12/2048   19,777
  125,000 6.75%, 09/21/2047   126,500
  445,000 6.95%, 01/28/2060(1)   451,021
  668,000 7.69%, 01/23/2050(1)   733,865
  135,000 7.69%, 01/23/2050(3)   148,311
    Trust F    
  200,000 6.39%, 01/15/2050(1)   230,000
        3,464,689

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Morocco - 0.2%    
    OCP S.A.    
$ 275,000 4.50%, 10/22/2025(3) $ 296,921
    Netherlands - 3.1%    
    Braskem Netherlands Finance B.V.    
  200,000 4.50%, 01/10/2028(3)   203,461
    Equate Petrochemical B.V.    
  270,000 3.00%, 03/03/2022(3)   271,858
    Greenko Dutch B.V.    
  200,000 5.25%, 07/24/2024(1)   202,790
  250,000 5.25%, 07/24/2024(3)   253,488
    ICTSI Treasury B.V.    
  240,000 5.88%, 09/17/2025(3)   265,046
    IHS Netherlands Holdco B.V.    
  200,000 8.00%, 09/18/2027(1)   216,000
    Metinvest B.V.    
  200,000 7.75%, 04/23/2023(1)   213,310
    Minejesa Capital B.V.    
  260,000 4.63%, 08/10/2030(3)   270,869
  270,000 5.63%, 08/10/2037(3)   293,660
    Mong Duong Finance Holdings B.V.    
  250,000 5.13%, 05/07/2029(1)   257,850
    Myriad International Holdings B.V.    
  330,000 5.50%, 07/21/2025(3)   369,402
    Petrobras Global Finance B.V.    
  81,000 5.09%, 01/15/2030(1)   88,885
  220,000 6.90%, 03/19/2049   268,070
  35,000 7.25%, 03/17/2044   44,240
    Teva Pharmaceutical Finance Netherlands B.V.    
  500,000 6.75%, 03/01/2028(6)   520,750
    VEON Holdings B.V.    
  385,000 4.00%, 04/09/2025(1)   400,354
        4,140,033
    Panama - 0.2%    
    Aeropuerto Internacional de Tocumen S.A.    
  200,000 6.00%, 11/18/2048(1)   252,626
    Peru - 1.3%    
    Banco de Credito del Peru    
  425,000 2.70%, 01/11/2025(1)   425,642
    Hunt Oil Co. of Peru LLC Sucursal Del Peru    
  210,000 6.38%, 06/01/2028(1)   227,787
    Kallpa Generacion S.A.    
  295,000 4.13%, 08/16/2027(1)   304,956
    SAN Miguel Industrias Pet S.A.    
  270,000 4.50%, 09/18/2022(1)   276,581
    Telefonica del Peru SAA    
PEN 1,500,000 7.38%, 04/10/2027(1)   474,011
        1,708,977
    Philippines - 0.2%    
    SM Investments Corp.    
$ 240,000 4.88%, 06/10/2024(3)   254,531
    Saudi Arabia - 0.3%    
    Arabian Centres Co., Ltd.    
  200,000 5.38%, 11/26/2024(1)   206,753
    Saudi Arabian Oil Co.    
  210,000 2.75%, 04/16/2022(1)   212,988
        419,741
    Singapore - 0.6%    
    BOC Aviation Ltd.    
  470,000 3.88%, 04/27/2026(1)   503,031

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    United Overseas Bank Ltd.    
    2.88%, 03/08/2027, (2.88% fixed rate until 03/08/2022; 5 year USD    
$ 275,000 Swap + 1.654% thereafter)(3)(5) $ 277,219
        780,250
    South Africa - 0.3%    
    Eskom Holdings SOC Ltd.    
  250,000 5.75%, 01/26/2021(3)   250,303
  225,000 6.75%, 08/06/2023(3)   227,666
        477,969
    South Korea - 0.9%    
    Shinhan Bank Co., Ltd.    
  580,000 3.75%, 09/20/2027(1)   609,713
    Woori Bank Subordinated    
  520,000 5.13%, 08/06/2028(1)   604,386
        1,214,099
    Thailand - 0.3%    
    Bangkok Bank PCL    
    3.73%, 09/25/2034, (3.73% fixed rate until 09/25/2029; 5 year USD    
  225,000 CMT + 1.900% thereafter)(1)(5)   233,940
    PTTEP Treasury Center Co., Ltd.    
  200,000 3.90%, 12/06/2059(1)   212,793
        446,733
    Turkey - 0.5%    
    Turkcell Iletisim Hizmetleri AS    
  300,000 5.80%, 04/11/2028(3)   312,000
    Yapi ve Kredi Bankasi AS    
  300,000 6.10%, 03/16/2023(3)   312,750
        624,750
    United Arab Emirates - 1.1%    
    Abu Dhabi National Energy Co. PJSC    
  200,000 4.00%, 10/03/2049(1)   210,953
  200,000 6.50%, 10/27/2036(1)   272,903
    Emirates SembCorp Water and Power Co. PJSC    
  420,000 4.45%, 08/01/2035(1)   457,380
    Oztel Holdings SPC Ltd.    
  285,000 6.63%, 04/24/2028(3)   308,333
    Tabreed Sukuk Spc Ltd.    
  225,000 5.50%, 10/31/2025(3)   252,862
        1,502,431
    United Kingdom - 0.8%    
    Ellaktor Value plc    
EUR 280,000 6.38%, 12/15/2024(1)   318,233
    European Bank for Reconstruction & Development    
ZAR 550,000 0.00%, 12/31/2020(7)   34,680
    Liquid Telecommunications Financing plc    
$ 270,000 8.50%, 07/13/2022(1)   276,345
    NAK Naftogaz Ukraine via Kondor Finance plc    
  280,000 7.63%, 11/08/2026(1)   298,080
    Tullow Oil plc    
  255,000 7.00%, 03/01/2025(1)(6)   206,236
        1,133,574
    Total Corporate Bonds    
    (cost $31,760,626) $ 33,463,190
Foreign Government Obligations - 68.1%    
    Angola - 0.2%    
    Angolan Government International Bond    
  200,000 9.13%, 11/26/2049(1)(6)   210,826
    Argentina - 1.1%    
    Argentina Bonos Adjusted Certificate    
ARS 3,005,774 4.00%, 03/06/2020(8)   43,249

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Argentina Treasury Bill    
  2,550,000 0.00%, 07/29/2020(7) $ 46,868
    Argentine Bonos del Tesoro    
  5,840,763 15.50%, 10/17/2026   32,346
  8,645,000 16.00%, 10/17/2023   53,057
  127,125 18.20%, 10/03/2021   1,026
    Argentine Republic Government International Bond    
$ 695,000 5.88%, 01/11/2028   304,062
  890,000 6.88%, 01/26/2027   400,945
  450,000 7.63%, 04/22/2046   191,925
    Autonomous City of Buenos Aires Argentina    
  180,900 8.95%, 02/19/2021(3)   180,900
ARS 3,970,000 39.42%, 03/29/2024, BADLAR + 3.250%(9)   57,287
    Provincia de Cordoba    
$ 185,000 7.13%, 08/01/2027(3)   126,725
        1,438,390
    Azerbaijan - 0.5%    
    Southern Gas Corridor CJSC    
  600,000 6.88%, 03/24/2026(1)   718,138
    Brazil - 5.0%    
    Brazil Letras do Tesouro Nacional    
BRL 4,168,000 0.00%, 07/01/2021(7)   913,068
  8,539,000 0.00%, 01/01/2022(7)   1,816,439
    Brazil Notas do Tesouro Nacional    
  2,382,993 6.00%, 08/15/2024(8)   643,947
  2,310,381 6.00%, 08/15/2050(8)   777,955
  1,676,000 10.00%, 01/01/2023   436,495
  16,000 10.00%, 01/01/2025   4,319
  5,854,000 10.00%, 01/01/2027   1,623,314
  585,000 10.00%, 01/01/2029   165,640
  1,209,000 10.00%, 01/01/2031   347,317
        6,728,494
    Chile - 0.7%    
    Bonos de la Tesoreria de la Republica en pesos    
CLP 80,000,000 4.50%, 03/01/2026   108,474
  500,000,000 5.00%, 03/01/2035   725,852
  70,000,000 6.00%, 01/01/2043   117,904
        952,230
    Colombia - 3.9%    
    Colombian TES    
COP 2,560,800,000 5.75%, 11/03/2027   751,760
  2,941,300,000 6.00%, 04/28/2028   879,301
  884,300,000 6.25%, 11/26/2025   269,229
  2,757,800,000 7.00%, 06/30/2032   875,055
  4,658,500,000 7.50%, 08/26/2026   1,512,947
  2,279,100,000 7.75%, 09/18/2030   761,099
  528,000,000 10.00%, 07/24/2024   184,182
        5,233,573
    Czech Republic - 2.7%    
    Czech Republic Government Bond    
CZK 22,760,000 0.25%, 02/10/2027   915,081
  7,380,000 0.95%, 05/15/2030(3)   306,862
  16,050,000 1.00%, 06/26/2026(3)   682,585
  12,650,000 2.50%, 08/25/2028(3)   599,585
  22,570,000 2.75%, 07/23/2029   1,100,561
        3,604,674
    Ecuador - 0.1%    
    Ecuador Government International Bond    
$ 200,000 9.50%, 03/27/2030(1)   171,500
    Egypt - 0.2%    
    Egypt Government International Bond    
  200,000 8.70%, 03/01/2049(1)   230,359

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Hungary - 1.6%    
    Hungary Government Bond    
HUF 227,650,000 0.50%, 04/21/2021 $ 751,652
  119,620,000 3.00%, 10/27/2027   431,333
  34,880,000 3.00%, 08/21/2030   124,980
  64,630,000 6.00%, 11/24/2023   254,482
  45,030,000 6.75%, 10/22/2028   206,793
    Hungary Government International Bond    
$ 346,000 5.75%, 11/22/2023   393,803
        2,163,043
    Indonesia - 5.4%    
    Indonesia Treasury Bond    
IDR 1,347,000,000 5.63%, 05/15/2023   98,527
  4,889,000,000 7.00%, 05/15/2027   365,653
  6,597,000,000 7.00%, 09/15/2030   496,405
  6,602,000,000 7.50%, 08/15/2032   493,156
  9,621,000,000 7.50%, 06/15/2035   728,836
  9,521,000,000 7.50%, 05/15/2038   696,061
  713,000,000 8.25%, 05/15/2029   57,715
  6,249,000,000 8.25%, 06/15/2032   495,554
  4,492,000,000 8.25%, 05/15/2036   353,597
  5,266,000,000 8.38%, 09/15/2026   426,074
  11,604,000,000 8.38%, 03/15/2034   933,844
  3,328,000,000 8.38%, 04/15/2039   265,918
  11,490,000,000 8.75%, 05/15/2031   955,382
  3,293,000,000 8.75%, 02/15/2044   263,226
  8,325,000,000 9.00%, 03/15/2029   695,020
        7,324,968
    Israel - 0.1%    
    State of Israel    
$ 200,000 2.50%, 01/15/2030   205,168
    Kenya - 0.2%    
    Kenya Government International Bond    
  200,000 8.00%, 05/22/2032(1)   217,592
    Malaysia - 4.4%    
    Malaysia Government Bond    
MYR 3,520,000 3.48%, 06/14/2024   876,830
  6,855,000 3.66%, 10/15/2020   1,682,484
  1,570,000 3.76%, 04/20/2023   392,573
  2,555,000 3.89%, 08/15/2029   661,482
  1,080,000 3.90%, 11/16/2027   277,297
  825,000 3.91%, 07/15/2026   211,364
  1,600,000 3.96%, 09/15/2025   408,970
  830,000 4.76%, 04/07/2037   237,886
    Malaysia Government Investment Issue    
  700,000 3.66%, 10/15/2024   175,454
  1,820,000 3.73%, 03/31/2026   459,627
  1,525,000 4.13%, 08/15/2025   391,777
  775,000 4.72%, 06/15/2033   216,199
        5,991,943
    Mexico - 7.6%    
    Mexican Bonos    
MXN 1,831,100 6.75%, 03/09/2023   97,358
  12,872,300 7.50%, 06/03/2027   715,789
  44,122,800 7.75%, 05/29/2031   2,526,433
  752,400 7.75%, 11/23/2034   43,477
  8,051,600 8.00%, 11/07/2047   480,224
  54,572,900 8.50%, 05/31/2029   3,257,565
  19,526,100 8.50%, 11/18/2038   1,203,270
  22,407,500 10.00%, 12/05/2024   1,353,830
  8,068,200 10.00%, 11/20/2036   561,228
        10,239,174

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Mongolia - 0.4%    
    Trade & Development Bank of Mongolia LLC    
$ 575,000 9.38%, 05/19/2020(3) $ 583,276
    Oman - 0.1%    
    Oman Government International Bond    
  200,000 4.13%, 01/17/2023(3)   204,188
    Peru - 1.9%    
    Peru Government Bond    
PEN 235,000 5.40%, 08/12/2034(1)(3)   74,701
  2,225,000 5.94%, 02/12/2029(1)(3)   755,550
  635,000 6.35%, 08/12/2028   220,578
  840,000 6.90%, 08/12/2037   307,316
  2,400,000 6.95%, 08/12/2031   872,961
  805,000 8.20%, 08/12/2026   305,278
        2,536,384
    Poland - 2.8%    
    Republic of Poland Government Bond    
PLN 525,000 1.75%, 07/25/2021   136,016
  6,025,000 2.50%, 07/25/2026   1,597,985
  125,000 2.75%, 04/25/2028   33,704
  475,000 2.75%, 10/25/2029   129,019
  4,475,000 3.25%, 07/25/2025   1,233,859
  2,625,000 5.75%, 10/25/2021   726,142
        3,856,725
    Qatar - 0.5%    
    Qatari Diar Finance QSC    
$ 705,000 5.00%, 07/21/2020(3)   713,979
    Romania - 2.1%    
    Romania Government Bond    
RON 300,000 3.25%, 04/29/2024   68,125
  1,050,000 4.50%, 06/17/2024   249,720
  1,450,000 4.75%, 02/24/2025   349,110
  1,825,000 4.85%, 04/22/2026   442,366
  2,480,000 5.00%, 02/12/2029   607,518
  2,660,000 5.80%, 07/26/2027   683,328
    Romanian Government International Bond    
EUR 175,000 2.00%, 01/28/2032(1)   199,723
  80,000 3.38%, 02/08/2038(3)   99,491
  83,000 3.38%, 01/28/2050(1)   97,574
  64,000 4.63%, 04/03/2049(1)   90,767
        2,887,722
    Russia - 7.3%    
    Russian Federal Bond - OFZ    
RUB 33,386,500 6.50%, 11/24/2021(10)   528,597
  4,790,000 6.50%, 02/28/2024   77,037
  59,405,000 6.90%, 05/23/2029   981,141
  15,205,000 7.00%, 01/25/2023   247,315
  27,060,000 7.00%, 08/16/2023   441,441
  25,825,000 7.05%, 01/19/2028   428,872
  13,155,000 7.15%, 11/12/2025   218,169
  33,650,000 7.25%, 05/10/2034   572,609
  53,760,000 7.40%, 07/17/2024   893,213
  7,685,000 7.65%, 04/10/2030   133,369
  57,570,000 7.70%, 03/23/2033   1,013,502
  66,915,000 7.75%, 09/16/2026   1,146,516
  56,315,000 7.95%, 10/07/2026   973,969
  8,525,000 8.15%, 02/03/2027   149,513
  35,145,000 8.50%, 09/17/2031   653,022
    Russian Federal Inflation Linked Bond - OFZ    
  97,596,181 2.50%, 02/02/2028(8)   1,497,658
        9,955,943

 


 

The Hartford Emerging Markets Local Debt Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Senegal - 0.2%    
    Senegal Government International Bond    
$ 200,000 6.25%, 05/23/2033(3) $ 213,274
    South Africa - 5.2%    
    Republic of South Africa Government Bond    
ZAR 26,225,000 6.25%, 03/31/2036   1,251,596
  8,101,770 6.50%, 02/28/2041   376,411
  18,875,000 7.75%, 02/28/2023   1,293,337
  8,150,000 8.00%, 01/31/2030   508,146
  21,305,000 8.50%, 01/31/2037   1,256,322
  2,805,000 8.75%, 01/31/2044   163,906
  7,109,000 9.00%, 01/31/2040   432,551
  3,585,000 10.50%, 12/21/2026   269,415
    Republic of South Africa Government Bond - CPI Linked    
  2,716,303 1.88%, 03/31/2029(8)   155,364
    South Africa Government Bond - CPI Linked    
  21,539,671 2.00%, 01/31/2025(8)   1,298,322
        7,005,370
    South Korea - 0.8%    
    Export-Import Bank of Korea    
IDR14,600,000,000 7.25%, 12/07/2024(3)   1,110,367
    Sri Lanka - 0.3%    
    Sri Lanka Government International Bond    
$ 375,000 6.25%, 07/27/2021(3)   382,500
    Supranational - 4.3%    
    Asian Development Bank    
PHP 42,500,000 5.25%, 03/09/2023   865,870
IDR 2,440,000,000 7.80%, 03/15/2034   192,900
    European Bank for Reconstruction & Development    
MXN 25,000,000 0.00%, 07/16/2029(7)   606,719
IDR 5,800,000,000 5.60%, 01/30/2025   424,753
  9,850,000,000 6.25%, 07/25/2022   730,148
  4,958,900,000 6.45%, 12/13/2022   371,981
    Inter-American Development Bank    
  15,850,000,000 7.88%, 03/14/2023   1,232,017
    International Finance Corp.    
MXN 38,200,000 0.00%, 02/22/2038(7)   577,262
  16,200,000 7.50%, 01/18/2028   886,402
        5,888,052
    Thailand - 4.3%    
    Thailand Government Bond    
THB 5,666,648 1.20%, 07/14/2021(3)(8)   181,585
  9,273,762 1.25%, 03/12/2028(3)(8)   296,381
  6,855,000 1.60%, 12/17/2029   225,449
  23,590,000 1.88%, 06/17/2022   770,153
  26,825,000 2.88%, 12/17/2028   972,303
  5,775,000 3.40%, 06/17/2036   232,511
  17,525,000 3.65%, 06/20/2031   691,970
  31,835,000 3.78%, 06/25/2032   1,279,644
  27,125,000 3.85%, 12/12/2025   999,785
  5,784,000 4.88%, 06/22/2029   243,289
        5,893,070
    Turkey - 3.0%    
    Turkey Government Bond    
TRY 775,000 8.50%, 09/14/2022   126,129
  2,660,000 9.50%, 01/12/2022   441,352
  2,585,000 10.40%, 03/20/2024   442,729
  13,495,000 10.70%, 02/17/2021   2,275,192
  2,575,000 10.70%, 08/17/2022   439,296
  2,005,000 12.20%, 01/18/2023   355,119
        4,079,817

 


 

The Hartford Emerging Markets Local Debt Fund      
 
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
 
    Ukraine - 0.7%      
    Ukraine Government International Bond      
UAH 6,825,000 15.84%, 02/26/2025(1)   $ 338,668
  6,625,000 16.42%, 11/17/2021(1)     288,994
  3,565,000 17.25%, 01/05/2022(1)     158,552
  3,815,000 18.00%, 03/24/2021(3)     163,518
          949,732
    Uruguay - 0.5%      
    Uruguay Government International Bond      
UYU 27,250,000 8.50%, 03/15/2028(3)     640,685
    Total Foreign Government Obligations      
    (cost $92,655,053)   $ 92,331,156
    Total Long-Term Investments      
    (cost $124,415,679)   $ 125,794,346
Short-Term Investments - 6.0%      
    Commercial Paper - 0.3%      
    Bank of China Ltd.      
$ 415,000 2.19%, 02/28/2020(11)     414,303
    Other Investment Pools & Funds - 4.4%      
    BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,      
  5,961,617 1.49 %(12)   5,961,617
    Securities Lending Collateral - 0.9%      
  59,783 Citibank NA DDCA, 1.58%, 2/3/2020(12)     59,783
    Fidelity Investments Money Market Funds, Government Portfolio,      
  278,921 Institutional Class, 1.50%(12)     278,921
    Goldman Sachs Financial Square Funds, Government Fund, Institutional      
  235,674 Class, 1.72%(12)     235,674
  85,718 JPMorgan Prime Money Market Fund, 1.69%(12)     85,718
    Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional      
  225,003 Class, 1.71%(12)     225,003
    State Street Institutional Liquid Reserves Fund, Institutional Class,      
  310,660 1.71 %(12)   310,660
          1,195,759

 

U.      S. Treasury Bill - 0.4%
U.      S. Treasury Bills
$ 500,000 1.50%, 04/09/2020(11)(13)     498,593
    Total Short-Term Investments      
    (cost $8,070,258) $   8,070,272
    Total Investments Excluding Purchased Options      
    (cost $132,485,937) 98.8 % $ 133,864,618
    Total Purchased Options      
    (cost $597,275) 0.3 % $ 427,019
    Total Investments      
    (cost $133,083,212) 99.1 % $ 134,291,637
    Other Assets and Liabilities 0.9 % 1,182,688
    Total Net Assets 100.0 % $ 135,474,325
 
  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, 2020, the aggregate value of these securities was $22,754,755, representing 16.8% of net assets.

 

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(2)      Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(3)      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, 2020, the aggregate value of these securities was $19,630,922, representing 14.5% of net assets.
(4)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(6)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(7)      Security is a zero-coupon bond.
(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)      Variable rate security; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(10)      Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(11)      The rate shown represents current yield to maturity.
(12)      Current yield as of period end.
(13)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $498,593.

OTC Option Contracts Outstanding at January 31, 2020

                    Premiums        
                        Paid Unrealized  
  Counter Exercise Price/FX Expiration Number of   Notional   Market (Received) Appreciation/  
Description -party Rate/Rate   Date Contracts   Amount   Value † by Fund (Depreciation)  
Purchased option contracts:                              
Calls                                
AUD Call/USD Put MSC 0.68 AUD 05/25/20 1,965,000 AUD 1,965,000 $ 11,801 $   25,426 $   (13,625 )
NZD Call/USD Put HSBC 0.67 NZD 07/13/20 2,110,000 NZD 2,110,000   11,965     28,611     (16,646 )
USD Call/BRL Put GSC 4.40 USD 02/14/20 1,332,000 USD 1,332,000   2,216     13,900     (11,684 )
USD Call/CAD Put GSC 1.30 USD 07/06/20 3,185,000 USD 3,185,000   76,453     43,163     33,290  
USD Call/MXN Put MSC 20.14 MXN per USD 03/25/20 1,555,000 USD 1,555,000   1,913     47,350     (45,437 )
USD Call/RUB Put CBK 73.95 RUB per USD 04/29/20 1,551,000 USD 1,551,000   1,373     6,980     (5,607 )
USD Call/TRY Put CBK 6.24 USD 03/16/20 1,366,000 USD 1,366,000   4,931     13,954     (9,023 )
USD Call/TRY Put CBK 6.30 USD 04/21/20 1,408,000 USD 1,408,000   11,550     13,609     (2,059 )
USD Call/ZAR Put GSC 15.81 USD 02/14/20 1,350,000 USD 1,350,000   1,288     14,862     (13,574 )
USD Call/ZAR Put MSC 16.48 ZAR per USD 04/29/20 1,425,000 USD 1,425,000   10,323     26,071     (15,748 )
USD Call/ZAR Put MSC 15.81 USD 06/19/20 1,688,000 USD 1,688,000   38,674     29,508     9,166  
 
 
Total Calls               $ 172,487 $ 263,434 $ (90,947 )
Puts                                
AUD Put/USD Call MSC 0.68 AUD 05/25/20 1,965,000 AUD 1,965,000 $ 32,734 $   25,426 $   7,308  
NZD Put/USD Calll HSBC 0.67 NZD 07/13/20 2,110,000 NZD 2,110,000   49,807     29,059     20,748  
USD Put/BRL Call MSC 3.98 USD 07/13/20 1,400,000 USD 1,400,000   5,148     15,302     (10,154 )
USD Put/BRL Call MSC 4.11 USD 07/31/20 1,355,000 USD 1,355,000   14,752     14,752     0  
USD Put/CAD Call GSC 1.30 USD 07/06/20 3,185,000 USD 3,185,000   12,199     42,189     (29,990 )
USD Put/COP Call HSBC 3,397.00 USD 03/13/20 1,364,000 USD 1,364,000   12,706     31,679     (18,973 )
USD Put/CZK Call CBK 21.92 USD 07/15/20 1,412,000 USD 1,412,000   5,046     9,693     (4,647 )
USD Put/IDR Call MSC 13,435.00 USD 07/24/20 1,354,000 USD 1,354,000   3,927     8,355     (4,428 )
USD Put/MXN Call MSC 18.92 MXN per USD 04/14/20 1,397,000 USD 1,397,000   13,133     14,668     (1,535 )
USD Put/MXN Call HSBC 18.86 USD 05/12/20 1,370,000 USD 1,370,000   11,735     13,254     (1,519 )
USD Put/MXN Call HSBC 18.74 USD 06/30/20 2,038,000 USD 2,038,000   14,816     16,151     (1,335 )
USD Put/MXN Call DEUT 18.78 USD 07/27/20 1,379,000 USD 1,379,000   11,418     10,395     1,023  
USD Put/PLN Call CBK 3.77 PLN per USD 04/15/20 1,401,000 USD 1,401,000   3,945     10,584     (6,639 )
USD Put/PLN Call MSC 3.73 PLN per USD 04/28/20 1,422,000 USD 1,422,000   2,761     10,501     (7,740 )
USD Put/PLN Call CBK 3.77 USD 05/14/20 2,306,000 USD 2,306,000   10,663     17,537     (6,874 )
USD Put/RUB Call MSC 65.07 USD 02/13/20 1,362,000 USD 1,362,000   27,730     24,520     3,210  
USD Put/RUB Call MSC 62.72 RUB per USD 04/29/20 2,854,000 USD 2,854,000   18,677     27,413     (8,736 )
USD Put/RUB Call JPM 60.15 USD 07/13/20 1,400,000 USD 1,400,000   3,335     12,362     (9,027 )
 
Total Puts               $ 254,532 $ 333,840 $ (79,308 )

 


 

The Hartford Emerging Markets Local Debt Fund                                                
 
Schedule of Investments – (continued)                                                    
January 31, 2020 (Unaudited)                                                    
 
 
 
Total purchased option contracts                           $   $ 427,019   $ 597,274   $ (170,255 )
 
                                      Premiums            
                                            Paid   Unrealized  
  Counter Exercise Price/FX Expiration     Number of         Notional   Market (Received) Appreciation/  
Description -party Rate/Rate   Date     Contracts         Amount   Value † by Fund (Depreciation)  
Written option contracts:                                                        
Calls                                                        
 
USD Call/MXN Put MSC 21.36 MXN per USD 03/25/20   (1,555,000 )USD (1,555,000 ) $   (291 ) $ (20,713 ) $     20,422  
Written option contracts:                                                        
Puts                                                        
USD Put/BRL Call GSC 4.04 USD 02/14/20   (1,332,000 )USD (1,332,000 ) $   (58 ) $ (11,503 ) $     11,445  
USD Put/COP Call HSBC 3,270.00 USD 03/13/20   (2,728,000 )USD (2,728,000 )       (3,339 )   (20,733 )       17,394  
USD Put/RUB Call MSC 63.29 USD 02/13/20   (2,724,000 )USD     (2,724,000 )       (9,526 )   (16,472 )       6,946  
USD Put/RUB Call CBK 60.35 RUB per USD 04/29/20   (1,551,000 )USD (1,551,000 )       (1,650 )   (4,277 )       2,627  
USD Put/TRY Call CBK 5.88 USD 04/06/20   (2,093,000 )USD (2,093,000 )       (7,497 )   (16,890 )       9,393  
USD Put/TRY Call CBK 5.86 USD 04/21/20   (1,408,000 )USD (1,408,000 )       (5,098 )   (9,870 )       4,772  
USD Put/ZAR Call MSC 14.28 ZAR per USD 04/29/20   (1,425,000 )USD (1,425,000 )       (8,604 )   (19,893 )       11,289  
USD Put/ZAR Call MSC 13.79 USD 06/19/20   (1,688,000 )USD (1,688,000 )       (6,477 )   (22,516 )       16,039  
 
Total Puts                             $     (42,249) $(122,154)   $ 79,905  
 
 
Total written option contracts                           $     (42,540 ) $ (142,867 ) $ 100,327  
 
    Futures Contracts Outstanding at January 31, 2020                                
                                            Value and    
        Number                 Current       Unrealized    
        of                     Notional     Appreciation/    
Description       Contracts Expiration Date     Amount       (Depreciation)    
 
Long position contracts:                                                        
U.S. Treasury 2-Year Note Future         16 03/31/2020 $   3,461,750     $   12,014  
U.S. Treasury 5-Year Note Future         79 03/31/2020     9,505,304         108,122  
U.S. Treasury Long Bond Future         7 03/20/2020     1,144,719         42,456  
Total                                           $   162,592  
Short position contracts:                                                        
Euro-BUXL 30-Year Bond Future         1 03/06/2020 $         233,899     $   (8,430 )
Euro-Bund Future           1 03/06/2020           194,128         (3,195 )
Long Gilt Future           2 03/27/2020           356,376         (5,492 )
U.S. Treasury 10-Year Note Future         58 03/20/2020     7,636,062         (127,708 )
U.S. Treasury 10-Year Ultra Future         15 03/20/2020     2,184,844         (50,777 )
U.S. Treasury Ultra Bond Future         4 03/20/2020           774,750         (26,880 )
 
 
Total                                           $   (222,482 )
 
Total futures contracts                                         $   (59,890 )
 
  Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2020                              
 
                    Periodic                       Unrealized  
    Notional (Pay)/Receive Expiration Payment                       Appreciation/  
Reference Entity   Amount (a) Fixed Rate Date Frequency Cost Basis Value †   (Depreciation)  
Credit default swaps on indices:                                                      
Sell protection:                                                        
 
CDX.EMS.32.V1   USD 1,000,000 (1.00 %)   12/20/24 Quarterly $   47,901 $     42,351   $   (5,550 )

 

Credit default swaps on single-name issues:
Buy protection:

Argentine Republic
Government
International Bond

USD 50,000

(5.00%)

12/20/20 Quarterly ________ $
________

12,461 ____ $
____

______ 28,677 $ ________ 16,216
______ ________


 

The Hartford Emerging Markets Local Debt Fund                
Schedule of Investments – (continued)                  
January 31, 2020 (Unaudited)                    
 
Credit default swaps on single-name issues:                    
Sell protection:                      
Argentine Republic                      
Government                      
 
International Bond USD 156,000 (5.00 %) 06/20/24 Quarterly $ 81,189 $ 92,677 $ 11,488
 
Total single-name issues           $ 93,650 $ 121,354 $ 27,704
Total           $ 141,551 $ 163,705 $ 22,154

 

(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, 2020

      Payments         Periodic   Upfront   Upfront     Unrealized  
Counter- Payments made received by Notional Expiration Payment Premiums   Premiums     Appreciation/  
party by Fund   Fund Amount   Date Frequency   Paid   Received Value †   (Depreciation)  
BOA BZDIOVRA 5.84% Fixed BRL 2,037,508 01/02/23 Maturity $ $ — $ 5,215 $ 5,215  
    CLICP                          
    Camara                          
BOA 1.93% Fixed Promedio A CLP 4,440,225,000 03/18/21 Maturity     (8,883 ) (8,883 )
  CLICP Camara             Semi-                
CBK Promedio A 3.13% Fixed CLP 601,785,000 03/18/30 Annual     (4,621 ) (4,621 )
    3M Banco                          
    Central De La                          
GSC 5.83% Fixed Republica COP 5,027,275,000 03/18/30 Quarterly     (67,693 ) (67,693 )
GSC 6.47% Fixed BZDIOVRA BRL 912,728 01/02/25 Maturity     (3,481 ) (3,481 )
GSC BZDIOVRA 5.29% Fixed BRL 2,506,293 01/03/22 Maturity     3,747   3,747  
    CLICP                          
    Camara         Semi-                
GSC 2.30% Fixed Promedio A CLP 497,540,000 03/18/25 Annual     5,208   5,208  
    CLICP                          
    Camara         Semi-                
GSC 2.45% Fixed Promedio A CLP 1,594,125,000 03/18/25 Annual     2,635   2,635  
    CLICP                          
    Camara         Semi-                
GSC 2.45% Fixed Promedio A CLP 715,708,000 03/18/25 Annual     1,311   1,311  
    CLICP                          
    Camara         Semi-                
GSC 3.34% Fixed Promedio A CLP 194,519,500 03/18/30 Annual     (2,940 ) (2,940 )
  CLICP Camara             Semi-                
GSC Promedio A 1.87% Fixed CLP 1,893,210,000 03/18/22 Annual     448   448  
  CLICP Camara             Semi-                
GSC Promedio A 1.85% Fixed CLP 839,674,000 03/18/22 Annual     (299 ) (299 )
  CLICP Camara             Semi-                
GSC Promedio A 1.73% Fixed CLP 583,719,000 03/18/22 Annual     (2,011 ) (2,011 )
  CLICP Camara             Semi-                
GSC Promedio A 3.11% Fixed CLP 4,135,000 03/18/30 Annual     (42 ) (42 )
  CLICP Camara             Semi-                
GSC Promedio A 2.94% Fixed CLP 2,798,000 03/18/30 Annual     (81 ) (81 )
  CLICP Camara             Semi-                
GSC Promedio A 3.13% Fixed CLP 440,890,000 03/18/30 Annual     (3,482 ) (3,482 )
  CLICP Camara             Semi-                
GSC Promedio A 3.09% Fixed CLP 902,675,000 03/18/30 Annual     (11,481 ) (11,481 )
GSC 6.50% Fixed ZAR JIBAR ZAR 215,655,000 09/25/20 Maturity     14,349   14,349  
GSC ZAR JIBAR 6.67% Fixed ZAR 237,060,000 09/27/21 Maturity     57,933   57,933  
    6 Mo.         Semi-                
HSBC 1.16% Fixed THBFIX THB 34,575,000 03/18/21 Annual     (2,219 ) (2,219 )
    6 Mo.         Semi-                
MSC 1.28% Fixed THBFIX THB 30,325,000 03/18/25 Annual     (8,891 ) (8,891 )
MSC 8.53% Fixed BZDIOVRA BRL 1,162,177 01/02/25 Maturity     (26,802 ) (26,802 )
MSC 6.99% Fixed BZDIOVRA BRL 492,594 01/04/21 Maturity     (3,573 ) (3,573 )
MSC 8.78% Fixed BZDIOVRA BRL 2,446,276 01/02/29 Maturity     (66,729 ) (66,729 )

 


 

The Hartford Emerging Markets Local Debt Fund                        
 
Schedule of Investments – (continued)                        
January 31, 2020 (Unaudited)                            
 
 
MSC BZDIOVRA 5.32% Fixed BRL 2,504,932 01/03/22 Maturity $ $ $ 4,037   $ 4,037  
MSC BZDIOVRA 6.44% Fixed BRL 1,160,826 07/01/22 Maturity       8,058     8,058  
MSC BZDIOVRA 8.00% Fixed BRL 1,812,431 01/02/23 Maturity       30,706     30,706  
MSC BZDIOVRA 6.50% Fixed BRL 1,663,343 01/02/23 Maturity       11,515     11,515  
MSC BZDIOVRA 5.90% Fixed BRL 1,808,169 01/02/23 Maturity       5,685     5,685  
MSC BZDIOVRA 7.05% Fixed BRL 2,659,173 07/03/23 Maturity       27,780     27,780  
MSC BZDIOVRA 6.28% Fixed BRL 2,589,177 01/02/25 Maturity       5,230     5,230  
MSC BZDIOVRA 7.30% Fixed BRL 1,090,621 01/04/27 Maturity       12,245     12,245  
    CLICP                            
    Camara       Semi-                    
MSC 2.34% Fixed Promedio A CLP 584,240,000 03/18/25 Annual       4,800     4,800  
    CLICP                            
    Camara       Semi-                    
MSC 2.36% Fixed Promedio A CLP 609,144,000 03/18/25 Annual       4,352     4,352  
  CLICP Camara       Semi-                    
MSC Promedio A 1.78% Fixed CLP 713,520,000 03/18/22 Annual       (1,553 )   (1,553 )
  CLICP Camara       Semi-                    
MSC Promedio A 1.77% Fixed CLP 714,653,000 03/18/22 Annual       (1,710 )   (1,710 )
  CLICP Camara       Semi-                    
MSC Promedio A 3.00% Fixed CLP 3,135,000 03/18/30 Annual       (71 )   (71 )
  CLICP Camara       Semi-                    
MSC Promedio A 2.96% Fixed CLP 3,122,000 03/18/30 Annual       (80 )   (80 )
MSC 6.51% Fixed ZAR JIBAR ZAR 335,055,000 09/21/20 Maturity       569,070     569,070  
MSC 6.51% Fixed ZAR JIBAR ZAR 102,440,000 09/22/20 Maturity       7,002     7,002  
MSC ZAR JIBAR 6.68% Fixed ZAR 356,400,000 09/20/21 Maturity       (504,951 )   (504,951 )
MSC ZAR JIBAR 6.67% Fixed ZAR 108,840,000 09/22/21 Maturity       27,424     27,424  
 
Total           $ $ $ 87,157   $ 87,157  
 
    Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2020              
 
    Payments       Periodic Upfront Upfront         Unrealized  
Payments made by received by     Expiration Payment Premiums Premiums         Appreciation/  
  Fund Fund Notional Amount Date Frequency Paid   Received   Value †     (Depreciation)  
1 Mo. MXN TIIE 7.35% Fixed MXN 14,865,000 07/14/22 Lunar$ $ $ 14,715   $ 14,715  
1 Mo. MXN TIIE 7.24% Fixed MXN 14,860,000 07/15/22 Lunar     12,707     12,707  
1 Mo. MXN TIIE 6.46% Fixed MXN 11,490,000 10/03/24 Lunar     (25 )   (25 )
1 Mo. MXN TIIE 6.58% Fixed MXN 9,045,000 01/10/25 Lunar     (2,642 )   (2,642 )
1 Mo. MXN TIIE 8.12% Fixed MXN 6,495,000 07/20/28 Lunar     36,022     36,022  
1 Mo. MXN TIIE 6.78% Fixed MXN 2,110,000 09/20/29 Lunar     1,333     1,333  
1 Mo. MXN TIIE 6.91% Fixed MXN 6,545,000 11/01/29 Lunar     7,554     7,554  
1 Mo. MXN TIIE 6.88% Fixed MXN 4,335,000 12/10/29 Lunar     4,483     4,483  
    3 Mo. PLN                            
1.64% Fixed WIBOR PLN 8,250,000 03/18/21 Maturity     1,760     1,760  
    3 Mo. USD                            
1.79% Fixed LIBOR USD 380,000 03/18/30 Semi-Annual     (11,431 )   (11,431 )
3 Mo. USD LIBOR 7.86% Fixed ZAR 64,075,000 03/18/30 Quarterly     109,616     109,616  
3 Mo. ZAR JIBAR 6.66% Fixed ZAR 77,370,000 03/18/22 Quarterly     35,439     35,439  
    3 Mo. ZAR                            
7.14% Fixed JIBAR ZAR 104,110,000 03/18/25 Quarterly     (134,429 )   (134,429 )
    3 Mo. ZAR                            
7.20% Fixed JIBOR ZAR 15,115,000 03/18/25 Quarterly     (22,393 )   (22,393 )
    6 Mo. CZK                            
1.54% Fixed PRIBOR CZK 24,390,000 03/18/30 Annual     (7,252 )   (7,252 )
    6 Mo. CZK                            
2.13% Fixed PRIBOR CZK 114,305,000 03/18/22 Annual     (6,135 )   (6,135 )
    6 Mo. CZK                            
2.16% Fixed PRIBOR CZK 56,940,000 03/18/22 Annual     (4,772 )   (4,772 )
    6 Mo. CZK                            
2.17% Fixed PRIBOR CZK 56,940,000 03/18/22 Annual     (5,145 )   (5,145 )
6 Mo. CZK PRIBOR 1.87% Fixed CZK 93,850,000 03/18/25 Annual     20,965     20,965  
6 Mo. PLN WIBOR 1.63% Fixed PLN 1,060,000 03/18/22 Annual     (828 )   (828 )
6 Mo. PLN WIBOR 1.71% Fixed PLN 4,160,000 03/18/27 Annual     (8,871 )   (8,871 )
 
Total           $ $ $ 40,671   $ 40,671  

 


 

The Hartford Emerging Markets Local Debt Fund            
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
 
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
2,734,000 ARS 43,055 USD BNP 07/13/20 $ $ (5,849 )
8,201,000 ARS 129,971 USD BOA 07/13/20     (18,365 )
1,190,000 AUD 813,671 USD TDB 03/18/20     (16,376 )
1,488,000 AUD 1,017,117 USD CBK 03/18/20     (20,163 )
2,572,000 BRL 611,653 USD GSC 02/19/20     (11,700 )
3,820,000 BRL 896,808 USD GSC 03/03/20     (6,369 )
30,827,000 BRL 7,221,210 USD MSC 03/03/20   237   (35,699 )
1,590,000 CAD 1,200,849 USD GSC 03/18/20   974   (416 )
850,000 CAD 646,883 USD MSC 03/18/20   1,055   (5,676 )
2,114,000 CAD 1,606,597 USD RBC 03/18/20     (9,254 )
4,565,000 CAD 3,473,666 USD CBK 03/18/20     (24,343 )
287,270,000 CLP 360,892 USD HSBC 02/18/20     (2,026 )
245,939,000 CLP 311,907 USD HSBC 02/27/20     (4,717 )
248,400,000 CLP 312,060 USD DEUT 03/18/20     (1,873 )
306,400,000 CLP 387,113 USD HSBC 03/18/20     (4,499 )
143,146,000 CLP 190,861 USD BOA 03/18/20     (12,109 )
659,057,000 CLP 846,237 USD GSC 03/18/20     (23,246 )
1,011,394,000 CLP 1,298,794 USD BCLY 03/18/20     (35,826 )
916,048,000 CLP 1,190,755 USD RBS 03/18/20     (46,849 )
912,600,000 CLP 1,195,531 USD CBK 03/18/20     (55,930 )
951,000 CNH 135,902 USD GSC 03/18/20     (264 )
9,104,000 CNH 1,299,945 USD MSC 03/18/20   6,678   (8,151 )
3,152,000 CNH 454,820 USD CBK 03/18/20     (5,261 )
1,213,000 CNH 171,631 USD MSC 05/27/20   1,057    
12,751,543,000 COP 3,707,814 USD UBS 03/18/20   9,726    
1,347,200,000 COP 385,079 USD DEUT 03/18/20   7,679    
770,988,000 COP 226,196 USD CBK 03/18/20     (1,425 )
869,412,000 COP 254,941 USD BNP 03/18/20     (1,476 )
602,900,000 COP 182,808 USD GSC 03/18/20     (7,040 )
619,400,000 COP 190,204 USD MSC 03/18/20     (9,627 )
51,878,000 CZK 2,252,787 USD CBK 03/18/20   28,223    
44,832,000 CZK 1,960,697 USD GSC 03/18/20   11,028   (518 )
10,470,000 CZK 459,816 USD BOA 03/18/20   537    
28,210,000 EGP 1,697,430 USD CBK 03/18/20   61,178    
349,000 EUR 387,180 USD SSG 03/18/20   2,196   (1,158 )
2,758,000 EUR 3,078,866 USD CBK 03/18/20     (10,937 )
1,614,000 EUR 1,807,125 USD GSC 03/18/20   1,442   (13,195 )
1,265,000 GBP 1,654,797 USD MSC 03/18/20   17,813    
986,222,000 HUF 3,301,062 USD GSC 03/18/20   66   (53,081 )
2,180,300,000 HUF 7,656,758 USD BNP 04/21/20     (466,568 )
1,187,000,000 HUF 3,963,934 USD MSC 07/17/20     (37,003 )
1,186,400,000 HUF 3,988,368 USD BNP 07/17/20     (63,422 )
18,863,163,000 IDR 1,318,918 USD BNP 03/18/20   56,600    
7,180,000,000 IDR 510,959 USD JPM 03/18/20   12,612    
5,377,000,000 IDR 383,524 USD HSBC 03/18/20   8,572    
2,301,000,000 IDR 162,810 USD BCLY 03/18/20   4,980    
2,881,000,000 IDR 206,006 USD GSC 03/18/20   4,079    
6,317,857,000 IDR 459,314 USD MSC 03/18/20   1,390    
16,625,000,000 IDR 1,209,267 USD MSC 06/12/20     (6,259 )
50,029,000 INR 685,799 USD MSC 02/20/20   13,928    
53,940,000 INR 751,918 USD BNP 03/18/20   867   (825 )
23,460,000 INR 329,494 USD DEUT 03/18/20     (2,446 )
20,620,000 INR 289,933 USD UBS 03/18/20     (2,476 )
58,470,000 INR 818,621 USD JPM 03/18/20     (3,509 )
300,000,000 KRW 253,786 USD UBS 03/18/20     (1,841 )
517,050,000 KRW 447,430 USD CSFB 03/18/20     (13,204 )
369,100,000 KZT 928,180 USD CBK 03/18/20   35,583    
128,900,000 KZT 334,805 USD GSC 03/18/20   1,768    
64,150,000 MXN 3,276,274 USD RBC 03/18/20   94,555    
7,703,000 MXN 402,632 USD GSC 03/18/20   3,288   (1,160 )
1,329,000 MXN 69,205 USD BNP 03/18/20   629    

 


 

The Hartford Emerging Markets Local Debt Fund              
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
8,520,000 MXN 447,718 USD JPM 03/18/20 $ $ (26 )
223,000 MXN 11,843 USD CBK 03/18/20     (125 )
3,190,000 MXN 168,214 USD TDB 03/18/20     (592 )
6,160,000 MXN 324,896 USD MSC 03/18/20     (1,212 )
9,380,000 MXN 494,647 USD DEUT 03/18/20     (1,765 )
7,274,000 MXN 361,226 USD MSC 03/27/20   20,452    
1,580,000 MYR 388,254 USD DEUT 03/18/20     (3,259 )
2,096,000 MYR 515,116 USD BNP 03/18/20     (4,388 )
1,301,000 NZD 863,526 USD HSBC 02/05/20     (22,513 )
1,190,000 NZD 769,904 USD BNP 03/18/20     (207 )
425,000 NZD 277,493 USD GSC 03/18/20     (2,601 )
445,000 NZD 297,376 USD CBK 03/18/20     (9,548 )
645,000 NZD 427,163 USD MSC 03/18/20     (9,974 )
1,579,000 NZD 1,031,700 USD TDB 03/18/20     (10,396 )
1,040,000 PEN 306,243 USD BNP 03/18/20   334    
6,949,000 PEN 2,066,910 USD CBK 03/18/20     (18,446 )
16,780,000 PHP 331,162 USD GSC 03/18/20     (1,606 )
1,300,000 PLN 331,130 USD CBK 03/18/20   4,480    
1,060,000 PLN 279,587 USD SSG 03/18/20     (5,935 )
3,295,000 PLN 857,673 USD GSC 03/18/20   1,081   (8,111 )
35,630,000 PLN 9,230,562 USD MSC 03/18/20     (32,258 )
5,477,000 RON 1,264,867 USD GSC 03/18/20   4,415    
11,240,000 RUB 179,804 USD HSBC 03/18/20     (4,991 )
11,410,000 RUB 182,956 USD BCLY 03/18/20     (5,498 )
65,458,000 RUB 1,024,187 USD CBK 03/18/20   3,918   (10,053 )
28,690,000 RUB 458,307 USD JPM 03/18/20     (12,098 )
156,004,000 RUB 2,461,481 USD GSC 03/18/20   7,736   (42,922 )
15,145,000 RUB 231,965 USD CBK 04/30/20   2,349    
345,000 SGD 252,803 USD GSC 03/18/20   51    
585,000 SGD 434,555 USD JPM 03/18/20     (5,803 )
12,900,000 THB 413,144 USD GSC 03/18/20   1,142    
7,510,000 THB 240,782 USD DEUT 03/18/20   403    
4,630,000 THB 153,781 USD RBS 03/18/20     (5,088 )
169,834,000 THB 5,615,275 USD MSC 03/18/20     (161,022 )
1,390,000 TRY 232,566 USD CBK 03/17/20     (2,733 )
1,445,000 TRY 243,746 USD BOA 03/18/20     (4,873 )
11,874,000 TRY 2,011,405 USD GSC 03/18/20     (48,511 )
3,596,000 TRY 588,062 USD CBK 04/07/20   3,886    
3,918,000 TRY 648,235 USD CBK 04/22/20     (5,389 )
149,487 USD 10,935,000 ARS GSC 07/13/20   674    
678,287 USD 992,000 AUD TDB 03/18/20   13,651    
266,350 USD 380,000 AUD DEUT 03/18/20   11,752    
290,967 USD 420,000 AUD GSC 03/18/20   9,568    
317,120 USD 462,000 AUD CBK 03/18/20   7,582    
373,553 USD 555,000 AUD BOA 03/18/20   1,705    
125,488 USD 184,000 AUD MSC 05/27/20   2,038    
827,033 USD 3,452,000 BRL MSC 03/03/20   22,375    
263,998 USD 1,075,000 BRL DEUT 03/03/20   13,416    
346,195 USD 1,440,000 BRL BNP 03/03/20   10,533    
320,082 USD 1,335,000 BRL HSBC 03/03/20   8,895    
148,193 USD 605,000 BRL BCLY 03/03/20   7,169    
361,238 USD 1,506,000 BRL MSC 07/15/20   12,525    
348,897 USD 1,502,000 BRL MSC 08/04/20   1,459    
3,736,266 USD 4,895,000 CAD GSC 03/18/20   37,595    
923,299 USD 1,210,000 CAD CBK 03/18/20   9,020    
577,862 USD 755,000 CAD HSBC 03/18/20   7,382    
507,196 USD 665,000 CAD MSC 03/18/20   4,720    
116,431 USD 151,000 CAD GSC 07/07/20   2,342    
754,862 USD 572,563,000 CLP MSC 02/18/20   39,600    
360,852 USD 278,397,000 CLP DEUT 02/27/20   13,119    
1,541,737 USD 1,208,790,000 CLP CBK 03/18/20   32,273    
933,403 USD 721,800,000 CLP GSC 03/18/20   32,062    
1,045,787 USD 7,339,000 CNH MSC 03/18/20   377   (1,326 )
1,027,457 USD 7,080,000 CNH CBK 05/27/20   19,519    
69,796 USD 237,098,000 COP HSBC 03/17/20   669    
2,162,499 USD 7,336,760,000 COP CBK 03/18/20   24,173   (607 )

 


 

The Hartford Emerging Markets Local Debt Fund              
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
243,272 USD 859,600,000 COP BNP 03/18/20 $ $ (7,333 )
504,756 USD 11,352,000 CZK BCLY 03/18/20   5,623    
938,044 USD 21,630,000 CZK GSC 03/18/20     (13,000 )
333,023 USD 7,503,000 CZK CBK 07/17/20   3,123    
290,627 USD 4,830,000 EGP CBK 03/18/20     (10,475 )
2,713,333 USD 2,423,000 EUR GSC 03/18/20   18,050    
3,323,344 USD 2,977,000 EUR CBK 03/18/20   11,806    
81,157 USD 73,000 EUR JPM 03/18/20     (46 )
162,342 USD 146,000 EUR MSC 03/18/20     (64 )
2,010,611 USD 1,537,000 GBP MSC 03/18/20     (21,643 )
308,227 USD 90,400,000 HUF CBK 03/18/20   10,501    
376,827 USD 112,000,000 HUF GSC 03/18/20   7,964    
7,885,923 USD 2,180,300,000 HUF JPM 04/21/20   695,733    
8,364,553 USD 2,373,400,000 HUF BNP 07/17/20   512,675    
154,009 USD 2,113,000,000 IDR GSC 03/18/20     (73 )
210,606 USD 2,939,000,000 IDR UBS 03/18/20     (3,709 )
611,332 USD 8,470,000,000 IDR HSBC 03/18/20     (6,308 )
527,046 USD 7,341,000,000 IDR BCLY 03/18/20     (8,265 )
405,639 USD 5,784,000,000 IDR SCB 03/18/20     (16,136 )
777,928 USD 11,116,589,000 IDR GSC 06/12/20     (26,483 )
330,500 USD 4,561,898,000 IDR MSC 07/28/20   1,745    
1,439,347 USD 4,985,000 ILS CBK 03/18/20     (8,329 )
1,050,420 USD 75,105,000 INR MSC 02/20/20     (30 )
427,960 USD 30,980,000 INR BOA 03/18/20     (3,923 )
740,886 USD 53,742,000 INR DEUT 03/18/20     (8,314 )
457,731 USD 530,190,000 KRW DEUT 03/18/20   12,470    
387,248 USD 455,500,000 KRW BNP 03/18/20   4,712    
502,042 USD 597,054,000 KRW MSC 03/18/20   628    
511,863 USD 196,100,000 KZT CBK 03/18/20     (177 )
273,498 USD 5,170,000 MXN SSG 03/18/20   1,834    
121,166 USD 2,293,000 MXN BNP 03/18/20   678    
482,456 USD 9,212,000 MXN RBC 03/18/20   288   (1,886 )
60,115 USD 1,191,000 MXN CBK 03/18/20     (2,467 )
512,001 USD 9,830,000 MXN DEUT 03/18/20     (4,527 )
2,230,393 USD 42,597,000 MXN GSC 03/18/20   6,837   (14,749 )
725,064 USD 14,355,000 MXN BCLY 03/18/20     (29,234 )
357,805 USD 7,106,000 MXN MSC 04/16/20     (14,052 )
339,388 USD 6,680,000 MXN HSBC 05/14/20     (8,788 )
505,869 USD 9,804,000 MXN HSBC 07/02/20     (1,525 )
335,557 USD 6,515,000 MXN DEUT 07/29/20     (311 )
72,899 USD 111,000 NZD GSC 02/05/20   1,145    
769,454 USD 1,190,000 NZD BNP 02/05/20   196    
1,348,194 USD 2,035,000 NZD GSC 03/18/20   31,946    
949,502 USD 1,445,000 NZD MSC 03/18/20   14,870    
316,677 USD 470,000 NZD CBK 03/18/20   12,679    
552,113 USD 845,000 NZD TDB 03/18/20   5,564    
35,925 USD 54,000 NZD HSBC 07/15/20   951    
1,127,080 USD 3,776,000 PEN CBK 03/18/20   15,929   (1,959 )
288,409 USD 14,680,000 PHP SCB 03/18/20   96    
207,800 USD 10,625,000 PHP BNP 03/18/20     (873 )
1,326,345 USD 5,091,000 PLN CBK 03/18/20   12,044    
897,785 USD 3,440,000 PLN GSC 03/18/20   9,709    
325,524 USD 1,265,000 PLN SSG 03/18/20     (1,050 )
284,330 USD 1,109,000 PLN CBK 04/17/20     (2,016 )
328,184 USD 1,263,000 PLN MSC 04/30/20   2,055    
515,168 USD 2,009,000 PLN CBK 05/18/20     (3,601 )
164,976 USD 715,000 RON GSC 03/18/20     (724 )
58,074 USD 3,779,000 RUB MSC 02/14/20     (933 )
696,333 USD 43,519,000 RUB GSC 03/18/20   19,492    
308,214 USD 19,642,000 RUB CBK 03/18/20   3,069   (342 )
520,864 USD 33,821,000 RUB BCLY 03/18/20     (5,146 )
768,914 USD 50,287,000 RUB MSC 04/30/20     (9,096 )
351,167 USD 21,969,000 RUB JPM 07/14/20   14,131    
714,659 USD 965,000 SGD GSC 03/18/20   7,401    
379,472 USD 515,000 SGD MSC 03/18/20   2,024    
505,924 USD 690,000 SGD BCLY 03/18/20   217    

 


 

The Hartford Emerging Markets Local Debt Fund              
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
256,436 USD 7,770,000 THB MSC 03/18/20 $ 6,901 $  
153,687 USD 4,700,000 THB WEST 03/18/20   2,745    
1,677,901 USD 10,030,500 TRY GSC 03/18/20   19,986   (230 )
265,915 USD 1,581,000 TRY CBK 03/18/20   4,560    
264,691 USD 1,590,000 TRY DEUT 03/18/20   1,848    
144,913 USD 870,000 TRY BNP 03/18/20   1,093    
177,839 USD 1,075,000 TRY MSC 03/18/20   130    
390,142 USD 15,118,000 UYU CBK 03/18/20     (9,066 )
303,485 USD 4,372,000 ZAR MSC 02/05/20   12,377    
406,024 USD 5,931,000 ZAR DEUT 02/05/20   11,112    
377,015 USD 5,882,000 ZAR BOA 02/05/20     (14,635 )
773,081 USD 11,137,000 ZAR GSC 02/18/20   32,757    
686,849 USD 9,960,000 ZAR GSC 03/18/20   27,478    
646,681 USD 9,358,000 ZAR MSC 03/18/20   27,162    
399,576 USD 5,897,000 ZAR BOA 03/18/20   9,184    
203,214 USD 2,937,000 ZAR DEUT 03/18/20   8,779    
169,011 USD 2,430,000 ZAR HSBC 03/18/20   8,140    
164,336 USD 2,380,000 ZAR SCB 03/18/20   6,776    
16,185,000 ZAR 1,091,958 USD BOA 02/05/20     (14,289 )
9,235,000 ZAR 614,397 USD GSC 02/18/20     (507 )
997,000 ZAR 67,121 USD BOA 03/18/20     (1,117 )
2,700,000 ZAR 187,042 USD CBK 03/18/20     (8,297 )
5,931,000 ZAR 403,761 USD DEUT 03/18/20     (11,117 )
7,820,000 ZAR 532,208 USD MSC 03/18/20     (14,508 )
5,060,000 ZAR 350,410 USD SSG 03/18/20     (15,429 )
4,290,000 ZAR 303,434 USD CSFB 03/18/20     (19,428 )
73,353,000 ZAR 4,959,022 USD GSC 03/18/20     (102,908 )
9,744,000 ZAR 639,077 USD MSC 05/04/20   2,187    
11,205,000 ZAR 763,543 USD MSC 06/23/20     (31,054 )
Total           $ 2,416,580 $ (1,976,179 )

 

  • 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

BNP BOA CBK

CSFB DEUT GSC

HSBC JPM MSC RBC RBS SCB SSG TDB UBS

WEST

Currency Abbreviations:

ARS AUD BRL CAD CLP CNH COP CZK EGP EUR

Barclays

BNP Paribas Securities Services Banc of America Securities LLC Citibank NA

Credit Suisse First Boston Corp. Deutsche Bank Securities, Inc. Goldman Sachs & Co.

HSBC Bank USA JP Morgan Chase & Co. Morgan Stanley RBC Dominion Securities, Inc. RBS Greenwich Capital Standard Chartered Bank State Street Global Markets LLC Toronto-Dominion Bank UBS AG

Westpac International

Argentine Peso Australian Dollar Brazilian Real Canadian Dollar Chilean Peso Chinese Renminbi Colombian Peso Czech Koruna Egyptian Pound Euro

 


 

The Hartford Emerging Markets Local Debt Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

GBP HUF IDR ILS INR KRW KZT MXN MYR NZD PEN PHP PLN RON RUB SGD THB TRY USD UYU ZAR

Index Abbreviations:

BADLAR CMT CPI

Other Abbreviations:

BZDIOVRA CJSC CLICP DDCA JIBAR LIBOR OJSC OTC PJSC PRIBOR PT

THBFIX TIIE WIBOR

British Pound Hungarian Forint Indonesian Rupiah Israeli Shekel Indian Rupee South Korean Won Kazakhstani Tenge Mexican Peso Malaysian Ringgit New Zealand Dollar Peruvian Sol Philippine Peso Polish Zloty New Romanian Leu Russian Ruble Singapore Dollar Thai Baht Turkish Lira United States Dollar Uruguayan Peso South African Rand

Buenos Aires Deposits of Large Amount Rate Constant Maturity Treasury Index Consumer Price Index

Brazil Cetip Interbank Deposit Rate Closed Joint Stock Company Sinacofi Chile Interbank Offered Rate Dollars on Deposit in Custody Account Johannesburg Interbank Agreed Rate London Interbank Offered Rate Open Joint Stock Company Over-the-Counter Private Joint Stock Company Prague Interbank Offered Rate Perseroan Terbatas

Thai Baht Interest Rate Fixing Interbank Equilibrium Interest Rate Warsaw Interbank Offered Rate

 


 

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                        
Corporate Bonds $ 33,463,190   $     $ 33,463,190   $
Foreign Government Obligations   92,331,156           92,331,156    
Short-Term Investments   8,070,272     7,157,376       912,896    
Purchased Options   427,019           427,019    
Foreign Currency Contracts(2)   2,416,580           2,416,580    
Futures Contracts(2)   162,592     162,592          
Swaps - Credit Default(2)   27,704           27,704    
Swaps - Interest Rate(2)   1,053,344           1,053,344    
 
Total $ 137,951,857   $ 7,319,968   $ 130,631,889   $
Liabilities                        
Foreign Currency Contracts(2) $ (1,976,179 ) $     $ (1,976,179 ) $
Futures Contracts(2)   (222,482 )   (222,482 )        
Swaps - Credit Default(2)   (5,550 )         (5,550 )  
Swaps - Interest Rate(2)   (925,516 )         (925,516 )  
Written Options   (42,540 )         (42,540 )  
Total $ (3,172,267 ) $ (222,482 )   $ (2,949,785 ) $

 

(1) For the period ended January 31, 2020, 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 Equity Income Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 98.1%    
  Automobiles & Components - 0.5%    
187,464 Cie Generale des Etablissements Michelin SCA $ 21,750,169
  Banks - 12.7%    
4,421,211 Bank of America Corp.   145,148,357
1,427,402 JP Morgan Chase & Co.   188,930,929
322,066 M&T Bank Corp.   54,274,562
353,049 PNC Financial Services Group, Inc.   52,445,429
954,673 Truist Financial Corp.   49,232,486
605,808 U.S. Bancorp   32,241,102
      522,272,865
  Capital Goods - 11.0%    
4,321,099 BAE Systems plc   35,921,105
317,601 Caterpillar, Inc.   41,716,891
409,139 Deere & Co.   64,881,263
704,774 Eaton Corp. plc   66,580,000
244,545 Honeywell International, Inc.   42,360,085
313,727 Ingersoll-Rand plc   41,797,848
189,107 Lockheed Martin Corp.   80,960,489
152,763 Raytheon Co.   33,751,457
287,242 United Technologies Corp.   43,143,748
      451,112,886
  Diversified Financials - 1.0%    
80,432 BlackRock, Inc.   42,415,815
  Energy - 8.2%    
658,601 Chevron Corp.   70,562,511
1,131,147 Exxon Mobil Corp.   70,266,852
1,828,400 Kinder Morgan, Inc.   38,158,708
199,722 Phillips 66   18,248,599
2,642,233 Suncor Energy, Inc.   80,825,907
1,122,861 TC Energy Corp.   61,573,238
      339,635,815
  Food & Staples Retailing - 0.7%    
263,777 Walmart, Inc.   30,199,829
  Food, Beverage & Tobacco - 5.9%    
1,130,323 Archer-Daniels-Midland Co.   50,593,257
386,160 Coca-Cola Co.   22,551,744
921,098 Mondelez International, Inc. Class A   52,852,603
280,428 PepsiCo., Inc.   39,826,385
950,014 Philip Morris International, Inc.   78,566,158
      244,390,147
  Health Care Equipment & Services - 6.1%    
1,032,652 Koninklijke Philips N.V.   47,292,806
758,673 Medtronic plc   87,581,211
418,890 UnitedHealth Group, Inc.   114,126,581
      249,000,598
  Household & Personal Products - 1.9%    
1,322,507 Unilever N.V.   77,075,708
  Insurance - 7.3%    
684,694 American International Group, Inc.   34,412,720
269,112 Chubb Ltd.   40,902,333
378,627 Marsh & McLennan Cos., Inc.   42,353,216
1,618,557 MetLife, Inc.   80,458,469
883,520 Progressive Corp.   71,291,229
237,403 Travelers Cos., Inc.   31,246,983
      300,664,950
  Materials - 1.8%    
394,921 Celanese Corp.   40,874,323
519,916 Dow, Inc.*   23,952,530

 


 

The Hartford Equity Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
193,150 Nutrien Ltd. $ 8,245,574
      73,072,427
  Media & Entertainment - 2.5%    
2,418,256 Comcast Corp. Class A   104,444,477
  Pharmaceuticals, Biotechnology & Life Sciences - 11.3%    
953,276 AstraZeneca plc ADR   46,424,541
280,880 Bristol-Myers Squibb Co.   17,681,396
468,617 Eli Lilly & Co.   65,437,678
624,941 Johnson & Johnson   93,034,967
392,623 Merck & Co., Inc.   33,545,709
562,585 Novartis AG   53,146,334
2,596,440 Pfizer, Inc.   96,691,426
180,906 Roche Holding AG   60,688,237
      466,650,288
  Real Estate - 2.3%    
635,242 Crown Castle International Corp. REIT   95,184,661
  Retailing - 2.6%    
338,140 Home Depot, Inc.   77,129,734
266,673 Lowe's Cos., Inc.   30,998,070
      108,127,804
  Semiconductors & Semiconductor Equipment - 4.1%    
427,831 Analog Devices, Inc.   46,954,452
1,400,055 Intel Corp.   89,505,516
194,760 KLA Corp.   32,279,523
      168,739,491
  Technology Hardware & Equipment - 4.7%    
2,319,409 Cisco Systems, Inc.   106,623,232
1,806,667 Corning, Inc.   48,219,942
437,140 TE Connectivity Ltd.   40,295,565
      195,138,739
  Telecommunication Services - 3.2%    
472,595 BCE, Inc.   22,269,173
1,839,331 Verizon Communications, Inc.   109,329,835
      131,599,008
  Transportation - 1.6%    
358,527 Union Pacific Corp.   64,326,914
  Utilities - 8.7%    
515,964 American Electric Power Co., Inc.   53,773,768
709,080 Dominion Energy, Inc.   60,803,610
270,156 Duke Energy Corp.   26,375,330
499,536 Eversource Energy   46,177,108
1,000,311 Exelon Corp.   47,604,801
118,176 NextEra Energy, Inc.   31,694,803
369,361 Sempra Energy   59,334,151
749,993 UGI Corp.   31,192,209
      356,955,780
  Total Common Stocks    
  (cost $3,098,923,537) $ 4,042,758,371
Short-Term Investments - 1.6%    
  Other Investment Pools & Funds - 1.6%    
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,    
68,073,568 Institutional Class, 1.49%(1)   68,073,568
  Total Short-Term Investments    
  (cost $68,073,568) $ 68,073,568

 


 

The Hartford Equity Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments      
(cost $3,166,997,105) 99.7 % $ 4,110,831,939
Other Assets and Liabilities 0.3 % 10,648,968
Total Net Assets 100.0 % $ 4,121,480,907
 
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)      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 REIT

American Depositary Receipt Real Estate Investment Trust

 


 

The Hartford Equity Income Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total   Level 1   Level 2 Level 3(1)  
Assets                  
Common Stocks                  
Automobiles & Components $ 21,750,169   $ $ 21,750,169 $
Banks   522,272,865     522,272,865    
Capital Goods   451,112,886     415,191,781   35,921,105  
Diversified Financials   42,415,815     42,415,815    
Energy   339,635,815     339,635,815    
Food & Staples Retailing   30,199,829     30,199,829    
Food, Beverage & Tobacco   244,390,147     244,390,147    
Health Care Equipment & Services   249,000,598     201,707,792   47,292,806  
Household & Personal Products   77,075,708     77,075,708    
Insurance   300,664,950     300,664,950    
Materials   73,072,427     73,072,427    
Media & Entertainment   104,444,477     104,444,477    
Pharmaceuticals, Biotechnology & Life Sciences   466,650,288     352,815,717   113,834,571  
Real Estate   95,184,661     95,184,661    
Retailing   108,127,804     108,127,804    
Semiconductors & Semiconductor Equipment   168,739,491     168,739,491    
Technology Hardware & Equipment   195,138,739     195,138,739    
Telecommunication Services   131,599,008     131,599,008    
Transportation   64,326,914     64,326,914    
Utilities   356,955,780     356,955,780    
 
Short-Term Investments   68,073,568     68,073,568    
 
Total $ 4,110,831,939 $ 3,892,033,288 $ 218,798,651 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Corporate Bonds - 6.3%    
    Advertising - 0.0%    
    Lamar Media Corp.    
$ 1,190,000 4.00%, 02/15/2030(1)(2) $ 1,198,925
    Aerospace/Defense - 0.3%    
    SSL Robotics LLC    
  2,975,000 9.75%, 12/31/2023(1)   3,265,063
    TransDigm, Inc.    
  4,375,000 5.50%, 11/15/2027(1)   4,401,906
        7,666,969
    Airlines - 0.1%    
    Bombardier, Inc.    
  1,525,000 7.50%, 12/01/2024(1)   1,481,156
    Auto Parts & Equipment - 0.1%    
    Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.    
EUR 2,650,000 4.38%, 05/15/2026(3)   3,027,151
    Coal - 0.0%    
    Foresight Energy LLC / Foresight Energy Finance Corp.    
$ 6,085,000 11.50%, 04/01/2023(1)   148,322
    Commercial Banks - 0.2%    
    Banco Santander S.A.    
EUR 5,845,000 1.00%, 12/15/2024(4)(5)   5,974,175
    Commercial Services - 0.9%    
    APX Group, Inc.    
$ 3,100,000 7.63%, 09/01/2023   3,030,250
  4,750,000 7.88%, 12/01/2022   4,830,812
  10,736,000 8.75%, 12/01/2020   10,752,775
    Brand Industrial Services, Inc.    
  8,445,000 8.50%, 07/15/2025(1)   8,465,014
        27,078,851
    Distribution/Wholesale - 0.1%    
    Performance Food Group, Inc.    
  2,750,000 5.50%, 10/15/2027(1)   2,894,375
    Engineering & Construction - 0.1%    
    Ellaktor Value plc    
EUR 1,305,000 6.38%, 12/15/2024(1)   1,483,191
    Food - 0.2%    
    B&G Foods, Inc.    
$ 5,320,000 5.25%, 09/15/2027   5,306,700
    Home Furnishings - 0.2%    
    United Group B.V.    
EUR 5,005,000 2.86%, 02/01/2026   5,550,793
    Household Products - 0.2%    
    Revlon Consumer Products Corp.    
$ 5,625,000 5.75%, 02/15/2021   4,950,000
    Household Products/Wares - 0.2%    
    Diamond (BC) B.V.    
EUR 3,215,000 5.63%, 08/15/2025(3)   3,498,204
    Prestige Brands, Inc.    
$ 2,825,000 5.13%, 01/15/2028(1)   2,952,125
        6,450,329
    Insurance - 0.3%    
    Acrisure LLC / Acrisure Finance, Inc.    
  2,975,000 7.00%, 11/15/2025(1)   2,915,500
    Genworth Holdings, Inc.    
  3,175,000 4.80%, 02/15/2024   3,167,062
  1,500,000 4.90%, 08/15/2023   1,515,000
        7,597,562

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Internet - 0.3%    
    Photo Holdings Merger Sub, Inc.    
$ 4,650,000 8.50%, 10/01/2026(1) $ 4,347,750
    Symantec Corp.    
  4,475,000 5.00%, 04/15/2025(1)   4,569,722
        8,917,472
    Media - 0.5%    
    Altice Financing S.A.    
EUR 4,400,000 3.00%, 01/15/2028(1)   4,782,222
$ 4,465,000 5.00%, 01/15/2028(1)   4,382,442
    UPCB Finance VII Ltd.    
EUR 2,575,000 3.63%, 06/15/2029(3)   3,009,536
    Ziggo B.V.    
  2,715,000 2.88%, 01/15/2030(1)   3,114,590
        15,288,790
    Metal Fabricate/Hardware - 0.1%    
    Novelis Corp.    
$ 2,480,000 4.75%, 01/30/2030(1)   2,490,912
    Oil & Gas - 0.6%    
    Centennial Resource Production LLC    
  2,750,000 5.38%, 01/15/2026(1)   2,585,000
    Gulfport Energy Corp.    
  2,150,000 6.63%, 05/01/2023   1,462,000
    Jagged Peak Energy LLC    
  3,580,000 5.88%, 05/01/2026   3,687,400
    QEP Resources, Inc.    
  1,625,000 5.38%, 10/01/2022   1,629,062
  3,025,000 6.88%, 03/01/2021   3,096,844
    Southwestern Energy Co.    
  1,750,000 7.75%, 10/01/2027   1,461,250
    Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.    
  5,230,000 8.75%, 04/15/2023(1)   2,719,600
        16,641,156
    Oil & Gas Services - 0.1%    
    Alpha Star Holding Ltd.    
  2,246,000 6.25%, 04/20/2022(3)   2,222,534
    Packaging & Containers - 0.2%    
    ARD Finance S.A. (5.00% Cash, 5.75% PIK)    
EUR 3,970,000 5.00%, 06/30/2027(1)(6)   4,478,261
    Pharmaceuticals - 0.6%    
    Bausch Health Cos., Inc.    
$ 4,325,000 5.25%, 01/30/2030(1)   4,406,094
    Grifols S.A.    
EUR 11,475,000 2.25%, 11/15/2027(1)   13,012,686
    Rossini S.a.r.l.    
  1,055,000 3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(7)   1,179,045
        18,597,825
    Pipelines - 0.1%    
    Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.    
$ 1,525,000 5.50%, 09/15/2024(1)   1,540,280
  1,600,000 5.50%, 01/15/2028(1)   1,600,000
        3,140,280
    REITS - 0.1%    
    VICI Properties L.P. / VICI Note Co., Inc.    
  1,215,000 4.13%, 08/15/2030(1)(2)   1,230,552
  2,605,000 4.25%, 12/01/2026(1)   2,673,590
        3,904,142
    Retail - 0.2%    
    Ferrellgas L.P. / Ferrellgas Finance Corp.    
  6,700,000 6.75%, 01/15/2022   5,695,000

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Software - 0.1%    
    Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.    
  2,850,000 5.75%, 03/01/2025(1)   2,902,668
    Telecommunications - 0.2%    
    Altice France S.A.    
EUR 1,615,000 3.38%, 01/15/2028(1)   1,818,809
    CenturyLink, Inc.    
$ 4,435,000 4.00%, 02/15/2027(1)   4,471,367
        6,290,176
    Toys/Games/Hobbies - 0.1%    
    Mattel, Inc.    
  1,810,000 5.88%, 12/15/2027(1)   1,902,581
  1,450,000 6.75%, 12/31/2025(1)   1,555,125
        3,457,706
    Trucking & Leasing - 0.2%    
    DAE Funding LLC    
  3,640,000 5.25%, 11/15/2021(1)   3,785,600
    Fly Leasing Ltd.    
  3,370,000 6.38%, 10/15/2021   3,428,975
        7,214,575
    Total Corporate Bonds    
    (cost $188,109,281) $ 182,049,996
Senior Floating Rate Interests - 85.9%(8)    
    Advertising - 0.2%    
    Entravision Communications Corp.    
  5,871,235 4.40%, 11/29/2024, 1 mo. USD LIBOR + 2.750%   5,790,506
    Aerospace/Defense - 1.2%    
    Circor International, Inc.    
  7,205,429 5.18%, 12/11/2024, 1 mo. USD LIBOR + 3.500% $ 7,216,670
    Maverick Purchaser Sub LLC    
  5,820,000 0.00%, 01/22/2027(9)   5,827,275
    TransDigm, Inc.    
  22,351,692 4.15%, 05/30/2025, 1 mo. USD LIBOR + 2.500%   22,329,340
        35,373,285
    Agriculture - 0.0%    
    Pinnacle Operating Corp.    
  2,163 4.45%, 11/15/2021, 1 mo. USD LIBOR + 5.500%   1,576
    Auto Manufacturers - 0.2%    
    Navistar International Corp.    
  4,589,251 5.17%, 11/06/2024, 1 mo. USD LIBOR + 3.500%   4,592,693
    Auto Parts & Equipment - 0.9%    
    Adient U.S. LLC    
  7,254,018 6.18%, 05/06/2024, 1 mo. USD LIBOR + 4.250%   7,257,065
    Panther BF Aggregator L.P.    
  17,590,913 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   17,692,060
        24,949,125
    Beverages - 0.3%    
    Sunshine Investments B.V.    
EUR 6,785,000 3.25%, 03/28/2025, 3 mo. EURIBOR + 3.250%   7,566,589
    Chemicals - 1.3%    
    Cabot Microelectronics Corp.    
$ 7,953,821 3.69%, 11/17/2025, 1 mo. USD LIBOR + 2.000%   7,988,659
    CTC AcquiCo GmbH    
EUR 6,446,724 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%   7,065,869
    LTI Holdings, Inc.    
$ 13,410,354 5.15%, 09/06/2025, 1 mo. USD LIBOR + 3.500%   12,295,686
  1,140,000 8.40%, 09/06/2026, 1 mo. USD LIBOR + 6.750%   914,850
    Starfruit Finco B.V.    
  1,520,881 0.00%, 10/01/2025, 1 mo. USD LIBOR + 3.250%   1,518,979

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Tronox Finance LLC    
$ 7,430,473 4.52%, 09/23/2024, 3 mo. USD LIBOR + 2.750% $ 7,429,284
        37,213,327
    Coal - 0.1%    
    Foresight Energy LLC    
  8,713,637 7.66%, 03/28/2022, 3 mo. USD LIBOR + 5.750%   2,956,188
    Commercial Services - 5.4%    
    Allied Universal Holdco LLC    
  552,826 0.00%, 07/10/2026, 1 mo. USD LIBOR + 4.250%   555,358
  5,583,538 5.90%, 07/10/2026, 3 mo. USD LIBOR + 4.250%   5,609,110
    APX Group, Inc.    
  31,779,047 8.75%, 04/01/2024, 2 mo. USD LIBOR + 5.000%   31,799,068
    Belron Finance U.S. LLC    
  3,245,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   3,255,157
    Blackhawk Network Holdings, Inc.    
  31,750,188 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   31,744,472
    BrightView Landscapes LLC    
  7,534,948 4.19%, 08/15/2025, 1 mo. USD LIBOR + 2.500%   7,558,533
    Dun & Bradstreet Corp.    
  13,255,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   13,324,589
    LGC Group Holdings Ltd.    
EUR 2,870,000 0.00%, 01/22/2027(9)   3,190,134
    PSAV Holdings LLC    
$ 11,195,000 6.18%, 10/15/2026, 1 mo. USD LIBOR + 4.500%   11,222,987
    Quikrete Holdings, Inc.    
  8,542,332 4.15%, 02/01/2027, 1 mo. USD LIBOR + 2.750%   8,542,332
    Tempo Acquisition LLC    
  17,720,376 4.40%, 05/01/2024, 1 mo. USD LIBOR + 3.000%   17,759,183
    Verisure Holding AB    
EUR 15,120,000 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%   16,859,045
    Weight Watchers International, Inc.    
$ 5,798,680 6.72%, 11/29/2024, 3 mo. USD LIBOR + 4.750%   5,795,085
        157,215,053
    Construction Materials - 0.4%    
    Advanced Drainage Systems, Inc.    
  3,074,557 4.06%, 07/31/2026, 1 mo. USD LIBOR + 2.250%   3,092,482
    Hamilton Holdco LLC    
  8,751,504 3.95%, 01/02/2027, 1 mo. USD LIBOR + 2.000%   8,751,504
        11,843,986
    Distribution/Wholesale - 1.1%    
    American Builders & Contractors Supply Co., Inc.    
  15,118,196 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   15,127,569
    SRS Distribution, Inc.    
  12,228,408 4.90%, 05/23/2025, 1 mo. USD LIBOR + 3.250%   12,144,399
  5,561,063 6.15%, 05/23/2025, 1 mo. USD LIBOR + 4.500%   5,571,517
        32,843,485
    Diversified Financial Services - 4.2%    
    AlixPartners LLP    
EUR 2,848,475 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%   3,170,283
$ 14,587,203 4.15%, 04/04/2024, 3 mo. USD LIBOR + 2.750%   14,578,159
    Aretec Group, Inc.    
  8,342,189 5.90%, 10/01/2025, 3 mo. USD LIBOR + 4.250%   8,272,699
    Crown Finance U.S., Inc.    
EUR 1,774,395 2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%   1,972,202
$ 15,402,327 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   15,248,303
    Financial & Risk U.S. Holdings, Inc.    
  4,858,235 4.90%, 10/01/2025, 1 mo. USD LIBOR + 3.750%   4,903,368
    Minotaur Acquisition, Inc.    
  4,739,088 6.65%, 03/27/2026, 1 mo. USD LIBOR + 5.000%   4,711,459
    Nets Holding A/S    
EUR 29,444,055 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   32,659,160
    NFP Corp.    
$ 19,817,804 4.65%, 01/08/2024, 1 mo. USD LIBOR + 3.000%   19,778,961

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    RP Crown Parent LLC    
$ 13,138,650 4.40%, 10/12/2023, 1 mo. USD LIBOR + 2.750% $ 13,182,402
    UFC Holdings LLC    
  4,317,750 4.90%, 04/29/2026, 1 mo. USD LIBOR + 3.250%   4,327,854
        122,804,850
    Electric - 1.0%    
    Calpine Construction Finance Company, L.P.    
  29,497,569 3.65%, 01/15/2025, 1 mo. USD LIBOR + 2.500%   29,540,635
    Electronics - 0.4%    
    Pitney Bowes, Inc.    
  10,930,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(9)   10,861,687
    Energy-Alternate Sources - 1.7%    
    BCP Renaissance Parent LLC    
  18,281,600 5.45%, 10/31/2024, 3 mo. USD LIBOR + 3.500%   16,521,996
    Gulf Finance LLC    
  5,612,002 7.10%, 08/25/2023, 1 mo. USD LIBOR + 5.250%   4,365,352
    Medallion Midland Acquisition LLC    
  30,304,977 4.90%, 10/30/2024, 1 mo. USD LIBOR + 3.250%   29,850,402
        50,737,750
    Engineering & Construction - 0.7%    
    Brand Energy & Infrastructure Services, Inc.    
  19,821,699 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   19,788,597
    Entertainment - 0.4%    
    CityCenter Holdings LLC    
  10,852,149 3.90%, 04/18/2024, 1 mo. USD LIBOR + 2.250%   10,857,141
    Environmental Control - 0.3%    
    Fluidra Finco SLU    
EUR 7,618,963 0.00%, 07/02/2025, 1 mo. EURIBOR + 2.750%   8,454,032
    Food - 1.9%    
    Atkins Nutritionals Holdings, Inc.    
$ 4,690,160 5.43%, 07/07/2024   4,737,062
    B&G Foods, Inc.    
  5,595,975 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   5,607,615
    Froneri International plc    
EUR 11,045,000 0.00%, 01/29/2027(9)   12,263,784
$ 4,770,000 0.00%, 01/29/2027(9)   4,781,925
EUR 145,000 0.00%, 01/31/2028(9)   163,425
$ 330,000 0.00%, 01/31/2028(9)   334,950
    Hostess Brands LLC    
  17,955,497 3.99%, 08/03/2025, 1 mo. USD LIBOR + 2.250%   17,961,064
    U.S. Foods, Inc.    
  10,792,950 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   10,827,271
        56,677,096
    Food Service - 0.5%    
    Aramark Services, Inc.    
  8,895,000 3.47%, 01/15/2027   8,906,119
    CHG PPC Parent LLC    
EUR 1,540,000 3.50%, 03/31/2025, 1 mo. EURIBOR + 3.500%   1,716,476
$ 4,535,925 4.40%, 03/31/2025, 1 mo. USD LIBOR + 2.750%   4,551,029
        15,173,624
    Gas - 0.3%    
    Messer Industries GmbH    
EUR 1,515,000 2.50%, 03/01/2026, 3 mo. EURIBOR + 2.750%   1,684,142
$ 5,887,200 4.45%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   5,887,200
        7,571,342
    Healthcare-Products - 0.4%    
    Grifols S.A.    
EUR 2,980,000 2.25%, 11/15/2027   3,328,796
    Lifescan Global Corp.    
$ 6,138,486 8.06%, 10/01/2024, 3 mo. USD LIBOR + 6.000%   5,846,908

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 2,500,000 11.56%, 09/26/2025, 3 mo. USD LIBOR + 9.500% $ 2,164,575
        11,340,279
    Healthcare-Services - 5.0%    
    CDRH Parent, Inc.    
  8,436,208 6.15%, 07/01/2021, 3 mo. USD LIBOR + 4.250%   6,174,967
    CPI Holdco LLC    
  2,595,000 6.20%, 11/04/2026, 1 mo. USD LIBOR + 4.250%   2,607,975
    DentalCorp Perfect Smile ULC    
  9,176,646 5.40%, 06/06/2025, 1 mo. USD LIBOR + 3.750%   9,182,427
    DuPage Medical Group Ltd.    
  4,726,231 4.40%, 08/15/2024, 1 mo. USD LIBOR + 2.750%   4,698,157
    Emerald TopCo, Inc.    
  8,638,350 5.15%, 07/24/2026, 1 mo. USD LIBOR + 3.500%   8,668,066
    Ensemble RCM LLC    
  4,802,963 5.66%, 08/03/2026, 1 mo. USD LIBOR + 3.750%   4,812,568
    Gentiva Health Services, Inc.    
  20,038,025 4.94%, 07/02/2025   20,088,120
    IQVIA, Inc.    
EUR 9,202,332 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%   10,269,628
    LGC Ltd.    
$ 13,470,000 0.00%, 01/22/2027(9)   13,486,838
    MED ParentCo L.P.    
  4,237,596 4.60%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(10)   4,242,003
  16,937,069 5.90%, 08/31/2026, 1 mo. USD LIBOR + 4.250%   16,954,684
    MPH Acquisition Holdings LLC    
  13,548,241 4.70%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   13,300,986
    Sound Inpatient Physicians    
  5,967,152 4.40%, 06/27/2025, 1 mo. USD LIBOR + 2.750%   5,982,070
    Surgery Center Holdings, Inc.    
  1,508,842 4.90%, 09/02/2024, 1 mo. USD LIBOR + 3.250%   1,502,867
    Zelis Healthcare Corp.    
  22,780,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   22,936,726
        144,908,082
    Household Products - 1.9%    
    Coty, Inc.    
EUR 1,726,667 1.75%, 04/05/2023   1,891,022
    Diamond (BC) B.V.    
  11,258,076 3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%   12,196,843
$ 14,370,616 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   13,939,498
    Revlon Consumer Products Corp.    
  21,134,726 5.41%, 09/07/2023, 1 mo. USD LIBOR + 3.500%   16,520,381
    Reynolds Consumer Products, Inc.    
  10,885,000 0.00%, 01/29/2027(9)   10,930,391
        55,478,135
    Housewares - 0.3%    
    Hayward Industries, Inc.    
  10,375,000 5.15%, 08/05/2024, 1 mo. USD LIBOR + 3.500%   10,253,924
    Insurance - 4.5%    
    Acrisure LLC    
  25,295,082 6.20%, 11/22/2023, 1 mo. USD LIBOR + 4.250%   25,295,082
    Asurion LLC    
  8,961,040 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   8,967,761
  28,067,513 4.65%, 11/03/2024, 1 mo. USD LIBOR + 3.000%   28,079,302
  16,620,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   16,866,641
    Hub International Ltd.    
  24,191,588 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   24,117,561
    Sedgwick Claims Management Services, Inc.    
  26,436,526 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250%   26,427,008
        129,753,355
    IT Services - 0.2%    
    Sophos Group plc    
  5,345,000 0.00%, 01/15/2027(9)   5,348,367

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Leisure Time - 2.9%    
    Caesars Resort Collection LLC    
$ 53,630,315 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750% $ 53,575,075
    Delta (LUX) S.a.r.l.    
  7,403,529 4.15%, 02/01/2024, 1 mo. USD LIBOR + 2.500%   7,389,684
    Eldorado Resorts LLC    
  10,738,648 3.94%, 04/17/2024, 2 mo. USD LIBOR + 2.250%   10,728,554
    Penn National Gaming, Inc.    
  12,107,700 3.90%, 10/15/2025, 3 mo. USD LIBOR + 2.250%   12,148,019
        83,841,332
    Lodging - 2.4%    
    Boyd Gaming Corp.    
  8,309,507 3.81%, 09/15/2023, 1 week USD LIBOR + 2.250%   8,327,705
    Caesars Entertainment Operating Co.    
  36,337,455 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   36,362,892
    Station Casinos LLC    
  12,070,000 0.00%, 01/31/2027   12,070,000
  13,481,465 4.15%, 06/08/2023, 1 mo. USD LIBOR + 2.500%   13,478,094
        70,238,691
    Media – 12.6%    
    Altice Financing S.A.    
EUR 2,722,338 2.75%, 01/31/2026, 3 mo. EURIBOR + 2.750%   3,010,391
$ 21,508,493 4.41%, 01/31/2026, 3 mo. USD LIBOR + 2.750%   21,266,523
  9,725,000 4.43%, 07/15/2025, 3 mo. USD LIBOR + 2.750%   9,591,281
    AVSC Holding Corp.    
  31,133,678 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   30,978,010
    Charter Communications Operating LLC    
  22,807,178 3.40%, 02/01/2027, 3 mo. USD LIBOR + 1.750%   22,888,599
    CSC Holdings LLC    
  19,429,824 3.93%, 07/17/2025, 1 mo. USD LIBOR + 2.250%   19,443,619
  6,171,875 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   6,185,391
    Gray Television, Inc.    
  22,473,054 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   22,557,328
    ION Media Networks, Inc.    
  19,425,390 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   19,441,513
    Maxar Technologies Ltd.    
  3,989,557 4.40%, 10/04/2024, 1 mo. USD LIBOR + 2.750%   3,843,499
    MTN Infrastructure TopCo, Inc.    
  21,773,727 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   21,782,872
    NASCAR Holdings, Inc.    
  2,694,027 4.41%, 10/19/2026, 1 mo. USD LIBOR + 2.750%   2,710,864
    NEP/NCP Holdco, Inc.    
  17,359,549 4.90%, 10/20/2025, 1 mo. USD LIBOR + 3.250%   16,983,367
  1,680,000 8.65%, 10/19/2026, 1 mo. USD LIBOR + 7.000%   1,540,006
    Nexstar Broadcasting, Inc.    
  22,164,450 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   22,253,108
    Numericable Group S.A.    
EUR 9,790,212 3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%   10,817,114
$ 17,303,337 4.40%, 07/31/2025, 1 mo. USD LIBOR + 2.750%   17,119,575
    PSAV Holdings LLC    
  8,180,000 9.16%, 09/01/2025, 3 mo. USD LIBOR + 7.250%   8,016,400
    Shutterfly, Inc.    
  11,175,000 7.90%, 09/25/2026, 1 mo. USD LIBOR + 6.000%   10,543,613
    Sinclair Television Group, Inc.    
  5,700,000 4.18%, 09/30/2026, 1 mo. USD LIBOR + 2.500%   5,717,841
    Terrier Media Buyer, Inc.    
  25,970,000 6.15%, 12/17/2026   26,158,283
    Virgin Media Investment Holdings Ltd.    
GBP 6,075,000 3.91%, 11/15/2027, 3 mo. GBP LIBOR + 3.250%   8,017,063
    Web.com Group, Inc.    
$ 15,463,923 5.41%, 10/10/2025, 3 mo. USD LIBOR + 3.750%   15,439,026
  4,533,559 9.41%, 10/09/2026, 1 mo. USD LIBOR + 7.750%   4,459,888
    William Morris Endeavor Entertainment LLC    
$ 11,906,140 4.40%, 05/18/2025, 1 mo. USD LIBOR + 2.750% $ 11,843,633

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Ziggo B.V.    
EUR 9,985,000 3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%   11,079,839
    Ziggo Financing Partnership    
$ 14,675,000 0.00%, 04/30/2028(9)   14,656,656
        368,345,302
    Metal Fabricate/Hardware - 0.4%    
    Ameriforge Group, Inc.    
  1,292,640 8.95%, 06/08/2022, 3 mo. USD LIBOR + 7.000%   1,281,872
    Rexnord LLC    
  9,403,139 3.41%, 08/21/2024, 1 mo. USD LIBOR + 1.750%   9,438,401
        10,720,273
    Miscellaneous Manufacturing - 1.2%    
    Core & Main LP    
  16,716,243 4.57%, 08/01/2024, 6 mo. USD LIBOR + 2.750%   16,669,270
    Tamko Building Products, Inc.    
  3,371,550 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   3,384,193
    USI, Inc.    
  15,140,777 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   15,076,429
        35,129,892
    Oil & Gas - 3.6%    
    BCP Raptor LLC    
  16,120,657 5.90%, 06/24/2024, 2 mo. USD LIBOR + 4.250%   14,702,039
  14,286,779 6.40%, 11/03/2025, 1 mo. USD LIBOR + 4.750%   12,956,394
    Cheniere Corpus Christi Holdings LLC    
  23,000,000 0.00%, 06/30/2024(9)(10)   22,827,500
    KCA Deutag Alpha Ltd.    
  3,123,891 8.40%, 02/28/2023, 3 mo. USD LIBOR + 6.750%   2,175,009
    NorthRiver Midstream Finance L.P.    
  19,259,113 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250%   19,138,744
    PES Holdings LLC    
  12,382,588 5.87%, 12/31/2022, 1 mo. USD LIBOR + 6.990%(9)(11)   4,762,096
    PowerTeam Services LLC    
  13,431,035 5.20%, 03/06/2025, 3 mo. USD LIBOR + 3.250%   12,302,828
  2,330,000 9.20%, 03/06/2026, 3 mo. USD LIBOR + 7.250%   1,665,950
    Traverse Midstream Partners LLC    
  15,534,160 5.65%, 09/27/2024, 3 mo. USD LIBOR + 4.000%   13,734,838
        104,265,398
    Oil & Gas Services - 1.0%    
    Buckeye Partners L.P.    
  3,780,000 4.53%, 11/01/2026, 1 mo. USD LIBOR + 2.750%   3,809,938
    Lower Cadence Holdings LLC    
  17,893,329 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   17,434,902
    Utex Industries, Inc.    
  6,887,401 5.65%, 05/22/2021, 1 mo. USD LIBOR + 4.000%   5,848,574
  3,000,000 8.90%, 05/22/2022, 1 mo. USD LIBOR + 7.250%   1,611,000
        28,704,414
    Packaging & Containers - 3.8%    
    BellRing Brands LLC    
  12,300,000 6.65%, 10/21/2024, 1 mo. USD LIBOR + 5.000%   12,484,500
    Berlin Packaging LLC    
  10,923,333 4.80%, 11/07/2025, 1 mo. USD LIBOR + 3.000%   10,886,958
    Berry Global, Inc.    
  11,827,416 3.68%, 10/01/2022, 3 mo. USD LIBOR + 2.000%   11,870,586
    Flex Acquisition Co., Inc.    
  23,422,651 4.91%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   23,110,427
  24,316,996 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   23,952,242
    Proampac PG Borrower LLC    
  3,105,000 10.40%, 11/18/2024, 1 mo. USD LIBOR + 8.500%   3,019,612
    Reynolds Group Holdings, Inc.    
$ 24,608,420 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750% $ 24,628,107
        109,952,432

 


 

The Hartford Floating Rate Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Pharmaceuticals - 1.5%    
    Bausch Health Companies, Inc.    
  11,917,429 4.67%, 06/02/2025, 1 mo. USD LIBOR + 3.000%   11,959,140
    Catalent Pharma Solutions, Inc.    
  7,279,988 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   7,307,288
    Endo Luxembourg Finance Co., S.a r.l.    
  13,461,377 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   12,956,575
    NVA Holdings, Inc.    
  4,542,928 6.50%, 02/02/2025, 3 mo. USD LIBOR + 2.750%   4,537,249
    Sunshine Luxembourg S.a.r.l.    
  7,400,000 6.20%, 10/01/2026, 1 mo. USD LIBOR + 4.250%   7,426,714
        44,186,966
    Real Estate - 0.9%    
    VICI Properties LLC    
  26,569,318 3.41%, 12/20/2024, 1 mo. USD LIBOR + 2.000%   26,572,772
    REITS - 0.5%    
    MGM Growth Properties Operating Partnership L.P.    
  14,818,388 3.57%, 03/21/2025, 1 mo. USD LIBOR + 2.000%   14,836,911
    Retail - 5.1%    
    B.C. Unlimited Liability Co.    
  31,450,106 3.40%, 11/19/2026   31,395,069
    Bass Pro Group LLC    
  18,625,564 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   18,540,259
    Belron Finance U.S. LLC    
  3,489,394 4.14%, 11/07/2024, 1 mo. USD LIBOR + 2.500%   3,495,954
    Buzz Merger Sub Ltd.    
  4,135,000 0.00%, 01/22/2027(9)   4,142,774
    Coty, Inc.    
EUR 2,746,043 2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%   3,015,043
$ 11,317,929 3.94%, 04/07/2025, 1 mo. USD LIBOR + 2.250%   11,197,732
    Foundation Building Materials Holding Co. LLC    
  7,425,000 4.65%, 08/13/2025, 1 mo. USD LIBOR + 3.000%   7,452,844
    Harbor Freight Tools USA, Inc.    
  1,528,056 4.15%, 08/18/2023, 1 mo. USD LIBOR + 2.500%   1,514,823
    Michaels Stores, Inc.    
  3,920,681 4.15%, 01/30/2023, 1 mo. USD LIBOR + 2.500%   3,779,537
    PetSmart, Inc.    
  17,014,389 5.67%, 03/11/2022, 1 mo. USD LIBOR + 4.000%   16,961,304
    Rodan & Fields LLC    
  10,714,136 5.68%, 06/16/2025, 1 mo. USD LIBOR + 4.000%   7,349,897
    Sports Authority, Inc.    
  13,021,415 0.00%, 11/16/2020, 1 mo. USD LIBOR + 6.000%(9)(11)   13,021
    Staples, Inc.    
  15,339,394 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   15,047,946
    U.S. Foods, Inc.    
  23,431,272 3.40%, 06/27/2023, 1 mo. USD LIBOR + 2.000%   23,475,088
    USS Ultimate Holdings, Inc.    
  2,593,367 0.00%, 08/25/2024(9)   2,599,306
        149,980,597
    Semiconductors - 0.3%    
    Microchip Technology, Inc.    
  9,535,815 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000%   9,557,652
    Software - 10.7%    
    AI Convoy (Luxembourg) S.a.r.l.    
EUR 6,745,000 0.00%, 01/29/2027(9)   7,037,253
    Almonde, Inc.    
$ 13,220,697 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   13,066,544
    Castle U.S. Holding Corp.    
$ 8,405,000 0.00%, 01/27/2027(9) $ 8,331,456
    Change Healthcare Holdings LLC    
  25,551,601 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   25,547,513
    Cypress Intermediate Holdings, Inc.    
  25,990,662 4.40%, 04/29/2024, 1 mo. USD LIBOR + 2.750%   26,010,935

 


 

The Hartford Floating Rate Fund  
 
Schedule of Investments – (continued)  
January 31, 2020 (Unaudited)  
 
 
    DCert Buyer, Inc.  
  29,455,000 5.65%, 10/16/2026, 1 mo. USD LIBOR + 4.000% 29,467,371
    Epicor Software Corp.  
  23,602,222 4.90%, 06/01/2022, 1 mo. USD LIBOR + 3.250% 23,654,619
    EVO Payments International LLC  
  17,594,818 4.90%, 12/22/2023, 1 mo. USD LIBOR + 3.250% 17,666,253
    Fluidra S.A.  
  4,309,375 3.66%, 07/02/2025 4,311,185
    Hyland Software, Inc.  
  2,325,000 8.65%, 07/07/2025, 1 mo. USD LIBOR + 7.000% 2,346,320
    Infor U.S., Inc.  
EUR 3,664,594 3.25%, 02/01/2022, 3 mo. EURIBOR + 2.250% 4,087,910
$ 11,240,602 4.70%, 02/01/2022, 1 mo. USD LIBOR + 2.750% 11,247,683
    MA FinanceCo. LLC  
  562,584 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500% 558,506
    Navicure, Inc.  
  6,430,000 5.65%, 10/22/2026, 1 mo. USD LIBOR + 4.000% 6,470,188
    Playtika Holding Corp.  
  37,900,000 7.65%, 12/10/2024 38,258,534
    Quest Software U.S. Holdings, Inc.  
  5,829,962 6.03%, 05/16/2025, 3 mo. USD LIBOR + 4.250% 5,816,437
  2,000,000 10.03%, 05/18/2026, 3 mo. USD LIBOR + 8.250% 1,956,000
    Seattle Spinco, Inc.  
  3,915,149 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500% 3,886,764
    SS&C Technologies Holdings Europe S.a.r.l.  
  2,820,594 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250% 2,820,001
    SS&C Technologies, Inc.  
  30,379,793 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250% 30,352,008
    Telenet Financing USD LLC  
  19,190,000 0.00%, 04/30/2028(9) 19,136,076
    Ultimate Software Group, Inc.  
  6,982,500 5.40%, 05/04/2026, 1 mo. USD LIBOR + 3.750% 7,007,567
    Western Digital Corp.  
  10,669,452 3.40%, 04/29/2023, 1 mo. USD LIBOR + 1.750% 10,664,970
    WEX, Inc.  
  12,565,900 3.90%, 05/15/2026, 1 mo. USD LIBOR + 2.250% 12,605,231
      312,307,324
    Telecommunications - 3.6%  
    Altice France S.A.  
  13,618,611 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688% 13,550,518
    CenturyLink, Inc.  
  29,640,000 0.00%, 03/15/2027(9) 29,593,762
    Masmovil Holdphone S.A.  
EUR 10,733,511 2.63%, 05/07/2026 11,915,899
    Sprint Communications, Inc.  
$ 30,904,395 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500% 30,209,046
  8,976,240 4.69%, 02/02/2024, 1 mo. USD LIBOR + 3.000% 8,847,252
    Zacapa LLC  
  7,796,313 6.95%, 07/02/2025, 1 mo. USD LIBOR + 5.000% 7,815,803
    Zayo Group LLC  
  3,501,986 3.90%, 01/19/2024, 1 mo. USD LIBOR + 2.250% 3,502,196
      105,434,476
    Textiles - 0.1%  
    International Textile Group, Inc.  
  3,500,000 10.78%, 05/01/2025, 3 mo. USD LIBOR + 9.000% 2,380,000
    Transportation - 0.5%  
    B.C. Unlimited Liability Co.  
  2,894,384 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000% 2,906,454
    Dynasty Acquisition Co., Inc.  
  5,383,553 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000% 5,406,003

 


 

  The Hartford Floating Rate Fund          
 
  Schedule of Investments – (continued)          
  January 31, 2020 (Unaudited)          
 
 
    Savage Enterprises LLC          
$ 7,432,092 5.67%, 08/01/2025, 1 mo. USD LIBOR + 4.000%   $   7,504,852  
            15,817,309  
    Total Senior Floating Rate Interests          
    (cost $2,542,232,501)   $   2,502,166,450  
  Convertible Bonds - 0.1%          
    Media - 0.1%          
    Scripps Escrow, Inc.          
  2,875,000 5.88%, 07/15/2027(1)       3,018,750  
    Total Convertible Bonds          
    (cost $2,880,448)   $   3,018,750  
  Common Stocks - 0.6%            
    Consumer Services - 0.0%          
  57,891 Caesars Entertainment Corp.*       791,370  
    Energy - 0.3%          
  2,037,975 Ascent Resources - Marcellus LLC Class A*(12)(13)       2,547,469  
  418,220,006 KCA Deutag*(12)(13)(14)       1,624,785  
  544,947 Philadelphia Energy Solutions Class A*       68,118  
  389,285 Templar Energy LLC Class A*       3,893  
  112,212 Texgen Power LLC*(12)(13)       4,151,844  
            8,396,109  
    Insurance - 0.3%          
  175,508 AFG Holdings, Inc.*       8,775,400  
    Total Common Stocks          
    (cost $30,513,055)   $   17,962,879  
  Warrants - 0.0%            
  Energy - 0.0%            
  719,301 Ascent Resources - Marcellus LLC Expires 3/30/23*(12)(13)       20,547  
    Total Warrants          
    (cost $71,756)   $   20,547  
    Total Long-Term Investments          
    (cost $2,763,807,041)   $   2,705,218,622  
  Short-Term Investments - 10.2%          
    Other Investment Pools & Funds - 10.2%          
    BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,          
  296,535,980 1.49 %(15)     296,535,980  
    Total Short-Term Investments          
    (cost $296,535,980)   $   296,535,980  
    Total Investments          
    (cost $3,060,343,021)   103.1 % $ 3,001,754,602  
    Other Assets and Liabilities   (3.1 )% (89,783,928 )
 
    Total Net Assets   100.0 % $ 2,911,970,674  
 
  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, 2020, the aggregate value of these securities was $107,773,223, representing 3.7% of net assets.

 

The Hartford Floating Rate Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(2)      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 $2,406,013 at January 31, 2020.
(3)      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, 2020, the aggregate value of these securities was $11,757,425, representing 0.4% of net assets.
(4)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5)      Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(6)      Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(7)      Variable rate security; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(9)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(10)      This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2020, the aggregate value of the unfunded commitment was $27,069,503, which rounds to 0.9% of total net assets.
(11)      Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(12)      Investment valued using significant unobservable inputs.
(13)      These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of these securities was $8,344,645, 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.
(14)      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 $1,624,785 or 0.1% 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   $     1,624,785        
(15) Current yield as of period end.                                  
 
  OTC Total Return Swap Contracts Outstanding at January 31, 2020                    
 
      Payments                            
        received   Periodic Upfront     Upfront           Unrealized  
  Counter- Notional (paid) by the Expiration Payment Premiums   Premiums     Market   Appreciation/  
Reference Entity party Amount Fund Date Frequency Paid     Received     Value † (Depreciation)  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index JPM USD 15,000,000 (1.00%) 03/20/20 Quarterly $ $ (23,046 ) $ 308,675   $ 331,721  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 25,000,000 (1.00%) 06/20/20 Quarterly     (96,302 )   265,715     362,017  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index MSC USD 15,000,000 (1.00%) 06/20/20 Quarterly     (37,486 )   308,676     346,162  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index MSC USD 3,675,000 (1.00%) 06/20/20 Quarterly     (9,918 )   91,191     101,109  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 24,000,000 (1.00%) 09/20/20 Quarterly     (102,320 )   255,086     357,406  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 5,000,000 (1.00%) 09/20/20 Quarterly     (4,899 )   1,262     6,161  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index MSC USD 7,500,000 (1.00%) 09/20/20 Quarterly     (10,247 )   (29,598 )   (19,351 )
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 10,000,000 (1.00%) 12/20/20 Quarterly     (10,011 )   2,525     12,536  
 
Total               $ $ (294,229 ) $ 1,203,532   $ 1,497,761  

 


 

The Hartford Floating Rate Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
 
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
2,920,000 EUR 3,218,563 USD SSG 02/28/20 $ 25,232 $  
12,384,532 USD 11,190,000 EUR MSC 02/28/20     (46,314 )
8,086,294 USD 7,328,000 EUR TDB 02/28/20     (54,300 )
237,413,091 USD 215,086,840 EUR CBK 02/28/20     (1,524,496 )
7,728,456 USD 5,934,321 GBP GSC 02/28/20     (113,464 )
Total           $ 25,232 $ (1,738,574 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

CBK

GSC JPM MSC SSG TDB

Currency Abbreviations:

EUR

GBP USD

Citibank NA

Goldman Sachs & Co. JP Morgan Chase & Co. Morgan Stanley State Street Global Markets LLC Toronto-Dominion Bank

Euro

British Pound United States Dollar

 
Index Abbreviations:  
ICE Intercontinental Exchange, Inc.
  Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield
iBoxx Bond Markets
 

Other Abbreviations:

EURIBOR LIBOR OTC PIK

Euro Interbank Offered Rate London Interbank Offered Rate Over-the-Counter Payment-in-kind

 


 

The Hartford Floating Rate Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1   Level 2 Level 3(1)
Assets                      
Corporate Bonds $ 182,049,996   $ $ 182,049,996   $
Senior Floating Rate Interests   2,502,166,450       2,502,166,450    
Convertible Bonds   3,018,750         3,018,750    
Common Stocks                      
Consumer Services   791,370     791,370        
Energy   8,396,109         72,011     8,324,098
Insurance   8,775,400         8,775,400    
Warrants   20,547             20,547
Short-Term Investments   296,535,980     296,535,980        
Foreign Currency Contracts(2)   25,232         25,232    
Swaps - Total Return(2)   1,517,112         1,517,112    
 
Total $ 3,003,296,946   $ 297,327,350 $ 2,697,624,951   $ 8,344,645
Liabilities                      
Foreign Currency Contracts(2) $ (1,738,574 ) $ $   (1,738,574 ) $
Swaps - Total Return(2)   (19,351 )       (19,351 )  
Total $ (1,757,925 ) $ $   (1,757,925 ) $

 

(1) For the period ended January 31, 2020, 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, 2020 is not presented.


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Corporate Bonds - 11.2%    
    Advertising - 0.1%    
    Lamar Media Corp.    
$ 300,000 4.00%, 02/15/2030(1) $ 302,250
    Aerospace/Defense - 0.5%    
    SSL Robotics LLC    
  600,000 9.75%, 12/31/2023(1)   658,500
    TransDigm UK Holdings plc    
  600,000 6.88%, 05/15/2026   639,000
    TransDigm, Inc.    
  820,000 5.50%, 11/15/2027(1)   825,043
        2,122,543
    Airlines - 0.1%    
    Bombardier, Inc.    
  225,000 7.50%, 12/01/2024(1)   218,531
  200,000 7.88%, 04/15/2027(1)   189,490
        408,021
    Auto Parts & Equipment - 0.1%    
    Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.    
EUR 550,000 4.38%, 05/15/2026(2)   628,277
    Coal - 0.0%    
    Foresight Energy LLC / Foresight Energy Finance Corp.    
$ 1,365,000 11.50%, 04/01/2023(1)   33,272
    Commercial Banks - 0.4%    
    Banco Santander S.A.    
EUR 1,310,000 1.00%, 12/15/2024(3)(4)   1,338,951
    Freedom Mortgage Corp.    
$ 215,000 8.13%, 11/15/2024(1)   213,925
        1,552,876
    Commercial Services - 1.7%    
    APX Group, Inc.    
  650,000 7.63%, 09/01/2023   635,375
  1,350,000 7.88%, 12/01/2022   1,372,967
  1,675,000 8.50%, 11/01/2024(1)   1,782,485
  2,111,000 8.75%, 12/01/2020   2,114,298
    Brand Industrial Services, Inc.    
  940,000 8.50%, 07/15/2025(1)   942,228
    La Financiere Atalian SASU    
EUR 245,000 4.00%, 05/15/2024(2)   226,884
        7,074,237
    Distribution/Wholesale - 0.1%    
    Performance Food Group, Inc.    
$ 400,000 5.50%, 10/15/2027(1)   421,000
    Engineering & Construction - 0.1%    
    Ellaktor Value plc    
EUR 370,000 6.38%, 12/15/2024(1)   420,522
    Food - 0.2%    
    B&G Foods, Inc.    
$ 1,030,000 5.25%, 09/15/2027   1,027,425
    Home Furnishings - 0.5%    
    United Group B.V.    
EUR 1,995,000 2.86%, 02/01/2026(1)   2,212,554
    Household Products - 0.3%    
    Revlon Consumer Products Corp.    
$ 1,400,000 5.75%, 02/15/2021   1,232,000
    Household Products/Wares - 0.4%    
    Diamond (BC) B.V.    
EUR 910,000 5.63%, 08/15/2025(2)   990,161

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Prestige Brands, Inc.    
$ 590,000 5.13%, 01/15/2028(1) $ 616,550
        1,606,711
    Insurance - 0.6%    
    Acrisure LLC / Acrisure Finance, Inc.    
  1,475,000 7.00%, 11/15/2025(1)   1,445,500
    Genworth Holdings, Inc.    
  1,075,000 4.80%, 02/15/2024   1,072,312
  200,000 4.90%, 08/15/2023   202,000
        2,719,812
    Internet - 0.8%    
    Photo Holdings Merger Sub, Inc.    
  2,675,000 8.50%, 10/01/2026(1)   2,501,125
    Symantec Corp.    
  1,050,000 5.00%, 04/15/2025(1)   1,072,225
        3,573,350
    Media - 1.0%    
    Altice Financing S.A.    
EUR 1,310,000 3.00%, 01/15/2028(1)   1,423,798
$ 1,270,000 5.00%, 01/15/2028(1)   1,246,517
    Houghton Mifflin Harcourt Publishers, Inc.    
  400,000 9.00%, 02/15/2025(1)   416,000
    UPCB Finance VII Ltd.    
EUR 525,000 3.63%, 06/15/2029(2)   613,595
    Ziggo B.V.    
  540,000 2.88%, 01/15/2030(1)   619,476
        4,319,386
    Metal Fabricate/Hardware - 0.1%    
    Novelis Corp.    
$ 620,000 4.75%, 01/30/2030(1)   622,728
    Oil & Gas - 0.7%    
    Centennial Resource Production LLC    
  625,000 5.38%, 01/15/2026(1)   587,500
    Gulfport Energy Corp.    
  300,000 6.63%, 05/01/2023   204,000
    Jagged Peak Energy LLC    
  775,000 5.88%, 05/01/2026   798,250
    QEP Resources, Inc.    
  450,000 5.38%, 10/01/2022   451,125
  425,000 6.88%, 03/01/2021   435,094
    Southwestern Energy Co.    
  250,000 7.75%, 10/01/2027   208,750
    Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.    
  790,000 8.75%, 04/15/2023(1)   410,800
        3,095,519
    Oil & Gas Services - 0.1%    
    Alpha Star Holding Ltd.    
  614,000 6.25%, 04/20/2022(2)   607,585
    Packaging & Containers - 0.3%    
    ARD Finance S.A. (5.00% Cash, 5.75% PIK)    
EUR 935,000 5.00%, 06/30/2027(1)(5)   1,054,704
    Pharmaceuticals - 1.1%    
    Bausch Health Cos., Inc.    
$ 1,025,000 5.25%, 01/30/2030(1)   1,044,219
    Grifols S.A.    
EUR 2,295,000 2.25%, 11/15/2027(1)   2,602,537
    Rossini S.a.r.l.    
  290,000 3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(6)   324,098
    Teva Pharmaceutical Finance Netherlands B.V.    
  425,000 4.50%, 03/01/2025   475,470
        4,446,324

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Pipelines - 0.2%    
    Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.    
$ 225,000 5.50%, 09/15/2024(1) $ 227,254
  450,000 5.50%, 01/15/2028(1)   450,000
        677,254
    REITS - 0.3%    
    VICI Properties L.P. / VICI Note Co., Inc.    
  580,000 4.13%, 08/15/2030(1)   587,424
  485,000 4.25%, 12/01/2026(1)   497,770
        1,085,194
    Retail - 0.3%    
    Ferrellgas L.P. / Ferrellgas Finance Corp.    
  1,325,000 6.50%, 05/01/2021   1,152,750
  300,000 6.75%, 01/15/2022   255,000
        1,407,750
    Software - 0.2%    
    Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.    
  650,000 5.75%, 03/01/2025(1)   662,012
    Telecommunications – 0.4%    
    Altice France S.A.    
EUR 400,000 3.38%, 01/15/2028(1)   450,479
    CenturyLink, Inc.    
$ 1,060,000 4.00%, 02/15/2027(1)   1,068,692
        1,519,171
    Toys/Games/Hobbies - 0.2%    
    Mattel, Inc.    
  805,000 5.88%, 12/15/2027(1)   846,176
    Trucking & Leasing - 0.4%    
    DAE Funding LLC    
  910,000 5.25%, 11/15/2021(1)   946,400
    Fly Leasing Ltd.    
  900,000 6.38%, 10/15/2021   915,750
        1,862,150
    Total Corporate Bonds    
    (cost $48,435,343) $ 47,540,803
Senior Floating Rate Interests - 82.8%(7)    
    Aerospace/Defense - 1.0%    
    Maverick Purchaser Sub LLC    
  1,490,000 0.00%, 01/22/2027(8) $ 1,491,863
    TransDigm, Inc.    
  2,701,502 4.15%, 05/30/2025, 1 mo. USD LIBOR + 2.500%   2,698,800
        4,190,663
    Agriculture - 0.0%    
    Pinnacle Operating Corp.    
  173 4.45%, 11/15/2021, 1 mo. USD LIBOR + 5.500%   126
    Auto Parts & Equipment - 0.8%    
    Adient U.S. LLC    
  1,046,725 6.18%, 05/06/2024, 1 mo. USD LIBOR + 4.250%   1,047,165
    Panther BF Aggregator L.P.    
  2,164,575 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   2,177,021
        3,224,186
    Chemicals - 1.2%    
    CTC AcquiCo GmbH    
EUR 1,255,404 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%   1,375,973
    LTI Holdings, Inc.    
$ 2,850,569 5.15%, 09/06/2025, 1 mo. USD LIBOR + 3.500%   2,613,630
  190,000 8.40%, 09/06/2026, 1 mo. USD LIBOR + 6.750%   152,475
    Tronox Finance LLC    
  1,037,472 4.52%, 09/23/2024, 3 mo. USD LIBOR + 2.750%   1,037,306
        5,179,384

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Coal - 0.1%    
    Foresight Energy LLC    
$ 1,666,950 7.66%, 03/28/2022, 3 mo. USD LIBOR + 5.750% $ 565,529
    Commercial Services - 5.9%    
    Allied Universal Holdco LLC    
  17,677 0.00%, 07/10/2026, 1 mo. USD LIBOR + 4.250%(8)   17,757
  178,536 5.90%, 07/10/2026, 3 mo. USD LIBOR + 4.250%   179,353
    APX Group, Inc.    
  6,460,025 8.75%, 04/01/2024, 2 mo. USD LIBOR + 5.000%   6,464,095
    Belron Finance U.S. LLC    
  445,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   446,393
    Blackhawk Network Holdings, Inc.    
  4,651,993 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   4,651,156
    Dun & Bradstreet Corp.    
  3,702,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   3,721,436
    LGC Group Holdings Ltd.    
EUR 825,000 0.00%, 01/22/2027   917,025
    PSAV Holdings LLC    
$ 4,515,000 6.18%, 10/15/2026, 1 mo. USD LIBOR + 4.500%   4,526,287
    Verisure Holding AB    
EUR 2,875,000 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%   3,205,672
    Weight Watchers International, Inc.    
$ 807,213 6.72%, 11/29/2024, 3 mo. USD LIBOR + 4.750%   806,712
        24,935,886
    Distribution/Wholesale - 1.4%    
    American Builders & Contractors Supply Co., Inc.    
  2,053,505 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   2,054,779
    SRS Distribution, Inc.    
  3,028,797 4.90%, 05/23/2025, 1 mo. USD LIBOR + 3.250%   3,007,989
  773,063 6.15%, 05/23/2025, 1 mo. USD LIBOR + 4.500%   774,516
        5,837,284
    Diversified Financial Services - 4.0%    
    AlixPartners LLP    
EUR 1,220,775 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%   1,358,693
    Aretec Group, Inc.    
$ 1,507,083 5.90%, 10/01/2025, 3 mo. USD LIBOR + 4.250%   1,494,529
    Crown Finance U.S., Inc.    
EUR 206,232 2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%   229,222
$ 1,937,388 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   1,918,015
    Financial & Risk U.S. Holdings, Inc.    
  689,730 4.90%, 10/01/2025, 1 mo. USD LIBOR + 3.750%   696,138
    Minotaur Acquisition, Inc.    
  1,528,450 6.65%, 03/27/2026, 1 mo. USD LIBOR + 5.000%   1,519,539
    Nets Holding A/S    
EUR 5,860,241 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   6,500,143
    NFP Corp.    
$ 1,830,148 4.65%, 01/08/2024, 1 mo. USD LIBOR + 3.000%   1,826,561
    UFC Holdings LLC    
  1,212,376 4.90%, 04/29/2026, 1 mo. USD LIBOR + 3.250%   1,215,212
        16,758,052
    Electronics - 0.5%    
    Pitney Bowes, Inc.    
  2,220,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(8)   2,206,125
    Energy-Alternate Sources - 2.4%    
    BCP Renaissance Parent LLC    
  3,048,575 5.45%, 10/31/2024, 3 mo. USD LIBOR + 3.500%   2,755,150
    Gulf Finance LLC    
  973,936 7.10%, 08/25/2023, 1 mo. USD LIBOR + 5.250%   757,585
    Medallion Midland Acquisition LLC    
  6,632,529 4.90%, 10/30/2024, 1 mo. USD LIBOR + 3.250%   6,533,041
        10,045,776

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Engineering & Construction - 0.9%    
    Brand Energy & Infrastructure Services, Inc.    
$ 3,691,415 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250% $ 3,685,250
    Environmental Control - 0.4%    
    Fluidra Finco SLU    
EUR 1,429,716 2.75%, 07/02/2025, 1 mo. EURIBOR + 2.750%   1,586,419
    Food - 2.0%    
    Atkins Nutritionals Holdings, Inc.    
$ 1,172,540 5.43%, 07/07/2024   1,184,265
    B&G Foods, Inc.    
  304,238 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   304,870
    Froneri International plc    
EUR 3,140,000 0.00%, 01/29/2027(8)   3,486,490
$ 1,350,000 0.00%, 01/29/2027(8)   1,353,375
EUR 140,000 0.00%, 01/31/2028(8)   157,790
$ 100,000 0.00%, 01/31/2028(8)   101,500
    U.S. Foods, Inc.    
  2,014,950 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   2,021,358
        8,609,648
    Food Service - 0.3%    
    Aramark Services, Inc.    
  615,000 3.47%, 01/15/2027   615,769
    CHG PPC Parent LLC    
EUR 210,000 3.50%, 03/31/2025, 1 mo. EURIBOR + 3.500%   234,065
$ 561,450 4.40%, 03/31/2025, 1 mo. USD LIBOR + 2.750%   563,319
        1,413,153
    Healthcare-Products - 0.4%    
    Grifols S.A.    
EUR 300,000 2.25%, 11/15/2027   335,114
    Lifescan Global Corp.    
$ 843,609 8.06%, 10/01/2024, 3 mo. USD LIBOR + 6.000%   803,537
  500,000 11.56%, 09/26/2025, 3 mo. USD LIBOR + 9.500%   432,915
        1,571,566
    Healthcare-Services - 6.5%    
    CDRH Parent, Inc.    
  1,158,754 6.15%, 07/01/2021, 3 mo. USD LIBOR + 4.250%   848,161
    CPI Holdco LLC    
  450,000 6.20%, 11/04/2026, 1 mo. USD LIBOR + 4.250%   452,250
    DentalCorp Perfect Smile ULC    
  1,258,324 5.40%, 06/06/2025, 1 mo. USD LIBOR + 3.750%   1,259,117
    DuPage Medical Group Ltd.    
  918,308 4.40%, 08/15/2024, 1 mo. USD LIBOR + 2.750%   912,853
    Emerald TopCo, Inc.    
  1,226,925 5.15%, 07/24/2026, 1 mo. USD LIBOR + 3.500%   1,231,146
    Ensemble RCM LLC    
  678,300 5.66%, 08/03/2026, 1 mo. USD LIBOR + 3.750%   679,657
    Gentiva Health Services, Inc.    
  2,473,732 4.94%, 07/02/2025   2,479,916
    IQVIA, Inc.    
EUR 2,734,326 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%   3,051,456
    LGC Ltd.    
$ 3,865,000 0.00%, 01/22/2027(8)   3,869,831
    MED ParentCo L.P.    
  775,180 4.60%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(9)   775,986
  3,098,285 5.90%, 08/31/2026, 1 mo. USD LIBOR + 4.250%   3,101,507
    MPH Acquisition Holdings LLC    
  2,758,566 4.70%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   2,708,222
    Sound Inpatient Physicians    
  862,619 4.40%, 06/27/2025, 1 mo. USD LIBOR + 2.750%   864,776
    Zelis Healthcare Corp.    
  5,200,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   5,235,776
        27,470,654

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Household Products - 2.1%    
    Coty, Inc.    
EUR 246,667 1.75%, 04/05/2023 $ 270,146
    Diamond (BC) B.V.    
  1,149,046 3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%   1,244,860
$ 3,848,213 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   3,732,766
    Revlon Consumer Products Corp.    
  2,857,221 5.41%, 09/07/2023, 1 mo. USD LIBOR + 3.500%   2,233,404
    Reynolds Consumer Products, Inc.    
  1,540,000 0.00%, 01/29/2027(8)   1,546,422
        9,027,598
    Housewares - 0.5%    
    Hayward Industries, Inc.    
  2,125,000 5.15%, 08/05/2024, 1 mo. USD LIBOR + 3.500%   2,100,201
    Insurance - 5.5%    
    Acrisure LLC    
  3,885,743 6.20%, 11/22/2023, 1 mo. USD LIBOR + 4.250%   3,885,743
    Asurion LLC    
  279,115 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   279,325
  9,048,492 4.65%, 11/03/2024, 1 mo. USD LIBOR + 3.000%   9,052,292
  5,020,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   5,094,497
    Hub International Ltd.    
  1,478,176 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   1,473,653
    Sedgwick Claims Management Services, Inc.    
  3,529,552 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250%   3,528,281
        23,313,791
    IT Services - 0.4%    
    Sophos Group plc    
  1,495,000 0.00%, 01/15/2027(8)   1,495,942
    Leisure Time - 1.9%    
    Caesars Resort Collection LLC    
  6,133,839 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   6,127,522
    Penn National Gaming, Inc.    
  2,038,334 3.90%, 10/15/2025, 3 mo. USD LIBOR + 2.250%   2,045,121
        8,172,643
    Lodging - 1.9%    
    Caesars Entertainment Operating Co.    
  8,256,162 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   8,261,941
    Media – 12.6%    
    Altice Financing S.A.    
  2,084,494 4.41%, 01/31/2026, 3 mo. USD LIBOR + 2.750%   2,061,044
  2,431,250 4.43%, 07/15/2025, 3 mo. USD LIBOR + 2.750%   2,397,820
    AVSC Holding Corp.    
  2,545,116 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   2,532,390
    Charter Communications Operating LLC    
  2,356,909 3.40%, 02/01/2027, 3 mo. USD LIBOR + 1.750%   2,365,323
    CSC Holdings LLC    
  1,559,353 3.93%, 07/17/2025, 1 mo. USD LIBOR + 2.250%   1,560,460
  484,609 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   485,670
    Gray Television, Inc.    
  2,752,843 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   2,763,166
    ION Media Networks, Inc.    
  2,072,685 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   2,074,406
    Maxar Technologies Ltd.    
  566,506 4.40%, 10/04/2024, 1 mo. USD LIBOR + 2.750%   545,766
    MTN Infrastructure TopCo, Inc.    
  2,812,448 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   2,813,629
    NASCAR Holdings, Inc.    
  377,447 4.41%, 10/19/2026, 1 mo. USD LIBOR + 2.750%   379,806
    NEP/NCP Holdco, Inc.    
  5,447,481 4.90%, 10/20/2025, 1 mo. USD LIBOR + 3.250%   5,329,434
    Nexstar Broadcasting, Inc.    
  2,768,063 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   2,779,135

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Numericable Group S.A.    
EUR 1,448,923 3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000% $ 1,600,902
$ 2,286,842 4.40%, 07/31/2025, 1 mo. USD LIBOR + 2.750%   2,262,556
    PSAV Holdings LLC    
  2,225,000 9.16%, 09/01/2025, 3 mo. USD LIBOR + 7.250%   2,180,500
    Shutterfly, Inc.    
  1,750,000 7.90%, 09/25/2026, 1 mo. USD LIBOR + 6.000%   1,651,125
    Sinclair Television Group, Inc.    
  801,563 4.18%, 09/30/2026, 1 mo. USD LIBOR + 2.500%   804,071
    Terrier Media Buyer, Inc.    
  7,040,000 6.15%, 12/17/2026   7,091,040
    Web.com Group, Inc.    
  3,084,466 5.41%, 10/10/2025, 3 mo. USD LIBOR + 3.750%   3,079,500
  625,697 9.41%, 10/09/2026, 1 mo. USD LIBOR + 7.750%   615,529
    William Morris Endeavor Entertainment LLC    
  2,408,842 4.40%, 05/18/2025, 1 mo. USD LIBOR + 2.750%   2,396,196
    Ziggo B.V.    
EUR 995,000 3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%   1,104,100
    Ziggo Financing Partnership    
$ 2,525,000 0.00%, 04/30/2028(8)   2,521,844
        53,395,412
    Metal Fabricate/Hardware - 0.1%    
    Ameriforge Group, Inc.    
  256,409 8.95%, 06/08/2022, 3 mo. USD LIBOR + 7.000%   254,273
    Miscellaneous Manufacturing - 1.1%    
    Core & Main LP    
  1,689,550 4.57%, 08/01/2024, 6 mo. USD LIBOR + 2.750%   1,684,803
    Tamko Building Products, Inc.    
  962,588 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   966,197
    USI, Inc.    
  2,099,540 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   2,090,617
        4,741,617
    Oil & Gas - 3.7%    
    BCP Raptor LLC    
  3,429,350 5.90%, 06/24/2024, 2 mo. USD LIBOR + 4.250%   3,127,567
  4,693,919 6.40%, 11/03/2025, 1 mo. USD LIBOR + 4.750%   4,256,821
    Cheniere Corpus Christi Holdings LLC    
  2,000,000 0.00%, 06/30/2024(8)(9)   1,985,000
    KCA Deutag Alpha Ltd.    
  577,844 8.40%, 02/28/2023, 3 mo. USD LIBOR + 6.750%   402,324
    NorthRiver Midstream Finance L.P.    
  2,178,673 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250%   2,165,056
    PowerTeam Services LLC    
  1,608,953 5.20%, 03/06/2025, 3 mo. USD LIBOR + 3.250%   1,473,801
  585,000 9.20%, 03/06/2026, 3 mo. USD LIBOR + 7.250%   418,275
    Traverse Midstream Partners LLC    
  2,084,079 5.65%, 09/27/2024, 3 mo. USD LIBOR + 4.000%   1,842,680
        15,671,524
    Oil & Gas Services - 1.4%    
    Buckeye Partners L.P.    
  515,000 4.53%, 11/01/2026, 1 mo. USD LIBOR + 2.750%   519,079
    Lower Cadence Holdings LLC    
  4,674,243 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   4,554,489
    Utex Industries, Inc.    
  458,779 5.65%, 05/22/2021, 1 mo. USD LIBOR + 4.000%   389,581
  750,000 8.90%, 05/22/2022, 1 mo. USD LIBOR + 7.250%   402,750
        5,865,899
    Packaging & Containers - 3.6%    
    BellRing Brands LLC    
  1,700,000 6.65%, 10/21/2024, 1 mo. USD LIBOR + 5.000%   1,725,500
    Berlin Packaging LLC    
  1,454,424 4.80%, 11/07/2025, 1 mo. USD LIBOR + 3.000%   1,449,581

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Berry Global, Inc.    
$ 440,000 3.68%, 10/01/2022, 3 mo. USD LIBOR + 2.000% $ 441,606
    Flex Acquisition Co., Inc.    
  2,790,834 4.91%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   2,753,632
  6,693,732 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   6,593,326
    Proampac PG Borrower LLC    
  970,000 10.40%, 11/18/2024, 1 mo. USD LIBOR + 8.500%   943,325
    Reynolds Group Holdings, Inc.    
  1,176,932 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   1,177,873
        15,084,843
    Pharmaceuticals - 1.0%    
    Catalent Pharma Solutions, Inc.    
  1,454,013 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   1,459,465
    Endo Luxembourg Finance Co., S.a r.l.    
  1,872,853 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   1,802,622
    Sunshine Luxembourg S.a.r.l.    
  1,010,000 6.20%, 10/01/2026, 1 mo. USD LIBOR + 4.250%   1,013,646
        4,275,733
    Retail - 4.5%    
    B.C. Unlimited Liability Co.    
  4,347,398 3.40%, 11/19/2026   4,339,790
    Bass Pro Group LLC    
  3,152,205 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   3,137,768
    Belron Finance U.S. LLC    
  470,202 4.14%, 11/07/2024, 1 mo. USD LIBOR + 2.500%   471,086
    Buzz Merger Sub Ltd.    
  1,170,000 0.00%, 01/22/2027(8)   1,172,199
    Coty, Inc.    
EUR 935,622 2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%   1,027,274
    Foundation Building Materials Holding Co. LLC    
$ 1,485,000 4.65%, 08/13/2025, 1 mo. USD LIBOR + 3.000%   1,490,569
    Michaels Stores, Inc.    
  448,720 4.15%, 01/30/2023, 1 mo. USD LIBOR + 2.500%   432,566
    PetSmart, Inc.    
  3,018,272 5.67%, 03/11/2022, 1 mo. USD LIBOR + 4.000%   3,008,855
    Rodan & Fields LLC    
  1,767,124 5.68%, 06/16/2025, 1 mo. USD LIBOR + 4.000%   1,212,247
    Sports Authority, Inc.    
  2,009,604 0.00%, 11/16/2020, 1 mo. USD LIBOR + 6.000%(8)(10)   2,010
    Staples, Inc.    
  2,214,537 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   2,172,461
    USS Ultimate Holdings, Inc.    
  398,980 0.00%, 08/25/2024(8)   399,893
        18,866,718
    Software - 10.1%    
    AI Convoy (Luxembourg) S.a.r.l.    
  1,250,000 0.00%, 01/29/2027(8)   1,250,000
    AI Convoy (Luxembourg) S.a.r.l.    
EUR 820,000 0.00%, 01/29/2027(10)   909,421
    Almonde, Inc.    
$ 1,236,866 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   1,222,444
  445,000 9.03%, 06/13/2025, 3 mo. USD LIBOR + 7.250%   435,268
    Castle U.S. Holding Corp.    
  1,595,000 0.00%, 01/27/2027(8)   1,581,044
    Change Healthcare Holdings LLC    
  2,813,686 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   2,813,235
    Cypress Intermediate Holdings, Inc.    
  2,099,272 4.40%, 04/29/2024, 1 mo. USD LIBOR + 2.750%   2,100,910
    DCert Buyer, Inc.    
  5,155,000 5.65%, 10/16/2026, 1 mo. USD LIBOR + 4.000%   5,157,165
    Epicor Software Corp.    
  2,704,500 4.90%, 06/01/2022, 1 mo. USD LIBOR + 3.250%   2,710,504
    EVO Payments International LLC    
  3,189,355 4.90%, 12/22/2023, 1 mo. USD LIBOR + 3.250%   3,202,304

 


 

The Hartford Floating Rate High Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Hyland Software, Inc.    
$ 810,000 8.65%, 07/07/2025, 1 mo. USD LIBOR + 7.000% $ 817,428
    Navicure, Inc.    
  900,000 5.65%, 10/22/2026, 1 mo. USD LIBOR + 4.000%   905,625
    Playtika Holding Corp.    
  9,720,000 7.65%, 12/10/2024   9,811,951
    Quest Software U.S. Holdings, Inc.    
  1,531,244 6.03%, 05/16/2025, 3 mo. USD LIBOR + 4.250%   1,527,691
    SS&C Technologies Holdings Europe S.a.r.l.    
  437,044 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   436,952
    SS&C Technologies, Inc.    
  2,577,608 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   2,575,475
    Telenet Financing USD LLC    
  2,700,000 0.00%, 04/30/2028(10)   2,692,413
    Ultimate Software Group, Inc.    
  1,880,288 5.40%, 05/04/2026, 1 mo. USD LIBOR + 3.750%   1,887,038
    Western Digital Corp.    
  929,321 3.40%, 04/29/2023, 1 mo. USD LIBOR + 1.750%   928,931
        42,965,799
    Telecommunications – 4.0%    
    Altice France S.A    
  1,294,667 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688%   1,288,194
    CenturyLink, Inc.    
  3,650,000 0.00%, 03/15/2027(8)   3,644,306
    Masmovil Holdphone S.A.    
EUR 2,902,660 2.63%, 05/07/2026   3,222,412
    Sprint Communications, Inc.    
$ 8,869,989 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   8,670,415
  611,910 4.69%, 02/02/2024, 1 mo. USD LIBOR + 3.000%   603,116
    Zacapa LLC    
  862,018 6.95%, 07/02/2025, 1 mo. USD LIBOR + 5.000%   864,173
        18,292,616
    Textiles - 0.2%    
    International Textile Group, Inc.    
  1,500,000 10.78%, 05/01/2025, 3 mo. USD LIBOR + 9.000%   1,020,000
    Transportation - 0.1%    
    Savage Enterprises LLC    
  585,183 5.67%, 08/01/2025, 1 mo. USD LIBOR + 4.000%   590,912
    Total Senior Floating Rate Interests    
    (cost $356,680,506) $ 350,677,163
Common Stocks - 0.6%      
    Energy - 0.2%    
  190,736 Ascent Resources - Marcellus LLC Class A*(11)(12)   238,420
  78,609 Templar Energy LLC Class A*   786
  13,865 Texgen Power LLC*(11)(12)   513,005
        752,211
    Insurance - 0.4%    
  34,814 AFG Holdings, Inc.*   1,740,700
    Total Common Stocks    
    (cost $2,914,042) $ 2,492,911
Convertible Bonds - 0.1%    
    Media - 0.1%    
    Scripps Escrow, Inc.    
  575,000 5.88%, 07/15/2027(1)   603,750
    Total Convertible Bonds    
    (cost $575,057) $ 603,750
Warrants - 0.0%      
Energy - 0.0%      
  48,360 Ascent Resources - Marcellus LLC Expires 3/30/23*(11)(12)   483
  20,096 Ascent Resources - Marcellus LLC Expires 3/30/23*(11)(12)   1,005

 


 

The Hartford Floating Rate High Income Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
25,838 Ascent Resources - Marcellus LLC Expires 3/30/23*(11)(12)   $   2,584  
  Total Warrants          
  (cost $10,874)   $   4,072  
  Total Long-Term Investments          
  (cost $408,615,822)   $   401,318,699  
Short-Term Investments - 10.4%          
  Other Investment Pools & Funds - 10.4%          
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,          
44,220,053 1.49 %(13)     44,220,053  
  Total Short-Term Investments          
  (cost $44,220,053)   $   44,220,053  
  Total Investments          
  (cost $452,835,875)   105.1 % $ 445,538,752  
  Other Assets and Liabilities   (5.1 )% (21,768,724 )
  Total Net Assets   100.0 % $ 423,770,028  
 
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, 2020, the aggregate value of these securities was $30,547,534, representing 7.2% 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, 2020, the aggregate value of these securities was $3,066,502, representing 0.7% 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 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 has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(6)      Variable rate security; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(7)      Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(8)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(9)      This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2020, the aggregate value of
the      unfunded commitment was $2,760,986, which rounds to 0.7% of total net assets.
(10)      Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(11)      Investment valued using significant unobservable inputs.
(12)      These securities are valued in good faith at fair value as determined under policies and procedures established by and under
the      supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of these securities was $755,497,
which      represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign
markets      and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of
Directors.     
(13)      Current yield as of period end.

 

The Hartford Floating Rate High Income Fund                            
 
Schedule of Investments – (continued)                              
January 31, 2020 (Unaudited)                                
 
 
 
    OTC Total Return Swap Contracts Outstanding at January 31, 2020                      
 
        Payments                            
        received   Periodic Upfront     Upfront             Unrealized  
    Counter- Notional (paid) by the Expiration Payment Premiums   Premiums       Market   Appreciation/  
Reference Entity   party Amount Fund Date Frequency Paid     Received       Value † (Depreciation)  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 9,500,000 1.00% 03/20/20 Quarterly $ $     $ 244,105   $ 244,105  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index MSC USD 2,675,000 1.00% 06/20/20 Quarterly     (7,219 )     66,377     73,596  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index MSC USD 600,000 1.00% 06/20/20 Quarterly     (1,500 )     12,347     13,847  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 1,000,000 1.00% 09/20/20 Quarterly     (4,263 )     10,629     14,892  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 1,000,000 1.00% 09/20/20 Quarterly     (980 )     252     1,232  
Markit iBoxx USD Liquid                                    
Leveraged Loan Index MSC USD 1,100,000 1.00% 09/20/20 Quarterly     (1,503 )     (4,341 )   (2,838 )
Markit iBoxx USD Liquid                                    
Leveraged Loan Index GSC USD 1,000,000 1.00% 12/20/20 Quarterly     (1,001 )     253     1,254  
 
Total               $ $ (16,466 ) $ 329,622   $ 346,088  
 
    Foreign Currency Contracts Outstanding at January 31, 2020                      
Amount and Description Amount and Description                            
of Currency to be   of Currency to be     Settlement                      
Purchased     Sold Counterparty Date     Appreciation Depreciation  
594,000 EUR   654,735 USD   SSG 02/28/20 $   5,133 $      
3,630,140 USD 3,280,000 EUR   MSC 02/28/20               (13,576 )
2,931,889 USD 2,657,000 EUR   TDB 02/28/20               (19,743 )
53,047,824 USD 48,059,224 EUR   CBK 02/28/20               (340,635 )
Total                 $   5,133 $   (373,954 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

CBK

GSC MSC

SSG TDB

Citibank NA

Goldman Sachs & Co. Morgan Stanley

State Street Global Markets LLC Toronto-Dominion Bank

 
Currency Abbreviations:  
EUR Euro
USD United States Dollar
 
Index Abbreviations:  
CPI Consumer Price Index
ICE Intercontinental Exchange, Inc.
  Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield
iBoxx Bond Markets
 

Other Abbreviations:

EURIBOR LIBOR OTC PIK

Euro Interbank Offered Rate London Interbank Offered Rate Over-the-Counter Payment-in-kind

 


 

The Hartford Floating Rate High Income Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1     Level 2 Level 3(1)  
Assets                    
Corporate Bonds $ 47,540,803   $ $ 47,540,803   $
Senior Floating Rate Interests   350,677,163       350,677,163    
Common Stocks                    
Energy   752,211       786     751,425
Insurance   1,740,700       1,740,700    
Convertible Bonds   603,750       603,750    
Warrants   4,072           4,072
Short-Term Investments   44,220,053     44,220,053      
Foreign Currency Contracts(2)   5,133       5,133    
Swaps - Total Return(2)   348,926       348,926    
 
Total $ 445,892,811   $ 44,220,053 $ 400,917,261   $ 755,497
Liabilities                    
Foreign Currency Contracts(2) $ (373,954 ) $ $ (373,954 ) $
Swaps - Total Return(2)   (2,838 )     (2,838 )  
Total $ (376,792 ) $ $ (376,792 ) $

 

(1) For the period ended January 31, 2020, 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, 2020 is not presented.


 

Hartford Global Impact Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 95.3%    
  Australia - 2.1%    
140,612 SEEK Ltd. $ 2,108,110
  Bangladesh - 1.1%    
361,239 GrameenPhone Ltd.   1,094,973
  Brazil - 7.5%    
108,000 Hapvida Participacoes e Investimentos S.A.(1)   1,514,865
188,600 MRV Engenharia e Participacoes S.A.   919,087
34,352 Pagseguro Digital Ltd. Class A*   1,116,096
45,450 StoneCo Ltd. Class A*   1,974,348
161,500 YDUQS Part   1,987,733
      7,512,129
  Canada - 2.1%    
44,428 Brookfield Renewable Partners L.P.   2,169,029
  China - 1.7%    
4,294,792 Huaneng Renewables Corp. Ltd. Class H   1,756,655
  Denmark - 1.8%    
17,897 Vestas Wind Systems A/S   1,776,589
  France - 5.0%    
34,429 Nexity S.A.   1,662,167
35,603 Suez   584,275
93,880 Veolia Environnement S.A.   2,769,496
      5,015,938
  Germany - 3.8%    
19,194 LEG Immobilien AG   2,367,393
25,450 Vonovia SE   1,452,587
      3,819,980
  India - 2.2%    
294,709 Bharti Infratel Ltd.   1,025,488
83,326 Shriram Transport Finance Co., Ltd.   1,188,697
      2,214,185
  Japan - 2.4%    
9,100 Eisai Co., Ltd.   685,791
42,324 Katitas Co., Ltd.   1,700,528
      2,386,319
  Kenya - 1.6%    
5,446,000 Safaricom plc   1,653,347
  Luxembourg - 2.3%    
49,579 Millicom International Cellular S.A.   2,341,310
  Morocco - 0.2%    
105,664 PureCircle Ltd.*(2)(3)   183,062
  Netherlands - 5.0%    
28,549 Basic-Fit N.V.*(1)   1,056,227
45,706 Koninklijke Philips N.V.   2,093,217
56,495 Signify N.V.(1)   1,882,798
      5,032,242
  South Africa - 1.7%    
215,571 Vodacom Group Ltd.   1,675,682
  South Korea - 1.6%    
7,062 Samsung SDI Co., Ltd.   1,607,580
  Spain - 1.2%    
10,453 Acciona S.A.   1,186,481
  Switzerland - 1.8%    
19,378 Landis+Gyr Group AG*   1,775,884
  United Kingdom - 4.0%    
23,947 Genus plc   972,831
57,975 Hikma Pharmaceuticals plc   1,399,943

 


 

Hartford Global Impact Fund      
 
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
 
220,322 Sophos Group plc(1) $   1,618,496
        3,991,270
  United States - 46.2%      
40,635 Advanced Drainage Systems, Inc.     1,689,197
28,784 Agilent Technologies, Inc.     2,376,407
49,593 Avangrid, Inc.     2,641,323
28,883 Blackbaud, Inc.     2,262,405
23,451 Boston Properties, Inc. REIT     3,361,701
87,698 Covanta Holding Corp.     1,313,716
15,717 Danaher Corp.     2,528,394
38,408 First Solar, Inc.*     1,904,269
38,454 Instructure, Inc.*     1,878,093
45,731 Invitae Corp.*     852,883
31,501 Itron, Inc.*     2,575,207
52,452 Johnson Controls International plc     2,069,231
141,608 Laureate Education, Inc. Class A*     2,951,111
25,800 Mimecast Ltd.*     1,316,574
144,975 Nuance Communications, Inc.*     2,742,927
75,892 Pattern Energy Group, Inc. Class A     2,042,254
26,561 Rapid7, Inc.*     1,577,192
20,176 Square, Inc. Class A*     1,506,946
11,275 Sun Communities, Inc. REIT     1,828,467
58,058 Upwork, Inc.*     532,972
12,651 Watts Water Technologies, Inc. Class A     1,261,431
37,324 Xylem, Inc.     3,047,878
16,629 Zoetis, Inc.     2,231,778
        46,492,356
  Total Common Stocks      
  (cost $86,206,614) $   95,793,121
Short-Term Investments - 4.0%      
  Other Investment Pools & Funds - 4.0%      
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,      
4,049,472 Institutional Class, 1.49%(4)     4,049,472
  Total Short-Term Investments      
  (cost $4,049,472) $   4,049,472
  Total Investments      
  (cost $90,256,086) 99.3 % $ 99,842,593
  Other Assets and Liabilities 0.7 % 666,046
 
  Total Net Assets 100.0 % $ 100,508,639
 
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.
  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, 2020, the aggregate value of these securities was $6,072,386, representing 6.0% of net assets.
(2)      This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of this security was $183,062, 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)      Current yield as of period end.

 

Hartford Global Impact Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

REIT

Real Estate Investment Trust


 

Hartford Global Impact Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1   Level 2 Level 3(1)  
Assets                
Common Stocks                
Australia $ 2,108,110 $ $ 2,108,110 $
Bangladesh   1,094,973   1,094,973    
Brazil   7,512,129   7,512,129    
Canada   2,169,029   2,169,029    
China   1,756,655     1,756,655  
Denmark   1,776,589     1,776,589  
France   5,015,938     5,015,938  
Germany   3,819,980     3,819,980  
India   2,214,185   1,025,488   1,188,697  
Japan   2,386,319     2,386,319  
Kenya   1,653,347   1,653,347    
Luxembourg   2,341,310     2,341,310  
Morocco   183,062       183,062
Netherlands   5,032,242     5,032,242  
South Africa   1,675,682     1,675,682  
South Korea   1,607,580     1,607,580  
Spain   1,186,481     1,186,481  
Switzerland   1,775,884     1,775,884  
United Kingdom   3,991,270     3,991,270  
United States   46,492,356   46,492,356    
 
Short-Term Investments   4,049,472   4,049,472    
Total $ 99,842,593 $ 63,996,794 $ 35,662,737 $ 183,062

 

(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2020 is not presented.


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 57.0%    
  Automobiles & Components - 0.1%    
17,129 NOK Corp. $ 228,134
  Banks - 2.2%    
21,237 ABN Amro Bank N.V.(1)   369,640
69,166 AIB Group plc   202,784
63,984 Bank of Ireland Group plc   311,617
38,891 BPER Banca   178,625
148,633 CaixaBank S.A.   434,420
26,956 HSBC Holdings plc   195,975
11,280 KB Financial Group, Inc.   414,939
96,543 Mitsubishi UFJ Financial Group, Inc.   495,711
150,231 Mizuho Financial Group, Inc.   222,782
83,960 Resona Holdings, Inc.   346,238
14,142 Societe Generale S.A.   457,630
50,681 Standard Chartered plc   421,435
13,194 Sumitomo Mitsui Financial Group, Inc.   463,893
8,950 Sumitomo Mitsui Trust Holdings, Inc.   329,986
196,082 Unicaja Banco S.A.(1)   196,044
37,592 UniCredit S.p.A.   502,128
      5,543,847
  Capital Goods - 1.2%    
5,279 Advanced Drainage Systems, Inc.   219,448
3,264 Altra Industrial Motion Corp.   108,561
1,232 American Woodmark Corp.*   135,089
21,941 Chiyoda Corp.*   62,083
16,094 Cie de Saint-Gobain   607,200
4,452 Fortune Brands Home & Security, Inc.   305,897
2,790 Gardner Denver Holdings, Inc.*   98,515
544 Greenbrier Cos., Inc.   13,105
12,138 JELD-WEN Holding, Inc.*   289,855
22,225 JGC Holdings Corp.   319,287
4,059 Kennametal, Inc.   127,006
185 Middleby Corp.*   20,749
673 Owens Corning   40,710
3,705 PGT Innovations, Inc.*   57,427
1,608 Rush Enterprises, Inc. Class A   69,144
1,167 Sandvik AB   21,300
4,690 Vinci S.A.   519,601
26,606 Yellow Cake plc*(1)   65,699
      3,080,676
  Commercial & Professional Services - 0.5%    
8,648 Adecco Group AG   506,670
4,317 Clean Harbors, Inc.*   354,943
82,273 Hays plc   168,253
23,223 Pagegroup plc   140,021
      1,169,887
  Consumer Durables & Apparel - 0.5%    
4,741 American Outdoor Brands Corp.*   44,660
627 Cavco Industries, Inc.*   140,461
2,324 Century Communities, Inc.*   68,953
994 D.R. Horton, Inc.   58,845
4,578 Lennar Corp. Class A   303,796
463 LGI Homes, Inc.*   36,920
11,734 Skyline Champion Corp.*   337,352
588 Sturm Ruger & Co., Inc.   29,118
10,244 TRI Pointe Group, Inc.*   166,567
      1,186,672
  Diversified Financials - 0.6%    
1,608 Berkshire Hathaway, Inc. Class B*   360,884
8,466 Julius Baer Group Ltd.*   423,026
45,272 UBS Group AG*   562,261

 


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
30,934 Uranium Participation Corp.* $ 89,992
      1,436,163
  Energy - 32.5%    
75,454 Advantage Oil & Gas Ltd.*(2)   126,004
51,790 ARC Resources Ltd.(2)   274,721
469,099 BP plc   2,824,024
188,429 BP plc ADR   6,807,940
9,588 Brigham Minerals, Inc. Class A   163,092
14,669 Cabot Oil & Gas Corp.   206,686
4,617 Caltex Australia Ltd.   105,286
31,216 Cameco Corp.   251,681
19,319 Canadian Natural Resources Ltd.   543,338
48,251 Chevron Corp.   5,169,612
274,250 China Oilfield Services Ltd. Class H   397,931
9,036 China Petroleum & Chemical Corp. ADR   473,757
56,741 China Shenhua Energy Co., Ltd. Class H   99,713
405,577 CNOOC Ltd.   607,164
5,870 CNOOC Ltd. ADR   886,370
3,588 Concho Resources, Inc.   271,899
34,595 ConocoPhillips   2,055,981
4,153 Diamondback Energy, Inc.   308,983
711 Drilling Co.*   39,680
35,155 Enbridge, Inc.   1,429,423
518,126 Eni S.p.A.   7,257,689
15,134 EOG Resources, Inc.   1,103,420
28,185 EQT Corp.   170,519
27,026 Equinor ASA   487,754
94,361 Equinor ASA ADR   1,715,483
95,817 Exxon Mobil Corp.   5,952,152
14,003 Fugro N.V.*(2)   147,065
16,154 Galp Energia SGPS S.A.   244,096
5,822 Gazprom Neft PJSC ADR   203,427
196,615 Gazprom PJSC ADR   1,378,199
11,655 Halliburton Co.   254,195
62,973 Inpex Corp.   587,801
4,480 Japan Petroleum Exploration Co., Ltd.   110,023
33,810 JXTG Holdings, Inc.   143,800
121,513 Karoon Energy Ltd.*   93,150
27,372 Kinder Morgan, Inc.   571,254
15,983 Kosmos Energy Ltd.   81,673
22,881 LUKOIL PJSC ADR   2,328,013
5,150 Lundin Petroleum AB   156,636
6,200 Magnolia Oil & Gas Corp. Class A*   65,224
20,996 Marathon Petroleum Corp.   1,144,282
9,185 Neste Oyj   365,496
6,770 Noble Energy, Inc.   133,843
14,124 Occidental Petroleum Corp.   561,005
5,361 OMV AG   266,410
19,821 Ovintiv, Inc.   308,884
47,983 Painted Pony Energy Ltd.*(2)   20,667
8,527 Parsley Energy, Inc. Class A   141,889
70,032 PetroChina Co., Ltd. Class H   30,880
26,400 Petroleo Brasileiro S.A.   187,092
75,951 Petroleo Brasileiro S.A. ADR   1,071,669
9,731 Phillips 66   889,121
2,563 Pioneer Natural Resources Co.   346,005
173,233 PTT PCL   240,370
5,516 QEP Resources, Inc.   17,486
30,035 Range Resources Corp.(2)   90,105
1,043 Reliance Industries Ltd.   20,572
2,463 Royal Dutch Shell plc Class A   64,679
78,862 Royal Dutch Shell plc Class A ADR   4,112,653
122,077 Royal Dutch Shell plc Class B   3,207,768
61,215 Saipem S.p.A.*(2)   253,774
54,478 Schlumberger Ltd.   1,825,558

 


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
66,193 Southwestern Energy Co.*(2) $ 103,923
26,325 Suncor Energy, Inc.   805,282
143,893 Surgutneftegas PJSC ADR   1,018,428
47,132 TC Energy Corp.   2,584,346
20,840 Tenaris S.A. ADR   431,180
226,059 Total S.A.   11,006,970
22,125 Total S.A. ADR   1,075,054
14,050 Tourmaline Oil Corp.   141,731
69,093 Trican Well Service Ltd.*(2)   54,297
6,455 Valero Energy Corp.   544,221
7,511 Viper Energy Partners L.P.   163,815
1,886 WPX Energy, Inc.*   22,538
118,527 YPF S.A. ADR   1,112,968
      80,459,819
  Food & Staples Retailing - 0.1%    
139,266 J Sainsbury plc   371,458
  Food, Beverage & Tobacco - 0.2%    
5,200 Archer-Daniels-Midland Co.   232,752
1,400 Bunge Ltd.   73,402
86,700 Charoen Pokphand Indonesia Tbk PT   42,023
600 Ingredion, Inc.   52,800
7,300 Kuala Lumpur Kepong Bhd   40,478
752,494 Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   64,751
33,600 Sime Darby Bhd   41,414
19,600 Wilmar International Ltd.   55,813
      603,433
  Insurance - 0.5%    
11,104 Assicurazioni Generali S.p.A.   216,369
20,533 Dai-ichi Life Holdings, Inc.   304,734
542,114 Shin Kong Financial Holding Co., Ltd.*   175,330
49,098 T&D Holdings, Inc.   523,350
23,200 Tongyang Life Insurance Co., Ltd.   69,537
      1,289,320
  Materials - 12.4%    
3,339 Agnico Eagle Mines Ltd.   206,385
14,158 Alcoa Corp.*   197,504
8 Allegheny Technologies, Inc.*   138
158,994 Alrosa PJSC   199,516
90,011 Alumina Ltd.   129,637
130,101 Aluminum Corp. of China Ltd. Class H*   38,035
65,751 Angang Steel Co., Ltd. Class H   21,976
834 Anglo American Platinum Ltd.   66,654
62,735 Anglo American plc   1,637,013
5,969 AngloGold Ashanti Ltd.   121,774
12,724 Antofagasta plc   137,442
20,395 ArcelorMittal S.A.   299,562
44,323 Baoshan Iron & Steel Co., Ltd. Class A   33,915
79,982 Barrick Gold Corp.   1,481,305
111,487 BHP Group Ltd.   2,858,961
63,481 BHP Group plc   1,381,765
19,899 BlueScope Steel Ltd.   186,234
8,702 Boliden AB   206,587
7,120 Canfor Corp.*   63,969
30,237 Centerra Gold, Inc.*   242,188
2,000 CF Industries Holdings, Inc.   80,560
537,684 China BlueChemical Ltd. Class H   114,036
57,249 China Hongqiao Group Ltd.   28,132
128,396 China Molybdenum Co., Ltd. Class H   47,092
414,977 China Steel Corp.   316,204
88,446 China Zhongwang Holdings Ltd.   29,282
3,027 Cia de Minas Buenaventura SAA ADR   39,139
18,588 Cia Siderurgica Nacional S.A.   55,991
24 Cleveland-Cliffs, Inc.(2)   169
7,100 Corteva, Inc.*   205,332

 


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
317 Daido Steel Co., Ltd. $ 12,122
21,383 Eldorado Gold Corp.*   155,668
17,903 Empresas CMPC S.A.   41,039
51,942 Eregli Demir ve Celik Fabrikalari T.A.S.   80,676
11,603 Evraz plc   53,871
4,851 Feng Hsin Steel Co., Ltd.   8,511
21,922 First Quantum Minerals Ltd.   171,612
1,200 FMC Corp.   114,708
56,012 Fortescue Metals Group Ltd.   414,927
2,777 Franco-Nevada Corp.   315,660
42,443 Freeport-McMoRan, Inc.   471,117
3,608 Fresnillo plc   31,516
347,021 Glencore plc*   1,014,895
68,285 Gold Fields Ltd.   442,055
120,622 Grupo Mexico S.A.B. de C.V. Class B   320,650
60,747 Harmony Gold Mining Co., Ltd.*   205,063
37,894 Hindalco Industries Ltd.   99,973
7,243 Hitachi Metals Ltd.   111,321
2,944 Hyundai Steel Co.   69,056
24,025 IAMGOLD Corp.*   71,114
4,263 Imerys S.A.   184,029
25,874 Impala Platinum Holdings Ltd.*   243,128
2,286 Industrias Penoles S.A.B. de C.V.(2)   23,729
177,135 Inner Mongolia BaoTou Steel Union Co., Ltd. Class A   31,353
3,845 Interfor Corp.*   40,705
9,231 Israel Chemicals Ltd.   38,774
1,784 Jastrzebska Spolka Weglowa S.A.   8,656
18,469 JFE Holdings, Inc.   218,708
49,770 Jiangxi Copper Co., Ltd. Class H   58,686
7,595 Jindal Steel & Power Ltd.*   18,518
23,165 JSR Corp.   412,592
27,315 JSW Steel Ltd.   95,218
4,699 KGHM Polska Miedz S.A.*   110,454
94,355 Kinross Gold Corp.*   478,385
3,627 Kirkland Lake Gold Ltd.   148,736
10,023 Kobe Steel Ltd.   45,770
320 Korea Zinc Co., Ltd.   101,515
2,138 Kumba Iron Ore Ltd.   49,436
13,286 Kyoei Steel Ltd.   233,030
8,619 LafargeHolcim Ltd.*   438,024
7,121 Louisiana-Pacific Corp.   218,472
18,804 Lundin Mining Corp.   98,609
1,597 Maruichi Steel Tube Ltd.(2)   44,312
3,886 Mitsubishi Materials Corp.   97,736
20,495 MMC Norilsk Nickel PJSC ADR   660,954
81,050 MMG Ltd.*   18,130
4,337 Mondi plc   88,244
3,100 Mosaic Co.   61,504
11,606 Newcrest Mining Ltd.   232,352
4,343 Newmont Corp.   195,360
7,609 Newmont Corp.   342,862
42,300 Nine Dragons Paper Holdings Ltd.   39,974
27,982 Nippon Steel Corp.   388,264
5,296 Norbord, Inc.   155,551
178,544 Norsk Hydro ASA   558,012
9,678 Nucor Corp.   459,608
5,200 Nutrien Ltd.   221,965
9,000 Oji Holdings Corp.   45,725
5,553 Pacific Metals Co., Ltd.   103,972
204,325 Petra Diamonds Ltd.*   25,632
963 Polyus PJSC GDR   58,839
2,656 POSCO   481,183
40,127 Press Metal Aluminium Holdings Bhd   47,560
132,018 Resolute Mining Ltd.*   103,693
13,898 Rio Tinto Ltd.   901,818
36,505 Rio Tinto plc   1,952,076

 


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
11,670 Salzgitter AG $ 195,398
28,956 Sasol Ltd.   459,997
12,111 Sasol Ltd. ADR   190,990
73,016 SEMAFO, Inc.*   153,933
8,169 Severstal PJSC GDR   114,862
26,479 Shougang Fushan Resources Group Ltd.   5,213
185,664 South32 Ltd.   318,826
2,827 Southern Copper Corp.   106,521
7,253 Steel Dynamics, Inc.   216,720
5,739 Stora Enso Oyj Class R   74,495
8,629 Sumitomo Metal Mining Co., Ltd.   245,326
5,500 Suzano Papel e Celulose S.A.   50,947
12,165 Tata Steel Ltd.   74,134
16,550 Teck Resources Ltd. Class B   213,847
12,459 thyssenkrupp AG   153,196
31,731 Tokyo Steel Manufacturing Co., Ltd.   237,723
29,618 Turquoise Hill Resources Ltd.*(2)   19,247
5,357 UPL Ltd.   39,415
5,073 UPM-Kymmene Oyj   159,842
97,820 Vale S.A.   1,148,230
62,593 Vedanta Ltd.   119,879
3,739 Vicat S.A.   156,125
3,658 voestalpine AG(2)   88,582
150 Vulcan Materials Co.   21,245
2,233 Warrior Met Coal, Inc.   42,114
3,704 West Fraser Timber Co., Ltd.   148,395
90,750 Western Areas Ltd.   153,569
6,510 Wheaton Precious Metals Corp.   191,650
10,175 Yamato Kogyo Co., Ltd.   246,508
1,537 Yara International ASA   55,817
16,327 Zhaojin Mining Industry Co., Ltd. Class H   18,811
99,990 Zijin Mining Group Co., Ltd. Class H   43,876
      30,679,337
  Media & Entertainment - 0.2%    
10,945 Comcast Corp. Class A   472,715
  Real Estate - 0.6%    
2,028 American Tower Corp. REIT   469,969
23,046 British Land Co. plc REIT   168,543
5,731 Equity LifeStyle Properties, Inc. REIT   416,930
5,903 Five Point Holdings LLC Class A*   47,873
15,164 Land Securities Group plc REIT   187,493
12,909 Mitsubishi Estate Co., Ltd.   252,816
      1,543,624
  Retailing - 0.2%    
55,792 Petrobras Distribuidora S.A.   375,195
15,754 Xebio Holdings Co., Ltd.   167,585
      542,780
  Telecommunication Services - 1.2%    
134,667 BT Group plc   286,160
51,262 China Mobile Ltd.   421,356
962,804 China Telecom Corp. Ltd. Class H   374,613
2,068,000 China Tower Corp. Ltd. Class H(1)   427,475
507,848 China Unicom Hong Kong Ltd.   423,657
14,600 KDDI Corp.   441,198
8,943 KT Corp.   189,267
15,392 KT Corp. ADR*   160,385
26,675 MTN Group Ltd.   142,802
      2,866,913
  Transportation - 0.7%    
320 AP Moller - Maersk A/S Class B   382,644
4,442 Canadian National Railway Co.   415,099
13,060 D/S Norden A/S   176,287
327 J.B. Hunt Transport Services, Inc.   35,293

 


 

  The Hartford Global Real Asset Fund (consolidated)    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  8,050 Japan Airport Terminal Co., Ltd. $ 371,018
  972,930 Pacific Basin Shipping Ltd.   174,511
  98,635 PostNL N.V.   182,410
        1,737,262
    Utilities - 3.3%    
  7,275 Avangrid, Inc.   387,467
  63,277 Beijing Enterprises Holdings Ltd.   276,672
  186,771 Centrica plc   209,242
  673,146 China Longyuan Power Group Corp. Ltd. Class H   398,006
  8,400 Cia de Saneamento do Parana   198,889
  58,828 CK Infrastructure Holdings Ltd.   410,432
  4,113 Duke Energy Corp.   401,552
  38,462 E.ON SE   435,812
  6,079 Edison International   465,347
  63,667 Enel S.p.A.   554,942
  50,713 Engie S.A.   872,938
  25,999 ENN Energy Holdings Ltd.   302,236
  10,026 Exelon Corp.   477,137
  85,816 Guangdong Investment Ltd.   174,178
  982,878 Huaneng Renewables Corp. Ltd. Class H   402,017
  905 Iberdrola S.A.   9,906
  48,903 Iberdrola S.A.   535,064
  38,568 National Grid plc   512,440
  2,607 Sempra Energy   418,789
  4,342 Severn Trent plc   147,870
  49,918 Snam S.p.A.   267,544
  6,871 UGI Corp.   285,765
        8,144,245
    Total Common Stocks    
    (cost $140,144,765) $ 141,356,285
  Corporate Bonds - 0.5%    
    Construction Materials - 0.0%    
    Eagle Materials, Inc.    
$ 112,000 4.50%, 08/01/2026   116,578
    Iron/Steel - 0.0%    
    United States Steel Corp.    
  75,000 6.65%, 06/01/2037   59,625
    Oil & Gas - 0.3%    
    Carrizo Oil & Gas, Inc.    
  80,000 6.25%, 04/15/2023   80,200
    Centennial Resource Production LLC    
  90,000 5.38%, 01/15/2026(1)   84,600
    Matador Resources Co.    
  95,000 5.88%, 09/15/2026   92,986
    Noble Energy, Inc.    
  75,000 6.00%, 03/01/2041   89,825
    Occidental Petroleum Corp.    
  50,000 4.40%, 04/15/2046   50,457
    PDC Energy, Inc.    
  105,000 5.75%, 05/15/2026   101,351
  30,000 6.13%, 09/15/2024   30,075
    QEP Resources, Inc.    
  110,000 5.38%, 10/01/2022   110,275
    Southwestern Energy Co.    
  95,000 7.50%, 04/01/2026   79,297
  60,000 7.75%, 10/01/2027(2)   50,100
        769,166
    Oil & Gas Services - 0.1%    
    Alpha Star Holding Ltd.    
  200,000 6.25%, 04/20/2022(3)   197,910
    Pipelines - 0.1%    
    Antero Midstream Partners L.P. / Antero Midstream Finance Corp.    
  50,000 5.38%, 09/15/2024   44,275

 


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 130,000 5.75%, 03/01/2027(1) $ 101,361
    EnLink Midstream LLC    
  35,000 5.38%, 06/01/2029   31,675
        177,311
    Total Corporate Bonds    
    (cost $1,325,975) $ 1,320,590
Foreign Government Obligations - 3.0%    
    Argentina - 0.1%    
    Argentina POM Politica Monetaria    
ARS 4,100,000 53.32%, 06/21/2020(4)   46,170
    Argentine Republic Government International Bond    
EUR 100,000 3.38%, 01/15/2023   49,075
  125,000 5.00%, 01/15/2027(3)   57,879
        153,124
    Canada - 0.1%    
    Canadian Government Real Return Bond    
CAD 295,099 4.25%, 12/01/2026(5)   288,121
    Germany - 0.5%    
    Deutsche Bundesrepublik Inflation Linked Bond    
EUR 832,771 0.10%, 04/15/2026(3)(5)   1,017,080
  248,381 0.50%, 04/15/2030(3)(5)   333,821
        1,350,901
    Greece - 0.1%    
    Hellenic Republic Government Bond    
  31,375,000 0.00%, 10/15/2042(4)   125,267
    Indonesia - 0.3%    
    Indonesia Treasury Bond    
IDR10,509,000,000 8.38%, 03/15/2034   845,723
    Japan - 0.5%    
    Japanese Government CPI Linked Bond    
JPY 99,490,950 0.10%, 03/10/2026(5)   937,201
  42,294,225 0.10%, 03/10/2028(5)   399,854
        1,337,055
    Mexico - 0.2%    
    Mexican Bonos    
MXN 4,300,300 8.00%, 11/07/2047   256,484
    Mexican Udibonos    
  4,132,043 4.00%, 11/08/2046(5)   245,740
        502,224
    Nigeria - 0.1%    
    Nigeria Government International Bond    
$ 200,000 7.88%, 02/16/2032(3)   209,100
    Russia - 0.6%    
    Russian Federal Bond - OFZ    
RUB 31,350,000 6.90%, 05/23/2029   517,781
    Russian Federal Inflation Linked Bond - OFZ    
  58,715,924 2.50%, 02/02/2028(5)   901,022
        1,418,803
    Saudi Arabia - 0.1%    
    Saudi Government International Bond    
$ 200,000 4.38%, 04/16/2029(3)   228,191
    South Africa - 0.2%    
    Republic of South Africa Government Bond - CPI Linked    
ZAR 7,675,746 1.88%, 03/31/2029(5)   439,029
    South Korea - 0.2%    
    Inflation Linked Korea Treasury Bond    
KRW 551,026,234 1.75%, 06/10/2028(5)   493,962

 


 

The Hartford Global Real Asset Fund (consolidated)    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Thailand - 0.0%    
    Thailand Government Bond    
THB 2,770,628 1.25%, 03/12/2028(3)(5) $ 88,547
    Total Foreign Government Obligations    
    (cost $7,487,130) $ 7,480,047
U.S. Government Securities - 21.2%    
    United States - 21.2%    
    U.S. Treasury Bonds - 4.2%    
$$ 607,308 0.75%, 02/15/2045(5) $ 674,707
  234,419 0.88%, 02/15/2047(5)   270,345
  119,409 1.00%, 02/15/2046(5)   140,749
  751,893 1.75%, 01/15/2028(5)   863,944
  3,164,022 2.00%, 01/15/2026(5)   3,573,814
  1,536,909 2.38%, 01/15/2025(5)   1,732,905
  828,667 2.38%, 01/15/2027(5)   974,937
  960,059 3.63%, 04/15/2028(5)   1,252,662
  678,269 3.88%, 04/15/2029(5)   925,564
        10,409,627
    U.S. Treasury Notes - 17.0%    
  1,878,585 0.13%, 04/15/2021(5)   1,874,366
  3,903,744 0.13%, 01/15/2022(5)(6)   3,912,960
  4,139,446 0.13%, 01/15/2023(5)   4,168,236
  1,901,337 0.13%, 07/15/2024(5)(6)   1,935,306
  1,299,259 0.13%, 07/15/2026(5)   1,329,101
  4,995,373 0.25%, 01/15/2025(5)   5,108,194
  753,767 0.25%, 07/15/2029(5)   783,137
  2,599,235 0.38%, 07/15/2023(5)   2,655,156
  1,970,138 0.38%, 07/15/2025(5)   2,039,515
  1,722,966 0.38%, 01/15/2027(5)   1,786,591
  1,238,338 0.38%, 07/15/2027(5)   1,291,460
  1,091,151 0.50%, 01/15/2028(5)   1,146,396
  1,263,799 0.63%, 07/15/2021(5)   1,276,752
  347,622 0.63%, 04/15/2023(5)   355,394
  4,912,513 0.63%, 01/15/2024(5)(7)   5,067,804
  1,462,454 0.63%, 01/15/2026(5)   1,532,569
  1,011,469 0.75%, 07/15/2028(5)   1,090,842
  3,614,186 0.88%, 01/15/2029(5)   3,939,489
  884,211 1.25%, 07/15/2020(5)   890,356
        42,183,624
    Total U.S. Government Securities    
    (cost $50,868,696) $ 52,593,251
Convertible Bonds - 0.1%    
    Oil & Gas - 0.1%    
    Oasis Petroleum, Inc.    
  40,000 2.63%, 09/15/2023   28,113
    PDC Energy, Inc.    
  75,000 1.13%, 09/15/2021(2)   70,895
    Total Convertible Bonds    
    (cost $100,091) $ 99,008
Exchange-Traded Funds - 2.9%    
    Other Investment Pools & Funds - 2.9%    
  57,347 Invesco Senior Loan ETF   1,296,616
  81,200 SPDR S&P Oil & Gas Exploration & Production ETF   1,555,792
  152,605 VanEck Vectors Gold Miners ETF   4,424,019
    Total Exchange-Traded Funds    
    (cost $7,128,877) $ 7,276,427
Preferred Stocks - 0.1%      
    Materials - 0.1%    
  30,254 Gerdau S.A. $ 141,641
  1,679 Sociedad Quimica y Minera de Chile S.A. Series B $ 46,823
    Total Preferred Stocks    
    (cost $156,599) $ 188,464

 


 

The Hartford Global Real Asset Fund (consolidated) Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Total Long-Term Investments    
(cost $207,212,133) $ 210,314,072

 

Short-Term Investments - 11.8%        
  Other Investment Pools & Funds - 11.2%        
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,        
27,811,275 Institutional Class, 1.49%(8)       27,811,275
  Securities Lending Collateral - 0.6%        
66,591 Citibank NA DDCA, 1.58%, 2/3/2020(8)       66,591
  Fidelity Investments Money Market Funds, Government Portfolio,        
310,684 Institutional Class, 1.50%(8)       310,684
  Goldman Sachs Financial Square Funds, Government Fund, Institutional        
262,512 Class, 1.72%(8)       262,512
95,479 JPMorgan Prime Money Market Fund, 1.69%(8)       95,479
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
250,625 Class, 1.71%(8)       250,625
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
346,036 1.71 %(8)     346,036
          1,331,927
  Total Short-Term Investments        
  (cost $29,143,202)   $   29,143,202
  Total Investments Excluding Purchased Options        
  (cost $236,355,335)   96.6 % $ 239,457,274
  Total Purchased Options        
  (cost $1,750)   0.0 % $ 1,145
  Total Investments        
  (cost $236,357,085)   96.6 % $ 239,458,419
  Other Assets and Liabilities   3.4 % 8,459,175
 
  Total Net Assets   100.0 % $ 247,917,594
 
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.
  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, 2020, the Fund invested 15.8% 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, 2020, the aggregate value of these securities was $1,244,819, 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)      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, 2020, the aggregate value of these securities was $2,132,528, representing 0.9% 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)      The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(6)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $1,577,454.
(7)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $82,529.
(8)      Current yield as of period end.
    OTC Option Contracts Outstanding at January 31, 2020                      
 
                    Premiums        
                      Paid Unrealized  
  Counter Exercise Price/FX   Expiration Number of   Notional   Market (Received) Appreciation/  
Description -party Rate/Rate   Date Contracts   Amount   Value † by Fund (Depreciation)  
Purchased option contracts:                              
Puts                                
 
USD Put/CAD Call BOA 1.28 USD 07/20/20 659,000 USD   659,000 $ 1,145 $ 1,750 $   (605 )
 
 
Total purchased option contracts               $ 1,145 $ 1,750 $   (605 )
 
 
    Futures Contracts Outstanding at January 31, 2020                  
                        Value and      
        Number           Current   Unrealized      
        of           Notional   Appreciation/      
Description       Contracts Expiration Date   Amount   (Depreciation)      
 
Long position contracts:                              
Brent Crude Oil Future     14 05/29/2020 $   783,720 $ (104,018 )
Brent Crude Oil Future     9 09/30/2020     497,250     (611 )    
Copper Future       7 05/27/2020     441,525     (49,633 )    
Cotton No. 2 Future       12 05/06/2020     409,860     (12,634 )    
Cotton No. 2 Future       7 12/08/2020     240,555     (4,304 )    
Gasoline Future       6 04/30/2020     420,563     (49,538 )    
Gasoline Future       7 08/31/2020     467,048     (342 )    
Gold 100oz Future       7 04/28/2020     1,111,530     5,972      
Gold 100oz Future       20 06/26/2020     3,187,600     48,743      
LME Copper Future       3 03/16/2020     417,019     (23,070 )    
LME Lead Future       1 03/16/2020     47,025     (1,250 )    
LME Nickel Future       15 03/16/2020     1,153,125   (103,849 )
LME Nickel Future       10 05/18/2020     772,140     (40,545 )    
LME Primary Aluminum Future     5 03/16/2020     213,875     (7,896 )    
LME Primary Aluminum Future     3 12/16/2020     133,425     (1,943 )    
LME Zinc Future       14 03/16/2020     771,750     (41,412 )    
LME Zinc Future       13 05/18/2020     714,594     (22,223 )    
LME Zinc Future       2 12/14/2020     109,175     558      
Live Cattle Future       9 06/30/2020     401,670     (27,934 )    
Live Cattle Future       6 08/31/2020     263,460     (443 )    
NY Harbor ULSD Future     4 04/30/2020     274,814     (49,383 )    
Soybean Future       16 05/14/2020     709,400     (45,005 )    
Soybean Meal Future       17 03/13/2020     494,700     (9,076 )    
Soybean Meal Future       17 05/14/2020     503,710     (15,778 )    
U.S. Treasury 5-Year Note Future     10 03/31/2020     1,203,203     12,791      
Total                     $ (542,823 )    
Short position contracts:                              
10-Year Mini JGB Future     1 03/12/2020 $   141,110 $   (465 )    
Euro-Bund Future       4 03/06/2020     776,512     (14,001 )    
Japan 10-Year Bond Future     1 03/13/2020 $   1,410,733 $   (4,344 )    
LME Lead Future       1 03/16/2020     47,025     610      
LME Nickel Future       9 03/16/2020     691,875     26,026      
LME Nickel Future       2 05/18/2020     154,428     14,340      
LME Primary Aluminum Future     5 03/16/2020     213,875     3,135      
LME Primary Aluminum Future     3 12/16/2020     133,425     8,841      
LME Zinc Future       14 03/16/2020     771,750     9,047      
LME Zinc Future       4 05/18/2020     219,875     10,038      
LME Zinc Future       2 12/14/2020     109,175     16,254      

 


 

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

U.S. Treasury 10-Year Note Future         123 03/20/2020   16,193,719   (285,072 )
U.S. Treasury Ultra Bond Future         7 03/20/2020   1,355,813       (41,458 )
 
Total                             $     (257,049 )
 
Total futures contracts                           $     (799,872 )
 
    OTC Credit Default Swap Contracts Outstanding at January 31, 2020                      
 
                Periodic Upfront   Upfront           Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums   Premiums   Market     Appreciation/  
Reference Entity party Amount (a) Fixed Rate   Date Frequency Paid   Received   Value † (Depreciation)  
Credit default swaps on indices:                                      
Buy protection:                                          
CMBX.NA.BBB-.7 GSC USD 150,000 (3.00 %) 01/17/47 Monthly $ 8,186 $ —$     458 $   (7,728 )
CMBX.NA.BBB-.8 GSC USD 150,000 (3.00 %) 10/17/57 Monthly   12,434       4,159         (8,275 )
 
 
Total                 $ 20,620 $ — $ 4,617   $   (16,003 )
 
Total traded indices               $ 20,620 $   $ 4,617   $   (16,003 )
Credit default swaps on single-name issues:                                    
Buy protection:                                          
Republic of               Semi-                          
Colombia MSC USD 585,000   (1.00 %) 12/20/24 Annual $ $ (8,444 ) $   (5,640 ) $ 2,804  
Republic of               Semi-                          
Indonesia JPM USD 585,000   (1.00 %) 12/20/24 Annual     (9,771 )   (9,715 )     56  
Republic of                                          
Malaysia JPM USD 580,000   (1.00 %) 12/20/24 Quarterly     (16,862 )   (16,627 )     235  
Russian                                          
Federation BCLY USD 585,000   (1.00 %) 12/20/24 Quarterly     (10,720 )   (10,470 )     250  
 
 
Total                 $ $ (45,797 ) $ (42,452 ) $   3,345  
 
 
Total single-name issues             $ $ (45,797 ) $ (42,452 ) $   3,345  
 
Total OTC contracts               $ 20,620 $ (45,797 ) $ (37,835 ) $   (12,658 )

 

(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, 2020

              Periodic             Unrealized
    Notional (Pay)/Receive   Expiration   Payment             Appreciation/
Reference Entity   Amount (a) Fixed Rate   Date   Frequency Cost Basis     Value †       (Depreciation)
Credit default swaps on indices:                            
Buy protection:                            
 
 
ITRAXX.EUR.32.V1 EUR 5,205,000 (1.00 %) 12/20/24   Quarterly $ (162,450)   $ (158,617 ) $   3,833
 
Total           $ (162,450 ) $ (158,617 )   $ 3,833

 

(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.
  OTC Total Return Swap Contracts Outstanding at January 31, 2020                
 
      Payments                      
        received Periodic   Upfront   Upfront         Unrealized  
  Counter- Notional (paid) by the Expiration Payment Premiums   Premiums   Market     Appreciation/  
Reference Entity party Amount Fund Date Frequency   Paid   Received   Value †     (Depreciation)  
iBoxx USD Liquid                                
Investment Grade Index BNP USD 640,000 (1.00%) 06/20/20 Quarterly $ $ (27 ) $ (15,994 ) $ (15,967 )
Uranium 308 Physical Spot GSC USD 170,378 06/30/20 Maturity       (10,812 )   (10,812 )

 


 

The Hartford Global Real Asset Fund (consolidated)              
Schedule of Investments – (continued)              
 
January 31, 2020 (Unaudited)              
Total   $ $ (27 ) $ (26,806) $ (26,779)
  Bond Forward Contracts Outstanding at January 31, 2020            
                Unrealized
  Reference Notional     Expiration     Appreciation/
Counterparty Obligation Amount     Date     (Depreciation)

 

BOA U.S. Treasury Bonds, 0.75%, 07/15/2028 USD 11,323,228 02/28/2020 $ 120,005

 

    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
110,000 AUD 74,313 USD RBC 02/28/20 $ $ (643 )
255,000 BRL 59,726 USD DEUT 02/04/20     (198 )
510,000 BRL 124,671 USD MSC 02/04/20     (5,615 )
255,000 BRL 60,380 USD DEUT 03/03/20     (940 )
345,000 CAD 261,907 USD BMO 02/28/20     (1,226 )
4,557,200,000 COP 1,341,517 USD BCLY 02/28/20     (11,090 )
2,060,000 EUR 2,271,925 USD UBS 02/28/20   16,506    
224,000 EUR 247,251 USD CBK 02/28/20   1,588    
10,931,000,000 IDR 796,952 USD BCLY 02/28/20   1,676    
668,895,000 JPY 6,148,554 USD MSC 02/28/20   33,490    
10,940,000 MXN 581,318 USD CBK 02/28/20     (4,661 )
3,650,000 NOK 399,004 USD SCB 02/28/20     (2,137 )
4,630,000 RUB 73,680 USD BOA 02/28/20     (1,502 )
10,900,000 SEK 1,134,503 USD GSC 02/28/20     (805 )
122,992 USD 510,000 BRL MSC 02/04/20   3,936    
60,455 USD 255,000 BRL DEUT 02/04/20   927    
290,755 USD 383,000 CAD BMO 02/28/20   1,362    
2,286,170 USD 2,220,000 CHF SSG 02/28/20     (22,990 )
16,427,872 USD 14,883,000 EUR CBK 02/28/20     (105,488 )
2,381,965 USD 1,829,000 GBP GSC 02/28/20     (34,971 )
593,705 USD 8,143,251,000 IDR BCLY 02/28/20     (1,248 )
320,102 USD 1,105,000 ILS BOA 02/28/20     (469 )
1,347,048 USD 146,544,000 JPY MSC 02/28/20     (7,337 )
499,359 USD 587,676,000 KRW MSC 02/28/20   6,050    
392,097 USD 7,379,000 MXN CBK 02/28/20   3,144    
1,340,441 USD 84,232,000 RUB BOA 02/28/20   27,330    
88,316 USD 2,731,000 THB JPM 02/28/20   653    
453,032 USD 6,638,000 ZAR JPM 02/28/20   12,332    
Total           $ 108,994 $ (201,320 )

 

  • 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 BMO

BNP BOA CBK

DEUT GSC JPM MSC RBC SCB SSG UBS

Currency Abbreviations:

ARS AUD

Barclays Bank of Montreal

BNP Paribas Securities Services Banc of America Securities LLC Citibank NA

Deutsche Bank Securities, Inc. Goldman Sachs & Co. JP Morgan Chase & Co. Morgan Stanley RBC Dominion Securities, Inc. Standard Chartered Bank State Street Global Markets LLC UBS AG

Argentine Peso Australian Dollar

 


 

The Hartford Global Real Asset Fund (consolidated) Schedule of Investments – (continued) January 31, 2020 (Unaudited)

BRL CAD CHF COP EUR GBP IDR ILS JPY KRW MXN NOK RUB SEK THB USD ZAR

Index Abbreviations:

CMBX.NA ITRAXX.EUR

Brazilian Real Canadian Dollar Swiss Franc Colombian Peso Euro British Pound Indonesian Rupiah Israeli Shekel Japanese Yen South Korean Won Mexican Peso Norwegian Krone Russian Ruble Swedish Krona Thai Baht United States Dollar South African Rand

Markit Commercial Mortgage Backed North American Markit iTraxx - Europe

Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield

iBoxx

Other Abbreviations:

ADR

DDCA ETF GDR OTC PJSC PT REIT SPDR

Bond Markets

American Depositary Receipt

Dollars on Deposit in Custody Account Exchange-Traded Fund Global Depositary Receipt Over-the-Counter Private Joint Stock Company Perseroan Terbatas Real Estate Investment Trust Standard & Poor's Depositary Receipt

 


 

The Hartford Global Real Asset Fund (consolidated) Schedule of Investments January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                          
Common Stocks                          
Automobiles & Components $ 228,134     $     $ 228,134   $
Banks   5,543,847       196,044       5,347,803    
Capital Goods   3,080,676       1,551,205       1,529,471    
Commercial & Professional Services   1,169,887       494,964       674,923    
Consumer Durables & Apparel   1,186,672       1,186,672          
Diversified Financials   1,436,163       450,876       985,287    
Energy   80,459,819       47,378,887       33,080,932    
Food & Staples Retailing   371,458             371,458    
Food, Beverage & Tobacco   603,433       423,705       179,728    
Insurance   1,289,320             1,289,320    
Materials   30,679,337       9,507,275       21,172,062    
Media & Entertainment   472,715       472,715          
Real Estate   1,543,624       934,772       608,852    
Retailing   542,780       375,195       167,585    
Telecommunication Services   2,866,913       446,545       2,420,368    
Transportation   1,737,262       809,089       928,173    
Utilities   8,144,245       2,992,058       5,152,187    
Corporate Bonds   1,320,590             1,320,590    
Foreign Government Obligations   7,480,047             7,480,047    
U.S. Government Securities   52,593,251             52,593,251    
Convertible Bonds   99,008             99,008    
Exchange-Traded Funds   7,276,427       7,276,427          
Preferred Stocks   188,464       141,641       46,823    
Short-Term Investments   29,143,202       29,143,202          
Purchased Options   1,145             1,145    
Bond Forward Contracts(2)   120,005             120,005    
Foreign Currency Contracts(2)   108,994             108,994    
Futures Contracts(2)   156,355       156,355          
Swaps - Credit Default(2)   7,178             7,178    
 
Total $ 239,850,951   $ 103,937,627   $ 135,913,324   $
Liabilities                          
Foreign Currency Contracts(2) $ (201,320 )   $     $ (201,320 ) $
Futures Contracts(2)   (956,227 )     (956,227 )        
Swaps - Credit Default(2)   (16,003 )           (16,003 )  
Swaps - Total Return(2)   (26,779 )           (26,779 )  
Total $ (1,200,329 )   $ (956,227 )   $ (244,102 ) $

 

(1) For the period ended January 31, 2020, 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 Growth Allocation Fund        
 
Schedule of Investments        
January 31, 2020 (Unaudited)        
 
 
Shares or Principal Amount     Market Value  
Affiliated Investment Companies - 99.9%        
  Domestic Equity Funds - 59.4%        
3,015,558 Hartford Core Equity Fund, Class F $   106,207,945  
1,725,209 Hartford Multifactor US Equity ETF     57,863,510  
2,954,455 Hartford Small Cap Value Fund, Class F     28,067,321  
3,626,802 The Hartford Equity Income Fund, Class F     69,598,327  
842,838 The Hartford Growth Opportunities Fund, Class F     36,629,731  
953,745 The Hartford MidCap Fund, Class F     30,224,168  
1,357,989 The Hartford Small Company Fund, Class F     30,296,738  
  Total Domestic Equity Funds        
  (cost $326,051,134) $   358,887,740  
  International/Global Equity Funds - 21.2%        
1,252,158 Hartford Emerging Markets Equity Fund, Class F     10,993,952  
1,564,823 Hartford Multifactor Developed Markets (ex-US) ETF     44,941,716  
4,658,833 Hartford Schroders International Multi-Cap Value Fund, Class F     41,556,792  
1,927,664 The Hartford International Opportunities Fund, Class F     30,630,585  
  Total International/Global Equity Funds        
  (cost $128,392,825) $   128,123,045  
  Multi-Strategy Funds - 3.5%        
2,439,027 The Hartford Global Real Asset Fund, Class F     20,853,682  
  Total Multi-Strategy Funds        
  (cost $21,846,591) $   20,853,682  
  Taxable Fixed Income Funds - 15.8%        
  Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class        
544,910 F     5,056,764  
439,354 Hartford Short Duration ETF     18,044,269  
366,562 Hartford Total Return Bond ETF     15,008,258  
2,291,317 The Hartford Quality Bond Fund, Class F     23,463,087  
852,292 The Hartford Strategic Income Fund, Class F     7,525,740  
2,512,053 The Hartford World Bond Fund, Class F     26,652,887  
  Total Taxable Fixed Income Funds        
  (cost $93,629,179) $   95,751,005  
  Total Affiliated Investment Companies        
  (cost $569,919,729) $   603,615,472  
Short-Term Investments - 0.2%        
  Other Investment Pools & Funds - 0.2%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
1,242,297 1.49%(1)     1,242,297  
  Total Short-Term Investments        
  (cost $1,242,297) $   1,242,297  
  Total Investments        
  (cost $571,162,026) 100.1 % $ 604,857,769  
  Other Assets and Liabilities (0.1 )% (329,477 )
 
  Total Net Assets 100.0 % $ 604,528,292  
 
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)


 

The Hartford Growth Allocation Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Other Abbreviations:
ETF

Exchange-Traded Fund


 

The Hartford Growth Allocation Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Affiliated Investment Companies $ 603,615,472 $ 603,615,472 $ $
Short-Term Investments   1,242,297   1,242,297    
Total $ 604,857,769 $ 604,857,769 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

The Hartford Healthcare Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 98.0%    
  Biotechnology - 23.5%    
116,200 89bio, Inc.*(1) $ 3,104,864
85,667 Aimmune Therapeutics, Inc.*   2,659,960
692,319 Alkermes plc*   12,053,274
115,551 Alnylam Pharmaceuticals, Inc.*   13,264,099
299,780 Apellis Pharmaceuticals, Inc.*   12,323,956
147,725 Arena Pharmaceuticals, Inc.*   6,749,555
19,348 Argenx SE ADR*   2,791,723
172,159 Assembly Biosciences, Inc.*   3,023,112
51,371 Biogen, Inc.*   13,811,093
38,600 Black Diamond Therapeutics, Inc.*   1,447,500
128,511 Bluebird Bio, Inc.*   10,241,042
263,584 Coherus Biosciences, Inc.*   4,755,055
191,382 Constellation Pharmaceuticals, Inc.*   6,323,261
559,964 Forty Seven, Inc.*   20,645,873
350,342 G1 Therapeutics, Inc.*   6,782,621
36,080 Galapagos N.V.*   8,063,844
56,185 Genmab A/S*   12,933,240
155,080 Genus plc   6,300,022
200,778 Global Blood Therapeutics, Inc.*   13,102,772
413,092 GlycoMimetics, Inc.*(1)   1,768,034
206,147 Heron Therapeutics, Inc.*   4,300,226
955,600 ImmunoGen, Inc.*   4,515,210
99,808 Incyte Corp.*   7,292,971
833,817 Ironwood Pharmaceuticals, Inc.*   10,072,509
99,064 Kodiak Sciences, Inc.*   6,049,839
87,357 Madrigal Pharmaceuticals, Inc.*   7,252,378
598,122 Momenta Pharmaceuticals, Inc.*   17,357,500
224,209 Myovant Sciences Ltd.*   2,847,454
393,470 PhaseBio Pharmaceuticals, Inc.*(1)   1,959,481
561,388 Portola Pharmaceuticals, Inc.*(1)   7,180,153
138,756 Radius Health, Inc.*   2,436,555
1,439,709 Rigel Pharmaceuticals, Inc.*   3,253,742
207,226 Seattle Genetics, Inc.*   22,461,226
578,601 Syndax Pharmaceuticals, Inc.*   5,427,277
75,209 Turning Point Therapeutics, Inc.*   4,399,727
181,019 UroGen Pharma Ltd.*(1)   5,323,769
144,765 Vertex Pharmaceuticals, Inc.*   32,868,893
210,141 Zai Lab Ltd. ADR*   10,715,090
63,387 Zealand Pharma A/S ADR*(1)   2,425,187
      320,284,087
  Health Care Equipment - 24.3%    
709,590 Abbott Laboratories   61,833,673
186,622 AtriCure, Inc.*   7,259,596
308,939 Baxter International, Inc.   27,563,538
48,484 Becton Dickinson and Co.   13,341,827
994,945 Boston Scientific Corp.*   41,658,347
239,448 Danaher Corp.   38,520,000
91,275 Edwards Lifesciences Corp.*   20,067,721
58,109 Hill-Rom Holdings, Inc.   6,188,027
498,425 Medtronic plc   57,538,182
187,303 NuVasive, Inc.*   14,444,807
177,239 Shockwave Medical, Inc.*(1)   7,695,717
866,612 Smith & Nephew plc   20,851,464
296,800 Venus MedTech Hangzhou, Inc. Class H*(4)   1,553,436
90,571 Zimmer Biomet Holdings, Inc.   13,395,451
      331,911,786
  Health Care Facilities - 3.5%    
309,128 Acadia Healthcare Co., Inc.*   9,932,283
133,398 Encompass Health Corp.   10,275,648
189,910 HCA Healthcare, Inc.   26,359,508

 


 

The Hartford Healthcare Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
76,304 NMC Health plc $ 1,297,643
      47,865,082
  Health Care Services - 0.9%    
40,709 Amedisys, Inc.*   7,184,731
410,659 R1 RCM, Inc.*   5,133,238
      12,317,969
  Health Care Technology - 0.9%    
321,253 HMS Holdings Corp.*   8,776,632
35,736 Teladoc Health, Inc.*(1)   3,634,708
      12,411,340
  Life Sciences Tools & Services - 8.6%    
139,600 Adaptive Biotechnologies Corp.*   4,174,738
36,317 Bio-Techne Corp.   7,625,481
80,154 ICON plc*   13,515,568
1,042,437 Pharmaron Beijing Co., Ltd. Class H*(4)   6,684,181
134,204 PRA Health Sciences, Inc.*   13,596,207
311,000 QIAGEN N.V.*   10,387,638
27,022 Tecan Group AG   7,639,036
153,076 Thermo Fisher Scientific, Inc.   47,941,873
501,845 WuXi AppTec Co., Ltd. Class H(4)   6,078,521
      117,643,243
  Managed Health Care - 9.2%    
128,956 Anthem, Inc.   34,209,448
274,180 Centene Corp.*   17,221,246
62,675 Humana, Inc.   21,073,842
42,718 Molina Healthcare, Inc.*   5,253,032
486,400 Notre Dame Intermedica Participacoes S.A.   7,974,162
146,854 UnitedHealth Group, Inc.   40,010,372
      125,742,102
  Pharmaceuticals - 27.1%    
539,228 Amneal Pharmaceuticals, Inc.*   2,421,134
760,900 AstraZeneca plc ADR   37,055,830
937,521 Bristol-Myers Squibb Co.   59,016,947
91,430 Chugai Pharmaceutical Co., Ltd.   9,365,055
194,675 Daiichi Sankyo Co., Ltd.   13,155,571
225,795 Eisai Co., Ltd.   17,016,280
270,720 Elanco Animal Health, Inc.*   8,365,248
372,084 Eli Lilly & Co.   51,957,810
50,483 Hikma Pharmaceuticals plc   1,219,031
103,999 Hutchison China MediTech Ltd. ADR*   2,553,175
123,884 Laboratorios Farmaceuticos Rovi S.A.   3,421,098
860,669 MediWound Ltd.*   2,590,614
598,991 Mylan N.V.*   12,830,387
157,405 MyoKardia, Inc.*   10,708,262
91,116 Novartis AG   8,607,555
273,141 Odonate Therapeutics, Inc.*   7,975,717
291,445 Ono Pharmaceutical Co., Ltd.   6,711,053
1,936,387 Pfizer, Inc.   72,111,052
277,226 Revance Therapeutics, Inc.*   6,201,546
130,491 Satsuma Pharmaceuticals, Inc.*(1)   3,225,737
78,870 Takeda Pharmaceutical Co., Ltd.   3,028,875
360,168 Teva Pharmaceutical Industries Ltd. ADR*   3,745,747
190,512 Theravance Biopharma, Inc.*(1)   5,311,475
248,623 Tricida, Inc.*   8,766,447
113,726 UCB S.A.   10,465,313
211,880 WaVe Life Sciences Ltd.*(1)   1,504,348
      369,331,307
  Total Common Stocks    
  (cost $1,041,145,944) $ 1,337,506,916
Rights - 0.0%      
  Biotechnology - 0.0%    
66,213 Clementia Pharmaceuticals, Inc.*(3)(4) $ 89,387

 


 

The Hartford Healthcare Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
  Total Rights          
  (cost $89,387)   $   89,387  
  Total Long-Term Investments          
  (cost $1,041,235,331)   $   1,337,596,303  
 
Short-Term Investments - 3.3%          
  Other Investment Pools & Funds - 1.4%          
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,          
18,633,080 Institutional Class, 1.49%(5)   $   18,633,080  
  Securities Lending Collateral - 1.9%          
1,321,617 Citibank NA DDCA, 1.58%, 2/3/2020(5)       1,321,617  
  Fidelity Investments Money Market Funds, Government Portfolio,          
6,166,031 Institutional Class, 1.50%(5)       6,166,031  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional          
5,209,978 Class, 1.72%(5)       5,209,978  
1,894,942 JPMorgan Prime Money Market Fund, 1.69%(5)       1,894,942  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
4,974,068 Class, 1.71%(5)       4,974,068  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
6,867,661 1.71 %(5)     6,867,661  
          26,434,297  
  Total Short-Term Investments          
  (cost $45,067,377)   $   45,067,377  
  Total Investments          
  (cost $1,086,302,708)   101.3 % $ 1,382,663,680  
  Other Assets and Liabilities   (1.3 )% (17,768,525 )
 
  Total Net Assets   100.0 % $ 1,364,895,155  
 
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)      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, 2020, the aggregate fair value of this security was $89,388, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(3)      Investment valued using significant unobservable inputs.
(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, 2020, the aggregate value of these securities was $14,316,138, representing 1.0% of net assets.
(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:  
ADR American Depositary Receipt
DDCA Dollars on Deposit in Custody Account

 


 

The Hartford Healthcare Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total   Level 1   Level 2 Level 3(1)  
Assets                
Common Stocks                
Biotechnology $ 320,284,087 $ 292,986,981 $ 27,297,106 $
Health Care Equipment   331,911,786   311,060,322   20,851,464  
Health Care Facilities   47,865,082   46,567,439   1,297,643  
Health Care Services   12,317,969   12,317,969    
Health Care Technology   12,411,340   12,411,340    
Life Sciences Tools & Services   117,643,243   93,538,048   24,105,195  
Managed Health Care   125,742,102   125,742,102    
Pharmaceuticals   369,331,307   299,762,574   69,568,733  
Rights   89,387       89,387
Short-Term Investments   45,067,377   45,067,377    
Total $ 1,382,663,680 $ 1,239,454,152 $ 143,120,141 $ 89,387

 

(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2020 is not presented.


 

The Hartford High Yield Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Corporate Bonds - 86.3%    
    Advertising - 0.3%    
    Lamar Media Corp.    
$ 280,000 3.75%, 02/15/2028(1)(2) $ 281,870
  965,000 5.75%, 02/01/2026   1,018,075
        1,299,945
    Aerospace/Defense - 1.7%    
    DAE Funding LLC    
  430,000 4.50%, 08/01/2022(1)   437,525
  865,000 5.00%, 08/01/2024(1)   905,006
    TransDigm, Inc.    
  2,150,000 5.50%, 11/15/2027(1)   2,163,223
  2,780,000 6.25%, 03/15/2026(1)   2,998,230
        6,503,984
    Airlines - 1.1%    
    Bombardier, Inc.    
  2,515,000 6.13%, 01/15/2023(1)   2,482,129
  1,635,000 7.88%, 04/15/2027(1)   1,549,081
        4,031,210
    Auto Parts & Equipment - 1.1%    
    Adient Global Holdings Ltd.    
EUR 1,225,000 3.50%, 08/15/2024(3)   1,305,057
$ 695,000 4.88%, 08/15/2026(1)   655,037
    Adient U.S. LLC    
  260,000 7.00%, 05/15/2026(1)   284,701
    American Axle & Manufacturing, Inc.    
  210,000 6.25%, 04/01/2025   214,622
  565,000 6.50%, 04/01/2027   577,713
    Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.    
  1,200,000 8.50%, 05/15/2027(1)   1,290,000
        4,327,130
    Chemicals - 0.4%    
    CF Industries, Inc.    
  170,000 4.95%, 06/01/2043   181,900
  945,000 5.15%, 03/15/2034   1,091,475
  270,000 5.38%, 03/15/2044   303,696
        1,577,071
    Coal - 0.0%    
    Foresight Energy LLC / Foresight Energy Finance Corp.    
  1,910,000 11.50%, 04/01/2023(1)   46,556
    Commercial Banks - 1.5%    
    Banco de Sabadell S.A.    
    6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR    
EUR 2,000,000 Swap + 6.414% thereafter)(3)(4)(5)   2,342,645
    Credit Suisse Group AG    
    6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD    
$ 3,065,000 Swap + 3.455% thereafter)(3)(4)(5)   3,378,991
        5,721,636
    Commercial Services - 2.7%    
    APX Group, Inc.    
  2,075,000 7.63%, 09/01/2023   2,028,312
  1,345,000 7.88%, 12/01/2022   1,367,882
    Ashtead Capital, Inc.    
  1,710,000 4.00%, 05/01/2028(1)   1,752,750
    Brand Industrial Services, Inc.    
  830,000 8.50%, 07/15/2025(1)   831,967
    Cardtronics, Inc. / Cardtronics USA, Inc.    
  120,000 5.50%, 05/01/2025(1)   124,200
    Herc Holdings, Inc.    
  1,650,000 5.50%, 07/15/2027(1)   1,723,755

 


 

  The Hartford High Yield Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Service Corp. International    
$ 460,000 4.63%, 12/15/2027 $ 480,999
  355,000 5.13%, 06/01/2029   378,040
    United Rentals North America, Inc.    
  560,000 4.63%, 10/15/2025   572,250
  1,025,000 5.88%, 09/15/2026   1,090,344
        10,350,499
    Construction Materials - 1.1%    
    Cemex Finance LLC    
  1,072,000 6.00%, 04/01/2024(1)   1,097,460
    Norbord, Inc.    
  820,000 5.75%, 07/15/2027(1)   861,000
    Standard Industries, Inc.    
  520,000 4.75%, 01/15/2028(1)   533,325
  1,760,000 5.38%, 11/15/2024(1)   1,808,400
        4,300,185
    Distribution/Wholesale - 0.9%    
    American Builders & Contractors Supply Co., Inc.    
  1,000,000 4.00%, 01/15/2028(1)   1,008,240
    Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK)    
  1,010,000 8.63%, 09/15/2024(1)(6)   1,052,925
    IAA, Inc.    
  600,000 5.50%, 06/15/2027(1)   636,690
    Performance Food Group, Inc.    
  550,000 5.50%, 10/15/2027(1)   578,875
        3,276,730
    Diversified Financial Services - 4.0%    
    Ally Financial, Inc.    
  1,485,000 3.88%, 05/21/2024   1,566,051
    Credit Acceptance Corp.    
  730,000 5.13%, 12/31/2024(1)   762,850
  1,445,000 6.63%, 03/15/2026(1)   1,556,987
    Fly Leasing Ltd.    
  735,000 5.25%, 10/15/2024   763,481
    goeasy Ltd.    
  1,745,000 5.38%, 12/01/2024(1)   1,786,444
    Navient Corp.    
  1,106,000 6.50%, 06/15/2022   1,175,125
    Springleaf Finance Corp.    
  820,000 6.13%, 05/15/2022   873,300
  430,000 6.13%, 03/15/2024   466,550
  575,000 6.88%, 03/15/2025   648,313
  705,000 7.75%, 10/01/2021   758,770
  1,935,000 8.25%, 12/15/2020   2,020,624
    Tempo Acquisition LLC / Tempo Acquisition Finance Corp.    
  2,695,000 6.75%, 06/01/2025(1)   2,789,325
        15,167,820
    Electric - 1.0%    
    AES Corp.    
  1,720,000 5.13%, 09/01/2027   1,815,804
    Clearway Energy Operating LLC    
  805,000 4.75%, 03/15/2028(1)   828,224
    NextEra Energy Operating Partners L.P.    
  930,000 4.25%, 07/15/2024(1)   969,730
        3,613,758
    Entertainment - 2.5%    
    Caesars Resort Collection LLC / CRC Finco, Inc.    
  1,370,000 5.25%, 10/15/2025(1)   1,390,413
    Eldorado Resorts, Inc.    
  1,605,000 6.00%, 04/01/2025   1,679,520
  255,000 6.00%, 09/15/2026   279,544
    Golden Entertainment, Inc.    
  1,185,000 7.63%, 04/15/2026(1)   1,278,621

 


 

  The Hartford High Yield Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Jacobs Entertainment, Inc.    
$ 1,920,000 7.88%, 02/01/2024(1) $ 2,034,806
    Penn National Gaming, Inc.    
  2,610,000 5.63%, 01/15/2027(1)   2,739,469
        9,402,373
    Environmental Control - 1.3%    
    Clean Harbors, Inc.    
  1,307,000 4.88%, 07/15/2027(1)   1,375,487
    Stericycle, Inc.    
  975,000 5.38%, 07/15/2024(1)   1,020,601
    Tervita Corp.    
  2,551,000 7.63%, 12/01/2021(1)   2,595,642
        4,991,730
    Food - 2.1%    
    B&G Foods, Inc.    
  740,000 5.25%, 09/15/2027   738,150
    Post Holdings, Inc.    
  2,520,000 5.00%, 08/15/2026(1)   2,601,900
  1,395,000 5.63%, 01/15/2028(1)   1,475,213
  990,000 5.75%, 03/01/2027(1)   1,044,450
    TreeHouse Foods, Inc.    
  1,870,000 4.88%, 03/15/2022   1,870,000
        7,729,713
    Gas - 0.7%    
    AmeriGas Partners L.P. / AmeriGas Finance Corp.    
  924,000 5.50%, 05/20/2025   988,680
  338,000 5.75%, 05/20/2027   369,265
  1,128,000 5.88%, 08/20/2026   1,234,596
        2,592,541
    Healthcare-Products - 1.1%    
    Avantor, Inc.    
  2,990,000 6.00%, 10/01/2024(1)   3,176,875
    Hill-Rom Holdings, Inc.    
  1,030,000 4.38%, 09/15/2027(1)   1,053,175
        4,230,050
    Healthcare-Services - 4.3%    
    Catalent Pharma Solutions, Inc.    
  265,000 5.00%, 07/15/2027(1)   278,952
    Centene Corp.    
  495,000 4.25%, 12/15/2027(1)   516,038
  515,000 4.63%, 12/15/2029(1)   553,574
    CHS/Community Health Systems, Inc.    
  2,195,000 6.63%, 02/15/2025(1)(2)   2,217,345
  1,680,000 8.13%, 06/30/2024(1)   1,509,463
    HCA Healthcare, Inc.    
  2,645,000 6.25%, 02/15/2021   2,735,652
    HCA, Inc.    
  2,215,000 5.38%, 02/01/2025   2,475,484
  1,070,000 5.38%, 09/01/2026   1,203,804
  100,000 5.63%, 09/01/2028   115,875
  1,135,000 5.88%, 05/01/2023   1,247,705
  80,000 5.88%, 02/01/2029   94,408
  1,431,000 7.50%, 11/15/2095   1,760,130
    West Street Merger Sub, Inc.    
  1,510,000 6.38%, 09/01/2025(1)   1,487,350
        16,195,780
    Home Builders - 1.9%    
    Adams Homes, Inc.    
  305,000 7.50%, 02/15/2025(1)(2)   313,388
    Ashton Woods USA LLC / Ashton Woods Finance Co.    
  1,295,000 6.63%, 01/15/2028(1)   1,319,281
    KB Home    

 


 

The Hartford High Yield Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 420,000 4.80%, 11/15/2029 $ 435,750
  1,030,000 7.00%, 12/15/2021   1,102,100
    M/I Homes, Inc.    
  790,000 4.95%, 02/01/2028(1)   813,700
  1,020,000 5.63%, 08/01/2025   1,068,450
    Taylor Morrison Communities, Inc.    
  1,790,000 5.75%, 01/15/2028(1)   1,960,050
        7,012,719
    Household Products - 0.1%    
    Revlon Consumer Products Corp.    
  1,190,000 6.25%, 08/01/2024   541,450
    Household Products/Wares - 0.7%    
    Diamond (BC) B.V.    
EUR 1,855,000 5.63%, 08/15/2025(3)   2,018,404
    Prestige Brands, Inc.    
$ 675,000 5.13%, 01/15/2028(1)   705,375
        2,723,779
    Insurance - 2.0%    
    Acrisure LLC / Acrisure Finance, Inc.    
  2,335,000 7.00%, 11/15/2025(1)   2,288,300
  943,000 8.13%, 02/15/2024(1)   1,007,831
  875,000 10.13%, 08/01/2026(1)   955,937
    CNO Financial Group, Inc.    
  535,000 5.25%, 05/30/2029   603,212
    Genworth Holdings, Inc.    
  135,000 4.80%, 02/15/2024   134,663
  1,260,000 4.90%, 08/15/2023   1,272,600
  505,000 7.20%, 02/15/2021   521,413
  280,000 7.63%, 09/24/2021   295,400
    MGIC Investment Corp.    
  445,000 5.75%, 08/15/2023   491,725
        7,571,081
    Iron/Steel - 0.6%    
    Steel Dynamics, Inc.    
  2,050,000 4.13%, 09/15/2025   2,109,755
    IT Services - 0.5%    
    Presidio Holdings, Inc.    
  1,095,000 4.88%, 02/01/2027(1)   1,094,836
  860,000 8.25%, 02/01/2028(1)   883,650
        1,978,486
    Lodging - 3.1%    
    Boyd Gaming Corp.    
  270,000 4.75%, 12/01/2027(1)   276,075
  1,365,000 6.00%, 08/15/2026   1,450,313
  1,285,000 6.38%, 04/01/2026   1,366,276
    FelCor Lodging L.P.    
  2,590,000 6.00%, 06/01/2025   2,687,125
    Hilton Domestic Operating Co., Inc.    
  2,072,000 4.25%, 09/01/2024   2,103,080
    Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming    
    Finance Corp.    
  1,850,000 5.88%, 05/15/2025(1)   1,854,625
    Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.    
  1,690,000 5.50%, 03/01/2025(1)   1,761,825
        11,499,319
    Media - 9.9%    
    Altice Financing S.A.    
  2,060,000 5.00%, 01/15/2028(1)   2,021,911
  1,570,000 6.63%, 02/15/2023(1)   1,597,475
  1,350,000 7.50%, 05/15/2026(1)   1,442,745
    Altice Luxembourg S.A.    
  1,285,000 7.63%, 02/15/2025(1)   1,336,014

 


 

The Hartford High Yield Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
EUR 835,000 8.00%, 05/15/2027(3) $ 1,046,444
    CCO Holdings LLC / CCO Holdings Capital Corp.    
$ 105,000 5.13%, 02/15/2023   105,790
  1,685,000 5.13%, 05/01/2023(1)   1,711,674
  495,000 5.75%, 09/01/2023   500,569
  28,000 5.75%, 01/15/2024   28,595
  2,485,000 5.75%, 02/15/2026(1)   2,607,610
    CSC Holdings LLC    
  1,800,000 5.25%, 06/01/2024   1,944,000
  770,000 5.50%, 04/15/2027(1)   817,163
  1,970,000 6.50%, 02/01/2029(1)   2,188,867
    DISH DBS Corp.    
  965,000 5.00%, 03/15/2023   979,494
  570,000 5.88%, 11/15/2024   576,800
  2,830,000 6.75%, 06/01/2021   2,967,962
  530,000 7.75%, 07/01/2026   556,500
    Gray Television, Inc.    
  1,520,000 5.13%, 10/15/2024(1)   1,569,400
  400,000 5.88%, 07/15/2026(1)   418,500
    iHeartCommunications, Inc.    
  240,000 4.75%, 01/15/2028(1)   244,625
  880,000 5.25%, 08/15/2027(1)   917,400
    Quebecor Media, Inc.    
  925,000 5.75%, 01/15/2023   994,375
    Sinclair Television Group, Inc.    
  740,000 5.63%, 08/01/2024(1)   761,275
  660,000 5.88%, 03/15/2026(1)   692,541
    Sirius XM Radio, Inc.    
  695,000 4.63%, 07/15/2024(1)   720,628
  1,470,000 5.50%, 07/01/2029(1)   1,581,940
    TEGNA, Inc.    
  1,760,000 4.88%, 09/15/2021(1)   1,762,200
  810,000 6.38%, 10/15/2023   827,658
    Viacom, Inc.    
    5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895%    
  355,000 thereafter)(5)   373,016
    6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899%    
  118,000 thereafter)(5)   132,620
    Videotron Ltd.    
  990,000 5.00%, 07/15/2022   1,038,263
    WMG Acquisition Corp.    
  959,000 5.50%, 04/15/2026(1)   1,009,348
    Ziggo B.V.    
  365,000 4.88%, 01/15/2030(1)   375,865
  1,605,000 5.50%, 01/15/2027(1)   1,701,300
        37,550,567
    Metal Fabricate/Hardware - 0.7%    
    Advanced Drainage Systems, Inc.    
  300,000 5.00%, 09/30/2027(1)   309,750
    Novelis Corp.    
  980,000 4.75%, 01/30/2030(1)   984,312
  1,190,000 5.88%, 09/30/2026(1)   1,261,400
        2,555,462
    Mining - 0.5%    
    Constellium SE    
  1,740,000 5.88%, 02/15/2026(1)   1,796,550
    Office/Business Equipment - 0.7%    
    Xerox Corp.    
  2,000,000 4.13%, 03/15/2023   2,070,000
  95,000 4.80%, 03/01/2035   90,013
  505,000 6.75%, 12/15/2039   550,450
        2,710,463

 


 

The Hartford High Yield Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Oil & Gas - 6.6%    
    Centennial Resource Production LLC    
$ 905,000 5.38%, 01/15/2026(1) $ 850,700
    Chesapeake Energy Corp.    
  2,889,000 11.50%, 01/01/2025(1)   2,324,778
    Energen Corp.    
  1,385,000 4.63%, 09/01/2021   1,422,977
    Jagged Peak Energy LLC    
  2,134,000 5.88%, 05/01/2026   2,198,020
    Matador Resources Co.    
  1,385,000 5.88%, 09/15/2026   1,355,638
    MEG Energy Corp.    
  390,000 6.38%, 01/30/2023(1)   394,641
  1,210,000 6.50%, 01/15/2025(1)   1,267,475
  1,065,000 7.00%, 03/31/2024(1)   1,072,988
    Noble Holding International Ltd.    
  845,000 7.88%, 02/01/2026(1)   604,175
    QEP Resources, Inc.    
  2,680,000 5.25%, 05/01/2023   2,572,800
  200,000 5.38%, 10/01/2022   200,500
  560,000 5.63%, 03/01/2026   499,772
    SM Energy Co.    
  1,695,000 5.00%, 01/15/2024   1,546,687
  575,000 5.63%, 06/01/2025   520,375
  240,000 6.13%, 11/15/2022   237,600
  735,000 6.63%, 01/15/2027   665,175
    Sunoco L.P. / Sunoco Finance Corp.    
  1,410,000 6.00%, 04/15/2027   1,487,508
    Transocean, Inc.    
  3,085,000 6.80%, 03/15/2038   1,974,400
    Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.    
  1,705,000 8.75%, 04/15/2023(1)   886,600
    WPX Energy, Inc.    
  970,000 5.25%, 09/15/2024   1,016,075
  280,000 5.75%, 06/01/2026   293,300
  1,250,000 8.25%, 08/01/2023   1,442,187
        24,834,371
    Packaging & Containers - 5.3%    
    ARD Finance S.A. (6.50% Cash, 7.25% PIK)    
  2,090,000 6.50%, 06/30/2027(1)(6)   2,157,716
    Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.    
  680,000 4.13%, 08/15/2026(1)   699,551
  2,570,000 5.25%, 08/15/2027(1)   2,695,287
  370,000 6.00%, 02/15/2025(1)   386,650
    Ball Corp.    
EUR 1,075,000 0.88%, 03/15/2024   1,192,133
  925,000 1.50%, 03/15/2027   1,025,871
    Berry Global, Inc.    
$ 933,000 6.00%, 10/15/2022   949,328
    Crown Americas LLC / Crown Americas Capital Corp.    
  1,200,000 4.75%, 02/01/2026   1,243,620
    Flex Acquisition Co., Inc.    
  2,170,000 6.88%, 01/15/2025(1)   2,178,137
  775,000 7.88%, 07/15/2026(1)   786,625
    Owens-Brockway Glass Container, Inc.    
  3,085,000 5.88%, 08/15/2023(1)   3,300,950
    Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu  
  2,050,000 5.13%, 07/15/2023(1)   2,092,045
  815,000 7.00%, 07/15/2024(1)   841,488
    Trivium Packaging Finance B.V.    
  270,000 5.50%, 08/15/2026(1)   284,513
        19,833,914
    Pharmaceuticals - 3.0%    
    Bausch Health Cos., Inc.    
  2,150,000 5.00%, 01/30/2028(1)   2,176,875

 


 

  The Hartford High Yield Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 242,000 5.50%, 03/01/2023(1) $ 242,605
  356,000 5.88%, 05/15/2023(1)   359,115
  1,000,000 6.13%, 04/15/2025(1)   1,028,620
  1,875,000 7.00%, 01/15/2028(1)   2,030,887
    Catalent Pharma Solutions, Inc.    
  335,000 4.88%, 01/15/2026(1)   344,213
    Endo Dac / Endo Finance LLC / Endo Finco, Inc.    
  1,242,000 6.00%, 07/15/2023(1)   950,130
  2,495,000 6.00%, 02/01/2025(1)   1,727,787
    Teva Pharmaceutical Finance Netherlands B.V.    
  1,260,000 3.15%, 10/01/2026   1,075,662
  1,270,000 6.75%, 03/01/2028   1,322,705
        11,258,599
    Pipelines - 3.1%    
    Cheniere Corpus Christi Holdings LLC    
  1,745,000 5.13%, 06/30/2027   1,944,346
  940,000 5.88%, 03/31/2025   1,065,678
    Cheniere Energy Partners L.P.    
  738,000 4.50%, 10/01/2029(1)   750,915
    DCP Midstream Operating L.P.    
  2,095,000 5.38%, 07/15/2025   2,286,420
    Energy Transfer Operating L.P.    
  670,000 5.50%, 06/01/2027   769,425
    Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.    
  1,180,000 4.75%, 10/01/2023(1)   1,181,499
    Targa Resources Partners L.P. / Targa Resources Partners Finance    
    Corp.    
  3,225,000 6.50%, 07/15/2027   3,515,250
        11,513,533
    REITS - 1.3%    
    Iron Mountain, Inc.    
  3,105,000 4.88%, 09/15/2029(1)   3,167,411
    VICI Properties L.P. / VICI Note Co., Inc.    
  195,000 3.50%, 02/15/2025(1)(2)   197,972
  130,000 3.75%, 02/15/2027(1)(2)   130,650
  780,000 4.25%, 12/01/2026(1)   800,537
  655,000 4.63%, 12/01/2029(1)   684,475
        4,981,045
    Retail - 3.9%    
    1011778 BC ULC / New Red Finance, Inc.    
  225,000 3.88%, 01/15/2028(1)   226,429
  1,210,000 4.38%, 01/15/2028(1)   1,212,904
  3,570,000 5.00%, 10/15/2025(1)   3,683,169
    Beacon Roofing Supply, Inc.    
  215,000 4.50%, 11/15/2026(1)   220,913
  1,055,000 4.88%, 11/01/2025(1)   1,049,408
    Ferrellgas L.P. / Ferrellgas Finance Corp.    
  2,100,000 6.75%, 06/15/2023   1,779,750
    KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC    
  820,000 4.75%, 06/01/2027(1)   863,837
  1,000,000 5.25%, 06/01/2026(1)   1,047,500
    Lithia Motors, Inc.    
  910,000 4.63%, 12/15/2027(1)   930,475
    Party City Holdings, Inc.    
  870,000 6.63%, 08/01/2026(1)   617,700
    United Rentals North America, Inc.    
  2,360,000 4.88%, 01/15/2028   2,460,300
    Yum! Brands, Inc.    
  435,000 4.75%, 01/15/2030(1)   464,906
        14,557,291
    Semiconductors - 2.3%    
    Entegris, Inc.    
  1,775,000 4.63%, 02/10/2026(1)   1,832,687

 


 

The Hartford High Yield Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Micron Technology, Inc.    
$ 325,000 4.64%, 02/06/2024 $ 354,691
  1,090,000 4.98%, 02/06/2026   1,228,718
    Qorvo, Inc.    
  1,355,000 4.38%, 10/15/2029(1)   1,415,975
  1,770,000 5.50%, 07/15/2026   1,871,775
    Sensata Technologies B.V.    
  1,005,000 5.00%, 10/01/2025(1)   1,087,913
  770,000 5.63%, 11/01/2024(1)   850,850
        8,642,609
    Software - 3.5%    
    CDK Global, Inc.    
  775,000 5.25%, 05/15/2029(1)   829,250
    Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.    
  1,150,000 5.75%, 03/01/2025(1)   1,171,252
    Infor U.S., Inc.    
  2,925,000 6.50%, 05/15/2022   2,946,937
    IQVIA, Inc.    
EUR 545,000 2.25%, 01/15/2028(1)   613,252
$ 885,000 5.00%, 05/15/2027(1)   933,710
    MSCI, Inc.    
  2,175,000 4.00%, 11/15/2029(1)   2,221,219
    PTC, Inc.    
  240,000 3.63%, 02/15/2025(1)   242,100
  265,000 4.00%, 02/15/2028(1)   267,650
    Splunk, Inc.    
  740,000 1.13%, 09/15/2025   931,938
    SS&C Technologies, Inc.    
  2,290,000 5.50%, 09/30/2027(1)   2,422,362
    Western Digital Corp.    
  755,000 4.75%, 02/15/2026   805,963
        13,385,633
    Telecommunications - 7.6%    
    Altice France S.A.    
  640,000 5.50%, 01/15/2028(1)   653,613
  2,330,000 7.38%, 05/01/2026(1)   2,481,636
  2,215,000 8.13%, 02/01/2027(1)   2,475,262
    CenturyLink, Inc.    
  2,505,000 4.00%, 02/15/2027(1)   2,525,541
  1,106,000 5.63%, 04/01/2025   1,172,360
  569,000 7.50%, 04/01/2024   642,020
    Embarq Corp.    
  1,250,000 8.00%, 06/01/2036   1,389,312
    Frontier Communications Corp.    
  1,275,000 6.88%, 01/15/2025   596,063
  1,710,000 8.50%, 04/01/2026(1)   1,752,750
  775,000 10.50%, 09/15/2022   352,625
    Intelsat Jackson Holdings S.A.    
  2,300,000 5.50%, 08/01/2023   1,845,750
  2,930,000 8.50%, 10/15/2024(1)   2,461,200
    Sprint Capital Corp.    
  10,000 6.88%, 11/15/2028   10,175
  725,000 8.75%, 03/15/2032   802,937
    Sprint Corp.    
  1,174,000 7.13%, 06/15/2024   1,212,566
  2,660,000 7.25%, 09/15/2021   2,789,675
  10,000 7.63%, 02/15/2025   10,438
  3,621,000 7.88%, 09/15/2023   3,846,914
    Telecom Italia Capital S.A.    
  600,000 7.20%, 07/18/2036   744,000
    Telecom Italia S.p.A.    
  880,000 5.30%, 05/30/2024(1)   959,200
        28,724,037

 


 

The Hartford High Yield Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Toys/Games/Hobbies - 0.7%    
    Mattel, Inc.    
$ 695,000 5.88%, 12/15/2027(1) $ 730,549
  1,640,000 6.75%, 12/31/2025(1)   1,758,900
        2,489,449
    Trucking & Leasing - 0.5%    
    Avolon Holdings Funding Ltd.    
  440,000 3.95%, 07/01/2024(1)   463,298
  180,000 4.38%, 05/01/2026(1)   194,798
  1,200,000 5.25%, 05/15/2024(1)   1,320,480
        1,978,576
    Total Corporate Bonds    
    (cost $318,635,188) $ 325,607,399
Senior Floating Rate Interests - 4.0%(7)    
    Auto Parts & Equipment - 0.3%    
    Panther BF Aggregator L.P.    
  1,007,475 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500% $ 1,013,268
    Commercial Services - 1.0%    
    Blackhawk Network Holdings, Inc.    
  920,975 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   920,809
    Dun & Bradstreet Corp.    
  2,840,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   2,854,910
        3,775,719
    Electronics - 0.4%    
    Pitney Bowes, Inc.    
  1,340,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(8)   1,331,625
    Food - 0.2%    
    Froneri International plc    
  605,000 0.00%, 01/29/2027(8)   606,513
  100,000 0.00%, 01/31/2028(8)   101,500
        708,013
    Household Products - 0.1%    
    Diamond (BC) B.V.    
  539,000 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   522,830
    Insurance - 0.7%    
    Asurion LLC    
  1,852,225 4.65%, 11/03/2024, 1 mo. USD LIBOR + 3.000%   1,853,003
    Hub International Ltd.    
  940,675 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   937,797
        2,790,800
    Leisure Time - 0.6%    
    Golden Entertainment, Inc.    
  2,195,375 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   2,198,119
    Media - 0.7%    
    AVSC Holding Corp.    
  2,622,677 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   2,609,563
    Total Senior Floating Rate Interests    
    (cost $14,835,888) $ 14,949,937
Convertible Bonds - 1.5%    
    Engineering & Construction - 0.3%    
    Cellnex Telecom S.A.    
EUR 600,000 1.50%, 01/16/2026(3) $ 987,817
    Media - 0.4%    
    Scripps Escrow, Inc.    
$ 1,360,000 5.88%, 07/15/2027(1)   1,428,000
    Semiconductors - 0.2%    
    Microchip Technology, Inc.    
  650,000 2.25%, 02/15/2037   878,787

 


 

  The Hartford High Yield Fund      
 
  Schedule of Investments – (continued)      
  January 31, 2020 (Unaudited)      
 
 
    Software - 0.6%      
    Western Digital Corp.      
$ 1,258,000 1.50%, 02/01/2024 $   1,260,359
    Workday, Inc.      
  720,000 0.25%, 10/01/2022     987,183
          2,247,542
    Total Convertible Bonds      
    (cost $5,513,159) $   5,542,146
  Common Stocks - 0.6%        
    Consumer Services - 0.2%      
  69,500 Caesars Entertainment Corp.* $   950,065
    Diversified Financials - 0.3%      
  25,700 OneMain Holdings, Inc.     1,088,909
    Energy - 0.1%      
  104,555,002 KCA Deutag*(9)(10)(11)     406,196
    Total Common Stocks      
    (cost $3,261,514) $   2,445,170
  Escrows - 0.8%(12)        
    Media - 0.7%      
  2,560,000 Nexstar Broadcasting, Inc.*(1)     2,692,531
    Packaging & Containers - 0.1%      
  340,000 Berry Global, Inc.*(1)     361,250
    Total Escrows      
    (cost $2,972,556) $   3,053,781
    Total Long-Term Investments      
    (cost $345,218,305) $   351,598,433
  Short-Term Investments - 6.6%      
    Other Investment Pools & Funds - 6.6%      
  25,058,780 Fidelity Institutional Government Fund, Institutional Class, 1.48%(13)     25,058,780
    Total Short-Term Investments      
    (cost $25,058,780) $   25,058,780
    Total Investments      
    (cost $370,277,085) 99.8 % $ 376,657,213
    Other Assets and Liabilities 0.2 % 829,046
 
    Total Net Assets 100.0 % $ 377,486,259
 
  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, 2020, the aggregate value of these securities was $192,273,724, representing 50.9% of net assets.
(2)      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 $3,105,000 at January 31, 2020.
(3)      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, 2020, the aggregate value of these securities was $11,079,358, representing 2.9% of net assets.
(4)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

The Hartford High Yield Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(5)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(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)      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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(8)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(9)      Investment valued using significant unobservable inputs.
(10)      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, 2020, the aggregate fair value of this security was $406,196, 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.
(11)      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 $406,196 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 $ 406,196

 

(12)      Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.
(13)      Current yield as of period end.
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased Sold Counterparty Date   Appreciation   Depreciation  
10,508,186 USD 9,520,000 EUR CBK 02/28/20 $ $ (67,476 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:  
CBK Citibank NA
 
Currency Abbreviations:  
EUR Euro
USD United States Dollar
 
Index Abbreviations:  
MSCI Morgan Stanley Capital International
 

Other Abbreviations:

LIBOR MSCI PIK

London Interbank Offered Rate Morgan Stanley Capital International Payment-in-kind

 


 

The Hartford High Yield Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1     Level 2 Level 3(1)  
Assets                    
Corporate Bonds $ 325,607,399   $ $ 325,607,399   $
Senior Floating Rate Interests   14,949,937       14,949,937    
Convertible Bonds   5,542,146       5,542,146    
Common Stocks                    
Consumer Services   950,065     950,065      
Diversified Financials   1,088,909     1,088,909      
Energy   406,196           406,196
Escrows   3,053,781       3,053,781    
Short-Term Investments   25,058,780     25,058,780      
 
Total $ 376,657,213   $ 27,097,754 $ 349,153,263   $ 406,196
Liabilities                    
Foreign Currency Contracts(2) $ (67,476 ) $ $ (67,476 ) $
Total $ (67,476 ) $ $ (67,476 ) $

 

(1) For the period ended January 31, 2020, 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, 2020 is not presented.


 

  The Hartford Inflation Plus Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Asset & Commercial Mortgage Backed Securities - 3.6%    
    Asset-Backed - Finance & Insurance - 0.4%    
    HSI Asset Securitization Corp. Trust    
$ 1,360,000 1.93%, 02/25/2036, 1 mo. USD LIBOR + 0.270%(1) $ 1,353,133
    Pretium Mortgage Credit Partners LLC    
  618,341 4.21%, 07/25/2060(2)(3)   619,526
        1,972,659
    Asset-Backed - Home Equity - 0.2%    
    GSAA Home Equity Trust    
  667,014 5.99%, 06/25/2036(4)   291,782
    Renaissance Home Equity Loan Trust    
  712,766 6.12%, 11/25/2036(3)   410,371
        702,153
    Commercial Mortgage - Backed Securities - 0.3%    
    Stanwich Mortgage Loan Trust    
  1,572,184 3.48%, 11/16/2024(2)(3)   1,572,239
    Other ABS - 0.8%    
    Legacy Mortgage Asset Trust    
  1,518,819 4.00%, 01/25/2059(2)(3)   1,535,618
    Pretium Mortgage Credit Partners LLC    
  424,592 4.83%, 09/25/2058(2)(3)   427,481
    VOLT LXXXIV LLC    
  399,034 3.23%, 01/25/2050(2)(3)   399,085
  1,760,000 3.43%, 12/27/2049(2)(3)   1,760,864
        4,123,048
    Whole Loan Collateral CMO - 1.9%    
    Adjustable Rate Mortgage Trust    
  431,705 2.20%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(1)   429,343
    Banc of America Funding Trust    
  762,294 6.05%, 10/25/2036(3)   767,347
    Bear Stearns Adjustable Rate Mortgage Trust    
  181,351 4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(1)   186,922
    Chase Mortgage Finance Trust    
  404,249 3.79%, 12/25/2035(4)   404,961
    Deutsche Alt-A Securities Mortgage Loan Trust    
  363,130 1.81%, 12/25/2036, 1 mo. USD LIBOR + 0.150%(1)   355,630
    Fannie Mae Connecticut Avenue Securities    
  1,052,678 4.66%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(1)   1,111,308
  246,984 6.56%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(1)   272,335
  130,738 7.36%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(1)   145,203
  109,788 7.66%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(1)   120,884
    GreenPoint Mortgage Funding Trust    
  175,212 3.55%, 10/25/2045, 12 mo. USD MTA + 1.400%(1)   150,609
    GSR Mortgage Loan Trust    
  392,879 4.23%, 10/25/2035(4)   313,829
    HarborView Mortgage Loan Trust    
  478,315 1.84%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(1)   455,480
    IndyMac Index Mortgage Loan Trust    
  1,963,858 1.95%, 01/25/2036, 1 mo. USD LIBOR + 0.290%(1)   1,647,473
    JP Morgan Mortgage Trust    
  651,096 3.82%, 01/25/2037(4)   637,943
    MASTR Adjustable Rate Mortgages Trust    
  976,529 1.90%, 05/25/2037, 1 mo. USD LIBOR + 0.240%(1)   602,034
  6,593 4.69%, 11/21/2034(4)   6,781
    Residential Funding Mortgage Securities, Inc.    
  146,979 4.56%, 02/25/2036(4)   136,759
  316,961 6.00%, 07/25/2037   311,269
    Structured Adjustable Rate Mortgage Loan Trust    
  403,166 4.32%, 06/25/2035(4)   364,343
    WaMu Mortgage Pass-Through Certificates Trust    
  455,958 2.08%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(1)   445,287

 


 

The Hartford Inflation Plus Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Washington Mutual Mortgage Pass-Through Certificates WMALT Trust    
$ 624,470 2.98%, 11/25/2046, 12 mo. USD MTA + 0.830%(1) $ 588,160
        9,453,900
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $17,260,099) $ 17,823,999
Foreign Government Obligations - 2.0%    
    Argentina - 0.0%    
    Argentina POM Politica Monetaria    
ARS 18,856,000 53.32%, 06/21/2020(1)(4)   212,336
    Brazil - 0.7%    
    Brazil Notas do Tesouro Nacional    
BRL 13,033,852 6.00%, 08/15/2022(5)   3,366,756
    Colombia - 0.4%    
    Colombian TES    
COP 5,345,497,854 4.75%, 02/23/2023(5)   1,723,876
    Russia - 0.7%    
    Russian Federal Inflation Linked Bond - OFZ    
RUB 238,860,803 2.50%, 08/16/2023(5)   3,704,841
    South Africa - 0.2%    
    South Africa Government Bond - CPI Linked    
ZAR 22,247,910 1.88%, 02/28/2033(5)   1,185,365
    Total Foreign Government Obligations    
    (cost $11,853,582) $ 10,193,174
Senior Floating Rate Interests - 4.9%(6)    
    Advertising - 0.1%    
    Clear Channel Outdoor Holdings, Inc.    
$ 224,438 5.15%, 08/21/2026, 1 mo. USD LIBOR + 3.500%   225,068
    Aerospace/Defense - 0.2%    
    Circor International, Inc.    
  158,257 5.18%, 12/11/2024, 1 mo. USD LIBOR + 3.500% $ 158,504
    TransDigm, Inc.    
  584,918 4.15%, 06/09/2023, 1 mo. USD LIBOR + 2.500%   584,187
        742,691
    Airlines - 0.1%    
    American Airlines, Inc.    
  320,100 3.65%, 04/28/2023, 1 mo. USD LIBOR + 2.000%   319,473
    Kestrel Bidco, Inc.    
  100,000 4.68%, 12/11/2026, 1 mo. USD LIBOR + 3.000%   100,556
        420,029
    Auto Manufacturers - 0.0%    
    Navistar International Corp.    
  102,900 5.17%, 11/06/2024, 1 mo. USD LIBOR + 3.500%   102,977
    Auto Parts & Equipment - 0.1%    
    Adient U.S. LLC    
  109,450 6.18%, 05/06/2024, 1 mo. USD LIBOR + 4.250%   109,496
    Altra Industrial Motion Corp.    
  92,855 3.65%, 10/01/2025, 1 mo. USD LIBOR + 2.000%   93,040
    Panther BF Aggregator L.P.    
  124,688 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   125,405
        327,941
    Chemicals - 0.2%    
    Axalta Coating Systems U.S. Holdings, Inc.    
  98,790 3.70%, 06/01/2024, 3 mo. USD LIBOR + 1.750%   98,687
    Cabot Microelectronics Corp.    
  115,273 3.69%, 11/17/2025, 1 mo. USD LIBOR + 2.000%   115,778
    CTC AcquiCo GmbH    
EUR 97,643 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%   107,020
    Element Solutions, Inc.    
$ 99,002 3.65%, 01/31/2026, 1 mo. USD LIBOR + 2.000%   99,342

 


 

The Hartford Inflation Plus Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Minerals Technologies, Inc.    
$ 301,583 3.96%, 02/14/2024, 1 mo. USD LIBOR + 2.250% $ 302,054
    Tronox Finance LLC    
  80,841 4.52%, 09/23/2024, 3 mo. USD LIBOR + 2.750%   80,828
    Univar, Inc.    
  100,000 3.65%, 07/01/2026   100,354
  65,933 3.90%, 07/01/2024, 1 mo. USD LIBOR + 2.250%   66,036
    WR Grace & Co.    
  138,250 3.70%, 04/03/2025, 3 mo. USD LIBOR + 1.750%   138,665
        1,108,764
    Commercial Services - 0.4%    
    Belron Finance U.S. LLC    
  100,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   100,313
    Blackhawk Network Holdings, Inc.    
  197,495 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   197,460
    Dun & Bradstreet Corp.    
  100,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   100,525
    KAR Auction Services, Inc.    
  99,750 3.94%, 09/19/2026, 1 mo. USD LIBOR + 2.250%   100,415
    Quikrete Holdings, Inc.    
  139,423 4.15%, 02/01/2027, 1 mo. USD LIBOR + 2.750%   139,423
    Russell Investments U.S. Inst'l Holdco, Inc.    
  199,613 4.90%, 06/01/2023, 3 mo. USD LIBOR + 3.250%   199,563
    Tempo Acquisition LLC    
  282,750 4.40%, 05/01/2024, 1 mo. USD LIBOR + 3.000%   283,369
    Trans Union LLC    
  136,979 3.40%, 11/16/2026   137,396
    United Rentals, Inc.    
  478,938 3.40%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%   480,820
    Verisure Holding AB    
EUR 135,000 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%   150,527
        1,889,811
    Construction Materials - 0.1%    
    Brookfield WEC Holdings, Inc.    
$ 148,500 4.65%, 08/01/2025   148,732
    Hamilton Holdco LLC    
  98,503 3.95%, 01/02/2027, 1 mo. USD LIBOR + 2.000%   98,503
        247,235
    Distribution/Wholesale - 0.1%    
    American Builders & Contractors Supply Co., Inc.    
  486,780 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   487,082
    Diversified Financial Services - 0.2%    
    AlixPartners LLP    
  194,500 4.15%, 04/04/2024, 3 mo. USD LIBOR + 2.750%   194,379
    Crown Finance U.S., Inc.    
  106,221 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   105,159
    Delos Finance S.a.r.l.    
  350,000 3.70%, 10/06/2023, 3 mo. USD LIBOR + 1.750%   350,875
    FinCo I LLC    
  118,703 3.65%, 12/27/2022, 1 mo. USD LIBOR + 2.000%   119,021
    Nets Holding A/S    
EUR 97,014 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   107,607
    Victory Capital Holdings, Inc.    
$ 85,182 4.10%, 07/01/2026   85,693
        962,734
    Electrical Components & Equipment - 0.1%    
    Virgin Media Bristol LLC    
  670,000 4.18%, 01/31/2028, 1 mo. USD LIBOR + 2.500%   669,833
    Electronics - 0.1%    
    Pitney Bowes, Inc.    
  125,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(7)   124,219

 


 

The Hartford Inflation Plus Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Resideo Funding, Inc.    
$ 99,000 4.20%, 10/24/2025, 3 mo. USD LIBOR + 2.000% $ 98,567
        222,786
    Energy-Alternate Sources - 0.0%    
    AES Corp.    
  4,035 3.66%, 05/31/2022, 3 mo. USD LIBOR + 1.750%   4,055
    BCP Renaissance Parent LLC    
  182,225 5.45%, 10/31/2024, 3 mo. USD LIBOR + 3.500%   164,686
        168,741
    Engineering & Construction - 0.0%    
    Brand Energy & Infrastructure Services, Inc.    
  219,375 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   219,009
    Entertainment - 0.0%    
    Wyndham Hotels & Resorts, Inc.    
  143,188 3.40%, 05/30/2025, 1 mo. USD LIBOR + 1.750%   144,005
    Environmental Control - 0.1%    
    Advanced Disposal Services, Inc.    
  123,525 3.82%, 11/10/2023, 1 Week USD LIBOR + 2.250%   123,511
    Clean Harbors, Inc.    
  146,250 3.40%, 06/28/2024, 1 mo. USD LIBOR + 1.750%   147,201
        270,712
    Food - 0.1%    
    B&G Foods, Inc.    
  99,750 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   99,958
    Froneri International plc    
  160,000 0.00%, 01/29/2027(7)   160,400
    U.S. Foods, Inc.    
  114,713 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   115,077
        375,435
    Food Service - 0.0%    
    Aramark Services, Inc.    
  93,266 3.40%, 03/11/2025, 3 mo. USD LIBOR + 1.750%   93,523
  100,000 3.47%, 01/15/2027   100,125
        193,648
    Gas - 0.0%    
    Messer Industries GmbH    
  99,250 4.45%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   99,250
    Healthcare-Services - 0.2%    
    Gentiva Health Services, Inc.    
  133,090 4.94%, 07/02/2025   133,423
    IQVIA, Inc.    
EUR 162,525 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%   181,375
    MPH Acquisition Holdings LLC    
$ 277,248 4.70%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   272,188
    Universal Health Services, Inc.    
  247,165 3.40%, 10/31/2025, 1 mo. USD LIBOR + 1.750%   248,813
    Zelis Healthcare Corp.    
  250,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   251,720
        1,087,519
    Household Products - 0.0%    
    Revlon Consumer Products Corp.    
  101,588 5.41%, 09/07/2023, 1 mo. USD LIBOR + 3.500%   79,408
    Reynolds Consumer Products, Inc.    
  100,000 0.00%, 01/29/2027(7)   100,417
        179,825
    Insurance - 0.2%    
    Asurion LLC    
  669,618 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   670,121
    Hub International Ltd.    
  211,775 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   211,127

 


 

  The Hartford Inflation Plus Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Sedgwick Claims Management Services, Inc.    
$ 178,200 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250% $ 178,136
  149,250 5.65%, 09/03/2026, 1 mo. USD LIBOR + 4.000%   150,090
        1,209,474
    IT Services - 0.1%    
    Science Applications International Corp.    
  246,875 3.40%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%   248,161
    Leisure Time - 0.2%    
    Caesars Resort Collection LLC    
  436,258 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   435,809
    Eldorado Resorts LLC    
  74,155 3.94%, 04/17/2024, 2 mo. USD LIBOR + 2.250%   74,085
    Golden Entertainment, Inc.    
  246,075 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   246,382
    Penn National Gaming, Inc.    
  99,000 3.90%, 10/15/2025, 3 mo. USD LIBOR + 2.250%   99,330
        855,606
    Lodging - 0.1%    
    Boyd Gaming Corp.    
  115,979 3.81%, 09/15/2023, 1 week USD LIBOR + 2.250%   116,234
    Caesars Entertainment Operating Co.    
  223,667 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   223,823
    Station Casinos LLC    
  150,000 0.00%, 01/31/2027   150,000
  165,694 4.15%, 06/08/2023, 1 mo. USD LIBOR + 2.500%   165,652
        655,709
    Machinery - Construction & Mining - 0.0%    
    Pike Corp.    
  83,184 4.90%, 07/24/2026, 1 mo. USD LIBOR + 3.250%   83,670
    Media - 0.3%    
    Altice Financing S.A.    
  117,300 4.41%, 01/31/2026, 3 mo. USD LIBOR + 2.750%   115,980
    AVSC Holding Corp.    
  196,746 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   195,762
    Charter Communications Operating LLC    
  289,603 3.40%, 02/01/2027, 3 mo. USD LIBOR + 1.750%   290,637
    CSC Holdings LLC    
  293,573 3.93%, 07/17/2025, 1 mo. USD LIBOR + 2.250%   293,782
  188,100 3.93%, 01/15/2026, 1 mo. ICE LIBOR + 2.250%   188,277
    Gray Television, Inc.    
  161,432 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   162,037
    ION Media Networks, Inc.    
  223,748 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   223,934
    MTN Infrastructure TopCo, Inc.    
  99,242 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   99,284
    Nexstar Broadcasting, Inc.    
  164,588 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   165,246
    Terrier Media Buyer, Inc.    
  120,000 6.15%, 12/17/2026   120,870
        1,855,809
    Miscellaneous Manufacturing - 0.1%    
    H.B. Fuller Co.    
  140,287 3.66%, 10/20/2024, 1 mo. USD LIBOR + 2.000%   140,335
    USI, Inc.    
  244,375 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   243,336
        383,671
    Oil & Gas - 0.0%    
    NorthRiver Midstream Finance L.P.    
  103,688 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250%   103,039
    Oil & Gas Services - 0.1%    
    Buckeye Partners L.P.    
  100,000 4.53%, 11/01/2026, 1 mo. USD LIBOR + 2.750%   100,792

 


 

  The Hartford Inflation Plus Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Lower Cadence Holdings LLC    
$ 99,500 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000% $ 96,951
    UGI Energy Services LLC    
  378,100 5.40%, 08/13/2026, 1 mo. USD LIBOR + 3.750%   378,572
        576,315
    Packaging & Containers - 0.2%    
    Berry Global, Inc.    
  199,000 3.78%, 07/01/2026   199,726
    Flex Acquisition Co., Inc.    
  145,628 4.91%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   143,687
    Reynolds Group Holdings, Inc.    
  692,116 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   692,670
        1,036,083
    Pharmaceuticals - 0.2%    
    Bausch Health Companies, Inc.    
  170,000 4.42%, 11/27/2025, 1 mo. USD LIBOR + 2.750%   170,496
  93,238 4.67%, 06/02/2025, 1 mo. USD LIBOR + 3.000%   93,564
    Catalent Pharma Solutions, Inc.    
  99,250 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   99,622
    Endo Luxembourg Finance Co., S.a r.l.    
  360,750 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   347,222
    IQVIA, Inc.    
  266,679 3.70%, 03/07/2024, 3 mo. USD LIBOR + 2.000%   267,735
    Sunshine Luxembourg S.a.r.l.    
  165,000 6.20%, 10/01/2026, 1 mo. USD LIBOR + 4.250%   165,596
        1,144,235
    Real Estate - 0.1%    
    KFC Holding Co.    
  179,045 3.41%, 04/03/2025, 1 mo. USD LIBOR + 1.750%   179,525
    VICI Properties LLC    
  219,545 3.41%, 12/20/2024, 1 mo. USD LIBOR + 2.000%   219,574
        399,099
    REITS - 0.0%    
    MGM Growth Properties Operating Partnership L.P.    
  186,879 3.57%, 03/21/2025, 1 mo. USD LIBOR + 2.000%   187,112
    Retail - 0.2%    
    B.C. Unlimited Liability Co.    
  111,752 3.40%, 11/19/2026   111,556
    Bass Pro Group LLC    
  195,500 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   194,605
    Coty, Inc.    
  275,672 3.94%, 04/07/2025, 1 mo. USD LIBOR + 2.250%   272,745
    Michaels Stores, Inc.    
  309,070 4.15%, 01/30/2023, 1 mo. USD LIBOR + 2.500%   297,944
    Staples, Inc.    
  127,733 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   125,306
        1,002,156
    Semiconductors - 0.1%    
    Entegris, Inc.    
  153,450 3.65%, 11/06/2025, 1 mo. USD LIBOR + 2.000%   153,961
    Microchip Technology, Inc.    
  71,861 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000%   72,026
    ON Semiconductor Corp.    
  101,998 3.65%, 09/19/2026, 1 mo. USD LIBOR + 2.000%   102,394
        328,381
    Software - 0.5%    
    Almonde, Inc.    
  153,210 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   151,424
    Change Healthcare Holdings LLC    
  187,169 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   187,139
    Go Daddy Operating Co. LLC    
  168,748 3.40%, 02/15/2024, 1 mo. USD LIBOR + 1.750%   168,959

 


 

  The Hartford Inflation Plus Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Infor U.S., Inc.    
$ 550,568 4.70%, 02/01/2022, 1 mo. USD LIBOR + 2.750% $ 550,915
    MA FinanceCo. LLC    
  17,882 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500%   17,752
    Seattle Spinco, Inc.    
  120,758 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500%   119,883
    SS&C Technologies Holdings Europe S.a.r.l.    
  37,935 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   37,927
    SS&C Technologies, Inc.    
  260,509 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   260,286
    Ultimate Software Group, Inc.    
  99,750 5.40%, 05/04/2026, 1 mo. USD LIBOR + 3.750%   100,108
    Verint Systems, Inc.    
  204,750 3.84%, 06/28/2024, 1 mo. USD LIBOR + 2.000%   205,774
    WEX, Inc.    
  477,777 3.90%, 05/15/2026, 1 mo. USD LIBOR + 2.250%   479,272
        2,279,439
    Telecommunications - 0.3%    
    Altice France S.A.    
  320,156 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688%   318,555
    Ciena Corp.    
  148,252 0.00%, 09/26/2025, 1 mo. USD LIBOR + 2.000%   148,870
    Level 3 Financing, Inc.    
  252,996 3.40%, 03/01/2027, 1 mo. USD LIBOR + 1.750%   252,427
    Liberty Latin America Ltd.    
  100,000 6.68%, 10/22/2026, 1 mo. USD LIBOR + 5.000%   101,125
    Sprint Communications, Inc.    
  427,900 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   418,272
    Zayo Group LLC    
  100,095 3.90%, 01/19/2024, 1 mo. USD LIBOR + 2.250%   100,101
        1,339,350
    Transportation - 0.1%    
    B.C. Unlimited Liability Co.    
  48,951 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000%   49,155
    Dynasty Acquisition Co., Inc.    
  91,049 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000%   91,429
    Genesee & Wyoming, Inc.    
  500,000 3.91%, 12/30/2026   502,290
        642,874
    Total Senior Floating Rate Interests    
    (cost $24,497,211) $ 24,475,278
  U.S. Government Agencies - 13.3%    
    Mortgage-Backed Agencies - 13.3%    
    FHLMC - 0.5%    
$ 1,150,000 4.01%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2) $ 1,165,029
  1,031,774 5.91%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(1)   1,118,789
        2,283,818
    FNMA - 0.2%    
$ 1,206,803 4.06%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2) $ 1,222,439
    GNMA - 6.3%    
$ 30,800,000 3.00%, 02/01/2050(8) $ 31,675,875
    UMBS - 6.3%    
$ 30,800,000 3.00%, 02/15/2050(8) $ 31,498,091
    Total U.S. Government Agencies    
    (cost $66,298,218) $ 66,680,223

 

U.S. Government Securities - 88.5%

U.      S. Treasury Securities - 88.5%
U.      S. Treasury Bonds - 6.1%
912,669 1.00%, 02/15/2048(5) $ 1,088,331
26,253,942 2.38%, 01/15/2025(5)   29,602,006
      30,690,337

 


 

  The Hartford Inflation Plus Fund        
 
  Schedule of Investments – (continued)        
  January 31, 2020 (Unaudited)        
 
 
    U.S. Treasury Notes - 82.4%        
$ 129,753,575 0.13%, 04/15/2021(5) $   129,462,163  
  59,082,133 0.13%, 07/15/2026(5)     60,439,185  
  4,848,767 0.25%, 01/15/2025(5)     4,958,277  
  16,063,370 0.38%, 07/15/2025(5)(9)     16,629,028  
  16,946,292 0.38%, 01/15/2027(5)     17,572,072  
  51,449,778 0.50%, 01/15/2028(5)(10)(11)     54,054,684  
  90,306,728 0.63%, 01/15/2026(5)     94,636,288  
  27,230,871 0.75%, 07/15/2028(5)     29,367,751  
  5,638,228 0.88%, 01/15/2029(5)     6,145,709  
  265,000 2.75%, 09/30/2020(9)     267,019  
          413,532,176  
    Total U.S. Government Securities        
    (cost $429,909,192) $   444,222,513  
    Total Long-Term Investments        
    (cost $549,818,302) $   563,395,187  
Short -Term Investments - 0.6%        
    Other Investment Pools & Funds - 0.6%        
  2,864,411 Fidelity Institutional Government Fund, Institutional Class, 1.48%(12)     2,864,411  
    Total Short-Term Investments        
    (cost $2,864,411) $   2,864,411  
    Total Investments Excluding Purchased Options        
    (cost $552,682,713) 112.9 % $ 566,259,598  
    Total Purchased Options        
    (cost $72,770) 0.0 % $ 38,608  
    Total Investments        
    (cost $552,755,483) 112.9 % $ 566,298,206  
    Other Assets and Liabilities (12.9 )% (64,588,215 )
 
    Total Net Assets 100.0 % $ 501,709,991  
 
  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)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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, 2020, the aggregate value of these securities was $8,702,281, representing 1.7% of net assets.
(3)      Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(4)      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)      The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(7)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(8)      Represents or includes a TBA transaction.
(9)      All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of January 31, 2020, the market value of securities pledged was $889,356.

 

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(10)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $625,124.
(11)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $1,917,400.
(12)      Current yield as of period end.
  OTC Swaption Contracts Outstanding at January 31, 2020                            
 
    Exercise Pay/                     Premiums              
    Price/FX Receive                       Paid       Unrealized  
  Counter- Rate/ Floating Expiration   Number of     Market (Received) Appreciation/  
Description party Rate Rate Date Notional Amount Contracts     Value † by Fund       (Depreciation)  
Purchased swaption contracts:                                            
Puts                                              
3 Month USD-LIBOR-                                              
BBA-Interest Rate Swap                                            
Expiring 08/04/57 * BOA 1.70% Pay 11/23/20 USD 2,905,000 2,905,000 $ 38,608 $ 72,770   $   (34,162 )
 
Total purchased swaption contracts                 $   38,608 $   72,770   $       (34,162 )
 
 
* Swaptions with forward premiums.                                          
 
    Futures Contracts Outstanding at January 31, 2020                            
                                Value and  
            Number           Current     Unrealized  
              of           Notional     Appreciation/  
Description           Contracts Expiration Date     Amount     (Depreciation)  
 
Long position contracts:                                            
U.S. Treasury 2-Year Note Future           39 03/31/2020 $     8,438,016   $       30,384  
U.S. Treasury 10-Year Note Future           209 03/20/2020       27,516,156           473,755  
Total                               $       504,139  
Short position contracts:                                            
U.S. Treasury 5-Year Note Future           330 03/31/2020 $     39,705,703   $   (290,466 )
U.S. Treasury 10-Year Ultra Future           97 03/20/2020       14,128,656       (310,998 )
U.S. Treasury Ultra Bond Future           7 03/20/2020       1,355,813           (35,981 )
 
Total                               $       (637,445 )
 
Total futures contracts                             $       (133,306 )
 
  OTC Credit Default Swap Contracts Outstanding at January 31, 2020                          
 
                Periodic Upfront Upfront             Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums Premiums Market       Appreciation/  
Reference Entity party Amount (a) Fixed Rate     Date Frequency Paid   Received Value †   (Depreciation)  
Credit default swaps on indices:                                            
Sell protection:                                              
CMBX.NA.AAA.1                                              
2 MSC USD 1,605,000 1.00 % 08/17/61 Monthly $ 946 $   —$     (3,609 ) $ (4,555 )
CMBX.NA.AAA.1                                              
2 MSC USD 5,270,000 1.00 % 08/17/61 Monthly   984         (11,850 )         (12,834 )
 
 
Total                 $ 1,930 $   — $   (15,459 ) $   (17,389 )
 
 
Total traded indices               $ 1,930 $   $   (15,459 ) $   (17,389 )
 
Total OTC contracts               $ 1,930 $   $   (15,459 ) $   (17,389 )

 

(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, 2020 (Unaudited)                                    
 
 
 
      OTC Interest Rate Swap Contracts Outstanding at January 31, 2020                      
 
      Payments         Periodic Upfront Upfront               Unrealized  
Counter- Payments made received by Notional Expiration Payment Premiums Premiums           Appreciation/  
party by Fund Fund Amount   Date Frequency Paid Received     Value †     (Depreciation)  
BCLY 2.00% Fixed CPURNSA USD 12,310,000 01/15/22 At Maturity $ $   $ (189,722 ) $ (189,722 )
BCLY 2.29% Fixed CPURNSA USD 25,572,000 01/15/22 At maturity         (554,900 )       (554,900 )
BOA 2.12% Fixed CPURNSA USD 8,580,000 01/15/24 At maturity         (202,150 )       (202,150 )
 
Total               $ $   $ (946,772 )   $   (946,772 )
 
    Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2020                    
 
    Payments         Periodic Upfront Upfront               Unrealized  
Payments made by received by       Expiration Payment Premiums Premiums           Appreciation/  
  Fund Fund Notional Amount Date Frequency Paid Received     Value †     (Depreciation)  
12 Mo. Federal Funds                                      
Rate   1.00% Fixed USD 13,439,000 08/22/24 Annual$ $   $ 109,160     $   109,160  
12 Mo. Federal Funds                                      
Rate   1.00% Fixed USD 9,012,000 09/06/26 Annual       72,730         72,730  
12 Mo. Federal Funds                                      
Rate   1.00% Fixed USD 3,322,000 09/29/26 Annual 67,088       41,723         (25,365 )
    3 Mo. USD                                    
1.00% Fixed LIBOR   USD 6,700,000 04/09/24 Semi-Annual       (323,035 )       (323,035 )
    3 Mo. USD                                    
1.00% Fixed LIBOR   USD 6,965,000 04/09/24 Semi-Annual       (336,881 )       (336,881 )
    3 Mo. USD                                    
1.00% Fixed LIBOR   USD 1,705,000 10/29/29 Semi-Annual       (48,069 )       (48,069 )
    3 Mo. USD                                    
1.00% Fixed LIBOR   USD 1,285,000 10/30/29 Semi-Annual       (41,703 )       (41,703 )
    3 Mo. USD                                    
1.00% Fixed LIBOR   USD 1,300,000 10/30/29 Semi-Annual       (42,741 )       (42,741 )
3 Mo. USD LIBOR 1.00% Fixed USD 7,150,000 04/09/24 Semi-Annual       (345,045 )       (345,045 )
3 Mo. USD LIBOR 1.00% Fixed USD 9,540,000 04/09/24 Semi-Annual       (459,544 )       (459,544 )
3 Mo. USD LIBOR 1.00% Fixed USD 880,000 10/29/29 Semi-Annual       (24,395 )       (24,395 )
 
Total               $ 67,088 $ $ (1,397,800 ) $ (1,464,888 )
 
      Bond Forward Contracts Outstanding at January 31, 2020                      
                              Unrealized  
          Reference   Notional   Expiration Appreciation/  
Counterparty       Obligation   Amount     Date     (Depreciation)  
BOA     U.S. Treasury Bonds(5), 0.13%, 07/15/2026 USD 9,086,302   02/28/2020 $         67,771  
GSC     U.S. Treasury Bonds(5), 0.38%, 07/15/2025 USD 28,717,785   02/28/2020       206,108  
MSC     U.S. Treasury Bonds(5), 0.63%, 01/15/2026 USD 20,434,995   02/28/2020       125,611  
 
Total                             $     399,490  
 
      Foreign Currency Contracts Outstanding at January 31, 2020                      
Amount and Description Amount and Description                                
of Currency to be of Currency to be     Settlement                      
  Purchased     Sold     Counterparty Date   Appreciation Depreciation  
3,310,858 USD 14,019,000 BRL   DEUT 03/18/20 $ 45,781 $        
1,634,218 USD 5,620,240,000 COP   UBS 03/18/20               (4,287 )
656,762 USD 595,000 EUR   CBK 02/28/20               (4,217 )
3,526,015 USD 228,953,000 RUB   BCLY 03/18/20           (34,840 )
1,277,817 USD 19,012,000 ZAR   GSC 03/18/20   19,185          
Total                     $ 64,966 $   (43,344 )

 

  • 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


 

The Hartford Inflation Plus Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

BOA CBK

DEUT GSC MSC UBS

Currency Abbreviations:

ARS BRL COP EUR RUB USD ZAR

Index Abbreviations:

CMBX.NA CMT CPURNSA ICE

MTA

Other Abbreviations:

CMO EURIBOR FHLMC FNMA GNMA LIBOR OTC TBA

Banc of America Securities LLC Citibank NA

Deutsche Bank Securities, Inc. Goldman Sachs & Co. Morgan Stanley UBS AG

Argentine Peso Brazilian Real Colombian Peso Euro Russian Ruble United States Dollar South African Rand

Markit Commercial Mortgage Backed North American Constant Maturity Treasury Index Consumer Price All Urban Non-Seasonally Adjusted Intercontinental Exchange, Inc.

Monthly Treasury Average Index

Collateralized Mortgage Obligation Euro Interbank Offered Rate Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate Over-the-Counter To Be Announced

 


 

The Hartford Inflation Plus Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                      
Asset & Commercial Mortgage Backed Securities $ 17,823,999   $   $ 17,823,999   $
Foreign Government Obligations   10,193,174         10,193,174    
Senior Floating Rate Interests   24,475,278         24,475,278    
U.S. Government Agencies   66,680,223         66,680,223    
U.S. Government Securities   444,222,513         444,222,513    
Short-Term Investments   2,864,411     2,864,411        
Purchased Options   38,608         38,608    
Bond Forward Contracts(2)   399,490         399,490    
Foreign Currency Contracts(2)   64,966         64,966    
Futures Contracts(2)   504,139     504,139        
Swaps - Interest Rate(2)   181,890         181,890    
 
Total $ 567,448,691   $ 3,368,550   $ 564,080,141   $
Liabilities                      
Foreign Currency Contracts(2) $ (43,344 ) $   $ (43,344 ) $
Futures Contracts(2)   (637,445 )   (637,445 )      
Swaps - Credit Default(2)   (17,389 )       (17,389 )  
Swaps - Interest Rate(2)   (2,593,550 )       (2,593,550 )  
Total $ (3,291,728 ) $ (637,445 ) $ (2,654,283 ) $

 

(1) For the period ended January 31, 2020, 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, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 97.0%    
  Argentina - 0.3%    
3,648 MercadoLibre, Inc.* $ 2,418,624
57,281 YPF S.A. ADR   537,869
      2,956,493
  Australia - 1.2%    
112,087 BHP Group Ltd.   2,874,347
58,677 Commonwealth Bank of Australia   3,322,144
384,209 Goodman Group REIT   3,803,633
14,981 Northern Star Resources Ltd.   129,049
493,151 Resolute Mining Ltd.*   387,345
374,079 Western Areas Ltd.   633,026
      11,149,544
  Austria - 0.1%    
66,441 Zumtobel Group AG*   652,124
  Belgium - 0.9%    
28,615 Ageas   1,577,875
105,018 AGFA-Gevaert N.V.*   516,196
57,847 bpost S.A.   576,469
51,972 Groupe Bruxelles Lambert S.A.   5,222,855
38,944 Orange Belgium S.A.   792,120
      8,685,515
  Brazil - 2.3%    
2 Banco Inter S.A.(1)   8
820,200 Cogna Educacao   2,225,453
328,645 EcoRodovias Infraestrutura e Logistica S.A.*   1,360,593
359,910 Even Construtora e Incorporadora S.A.*   1,405,990
331,936 Localiza Rent a Car S.A.   4,156,757
127,694 Lojas Renner S.A.   1,712,983
144,269 Pagseguro Digital Ltd. Class A*   4,687,300
99,854 Petroleo Brasileiro S.A. ADR   1,408,940
281,192 Vale S.A. ADR   3,298,382
53,094 XP, Inc. Class A*   2,131,193
      22,387,599
  Canada - 5.7%    
306,172 Advantage Oil & Gas Ltd.*(2)   511,289
83,775 ARC Resources Ltd.(2)   444,386
41,451 Bank of Montreal   3,161,289
60,295 Bank of Nova Scotia   3,293,126
107,508 Barrick Gold Corp.   1,991,099
62,535 Cameco Corp.   504,193
80,583 Canadian National Railway Co.   7,530,376
23,669 CCL Industries, Inc. Class B   998,161
114,395 Centerra Gold, Inc.*   916,266
52,624 CGI, Inc.*   4,029,311
61,029 Descartes Systems Group, Inc.*   2,736,021
78,149 Eldorado Gold Corp.*   568,925
81,978 IAMGOLD Corp.*   242,655
87,149 Imperial Oil Ltd.   2,066,447
57,559 Intact Financial Corp.   6,235,631
201,833 Kinross Gold Corp.*   1,023,293
50,969 Northern Dynasty Minerals Ltd.*(2)   21,568
198,429 Painted Pony Energy Ltd.*(2)   85,465
57,460 Royal Bank of Canada   4,540,703
290,300 SEMAFO, Inc.*   612,012
143,833 Smart REIT   3,413,779
326,811 StorageVault Canada, Inc.   923,586
17,189 TC Energy Corp.   942,576
64,224 Toronto-Dominion Bank   3,549,451
47,896 Tourmaline Oil Corp.   483,158
281,412 Trican Well Service Ltd.*(2)   221,149
425,286 Tricon Capital Group, Inc.   3,502,809

 


 

Hartford International Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
124,973 Uranium Participation Corp.* $ 363,568
      54,912,292
  Chile - 0.2%    
235,478 Empresas COPEC S.A.   2,100,717
  China - 7.7%    
1,987,910 361 Degrees International Ltd.   311,410
91,288 Alibaba Group Holding Ltd.*   2,355,486
56,543 Alibaba Group Holding Ltd. ADR*   11,681,218
736,503 AMVIG Holdings Ltd.   175,435
6,995,932 Bank of China Ltd. Class H   2,706,214
2,472,390 China BlueChemical Ltd. Class H   524,365
2,493,419 China Longyuan Power Group Corp. Ltd. Class H   1,474,267
1,338,345 China Machinery Engineering Corp. Class H   497,487
4,038,424 China Telecom Corp. Ltd. Class H   1,571,294
930,000 CNOOC Ltd.   1,392,245
1,556,305 CSPC Pharmaceutical Group Ltd.   3,413,699
2,367,042 Daphne International Holdings Ltd.*   38,401
1,752,913 Dongfeng Motor Group Co., Ltd. Class H   1,309,917
56,496 GSX Techedu, Inc. ADR*   1,846,854
755,369 Guangdong Tapai Group Co., Ltd. Class A   1,184,451
4,620,179 Industrial & Commercial Bank of China Ltd. Class H   3,066,751
166,634 Jiangsu Hengrui Medicine Co., Ltd. Class A   2,073,483
567,000 Kingsoft Corp. Ltd.*(2)   1,713,524
395,120 Livzon Pharmaceutical Group, Inc. Class A   2,143,974
227,480 Midea Group Co., Ltd. Class A   1,726,741
500,116 Ping An Insurance Group Co., of China Ltd. Class H   5,655,237
326,487 Sunny Optical Technology Group Co., Ltd.   5,188,010
300,960 Tencent Holdings Ltd.   14,352,834
83,504 Trip.com Group Ltd. ADR*   2,682,984
17,000 Venus MedTech Hangzhou, Inc. Class H*(1)   88,977
150,245 Wuxi Biologics Cayman, Inc.*(1)   1,900,279
40,713 Zai Lab Ltd. ADR*   2,075,956
      73,151,493
  Cyprus - 0.0%    
12,677 TCS Group Holding plc GDR   301,713
  Denmark - 0.6%    
1,392 AP Moller - Maersk A/S Class B   1,664,503
56,278 D/S Norden A/S(2)   759,656
3,078 Drilling Co.*   171,781
32,931 DSV A/S   3,575,277
      6,171,217
  Finland - 0.2%    
460,584 Nokia Oyj   1,792,916
  France - 9.5%    
44,652 Accor S.A.   1,833,773
29,856 Airbus SE   4,384,770
41,450 Alstom S.A.   2,196,860
89,331 AXA S.A.   2,375,450
53,943 BNP Paribas S.A.   2,862,621
59,954 Capgemini SE   7,445,726
155,793 Cie de Saint-Gobain   5,877,813
41,330 Criteo S.A. ADR*   636,069
106,912 Danone S.A.   8,555,572
172,667 Engie S.A.   2,972,170
18,094 Imerys S.A.   781,096
12,938 L'Oreal S.A.   3,598,649
6,430 LVMH Moet Hennessy Louis Vuitton SE   2,800,086
52,626 Metropole Television S.A.   876,640
293,770 Orange S.A.   4,152,723
25,830 Pernod Ricard S.A.   4,472,125
40,645 Quadient   977,709
31,842 Renault S.A.   1,245,444
143,116 Rexel S.A.   1,711,967

 


 

Hartford International Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
29,159 Safran S.A. $ 4,701,512
53,408 Schneider Electric SE   5,326,191
74,004 Societe Generale S.A.   2,394,744
1,961 Sopra Steria Group   313,061
138,146 Television Francaise 1 S.A.   1,040,040
16,455 Thales S.A.   1,805,626
134,995 Total S.A.   6,573,000
11,283 UBISOFT Entertainment S.A.*   855,720
17,094 Vicat S.A.   713,772
62,785 Vinci S.A.   6,955,890
      90,436,819
  Germany - 4.2%    
38,371 Allianz SE   9,160,824
139,828 CECONOMY AG*   722,763
50,020 Daimler AG   2,316,277
73,038 Deutsche Lufthansa AG   1,112,635
85,500 E.ON SE   968,799
14,920 Hamburger Hafen und Logistik AG   367,176
183,003 Infineon Technologies AG   3,931,443
17,426 Merck KgaA   2,234,526
28,783 Metro AG   400,486
26,537 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen   7,824,174
8,608 Rheinmetall AG   920,587
33,457 RWE AG   1,159,859
49,723 Salzgitter AG   832,541
12,739 Volkswagen AG   2,285,538
52,194 Vonovia SE   2,979,030
62,776 Zalando SE*(1)   3,005,709
      40,222,367
  Greece - 0.3%    
110,066 Hellenic Telecommunications Organization S.A.   1,643,792
79,489 OPAP S.A.   989,802
      2,633,594
  Hong Kong - 3.4%    
801,857 AIA Group Ltd.   7,945,557
466,068 China Gas Holdings Ltd.   1,841,160
216,543 China Mobile Ltd.   1,779,908
792,000 China Overseas Land & Investment Ltd.   2,545,827
2,127,099 China Unicom Hong Kong Ltd.   1,774,467
216,000 CST Group Ltd.*   668
164,719 Dah Sing Financial Holdings Ltd.   592,191
20,354,672 G-Resources Group Ltd.*   135,930
347,000 Galaxy Entertainment Group Ltd.   2,270,971
1,495,117 Hong Kong & China Gas Co., Ltd.   2,861,173
98,419 Hong Kong Exchanges & Clearing Ltd.   3,233,796
80,148 Melco Resorts & Entertainment Ltd. ADR   1,616,585
4,194,644 Pacific Basin Shipping Ltd.   752,377
996,267 Sands China Ltd.   4,804,303
      32,154,913
  Hungary - 0.3%    
504,438 Magyar Telekom Telecommunications plc   752,029
35,444 OTP Bank Nyrt   1,641,836
      2,393,865
  India - 1.6%    
296,131 Allahabad Bank*   72,832
239,337 Canara Bank*   676,454
4,119 Eicher Motors Ltd.   1,167,240
80,221 HDFC Bank Ltd. ADR   4,595,059
208,297 ICICI Bank Ltd.   1,534,813
114,302 ICICI Bank Ltd. ADR   1,666,523
222,683 ICICI Securities Ltd.(1)   1,465,660
89,872 Kotak Mahindra Bank Ltd.   2,126,266
1,226,202 Nava Bharat Ventures Ltd.   1,222,071

 


 

Hartford International Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
88,045 NTPC Ltd. $ 139,241
186,254 Zee Entertainment Enterprises Ltd.   702,523
      15,368,682
  Indonesia - 0.4%    
893,857 Bank Central Asia Tbk PT   2,112,202
3,081,747 Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   265,181
1,937,526 Semen Indonesia Persero Tbk PT   1,687,929
      4,065,312
  Ireland - 1.7%    
312,050 AIB Group plc   914,882
290,814 Bank of Ireland Group plc   1,416,330
1,612,587 Cairn Homes plc   2,181,895
63,913 CRH plc*   2,399,729
60,145 Experian plc   2,093,525
1,139,157 Glenveagh Properties plc*(1)   1,111,776
718,884 Hibernia plc REIT   1,105,828
16,823 Linde plc*   3,426,475
51,162 Smurfit Kappa Group plc   1,769,282
      16,419,722
  Italy - 2.1%    
63,966 Assicurazioni Generali S.p.A.   1,246,420
164,964 BPER Banca   757,675
370,648 Davide Campari-Milano S.p.A.(2)   3,582,675
225,205 Eni S.p.A.   3,154,576
22,017 Ferrari N.V.   3,715,406
190,752 Geox S.p.A.(2)   226,785
75,752 Leonardo S.p.A.   930,688
75,575 Moncler S.p.A.   3,252,921
232,570 Saipem S.p.A.*   964,149
188,539 UniCredit S.p.A.   2,518,372
      20,349,667
  Japan - 15.6%    
26,080 Aisan Industry Co., Ltd.   168,076
101,549 Aozora Bank Ltd.   2,736,324
131,080 Astellas Pharma, Inc.   2,316,199
57,050 Avex, Inc.   634,099
20,170 Benesse Holdings, Inc.   554,067
34,600 Canon, Inc.   907,361
23,750 Cawachi Ltd.   462,989
18,605 Central Japan Railway Co.   3,651,818
90,400 Chiyoda Corp.*   255,789
19,481 Chubu Steel Plate Co., Ltd.   126,001
27,870 Chugai Pharmaceutical Co., Ltd.   2,854,688
232,000 Citizen Watch Co., Ltd.   1,121,587
10,170 CMIC Holdings Co., Ltd.   159,955
44,860 Cosel Co., Ltd.   462,988
101,930 Dai-ichi Life Holdings, Inc.   1,512,762
50,370 DeNA Co., Ltd.   828,381
80,034 East Japan Railway Co.   7,047,116
39,558 Eisai Co., Ltd.   2,981,155
17,920 Enplas Corp.   481,086
45,010 Exedy Corp.   931,421
11,860 FANUC Corp.   2,160,060
43,525 Fuji Media Holdings, Inc.   591,792
11,165 Fujitsu Ltd.   1,180,505
92,020 Funai Electric Co., Ltd.*   547,262
15,085 Gendai Agency, Inc.   57,839
42,500 GMO Payment Gateway, Inc.   2,732,891
246,160 Gree, Inc.   1,033,527
44,940 Hisaka Works Ltd.   371,399
28,800 Hitachi Ltd.   1,096,920
127,620 Honda Motor Co., Ltd.   3,263,930
59,680 Ichiyoshi Securities Co., Ltd.   331,545

 


 

Hartford International Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
186,770 Inpex Corp. $ 1,743,343
17,870 Japan Petroleum Exploration Co., Ltd.   438,865
427,286 Japan Post Bank Co., Ltd.   3,954,920
50,080 Japan Steel Works Ltd.   896,451
98,510 JGC Holdings Corp.   1,415,206
100,610 JSR Corp.   1,791,967
20,875 Kao Corp.   1,664,930
111,520 KDDI Corp.   3,370,029
89,330 Kirin Holdings Co., Ltd.   1,961,911
57,990 Kyoei Steel Ltd.   1,017,118
46,580 Maxell Holdings Ltd.   611,459
5,040 Melco Holdings, Inc.   121,363
18,410 Miraial Co., Ltd.   211,226
75,480 Mitsubishi Estate Co., Ltd.   1,478,235
35,731 Mitsubishi Heavy Industries Ltd.   1,303,373
192,090 Mitsubishi Motors Corp.   715,676
1,199,769 Mitsubishi UFJ Financial Group, Inc.   6,160,354
1,025,700 Mizuho Financial Group, Inc.   1,521,042
85,750 Nakayama Steel Works Ltd.   385,842
29,920 Neturen Co., Ltd.   230,951
64,600 Nexon Co., Ltd.   874,873
57,000 NGK Insulators Ltd.   955,700
108,625 Nichicon Corp.   981,420
88,150 Nikon Corp.   1,064,410
48,050 Nippon Chemi-Con Corp.   726,256
82,434 Nippon Television Holdings, Inc.   1,113,728
107,600 Nipro Corp.   1,225,045
76,700 Nishimatsuya Chain Co., Ltd.(2)   656,038
567,724 Nissan Motor Co., Ltd.   3,080,638
21,020 Nitto Denko Corp.   1,168,462
88,980 NOK Corp.   1,185,090
259,500 Nomura Holdings, Inc.   1,328,485
221,417 NTT DOCOMO, Inc.   6,290,985
22,730 Pacific Metals Co., Ltd.   425,587
383,980 Resona Holdings, Inc.   1,583,475
35,760 Sanyo Shokai Ltd.   406,414
77,120 Secom Co., Ltd.   6,767,482
18,850 Shimamura Co., Ltd.   1,416,262
28,037 Shin-Etsu Chemical Co., Ltd.   3,206,414
35,030 Shiseido Co., Ltd.   2,255,253
79,740 SoftBank Group Corp.   3,219,467
236,525 Sony Financial Holdings, Inc.   5,445,789
78,378 Sumitomo Mitsui Financial Group, Inc.   2,755,722
43,450 Sumitomo Mitsui Trust Holdings, Inc.   1,601,998
44,730 Sumitomo Riko Co., Ltd.   351,102
42,000 Suzuki Motor Corp.   1,921,741
25,420 Sysmex Corp.   1,818,553
314,544 T&D Holdings, Inc.   3,352,817
43,850 Tachi-S Co., Ltd.   510,664
72,740 Takeda Pharmaceutical Co., Ltd.   2,793,462
32,620 THK Co., Ltd.   813,247
140,200 Tochigi Bank Ltd.   255,107
59,090 Tokai Rika Co., Ltd.   1,004,244
28,920 Tokyo Seimitsu Co., Ltd.   1,006,238
134,330 Tokyo Steel Manufacturing Co., Ltd.   1,006,376
60,000 Toppan Forms Co., Ltd.   680,832
18,336 Toshiba Machine Co., Ltd.(2)   560,568
68,220 Toyo Engineering Corp.*   351,687
159,775 Toyo Tire Corp.   1,997,242
51,170 Toyoda Gosei Co., Ltd.   1,160,975
24,790 Toyota Boshoku Corp.   357,899
52,450 TV Asahi Holdings Corp.   1,000,457
69,640 Unipres Corp.   888,256
71,000 Xebio Holdings Co., Ltd.   755,272
43,850 Yamato Kogyo Co., Ltd.   1,062,345
1,300 Yodogawa Steel Works Ltd.   23,251

 


 

Hartford International Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
300,941 Z Holdings Corp $ 1,195,319
      149,158,440
  Luxembourg - 0.1%    
17,662 RTL Group S.A.   802,522
  Malaysia - 1.1%    
784,813 CIMB Group Holdings Bhd   941,144
960,076 Kuala Lumpur Kepong Bhd   5,323,628
847,421 Public Bank Bhd   3,832,158
      10,096,930
  Netherlands - 4.8%    
97,370 ABN Amro Bank N.V.(1)   1,694,769
4,066 Adyen N.V.*(1)   3,736,276
34,188 Akzo Nobel N.V.   3,226,236
14,008 ASML Holding N.V.   3,931,163
58,413 Fugro N.V.*(2)   613,476
88,022 Heineken N.V.   9,577,408
212,479 ING Groep N.V.   2,306,928
48,880 InterXion Holding N.V.*   4,254,026
128,539 Koninklijke Philips N.V.   5,886,756
84,512 NN Group N.V.   2,933,285
408,290 PostNL N.V.   755,067
73,687 Royal Dutch Shell plc Class A   1,935,047
175,205 Royal Dutch Shell plc Class B   4,603,792
      45,454,229
  New Zealand - 0.3%    
341,851 a2 Milk Co., Ltd.*(2)   3,271,424
  Norway - 0.3%    
63,390 Equinor ASA   1,144,036
445,621 Norsk Hydro ASA   1,392,719
      2,536,755
  Portugal - 0.4%    
112,806 CTT-Correios de Portugal S.A.   366,139
207,937 Galp Energia SGPS S.A.   3,142,040
      3,508,179
  Russia - 1.8%    
185,069 Gazprom PJSC ADR   1,297,266
42,382 LUKOIL PJSC ADR   4,312,130
230,524 Sberbank of Russia PJSC ADR   3,677,094
160,152 Surgutneftegas PJSC ADR   1,133,504
454,449 VEON Ltd.   1,177,023
133,435 Yandex N.V. Class A*   5,979,222
      17,576,239
  South Africa - 0.8%    
150,357 Gold Fields Ltd.   973,363
223,440 Harmony Gold Mining Co., Ltd. ADR*   750,758
191,789 Impala Platinum Holdings Ltd.*   1,802,165
110,300 MTN Group Ltd.   590,479
927,622 Nampak Ltd.*   302,852
894,965 Petra Diamonds Ltd.*   112,271
296,029 Raubex Group Ltd.   467,855
271,906 Standard Bank Group Ltd.   2,836,187
      7,835,930
  South Korea - 2.8%    
3,659 CJ CheilJedang Corp.   722,107
5,336 CJ Logistics Corp.*   648,331
117,367 DGB Financial Group, Inc.   635,429
62,331 KB Financial Group, Inc.   2,292,870
68,314 KT Corp.   1,445,779
1,783 LG Household & Health Care Ltd.   1,864,877
2,208 NCSoft Corp.   1,169,682
4,034 NHN Corp.*   253,464

 


 

Hartford International Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
239,871 Samsung Electronics Co., Ltd. $ 11,113,940
38,730 Shinhan Financial Group Co., Ltd.   1,263,889
65,623 SK Hynix, Inc.   4,993,014
106,680 Tongyang Life Insurance Co., Ltd.   319,752
      26,723,134
  Spain - 2.4%    
683,399 CaixaBank S.A.   1,997,418
171,532 Cellnex Telecom S.A.(1)   8,531,171
778,396 Iberdrola S.A.   8,516,694
8,826 Iberdrola S.A.*   96,612
85,949 Industria de Diseno Textil S.A.   2,890,213
113,656 Prosegur Cia de Seguridad S.A.   448,234
889,932 Unicaja Banco S.A.(1)   889,761
      23,370,103
  Sweden - 1.1%    
221,225 Assa Abloy AB Class B   5,251,060
2,210 Klarna Holding AB(3)(4)(5)   519,735
220,926 Qliro Group AB*   162,019
623,598 SAS AB*   895,040
23,610 Spotify Technology S.A.*   3,336,093
      10,163,947
  Switzerland - 7.9%    
39,561 Adecco Group AG   2,317,805
29,365 Alcon, Inc.*   1,734,819
45,495 Coca-Cola HBC AG*   1,671,130
110,482 GAM Holding AG*   341,014
7,782 Geberit AG   4,106,806
20,403 Implenia AG(2)   831,727
108,607 Julius Baer Group Ltd.*   5,426,835
19,572 Kuehne + Nagel International AG   3,163,262
43,347 LafargeHolcim Ltd.*   2,202,929
21,966 Nestle S.A.   2,422,687
129,581 Novartis AG   12,241,270
3,538 Partners Group Holding AG   3,238,876
24,732 Roche Holding AG   8,296,803
11,774 Schindler Holding AG   3,041,287
68,284 Swiss Prime Site AG*   8,336,464
10,598 Swisscom AG   5,814,734
32,504 Temenos AG*(2)   5,228,865
440,536 UBS Group AG*   5,471,287
      75,888,600
  Taiwan - 4.2%    
1,568,880 Acer, Inc.   867,640
2,363,823 Cathay Financial Holding Co., Ltd.   3,163,905
1,232,850 Chunghwa Telecom Co., Ltd.   4,404,508
2,392,339 Compal Electronics, Inc.   1,440,575
825,254 Formosa Chemicals & Fibre Corp.   2,303,568
1,085,335 Formosa Plastics Corp.   3,332,747
457,451 Foxconn Technology Co., Ltd.   907,897
151,778 Globalwafers Co., Ltd.   1,957,805
580,228 Hon Hai Precision Industry Co., Ltd.   1,577,643
3,536,355 Innolux Corp.   1,016,657
444,810 MediaTek, Inc.   5,627,904
1,624,377 Nan Ya Plastics Corp.   3,722,992
172,691 Realtek Semiconductor Corp.   1,387,488
2,267,672 Shin Kong Financial Holding Co., Ltd.*   733,408
446,427 Taiwan Semiconductor Manufacturing Co., Ltd.   4,604,539
59,951 Taiwan Semiconductor Manufacturing Co., Ltd. ADR   3,233,757
      40,283,033
  Thailand - 0.7%    
710,093 Airports of Thailand PCL   1,606,081
1,682,748 CP ALL PCL   3,792,526
256,794 Kasikornbank PCL NVDR   1,148,724

 


 

Hartford International Equity Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

400 Kasikornbank PCL $ 1,803

 

      6,549,134
  Turkey - 0.1%    
152,935 Anadolu Efes Biracilik Ve Malt Sanayii AS   631,865
92,683 Coca-Cola Icecek AS   717,376
      1,349,241
  United Kingdom - 9.3%    
60,981 Anglo American plc   1,591,244
83,959 AstraZeneca plc   8,213,503
621,876 Aviva plc   3,258,935
402,308 Babcock International Group plc   3,127,986
282,910 BAE Systems plc   2,351,818
154,761 BHP Group plc   3,368,621
551,719 BP plc   3,321,405
113,251 British Land Co. plc REIT   828,244
692,477 BT Group plc   1,471,478
912,649 Centrica plc   1,022,452
89,010 Compass Group plc   2,200,523
157,901 Diageo plc   6,243,895
13,983 Go-Ahead Group plc   378,154
235,302 Halfords Group plc   508,642
361,131 Hays plc   738,532
444,756 HSBC Holdings plc   3,233,456
606,366 J Sainsbury plc   1,617,333
504,100 Kingfisher plc   1,353,386
76,548 Land Securities Group plc REIT   946,463
2,797,228 Lloyds Banking Group plc   2,088,226
342,019 Marks & Spencer Group plc   793,119
51,798 Mondi plc   1,053,922
693,665 National Grid plc   9,216,501
97,388 Pagegroup plc   587,191
84,331 Provident Financial plc   516,641
107,432 Prudential plc   1,910,181
46,914 Reckitt Benckiser Group plc   3,883,227
301,785 SIG plc   368,619
299,692 Smith & Nephew plc   7,210,859
364,014 Standard Chartered plc   3,026,936
106,258 SThree plc   512,145
471,294 Synthomer plc   2,102,277
24,075 Unilever N.V.   1,404,828
139,031 Unilever plc   8,293,383
      88,744,125
  United States - 0.6%    
727,000 Allstar Co.(3)(4)(5)   290,800
202,061 DraftKings, Inc.*(3)(4)(5)   691,453
11,565 EPAM Systems, Inc.*   2,638,439
5,907 JAND, Inc. Class A(3)(4)(5)   95,870
54,198 Ovintiv, Inc.   844,460
16,188 Tory Burch LLC*(3)(4)(5)   1,050,593
      5,611,615
  Vietnam - 0.0%    
350,910 Vincom Retail JSC   449,440
  Total Common Stocks    
  (cost $883,329,618) $ 927,679,584
Preferred Stocks - 0.2%      
  Brazil - 0.2%    
492,650 Gerdau S.A.   2,306,457
  Total Preferred Stocks    
  (cost $2,059,313) $ 2,306,457
Escrows - 0.0%(6)      
  United States - 0.0%    
46,766 One Kings Lane, Inc.*(3)(4)(5) $ 7,483

 


 

Hartford International Equity Fund        
 
Schedule of Investments – (continued)        
January 31, 2020 (Unaudited)        
 
 
28,813 Veracode, Inc.*(3)(4)(5)     15,674  
  Total Escrows        
  (cost $—) $   23,157  
Convertible Preferred Stocks - 0.5%        
  United States - 0.5%        
5,648 Airbnb, Inc. Series E*(3)(4)(5)     737,855  
135,133 Coupang LLC *(3)(4)(5)     787,825  
243,469 Essence Group Holdings Corp. Series 3*(3)(4)(5)     613,542  
13,926 Honest Co., Inc. Series C*(3)(4)(5)     458,722  
13,190 JAND, Inc. Series D*(3)(4)(5)     214,997  
38,688 Lookout, Inc. Series F*(3)(4)(5)     301,380  
51,890 MarkLogic Corp. Series F*(3)(4)(5)     496,587  
15,711 Rubicon Global Holdings LLC Series C*(3)(4)(5)     289,082  
18,160 We Co. Series D1*(3)(4)(5)     264,635  
15,935 We Co. Series D2*(3)(4)(5)     232,218  
  Total Convertible Preferred Stocks        
  (cost $3,467,765) $   4,396,843  
  Total Long-Term Investments        
  (cost $889,174,620) $   934,406,041  
Short-Term Investments - 2.6%        
  Other Investment Pools & Funds - 2.3%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
21,932,350 1.49%(7)     21,932,350  
  Securities Lending Collateral - 0.3%        
122,560 Citibank NA DDCA, 1.58%, 2/3/2020(7)     122,560  
  Fidelity Investments Money Market Funds, Government Portfolio,        
571,807 Institutional Class, 1.50%(7)     571,807  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional        
483,147 Class, 1.72%(7)     483,147  
175,727 JPMorgan Prime Money Market Fund, 1.69%(7)     175,727  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
461,270 Class, 1.71%(7)     461,270  
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
636,872 1.71%(7)     636,872  
        2,451,383  
  Total Short-Term Investments        
  (cost $24,383,733) $   24,383,733  
  Total Investments        
  (cost $913,558,353) 100.3 % $ 958,789,774  
  Other Assets and Liabilities (0.3 )% (2,488,322 )
 
  Total Net Assets 100.0 % $ 956,301,452  
 
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)      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, 2020, the aggregate value of these securities was $22,424,386, representing 2.3% 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.

 

Hartford International Equity Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(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, 2020, the aggregate fair value of these securities was $7,068,451, which represented 0.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(5)      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 $7,068,451 or 0.7% of net assets.
Period Acquired Security Name Shares/Par Value   Base Total Cost   Base Market Value
  Airbnb, Inc. Series E          
06/2015 Convertible Preferred 5,648 $ 525,797 $ 737,855
08/2011 Allstar Co. 727,000   316,259   290,800
  Coupang LLC Convertible          
11/2014 Preferred 135,133   420,685   787,825
12/2014 DraftKings, Inc. 202,061   298,156   691,453
  Essence Group Holdings          
  Corp. Series 3 Convertible          
05/2014 Preferred 243,469   384,997   613,542
  Honest Co., Inc. Series C          
08/2014 Convertible Preferred 13,926   376,800   458,722
04/2015 JAND, Inc. Class A 5,907   67,844   95,870
  JAND, Inc. Series D          
04/2015 Convertible Preferred 13,190   151,491   214,997
08/2015 Klarna Holding AB 2,210   242,394   519,735
  Lookout, Inc. Series F          
07/2014 Convertible Preferred 38,688   441,937   301,380
  MarkLogic Corp. Series F          
04/2015 Convertible Preferred 51,890   602,661   496,587
08/2014 One Kings Lane, Inc. 46,766     7,483
  Rubicon Global Holdings LLC          
  Series C Convertible          
09/2015 Preferred 15,711   313,599   289,082
11/2013 Tory Burch LLC 16,188   1,268,749   1,050,593
04/2017 Veracode, Inc. 28,813     15,674
  We Co. Series D1 Convertible          
12/2014 Preferred 18,160   302,385   264,635
  We Co. Series D2 Convertible          
12/2014 Preferred 15,935   265,336   232,218
 
      $ 5,979,090 $ 7,068,451

 

(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, 2020
            Value and
  Number     Current   Unrealized
  of     Notional   Appreciation/
Description Contracts Expiration Date   Amount   (Depreciation)
 
Long position contracts:            
S&P/TSX 60 Index Future 58 03/19/2020 $ 9,041,408 $ 27,621
SPI 200 Future 78 03/19/2020   9,077,266   62,852
 
 
Total         $ 90,473
 
Total futures contracts         $ 90,473

 

  • 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


 

Hartford International Equity Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

DDCA GDR JSC NVDR PJSC PT REIT

Dollars on Deposit in Custody Account Global Depositary Receipt Joint Stock Company Non-Voting Depositary Receipt Private Joint Stock Company Perseroan Terbatas Real Estate Investment Trust

 


 

Hartford International Equity Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total     Level 1   Level 2 Level 3(1)
Assets                
Common Stocks                
Argentina $ 2,956,493 $ 2,956,493 $ $
Australia   11,149,544     11,149,544  
Austria   652,124   652,124    
Belgium   8,685,515   1,308,316   7,377,199  
Brazil   22,387,599   22,387,599    
Canada   54,912,292   54,912,292    
Chile   2,100,717     2,100,717  
China   73,151,493   20,945,311   52,206,182  
Cyprus   301,713   301,713    
Denmark   6,171,217   759,656   5,411,561  
Finland   1,792,916     1,792,916  
France   90,436,819   2,226,481   88,210,338  
Germany   40,222,367     40,222,367  
Greece   2,633,594     2,633,594  
Hong Kong   32,154,913   1,616,585   30,538,328  
Hungary   2,393,865     2,393,865  
India   15,368,682   7,176,178   8,192,504  
Indonesia   4,065,312   265,181   3,800,131  
Ireland   16,419,722   4,399,499   12,020,223  
Italy   20,349,667   226,785   20,122,882  
Japan   149,158,440     149,158,440  
Luxembourg   802,522     802,522  
Malaysia   10,096,930     10,096,930  
Netherlands   45,454,229   5,009,093   40,445,136  
New Zealand   3,271,424     3,271,424  
Norway   2,536,755     2,536,755  
Portugal   3,508,179     3,508,179  
Russia   17,576,239   7,156,245   10,419,994  
South Africa   7,835,930   1,633,736   6,202,194  
South Korea   26,723,134     26,723,134  
Spain   23,370,103   1,337,995   22,032,108  
Sweden   10,163,947   3,498,112   6,146,100   519,735
Switzerland   75,888,600     75,888,600  
Taiwan   40,283,033   3,233,757   37,049,276  
Thailand   6,549,134   5,398,607   1,150,527  
Turkey   1,349,241     1,349,241  
United Kingdom   88,744,125   10,078,944   78,665,181  
United States   5,611,615   3,482,899     2,128,716
Vietnam   449,440     449,440  
Preferred Stocks   2,306,457   2,306,457    
Escrows   23,157       23,157
Convertible Preferred Stocks   4,396,843       4,396,843
Short-Term Investments   24,383,733   24,383,733    
Futures Contracts(2)   90,473   90,473    
Total $ 958,880,247 $ 187,744,264 $ 764,067,532 $ 7,068,451

 

(1) For the period ended January 31, 2020, 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, 2020 is not presented.


 

The Hartford International Growth Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 97.8%    
  Australia - 0.3%    
535,044 South32 Ltd. $ 918,080
  Brazil - 0.9%    
353,570 BR Malls Participacoes S.A.   1,519,098
41,447 Pagseguro Digital Ltd. Class A*   1,346,613
6,200 XP, Inc. Class A*   248,868
      3,114,579
  Canada - 2.9%    
16,139 Canadian National Railway Co.   1,508,169
115,912 Dollarama, Inc.   3,949,276
34,634 Intact Financial Corp.   3,752,060
24,703 Magna International, Inc.   1,252,323
      10,461,828
  China - 13.6%    
63,720 Alibaba Group Holding Ltd. ADR*   13,163,915
1,725,400 China Longyuan Power Group Corp. Ltd. Class H   1,020,165
15,908,150 China Tower Corp. Ltd. Class H(1)   3,288,364
1,066,000 CSPC Pharmaceutical Group Ltd.   2,338,233
137,530 ENN Energy Holdings Ltd.   1,598,772
12,000 Kweichow Moutai Co., Ltd. Class A   1,764,159
199,200 Midea Group Co., Ltd. Class A   1,512,075
10,520 New Oriental Education & Technology Group, Inc. ADR*   1,278,706
5,900 Pharmaron Beijing Co., Ltd. Class H*(1)   37,831
325,431 Ping An Insurance Group Co., of China Ltd. Class H   3,679,925
166,100 Shenzhou International Group Holdings Ltd.   2,195,812
68,110 Sunny Optical Technology Group Co., Ltd.   1,082,296
47,371 TAL Education Group ADR*   2,363,813
241,675 Tencent Holdings Ltd.   11,525,522
31,988 Trip.com Group Ltd. ADR*   1,027,774
25,244 WuXi AppTec Co., Ltd. Class H(1)   305,764
      48,183,126
  Denmark - 1.6%    
12,704 Carlsberg A/S Class B   1,855,213
35,754 DSV A/S   3,881,767
      5,736,980
  Finland - 0.5%    
30,466 Kone Oyj Class B   1,968,507
  France - 11.9%    
11,907 Accor S.A.   488,998
49,161 Airbus SE   7,219,977
40,776 Alstom S.A.   2,161,138
73,614 AXA S.A.   1,957,511
39,149 Capgemini SE   4,861,940
39,540 Cie de Saint-Gobain   1,491,779
52,468 Edenred   2,833,353
111,144 Engie S.A.   1,913,156
7,346 L'Oreal S.A.   2,043,258
8,760 LVMH Moet Hennessy Louis Vuitton SE   3,814,736
37,512 Safran S.A.   6,048,326
21,479 Schneider Electric SE   2,142,025
20,023 Total S.A.   974,934
6,426 UBISOFT Entertainment S.A.*   487,357
54,806 Worldline S.A.*(1)   3,861,950
      42,300,438
  Germany - 3.7%    
16,489 adidas AG   5,212,404
21,378 Beiersdorf AG   2,427,828
137,665 Infineon Technologies AG   2,957,449
6,753 Volkswagen AG   1,211,574

 


 

The Hartford International Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
25,504 Zalando SE*(1) $ 1,221,130
      13,030,385
  Hong Kong - 3.4%    
773,558 AIA Group Ltd.   7,665,144
1,407,015 China Unicom Hong Kong Ltd.   1,173,759
463,313 Sands China Ltd.   2,234,237
128,465 Techtronic Industries Co., Ltd.   1,025,034
      12,098,174
  India - 1.9%    
95,265 HDFC Bank Ltd.   1,631,811
22,154 HDFC Bank Ltd. ADR   1,268,981
296,879 ICICI Bank Ltd.   2,187,520
105,409 ICICI Bank Ltd. ADR   1,536,863
      6,625,175
  Ireland - 1.3%    
62,248 Experian plc   2,166,726
13,675 ICON plc*   2,305,879
      4,472,605
  Italy - 2.5%    
158,100 Davide Campari-Milano S.p.A.   1,528,191
138,859 Eni S.p.A.   1,945,078
8,749 Ferrari N.V.   1,476,409
7,879 Ferrari N.V.(2)   1,330,133
27,794 Moncler S.p.A.   1,196,317
119,519 UniCredit S.p.A.   1,596,451
      9,072,579
  Japan - 10.2%    
36,600 Bandai Namco Holdings, Inc.   2,126,770
21,200 Eisai Co., Ltd.   1,597,667
16,000 GMO Payment Gateway, Inc.   1,028,853
37,800 Hoya Corp.   3,617,665
11,678 Keyence Corp.   3,925,640
59,580 Mitsui Fudosan Co., Ltd. REIT   1,578,006
18,157 Murata Manufacturing Co., Ltd.   1,027,955
119,770 Nexon Co., Ltd.   1,622,037
7,975 Nidec Corp.   1,003,021
2,234 Nintendo Co., Ltd.   821,789
37,300 Recruit Holdings Co., Ltd.   1,453,815
37,565 Seven & i Holdings Co., Ltd.   1,440,367
11,215 Shin-Etsu Chemical Co., Ltd.   1,282,588
85,345 SoftBank Group Corp.   3,445,766
15,910 Sony Corp.   1,112,536
41,455 Sumitomo Mitsui Financial Group, Inc.   1,457,532
87,105 Tokio Marine Holdings, Inc.   4,728,164
12,800 Tokyo Electron Ltd.   2,815,309
      36,085,480
  Netherlands - 7.2%    
1,690 Adyen N.V.*(1)   1,552,953
26,785 AerCap Holdings N.V.*   1,516,299
20,558 ASML Holding N.V.   5,769,336
39,123 Heineken N.V.   4,256,855
121,404 ING Groep N.V.   1,318,108
20,259 InterXion Holding N.V.*   1,763,141
102,323 Koninklijke Philips N.V.   4,686,130
17,400 NXP Semiconductors N.V.   2,207,364
33,652 Wolters Kluwer N.V.   2,528,661
      25,598,847
  New Zealand - 0.3%    
132,345 a2 Milk Co., Ltd.*   1,266,507
  Portugal - 0.4%    
85,701 Galp Energia SGPS S.A.   1,294,988

 


 

The Hartford International Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Russia - 0.4%    
4,203 HeadHunter Group plc ADR $ 89,524
31,045 Yandex N.V. Class A*   1,391,126
      1,480,650
  Singapore - 0.5%    
94,110 DBS Group Holdings Ltd.   1,733,605
  South Korea - 1.2%    
91,815 Samsung Electronics Co., Ltd.   4,254,063
  Spain - 3.6%    
189,188 Cellnex Telecom S.A.(1)   9,409,295
100,221 Industria de Diseno Textil S.A.   3,370,138
      12,779,433
  Sweden - 2.5%    
67,631 Alfa Laval AB   1,688,281
67,228 Assa Abloy AB Class B   1,595,743
31,446 Atlas Copco AB Class A   1,113,000
16,460 Spotify Technology S.A.*   2,325,798
17,929 Swedish Match AB   1,013,672
68,861 Trelleborg AB Class B   1,130,605
      8,867,099
  Switzerland - 9.7%    
38,339 Alcon, Inc.*   2,264,984
27,475 Julius Baer Group Ltd.*   1,372,861
36,660 Logitech International S.A.   1,642,272
104,884 Nestle S.A.   11,567,929
106,030 Novartis AG   10,016,452
4,752 Partners Group Holding AG   4,350,237
20,870 Temenos AG*(2)   3,357,322
      34,572,057
  Taiwan - 4.3%    
9,000 Largan Precision Co., Ltd.   1,397,948
373,355 MediaTek, Inc.   4,723,829
877,949 Taiwan Semiconductor Manufacturing Co., Ltd.   9,055,344
      15,177,121
  United Kingdom - 10.9%    
63,726 Anglo American plc   1,662,872
13,199 Aon plc   2,907,080
92,237 AstraZeneca plc   9,023,319
63,401 BHP Group plc   1,380,024
124,470 Compass Group plc   3,077,173
142,540 Diageo plc   5,636,474
488,083 Grainger plc   1,905,708
40,755 IHS Markit Ltd.*   3,213,939
17,881 Intertek Group plc   1,356,775
27,125 London Stock Exchange Group plc   2,803,119
51,731 Prudential plc   919,796
67,182 Smith & Nephew plc   1,616,459
158,870 Standard Chartered plc   1,321,074
30,541 Unilever N.V.   1,782,133
      38,605,945
  United States - 2.1%    
14,852 Accenture plc Class A   3,047,779
23,070 Amdocs Ltd.   1,659,886
23,350 Medtronic plc   2,695,524
      7,403,189
  Total Common Stocks    
  (cost $286,041,482) $ 347,101,440
Exchange-Traded Funds - 0.4%    
  Other Investment Pools & Funds - 0.4%    
33,761 iShares MSCI ACWI ex U.S. ETF(2)   1,601,622

 


 

The Hartford International Growth Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
  Total Exchange-Traded Funds          
  (cost $1,605,788)   $   1,601,622  
  Total Long-Term Investments          
  (cost $287,647,270)   $   348,703,062  
Short-Term Investments - 2.8%          
  Other Investment Pools & Funds - 2.2%          
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,          
7,831,028 Institutional Class, 1.49%(3)   $   7,831,028  
  Securities Lending Collateral - 0.6%          
108,207 Citibank NA DDCA, 1.58%, 2/3/2020(3)       108,207  
  Fidelity Investments Money Market Funds, Government Portfolio,          
504,840 Institutional Class, 1.50%(3)       504,840  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional          
426,564 Class, 1.72%(3)       426,564  
155,147 JPMorgan Prime Money Market Fund, 1.69%(3)       155,147  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
407,249 Class, 1.71%(3)       407,249  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
562,286 1.71 %(3)     562,286  
          2,164,293  
  Total Short-Term Investments          
  (cost $9,995,321)   $   9,995,321  
  Total Investments          
  (cost $297,642,591)   101.0 % $ 358,698,383  
  Other Assets and Liabilities   (1.0 )% (3,672,465 )
 
  Total Net Assets   100.0 % $ 355,025,918  
 
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, 2020, the aggregate value of these securities was $19,677,287, representing 5.5% 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)      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 ADR

DDCA ETF MSCI REIT

All Country World Index American Depositary Receipt

Dollars on Deposit in Custody Account Exchange-Traded Fund Morgan Stanley Capital International Real Estate Investment Trust

 


 

The Hartford International Growth Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1     Level 2 Level 3(1)  
Assets                  
Common Stocks                  
Australia $ 918,080 $   $ 918,080 $
Brazil   3,114,579   3,114,579      
Canada   10,461,828   10,461,828      
China   48,183,126   17,872,039     30,311,087  
Denmark   5,736,980       5,736,980  
Finland   1,968,507   1,968,507      
France   42,300,438       42,300,438  
Germany   13,030,385   2,427,828     10,602,557  
Hong Kong   12,098,174       12,098,174  
India   6,625,175   2,805,844     3,819,331  
Ireland   4,472,605   2,305,879     2,166,726  
Italy   9,072,579   1,330,133     7,742,446  
Japan   36,085,480       36,085,480  
Netherlands   25,598,847   5,486,804     20,112,043  
New Zealand   1,266,507       1,266,507  
Portugal   1,294,988       1,294,988  
Russia   1,480,650   1,480,650      
Singapore   1,733,605       1,733,605  
South Korea   4,254,063       4,254,063  
Spain   12,779,433       12,779,433  
Sweden   8,867,099   2,325,798     6,541,301  
Switzerland   34,572,057       34,572,057  
Taiwan   15,177,121       15,177,121  
United Kingdom   38,605,945   6,121,019     32,484,926  
United States   7,403,189   7,403,189      
Exchange-Traded Funds   1,601,622   1,601,622      
 
Short-Term Investments   9,995,321   9,995,321      
 
Total $ 358,698,383 $ 76,701,040 $ 281,997,343 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.          

 


 

The Hartford International Opportunities Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 98.0%    
  Argentina - 0.6%    
31,198 MercadoLibre, Inc.* $ 20,684,274
  Brazil - 4.5%    
2,395,965 B3 S.A. - Brasil Bolsa Balcao   26,966,215
1,267,060 Banco do Brasil S.A.   14,361,157
1,881,400 BR Malls Participacoes S.A.   8,083,351
1,682,724 Localiza Rent a Car S.A.   21,072,360
553,100 Lojas Renner S.A.   7,419,697
344,600 Magazine Luiza S.A.   4,489,955
460,100 Notre Dame Intermedica Participacoes S.A.   7,542,993
534,608 Pagseguro Digital Ltd. Class A*   17,369,414
2,429,100 Petrobras Distribuidora S.A.   16,335,423
2,818,414 Vale S.A. ADR   33,059,996
247,700 XP, Inc. Class A*   9,942,678
      166,643,239
  Canada - 5.0%    
824,301 Alimentation Couche-Tard, Inc. Class B   27,549,368
819,998 Canadian National Railway Co.   76,627,741
464,587 Canadian Natural Resources Ltd.   13,066,290
663,418 Dollarama, Inc.   22,603,534
132,346 Intact Financial Corp.   14,337,650
579,095 TC Energy Corp.   31,755,270
      185,939,853
  China - 15.3%    
416,738 58.com, Inc. ADR*   23,178,968
604,308 Alibaba Group Holding Ltd. ADR*   124,843,990
308,109 Autobio Diagnostics Co., Ltd. Class A   5,009,261
2,141,865 China National Accord Medicines Corp. Ltd. Class A   15,131,224
309,351,083 China Tower Corp. Ltd. Class H(1)   63,945,768
3,812,084 ENN Energy Holdings Ltd.   44,315,086
1,325,491 Hangzhou Tigermed Consulting Co., Ltd. Class A   13,789,369
12,562,642 Kingdee International Software Group Co., Ltd.(2)   13,415,073
202,226 Luckin Coffee, Inc. ADR*   6,570,323
289,301 New Oriental Education & Technology Group, Inc. ADR*   35,164,536
237,500 Pharmaron Beijing Co., Ltd. Class H*(1)   1,522,867
5,310,809 Ping An Insurance Group Co., of China Ltd. Class H   60,053,836
469,459 TAL Education Group ADR*   23,426,004
2,387,474 Tencent Holdings Ltd.   113,859,046
448,390 Trip.com Group Ltd. ADR*   14,406,771
898,670 WuXi AppTec Co., Ltd. Class H(1)   10,885,003
      569,517,125
  Denmark - 1.7%    
183,435 Carlsberg A/S Class B   26,787,696
269,292 DSV A/S   29,236,696
65,872 Orsted A/S(1)   7,184,773
      63,209,165
  Finland - 0.3%    
288,313 Neste Oyj   11,472,752
  France - 12.5%    
429,163 Airbus SE   63,028,564
3,045,498 AXA S.A.   80,984,534
291,324 Capgemini SE   36,179,717
4,479,173 Engie S.A.   77,101,374
25,413 Kering S.A.   15,527,865
29,516 LVMH Moet Hennessy Louis Vuitton SE   12,853,395
377,825 Safran S.A.   60,919,403
400,732 Total S.A.   19,511,920
591,542 Vinci S.A.   65,536,374
478,187 Worldline S.A.*(1)   33,695,845
      465,338,991

 


 

The Hartford International Opportunities Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Germany - 4.1%    
81,815 adidas AG $ 25,862,869
146,732 Allianz SE   35,031,300
2,580,394 Infineon Technologies AG   55,434,455
380,078 Vonovia SE   21,693,370
293,333 Zalando SE*(1)   14,044,759
      152,066,753
  Hong Kong - 1.5%    
5,452,134 AIA Group Ltd.   54,024,899
  India - 0.7%    
1,591,797 HDFC Bank Ltd.   27,266,165
  Israel - 0.4%    
1,350,581 Teva Pharmaceutical Industries Ltd. ADR*   14,046,043
  Italy - 1.8%    
169,090 Ferrari N.V.   28,534,226
1,587,530 Pirelli & C. S.p.A.(1)(2)   7,688,590
2,166,393 UniCredit S.p.A.   28,937,162
      65,159,978
  Japan - 14.5%    
303,620 Daikin Industries Ltd.   42,782,288
233,600 Eisai Co., Ltd.   17,604,478
219,320 FANUC Corp.   39,944,724
31,300 Fast Retailing Co., Ltd.   16,835,518
134,520 Keyence Corp.   45,219,822
2,019,282 Mitsui Fudosan Co., Ltd. REIT   53,481,695
1,277,235 Nexon Co., Ltd.   17,297,506
231,300 Oriental Land Co., Ltd.   30,123,349
952,670 Recruit Holdings Co., Ltd.   37,131,527
645,686 Shiseido Co., Ltd.   41,569,658
1,317,700 SoftBank Group Corp.   53,201,551
1,438,366 Sony Financial Holdings, Inc.   33,117,164
815,155 Sumitomo Mitsui Financial Group, Inc.   28,660,348
286,325 Sysmex Corp.   20,483,759
473,000 T&D Holdings, Inc.   5,041,846
439,140 Terumo Corp.   15,807,176
770,244 Tokio Marine Holdings, Inc.   41,809,766
      540,112,175
  Netherlands - 1.9%    
474,621 AerCap Holdings N.V.*   26,868,295
1,011,650 ING Groep N.V.   10,983,692
738,630 Koninklijke Philips N.V.   33,827,355
      71,679,342
  Norway - 0.2%    
2,353,774 Norsk Hydro ASA   7,356,355
  Philippines - 0.2%    
7,184,120 Ayala Land, Inc.   5,847,860
  Portugal - 0.3%    
667,698 Galp Energia SGPS S.A.   10,089,276
  Russia - 0.8%    
687,519 Yandex N.V. Class A*   30,807,726
  South Korea - 2.5%    
17,191 LG Household & Health Care Ltd.   17,980,430
1,586,690 Samsung Electronics Co., Ltd.   73,516,091
      91,496,521
  Spain - 5.5%    
17,869,186 Banco Santander S.A.   70,420,514
11,758,794 CaixaBank S.A.   34,368,240
1,286,260 Cellnex Telecom S.A.(1)   63,972,343
3,290,241 Iberdrola S.A.   35,999,639

 


 

The Hartford International Opportunities Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
15,702 Iberdrola S.A.* $ 171,879
      204,932,615
  Sweden - 1.0%    
1,703,353 Sandvik AB   31,089,064
37,013 Spotify Technology S.A.*   5,229,937
      36,319,001
  Switzerland - 6.1%    
330,826 Alcon, Inc.*   19,544,470
52,104 Lonza Group AG   21,398,579
885,684 Nestle S.A.   97,684,392
802,068 Novartis AG   75,769,838
93,739 PSP Swiss Property AG   14,173,988
      228,571,267
  Taiwan - 1.3%    
897,057 MediaTek, Inc.   11,349,904
3,767,528 Taiwan Semiconductor Manufacturing Co., Ltd.   38,859,049
      50,208,953
  United Kingdom - 14.1%    
1,544,577 Anglo American plc   40,304,337
551,139 AstraZeneca plc   53,916,576
441,468 Berkeley Group Holdings plc   30,547,021
1,114,701 Compass Group plc   27,557,867
930,284 Derwent London plc REIT   50,403,653
863,573 Diageo plc   34,148,355
577,342 Intertek Group plc   43,807,566
387,103 London Stock Exchange Group plc   40,003,526
5,806,325 National Grid plc   77,146,747
930,630 Rio Tinto plc   49,764,705
561,966 Smith & Nephew plc   13,521,407
3,448,653 Standard Chartered plc   28,677,061
582,590 Unilever N.V.   33,995,389
      523,794,210
  United States - 1.2%    
787,130 Bausch Health Cos., Inc.*   21,590,976
1,404,556 Ovintiv, Inc.   21,884,498
      43,475,474
  Total Common Stocks    
  (cost $3,244,544,102) $ 3,640,060,012
Short-Term Investments - 1.7%    
  Other Investment Pools & Funds - 1.7%    
61,898,130 Fidelity Institutional Government Fund, Institutional Class, 1.48%(3)   61,898,130
  Securities Lending Collateral - 0.0%    
6,246 Citibank NA DDCA, 1.58%, 2/3/2020(3)   6,246
  Fidelity Investments Money Market Funds, Government Portfolio,    
29,141 Institutional Class, 1.50%(3)   29,141
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
24,623 Class, 1.72%(3)   24,623
8,955 JPMorgan Prime Money Market Fund, 1.69%(3)   8,955
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
23,508 Class, 1.71%(3)   23,508
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
32,457 1.71%(3)   32,457
      124,930
  Total Short-Term Investments    
  (cost $62,023,060) $ 62,023,060

 


 

The Hartford International Opportunities Fund      
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
Total Investments      
(cost $3,306,567,162) 99.7 % $ 3,702,083,072
Other Assets and Liabilities 0.3 % 12,321,957
Total Net Assets 100.0 % $ 3,714,405,029
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, 2020, the aggregate value of these securities was $202,939,948, representing 5.5% 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)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:  
USD United States Dollar
 

Other Abbreviations:

ADR

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford International Opportunities Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1   Level 2 Level 3(1)  
Assets                  
Common Stocks                  
Argentina $ 20,684,274 $ 20,684,274   $ $
Brazil   166,643,239   166,643,239      
Canada   185,939,853   185,939,853      
China   569,517,125   229,113,459   340,403,666  
Denmark   63,209,165       63,209,165  
Finland   11,472,752   11,472,752      
France   465,338,991     465,338,991  
Germany   152,066,753     152,066,753  
Hong Kong   54,024,899       54,024,899  
India   27,266,165       27,266,165  
Israel   14,046,043   14,046,043      
Italy   65,159,978       65,159,978  
Japan   540,112,175     540,112,175  
Netherlands   71,679,342   26,868,295     44,811,047  
Norway   7,356,355       7,356,355  
Philippines   5,847,860       5,847,860  
Portugal   10,089,276       10,089,276  
Russia   30,807,726   30,807,726      
South Korea   91,496,521       91,496,521  
Spain   204,932,615     204,932,615  
Sweden   36,319,001   5,229,937     31,089,064  
Switzerland   228,571,267     228,571,267  
Taiwan   50,208,953       50,208,953  
United Kingdom   523,794,210   30,547,021   493,247,189  
United States   43,475,474   43,475,474      
 
Short-Term Investments   62,023,060   62,023,060      
 
Total $ 3,702,083,072 $ 826,851,133 $ 2,875,231,939 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.          

 


 

The Hartford International Value Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 97.8%    
  Argentina - 0.2%    
562,909 YPF S.A. ADR $ 5,285,716
  Australia - 0.5%    
4,846,113 Resolute Mining Ltd.*   3,806,373
3,713,671 Western Areas Ltd.   6,284,365
      10,090,738
  Austria - 0.3%    
657,961 Zumtobel Group AG*   6,457,945
  Belgium - 1.6%    
282,819 Ageas   15,595,073
1,037,223 AGFA-Gevaert N.V.*   5,098,270
567,598 bpost S.A.   5,656,344
378,725 Orange Belgium S.A.   7,703,255
      34,052,942
  Canada - 3.6%    
3,008,612 Advantage Oil & Gas Ltd.*(1)   5,024,205
823,240 ARC Resources Ltd.(1)   4,366,892
1,037,990 Barrick Gold Corp.   19,224,070
614,531 Cameco Corp.   4,954,697
1,153,987 Centerra Gold, Inc.*   9,243,057
767,963 Eldorado Gold Corp.*   5,590,771
824,206 IAMGOLD Corp.*(1)   2,439,650
1,983,324 Kinross Gold Corp.*   10,055,453
584,584 Northern Dynasty Minerals Ltd.*(1)   247,368
2,005,670 Painted Pony Energy Ltd.*(1)   863,860
2,857,537 SEMAFO, Inc.*   6,024,277
480,287 Tourmaline Oil Corp.   4,844,968
2,765,667 Trican Well Service Ltd.*(1)   2,173,412
1,212,168 Uranium Participation Corp.*   3,526,407
      78,579,087
  China - 2.0%    
19,646,457 361 Degrees International Ltd.   3,077,653
7,569,884 AMVIG Holdings Ltd.   1,803,142
24,044,249 China BlueChemical Ltd. Class H   5,099,501
13,140,663 China Machinery Engineering Corp. Class H   4,884,619
39,633,918 China Telecom Corp. Ltd. Class H   15,421,001
26,126,827 Daphne International Holdings Ltd.*   423,864
16,918,383 Dongfeng Motor Group Co., Ltd. Class H   12,642,772
      43,352,552
  Denmark - 1.2%    
13,398 AP Moller - Maersk A/S Class B   16,020,844
553,047 D/S Norden A/S(1)   7,465,178
30,245 Drilling Co.*   1,687,950
      25,173,972
  Finland - 0.8%    
4,530,924 Nokia Oyj   17,637,535
  France - 10.2%    
522,054 BNP Paribas S.A.   27,704,112
726,938 Cie de Saint-Gobain   27,426,171
409,466 Criteo S.A. ADR*   6,301,682
1,077,989 Engie S.A.   18,555,754
183,169 Imerys S.A.   7,907,187
517,155 Metropole Television S.A.   8,614,729
399,401 Quadient   9,607,524
312,456 Renault S.A.   12,221,164
1,393,690 Rexel S.A.   16,671,449
714,042 Societe Generale S.A.   23,106,155
19,266 Sopra Steria Group   3,075,695
1,368,719 Television Francaise 1 S.A.   10,304,481

 


 

The Hartford International Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
893,272 Total S.A. $ 43,494,035
166,246 Vicat S.A.   6,941,720
      221,931,858
  Germany - 3.1%    
1,374,063 CECONOMY AG*   7,102,456
495,171 Daimler AG   22,929,892
723,037 Deutsche Lufthansa AG   11,014,485
861,814 E.ON SE   9,765,196
146,908 Hamburger Hafen und Logistik AG   3,615,358
296,570 Metro AG   4,126,471
500,780 Salzgitter AG   8,384,849
      66,938,707
  Greece - 0.4%    
619,024 Hellenic Telecommunications Organization S.A.   9,244,877
  Hong Kong - 2.3%    
2,132,346 China Mobile Ltd.   17,527,141
20,920,123 China Unicom Hong Kong Ltd.   17,451,969
35,872,000 CST Group Ltd.*   110,929
1,634,932 Dah Sing Financial Holdings Ltd.   5,877,839
207,690,603 G-Resources Group Ltd.*   1,386,975
41,372,780 Pacific Basin Shipping Ltd.   7,420,870
      49,775,723
  Hungary - 0.3%    
4,905,562 Magyar Telekom Telecommunications plc   7,313,339
  India - 0.7%    
2,927,478 Allahabad Bank*   719,998
2,351,913 Canara Bank*   6,647,365
885,259 NTPC Ltd.   1,400,013
1,829,167 Zee Entertainment Enterprises Ltd.   6,899,349
      15,666,725
  Indonesia - 0.1%    
31,161,235 Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   2,681,395
  Ireland - 1.1%    
3,089,015 AIB Group plc   9,056,508
2,924,617 Bank of Ireland Group plc   14,243,545
      23,300,053
  Italy - 4.0%    
629,381 Assicurazioni Generali S.p.A.   12,263,907
1,632,987 BPER Banca(1)   7,500,264
2,228,574 Eni S.p.A.   31,216,920
1,589,714 Geox S.p.A.(1)   1,890,013
2,285,462 Saipem S.p.A.*(1)   9,474,673
1,853,767 UniCredit S.p.A.   24,761,322
      87,107,099
  Japan - 31.4%    
256,784 Aisan Industry Co., Ltd.   1,654,879
561,651 Avex, Inc.   6,242,640
198,742 Benesse Holdings, Inc.   5,459,413
348,311 Canon, Inc.   9,134,212
235,328 Cawachi Ltd.   4,587,548
879,546 Chiyoda Corp.*   2,488,699
186,535 Chubu Steel Plate Co., Ltd.   1,206,485
2,343,155 Citizen Watch Co., Ltd.   11,327,813
100,796 CMIC Holdings Co., Ltd.   1,585,336
444,840 Cosel Co., Ltd.   4,591,072
984,154 Dai-ichi Life Holdings, Inc.   14,606,013
496,010 DeNA Co., Ltd.   8,157,338
108,947 Eisai Co., Ltd.   8,210,424
176,666 Enplas Corp.   4,742,835
452,789 Exedy Corp.   9,369,856
426,836 Fuji Media Holdings, Inc.   5,803,517

 


 

The Hartford International Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
110,764 Fujitsu Ltd. $ 11,711,374
899,711 Funai Electric Co., Ltd.*   5,350,765
154,589 Gendai Agency, Inc.   592,729
2,418,499 Gree, Inc.(1)   10,154,307
395,877 Hisaka Works Ltd.   3,271,659
1,232,291 Honda Motor Co., Ltd.   31,516,314
587,357 Ichiyoshi Securities Co., Ltd.   3,262,989
1,806,530 Inpex Corp.   16,862,455
179,237 Japan Petroleum Exploration Co., Ltd.   4,401,835
505,810 Japan Steel Works Ltd.   9,054,191
995,325 JGC Holdings Corp.   14,298,956
971,464 JSR Corp.   17,302,767
575,372 Kyoei Steel Ltd.   10,091,762
457,736 Maxell Holdings Ltd.   6,008,731
61,300 Melco Holdings, Inc.   1,476,104
177,924 Miraial Co., Ltd.(1)   2,041,398
729,150 Mitsubishi Estate Co., Ltd.   14,280,010
358,098 Mitsubishi Heavy Industries Ltd.   13,062,474
1,902,850 Mitsubishi Motors Corp.   7,089,510
5,912,024 Mitsubishi UFJ Financial Group, Inc.   30,355,977
10,195,927 Mizuho Financial Group, Inc.   15,119,850
861,986 Nakayama Steel Works Ltd.   3,878,611
305,701 Neturen Co., Ltd.   2,359,690
1,079,018 Nichicon Corp.   9,748,859
886,740 Nikon Corp.   10,707,373
493,740 Nippon Chemi-Con Corp.   7,462,675
810,023 Nippon Television Holdings, Inc.   10,943,848
779,942 Nishimatsuya Chain Co., Ltd.   6,671,072
2,295,120 Nissan Motor Co., Ltd.   12,453,999
207,930 Nitto Denko Corp.   11,558,432
858,872 NOK Corp.   11,438,982
2,565,270 Nomura Holdings, Inc.   13,132,651
223,641 Pacific Metals Co., Ltd.   4,187,359
3,800,580 Resona Holdings, Inc.   15,673,011
362,017 Sanyo Shokai Ltd.   4,114,343
185,807 Shimamura Co., Ltd.   13,960,285
756,661 Sumitomo Mitsui Financial Group, Inc.   26,603,736
423,300 Sumitomo Mitsui Trust Holdings, Inc.   15,607,036
455,236 Sumitomo Riko Co., Ltd.   3,573,308
2,096,031 T&D Holdings, Inc.   22,342,209
439,230 Tachi-S Co., Ltd.   5,115,146
702,739 Takeda Pharmaceutical Co., Ltd.   26,987,553
333,700 THK Co., Ltd.   8,319,453
1,424,616 Tochigi Bank Ltd.   2,592,220
586,711 Tokai Rika Co., Ltd.   9,971,243
284,493 Tokyo Seimitsu Co., Ltd.   9,898,606
1,318,936 Tokyo Steel Manufacturing Co., Ltd.   9,881,233
599,888 Toppan Forms Co., Ltd.   6,807,049
181,189 Toshiba Machine Co., Ltd.(1)   5,539,306
671,623 Toyo Engineering Corp.*(1)   3,462,342
502,390 Toyoda Gosei Co., Ltd.   11,398,516
246,280 Toyota Boshoku Corp.   3,555,602
528,122 TV Asahi Holdings Corp.   10,073,656
687,432 Unipres Corp.   8,768,173
689,339 Xebio Holdings Co., Ltd.   7,332,935
430,897 Yamato Kogyo Co., Ltd.   10,439,259
64,790 Yodogawa Steel Works Ltd.   1,158,780
2,969,617 Z Holdings Corp   11,795,132
      685,987,920
  Luxembourg - 0.4%    
174,405 RTL Group S.A.   7,924,572
  Malaysia - 0.4%    
7,731,543 CIMB Group Holdings Bhd   9,271,629
  Netherlands - 4.5%    
957,779 ABN Amro Bank N.V.(2)   16,670,581

 


 

The Hartford International Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
574,012 Fugro N.V.*(1) $ 6,028,499
2,069,145 ING Groep N.V.   22,465,132
4,012,236 PostNL N.V.   7,419,989
1,722,685 Royal Dutch Shell plc Class B   45,266,304
      97,850,505
  Norway - 1.1%    
625,381 Equinor ASA   11,286,610
4,404,732 Norsk Hydro ASA   13,766,305
      25,052,915
  Portugal - 0.2%    
1,118,931 CTT-Correios de Portugal S.A.   3,631,764
  Russia - 2.4%    
1,834,638 Gazprom PJSC ADR   12,860,141
90,219 LUKOIL PJSC ADR   9,179,277
532,790 Sberbank of Russia PJSC ADR   8,498,546
1,603,039 Surgutneftegas PJSC ADR   11,345,788
4,505,202 VEON Ltd.   11,668,473
      53,552,225
  South Africa - 1.7%    
1,480,034 Gold Fields Ltd.   9,581,267
2,214,929 Harmony Gold Mining Co., Ltd. ADR*(1)   7,442,161
651,796 Impala Platinum Holdings Ltd.*   6,124,670
1,083,913 MTN Group Ltd.   5,802,605
9,187,029 Nampak Ltd.*   2,999,397
8,545,521 Petra Diamonds Ltd.*   1,072,014
2,979,627 Raubex Group Ltd.   4,709,115
      37,731,229
  South Korea - 2.4%    
1,182,967 DGB Financial Group, Inc.   6,404,620
391,712 KB Financial Group, Inc.   14,409,281
658,302 KT Corp.   13,932,122
39,427 NHN Corp.*   2,477,270
373,958 Shinhan Financial Group Co., Ltd.   12,203,496
1,078,930 Tongyang Life Insurance Co., Ltd.   3,233,875
      52,660,664
  Spain - 1.5%    
6,746,910 CaixaBank S.A.   19,719,660
1,125,120 Prosegur Cia de Seguridad S.A.   4,437,226
8,745,206 Unicaja Banco S.A.(2)   8,743,528
      32,900,414
  Sweden - 0.5%    
2,208,554 Qliro Group AB*(1)   1,619,669
6,394,707 SAS AB*   9,178,217
      10,797,886
  Switzerland - 4.8%    
390,995 Adecco Group AG   22,907,668
1,085,662 GAM Holding AG*   3,351,012
206,556 Implenia AG(1)   8,420,243
379,434 Julius Baer Group Ltd.*   18,959,419
418,543 LafargeHolcim Ltd.*   21,270,687
2,471,387 UBS Group AG*   30,693,672
      105,602,701
  Taiwan - 2.2%    
15,418,590 Acer, Inc.   8,526,965
23,105,318 Compal Electronics, Inc.   13,913,138
4,497,837 Foxconn Technology Co., Ltd.   8,926,794
34,733,951 Innolux Corp.   9,985,568
22,290,807 Shin Kong Financial Holding Co., Ltd.*   7,209,271
      48,561,736

 


 

The Hartford International Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Thailand - 0.5%    
2,544,625 Kasikornbank PCL NVDR $ 11,382,940
  Turkey - 0.6%    
1,600,410 Anadolu Efes Biracilik Ve Malt Sanayii AS   6,612,242
920,306 Coca-Cola Icecek AS   7,123,258
      13,735,500
  United Kingdom - 10.4%    
603,664 Anglo American plc   15,752,065
1,536,737 Babcock International Group plc   11,948,288
5,437,460 BP plc   32,734,064
1,112,897 British Land Co. plc REIT   8,139,003
6,686,215 BT Group plc   14,207,861
8,968,528 Centrica plc   10,047,550
137,206 Go-Ahead Group plc   3,710,577
2,312,263 Halfords Group plc   4,998,322
3,548,796 Hays plc   7,257,480
4,382,715 HSBC Holdings plc   31,863,131
5,976,595 J Sainsbury plc   15,941,104
4,953,736 Kingfisher plc   13,299,578
752,216 Land Securities Group plc REIT   9,300,635
3,361,001 Marks & Spencer Group plc   7,793,939
990,028 Pagegroup plc   5,969,277
829,032 Provident Financial plc   5,078,937
2,505,150 SIG plc   3,059,946
2,434,845 Standard Chartered plc   20,246,804
1,046,024 SThree plc   5,041,652
      226,390,213
  United States - 0.4%    
536,982 Ovintiv, Inc.   8,366,759
  Total Common Stocks    
  (cost $2,321,115,677) $ 2,135,991,835
Short-Term Investments - 2.5%    
  Other Investment Pools & Funds - 2.0%    
43,475,443 Fidelity Institutional Government Fund, Institutional Class, 1.48%(3)   43,475,443
  Securities Lending Collateral - 0.5%    
597,243 Citibank NA DDCA, 1.58%, 2/3/2020(3)   597,243
  Fidelity Investments Money Market Funds, Government Portfolio,    
2,786,450 Institutional Class, 1.50%(3)   2,786,450
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
2,354,406 Class, 1.72%(3)   2,354,406
856,330 JPMorgan Prime Money Market Fund, 1.69%(3)   856,330
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
2,247,798 Class, 1.71%(3)   2,247,798
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
3,103,518 1.71%(3)   3,103,518
      11,945,745
  Total Short-Term Investments    
  (cost $55,421,188) $ 55,421,188

 


 

The Hartford International Value Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $2,376,536,865) 100.3 % $ 2,191,413,023  
Other Assets and Liabilities (0.3 )% (7,472,220 )
Total Net Assets 100.0 % $ 2,183,940,803  
 
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, 2020, the aggregate value of these securities was $25,414,109, representing 1.2% of net assets.
(3)      Current yield as of period end.
Futures Contracts Outstanding at January 31, 2020
            Value and  
  Number     Current   Unrealized  
  of     Notional   Appreciation/  
Description Contracts Expiration Date   Amount   (Depreciation)  
 
Long position contracts:              
 
 
MSCI EAFE Index Future 177 03/20/2020 $ 17,492,025 $ (250,807 )
 
Total futures contracts         $ (250,807 )

 

  • 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 MSCI

Other Abbreviations:

ADR

DDCA NVDR PJSC PT REIT

Europe, Australasia and Far East Morgan Stanley Capital International

American Depositary Receipt

Dollars on Deposit in Custody Account Non-Voting Depositary Receipt Private Joint Stock Company Perseroan Terbatas Real Estate Investment Trust

 


 

The Hartford International Value Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)  
Assets                          
Common Stocks                          
Argentina   $ 5,285,716     $ 5,285,716   $   $
Australia     10,090,738             10,090,738  
Austria     6,457,945       6,457,945        
Belgium     34,052,942       12,801,525       21,251,417  
Canada     78,579,087       78,579,087        
China     43,352,552       2,227,006       41,125,546  
Denmark     25,173,972       7,465,178       17,708,794  
Finland     17,637,535             17,637,535  
France     221,931,858       21,858,131     200,073,727  
Germany     66,938,707             66,938,707  
Greece     9,244,877             9,244,877  
Hong Kong     49,775,723             49,775,723  
Hungary     7,313,339             7,313,339  
India     15,666,725       9,019,360       6,647,365  
Indonesia     2,681,395       2,681,395        
Ireland     23,300,053             23,300,053  
Italy     87,107,099       1,890,013       85,217,086  
Japan     685,987,920           685,987,920  
Luxembourg     7,924,572             7,924,572  
Malaysia     9,271,629             9,271,629  
Netherlands     97,850,505       7,419,989       90,430,516  
Norway     25,052,915             25,052,915  
Portugal     3,631,764             3,631,764  
Russia     53,552,225       11,668,473       41,883,752  
South Africa     37,731,229       16,222,687       21,508,542  
South Korea     52,660,664             52,660,664  
Spain     32,900,414       13,180,754       19,719,660  
Sweden     10,797,886       1,619,669       9,178,217  
Switzerland     105,602,701           105,602,701  
Taiwan     48,561,736             48,561,736  
Thailand     11,382,940             11,382,940  
Turkey     13,735,500             13,735,500  
United Kingdom     226,390,213       58,983,473     167,406,740  
United States     8,366,759       8,366,759        
Short-Term Investments     55,421,188       55,421,188        
 
Total $ 2,191,413,023   $ 321,148,348   $ 1,870,264,675 $
Liabilities                          
Futures Contracts(2)   $ (250,807 )   $ (250,807 ) $   $
Total   $ (250,807 )   $ (250,807 ) $   $

 

(1) For the period ended January 31, 2020, 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 MidCap Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 99.8%    
  Banks - 5.4%    
1,412,219 Cullen/Frost Bankers, Inc. $ 125,913,446
229,162 First Citizens BancShares, Inc. Class A   120,727,125
1,542,560 First Republic Bank   171,039,053
868,171 M&T Bank Corp.   146,304,177
1,892,689 Prosperity Bancshares, Inc.   132,866,768
1,178,771 South State Corp.   89,126,875
      785,977,444
  Capital Goods - 9.9%    
2,756,701 Axon Enterprise, Inc.*   211,742,204
3,995,416 Fastenal Co.   139,360,110
5,009,147 Gardner Denver Holdings, Inc.*   176,872,981
902,802 HEICO Corp. Class A   86,804,412
1,422,419 IDEX Corp.   233,063,353
877,488 Lennox International, Inc.   204,437,154
1,636,656 Lincoln Electric Holdings, Inc.   145,956,982
1,583,152 PACCAR, Inc.   117,485,710
623,292 Watsco, Inc.(1)   108,402,945
      1,424,125,851
  Commercial & Professional Services - 5.2%    
251,997 Cintas Corp.   70,299,603
223,384 CoStar Group, Inc.*   145,867,518
2,815,233 Healthcare Services Group, Inc.(1)   72,069,965
3,306,990 IAA, Inc.*   156,288,348
5,970,811 KAR Auction Services, Inc.   125,506,447
1,568,174 TransUnion   143,801,556
374,785 Waste Connections, Inc.   36,095,543
      749,928,980
  Consumer Durables & Apparel - 5.4%    
1,639,229 Carter's, Inc.   173,873,020
65,115 NVR, Inc.*   248,542,002
1,635,497 PVH Corp.   142,566,273
4,607,040 Under Armour, Inc. Class C*   82,742,438
3,740,930 YETI Holdings, Inc.*   136,020,215
      783,743,948
  Consumer Services - 3.5%    
2,341,140 Choice Hotels International, Inc.   234,582,228
413,835 Hyatt Hotels Corp. Class A   34,985,611
4,864,179 Service Corp. International   233,237,383
      502,805,222
  Diversified Financials - 2.6%    
382,150 Credit Acceptance Corp.*   163,934,707
302,562 FactSet Research Systems, Inc.(1)   86,566,014
1,313,461 Northern Trust Corp.   128,469,620
      378,970,341
  Energy - 0.3%    
4,190,779 WPX Energy, Inc.*   50,079,809
  Food & Staples Retailing - 0.6%    
1,579,842 Performance Food Group Co.*   81,820,017
  Health Care Equipment & Services - 11.4%    
2,080,581 Encompass Health Corp.   160,267,154
1,634,369 Hill-Rom Holdings, Inc.   174,043,955
2,960,596 Integra LifeSciences Holdings Corp.*   162,951,204
1,142,728 Masimo Corp.*   194,949,397
2,630,272 NuVasive, Inc.*   202,846,577
898,802 STERIS plc   135,440,473
1,289,162 Tandem Diabetes Care, Inc.*   98,027,878
458,323 Teleflex, Inc.   170,271,578
1,403,803 Varian Medical Systems, Inc.*   197,332,588

 


 

The Hartford MidCap Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
979,831 Veeva Systems, Inc. Class A* $ 143,653,023
      1,639,783,827
  Insurance - 5.1%    
142,375 Alleghany Corp.*   113,566,843
134,251 Erie Indemnity Co. Class A   22,352,792
2,415,384 Fidelity National Financial, Inc.   117,749,970
199,866 Markel Corp.*   234,436,822
112,147 White Mountains Insurance Group Ltd.   125,292,871
1,600,748 WR Berkley Corp.   117,703,000
      731,102,298
  Materials - 2.7%    
2,991,611 Ball Corp.   215,934,482
1,062,423 Packaging Corp. of America   101,727,002
2,150,153 Silgan Holdings, Inc.   66,353,722
      384,015,206
  Media & Entertainment - 2.6%    
110,159 Cable One, Inc.   187,714,241
2,926,126 Cargurus, Inc.*   104,316,392
711,418 Roku, Inc.*   86,046,007
      378,076,640
  Pharmaceuticals, Biotechnology & Life Sciences - 8.1%    
2,702,635 Aerie Pharmaceuticals, Inc.*   55,349,965
1,466,285 Alnylam Pharmaceuticals, Inc.*   168,314,855
1,633,454 Apellis Pharmaceuticals, Inc.*   67,151,294
824,211 Bio-Techne Corp.   173,059,583
2,465,587 Ionis Pharmaceuticals, Inc.*   143,793,034
144,065 Mettler-Toledo International, Inc.*   109,083,137
1,728,158 PRA Health Sciences, Inc.*   175,079,687
31,838 PTC Therapeutics, Inc.*   1,639,657
618,049 Reata Pharmaceuticals, Inc. Class A*   135,222,941
1,155,653 Repligen Corp.*   116,016,005
200,454 Seattle Genetics, Inc.*   21,727,209
      1,166,437,367
  Real Estate - 2.3%    
2,469,882 Douglas Emmett, Inc. REIT   102,500,103
3,292,578 Equity Commonwealth REIT   107,963,633
4,759,982 Redfin Corp.*   115,810,362
      326,274,098
  Retailing - 2.8%    
1,399,343 CarMax, Inc.*   135,792,245
2,376,026 Etsy, Inc.*   115,973,829
1,096,391 GrubHub, Inc.*(1)   59,369,573
974,268 Wayfair, Inc. Class A*(1)   91,288,911
      402,424,558
  Semiconductors & Semiconductor Equipment - 3.3%    
1,626,875 MKS Instruments, Inc.   170,529,037
984,265 Monolithic Power Systems, Inc.   168,476,640
1,332,916 Silicon Laboratories, Inc.*   131,038,972
      470,044,649
  Software & Services - 17.5%    
1,484,289 Akamai Technologies, Inc.*   138,558,378
583,323 Alteryx, Inc. Class A*(1)   81,356,059
1,014,404 Aspen Technology, Inc.*   120,693,788
2,694,457 Black Knight, Inc.*   180,313,062
2,034,505 Blackbaud, Inc.   159,362,777
629,944 EPAM Systems, Inc.*   143,715,424
504,876 Fair Isaac Corp.*   203,152,005
8,647,884 Genpact Ltd.   382,841,825
1,602,154 Guidewire Software, Inc.*   180,242,325
1,911,779 PTC, Inc.*   158,907,070
1,362,534 Q2 Holdings, Inc.*   118,799,339

 


 

The Hartford MidCap Fund        
 
Schedule of Investments – (continued)        
January 31, 2020 (Unaudited)        
 
 
6,457,329 Teradata Corp.* $   157,171,388  
688,224 VeriSign, Inc.*     143,246,943  
1,630,880 WEX, Inc.*     353,770,490  
        2,522,130,873  
  Technology Hardware & Equipment - 8.0%        
1,014,113 CDW Corp.     132,291,041  
1,033,401 Coherent, Inc.*     146,153,903  
8,472,738 CommScope Holding Co., Inc.*     103,240,312  
1,179,182 F5 Networks, Inc.*     144,001,706  
5,991,291 II-VI, Inc.*     201,606,942  
616,333 Keysight Technologies, Inc.*     57,312,806  
2,816,691 Lumentum Holdings, Inc.*     213,420,677  
3,469,328 National Instruments Corp.     154,836,109  
        1,152,863,496  
  Transportation - 0.9%        
335,946 AMERCO     124,726,671  
  Utilities - 2.2%        
1,013,141 Black Hills Corp.     84,121,097  
2,025,628 NiSource, Inc.     59,371,157  
4,167,274 UGI Corp.     173,316,926  
        316,809,180  
  Total Common Stocks        
  (cost $11,203,151,399) $   14,372,140,475  
Short-Term Investments - 0.8%        
  Other Investment Pools & Funds - 0.3%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
43,504,255 1.49%(2)     43,504,255  
  Securities Lending Collateral - 0.5%        
3,528,252 Citibank NA DDCA, 1.58%, 2/3/2020(2)     3,528,252  
  Fidelity Investments Money Market Funds, Government Portfolio,        
16,461,137 Institutional Class, 1.50%(2)     16,461,137  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional        
13,908,810 Class, 1.72%(2)     13,908,810  
5,058,829 JPMorgan Prime Money Market Fund, 1.69%(2)     5,058,829  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
13,279,015 Class, 1.71%(2)     13,279,015  
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
18,334,244 1.71%(2)     18,334,244  
        70,570,287  
  Total Short-Term Investments        
  (cost $114,074,542) $   114,074,542  
  Total Investments        
  (cost $11,317,225,941) 100.6 % $ 14,486,215,017  
  Other Assets and Liabilities (0.6 )% (91,426,408 )
 
  Total Net Assets 100.0 % $ 14,394,788,609  
 
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.

 

The Hartford MidCap Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(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 REIT

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford MidCap Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total   Level 1 Level 2 Level 3(1)  
Assets                    
Common Stocks                    
Banks   $ 785,977,444   $ 785,977,444 $ $
Capital Goods     1,424,125,851     1,424,125,851    
Commercial & Professional Services     749,928,980     749,928,980    
Consumer Durables & Apparel     783,743,948     783,743,948    
Consumer Services     502,805,222     502,805,222    
Diversified Financials     378,970,341     378,970,341    
Energy     50,079,809     50,079,809    
Food & Staples Retailing     81,820,017     81,820,017    
Health Care Equipment & Services     1,639,783,827     1,639,783,827    
Insurance     731,102,298     731,102,298    
Materials     384,015,206     384,015,206    
Media & Entertainment     378,076,640     378,076,640    
Pharmaceuticals, Biotechnology & Life Sciences     1,166,437,367     1,166,437,367    
Real Estate     326,274,098     326,274,098    
Retailing     402,424,558     402,424,558    
Semiconductors & Semiconductor Equipment     470,044,649     470,044,649    
Software & Services     2,522,130,873     2,522,130,873    
Technology Hardware & Equipment     1,152,863,496     1,152,863,496    
Transportation     124,726,671     124,726,671    
Utilities     316,809,180     316,809,180    
 
Short-Term Investments     114,074,542     114,074,542    
 
Total $ 14,486,215,017 $ 14,486,215,017 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

The Hartford MidCap Value Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 96.6%    
  Banks - 7.5%    
91,094 IBERIABANK Corp. $ 6,623,445
71,305 M&T Bank Corp.   12,016,319
432,964 Sterling Bancorp   8,659,280
270,158 Synovus Financial Corp.   9,460,933
181,413 Western Alliance Bancorp   10,019,440
177,254 Zions Bancorp NA   8,063,284
      54,842,701
  Capital Goods - 10.6%    
188,108 Colfax Corp.*   6,613,877
91,071 EnerSys   6,553,469
154,734 Fortune Brands Home & Security, Inc.   10,631,773
316,577 Gardner Denver Holdings, Inc.*   11,178,334
275,393 JELD-WEN Holding, Inc.*   6,576,385
61,229 L3Harris Technologies, Inc.   13,551,815
89,448 Moog, Inc. Class A   8,015,435
123,748 Sensata Technologies Holding plc*   5,849,568
108,104 Wabtec Corp.   7,984,562
      76,955,218
  Commercial & Professional Services - 1.4%    
127,396 Clean Harbors, Inc.*   10,474,499
  Consumer Durables & Apparel - 3.1%    
207,842 Lennar Corp. Class A   13,792,395
222,793 Steven Madden Ltd.   8,590,898
      22,383,293
  Consumer Services - 1.6%    
199,727 Wyndham Hotels & Resorts, Inc.   11,418,393
  Diversified Financials - 2.8%    
926,046 SLM Corp.   10,112,423
176,199 Voya Financial, Inc.   10,524,366
      20,636,789
  Energy - 4.3%    
216,520 Delek U.S. Holdings, Inc.   5,945,639
144,168 Diamondback Energy, Inc.   10,726,099
525,699 Noble Energy, Inc.   10,393,069
208,765 Viper Energy Partners L.P.   4,553,165
      31,617,972
  Food & Staples Retailing - 1.4%    
245,582 US Foods Holding Corp.*   9,865,029
  Food, Beverage & Tobacco - 0.9%    
60,004 Post Holdings, Inc.*   6,274,618
  Health Care Equipment & Services - 8.6%    
163,409 Acadia Healthcare Co., Inc.*   5,250,331
210,048 Centene Corp.*   13,193,115
160,593 Encompass Health Corp.   12,370,479
91,960 Hill-Rom Holdings, Inc.   9,792,821
59,424 Molina Healthcare, Inc.*   7,307,369
21,571 STERIS plc   3,250,534
76,928 Zimmer Biomet Holdings, Inc.   11,377,651
      62,542,300
  Insurance - 9.0%    
122,157 Arthur J Gallagher & Co.   12,529,643
76,555 Assurant, Inc.   9,995,021
578,816 CNO Financial Group, Inc.   10,181,373
75,484 Hanover Insurance Group, Inc.   10,460,573
136,804 Kemper Corp.   10,180,954
490,061 Lancashire Holdings Ltd.   4,840,498

 


 

The Hartford MidCap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
52,351 Reinsurance Group of America, Inc. $ 7,541,162
      65,729,224
  Materials - 8.4%    
194,890 Buzzi Unicem S.p.A.   4,551,347
163,917 Cabot Corp.   6,532,093
166,915 Carpenter Technology Corp.   6,633,202
115,250 Celanese Corp.   11,928,375
142,296 Crown Holdings, Inc.*   10,534,173
136,509 FMC Corp.   13,048,895
69,015 Reliance Steel & Aluminum Co.   7,922,922
      61,151,007
  Media & Entertainment - 2.9%    
242,733 Cinemark Holdings, Inc.   7,648,517
73,044 Electronic Arts, Inc.*   7,882,908
346,499 TEGNA, Inc.   5,855,833
      21,387,258
  Pharmaceuticals, Biotechnology & Life Sciences - 0.8%    
171,026 QIAGEN N.V.*   5,777,258
  Real Estate - 12.6%    
78,165 Boston Properties, Inc. REIT   11,204,953
349,851 Brixmor Property Group, Inc. REIT   6,983,026
321,008 Corporate Office Properties Trust REIT   9,556,408
199,563 First Industrial Realty Trust, Inc. REIT   8,521,340
286,600 Gaming and Leisure Properties, Inc. REIT   13,543,283
255,465 Highwoods Properties, Inc. REIT   12,801,351
87,622 Life Storage, Inc. REIT   9,917,058
178,701 Park Hotels & Resorts, Inc. REIT   3,920,700
414,849 Physicians Realty Trust REIT   8,027,328
194,528 STORE Capital Corp. REIT   7,635,224
      92,110,671
  Retailing - 1.9%    
75,587 Dollar Tree, Inc.*   6,581,360
65,168 Expedia Group, Inc.   7,067,470
      13,648,830
  Semiconductors & Semiconductor Equipment - 2.7%    
31,002 KLA Corp.   5,138,271
19,284 Lam Research Corp.   5,750,682
81,102 MKS Instruments, Inc.   8,501,112
2,956 Silicon Motion Technology Corp. ADR   135,651
      19,525,716
  Software & Services - 3.4%    
139,652 Amdocs Ltd.   10,047,961
97,804 Leidos Holdings, Inc.   9,826,368
82,489 SS&C Technologies Holdings, Inc.   5,197,632
      25,071,961
  Technology Hardware & Equipment - 5.2%    
33,602 Arrow Electronics, Inc.*   2,551,736
46,070 Coherent, Inc.*   6,515,680
47,543 Itron, Inc.*   3,886,640
160,096 Lumentum Holdings, Inc.*   12,130,474
28,259 Rogers Corp.*   3,327,497
143,542 Western Digital Corp.   9,402,001
      37,814,028
  Telecommunication Services - 1.0%    
155,924 Millicom International Cellular S.A.(1)   7,363,327
  Transportation - 1.0%    
376,008 JetBlue Airways Corp.*   7,456,239
  Utilities - 5.5%    
215,672 Alliant Energy Corp.   12,802,290
102,586 Evergy, Inc.   7,402,606

 


 

The Hartford MidCap Value Fund      
 
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
 
82,662 Sempra Energy $   13,278,824
167,921 UGI Corp.     6,983,834
        40,467,554
  Total Common Stocks      
  (cost $618,789,921) $   704,513,885
Short-Term Investments - 3.4%      
  Other Investment Pools & Funds - 3.1%      
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,      
22,198,153 Institutional Class, 1.49%(2)     22,198,153
  Securities Lending Collateral - 0.3%      
114,346 Citibank NA DDCA, 1.58%, 2/3/2020(2)     114,346
  Fidelity Investments Money Market Funds, Government Portfolio,      
533,485 Institutional Class, 1.50%(2)     533,485
  Goldman Sachs Financial Square Funds, Government Fund, Institutional      
450,767 Class, 1.72%(2)     450,767
163,950 JPMorgan Prime Money Market Fund, 1.69%(2)     163,950
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional      
430,356 Class, 1.71%(2)     430,356
  State Street Institutional Liquid Reserves Fund, Institutional Class,      
594,189 1.71%(2)     594,189
        2,287,093
  Total Short-Term Investments      
  (cost $24,485,246) $   24,485,246
  Total Investments      
  (cost $643,275,167) 100.0 % $ 728,999,131
  Other Assets and Liabilities 0.0 % 342,753
 
  Total Net Assets 100.0 % $ 729,341,884
 
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

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford MidCap Value Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Banks $ 54,842,701 $ 54,842,701 $ $
Capital Goods   76,955,218   76,955,218    
Commercial & Professional Services   10,474,499   10,474,499    
Consumer Durables & Apparel   22,383,293   22,383,293    
Consumer Services   11,418,393   11,418,393    
Diversified Financials   20,636,789   20,636,789    
Energy   31,617,972   31,617,972    
Food & Staples Retailing   9,865,029   9,865,029    
Food, Beverage & Tobacco   6,274,618   6,274,618    
Health Care Equipment & Services   62,542,300   62,542,300    
Insurance   65,729,224   65,729,224    
Materials   61,151,007   56,599,660   4,551,347  
Media & Entertainment   21,387,258   21,387,258    
Pharmaceuticals, Biotechnology & Life Sciences   5,777,258   5,777,258    
Real Estate   92,110,671   92,110,671    
Retailing   13,648,830   13,648,830    
Semiconductors & Semiconductor Equipment   19,525,716   19,525,716    
Software & Services   25,071,961   25,071,961    
Technology Hardware & Equipment   37,814,028   37,814,028    
Telecommunication Services   7,363,327     7,363,327  
Transportation   7,456,239   7,456,239    
Utilities   40,467,554   40,467,554    
 
Short-Term Investments   24,485,246   24,485,246    
 
Total $ 728,999,131 $ 717,084,457 $ 11,914,674 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Moderate Allocation Fund        
 
Schedule of Investments        
January 31, 2020 (Unaudited)        
 
 
Shares or Principal Amount     Market Value  
Affiliated Investment Companies - 99.8%        
  Domestic Equity Funds - 43.2%        
1,432,481 Hartford Core Equity Fund, Class F $   50,451,988  
765,355 Hartford Multifactor US Equity ETF     25,670,007  
1,452,658 Hartford Small Cap Value Fund, Class F     13,800,256  
1,793,826 The Hartford Equity Income Fund, Class F     34,423,525  
412,091 The Hartford Growth Opportunities Fund, Class F     17,909,454  
466,179 The Hartford MidCap Fund, Class F     14,773,210  
662,918 The Hartford Small Company Fund, Class F     14,789,699  
  Total Domestic Equity Funds        
  (cost $155,163,943) $   171,818,139  
  International/Global Equity Funds - 16.7%        
764,157 Hartford Emerging Markets Equity Fund, Class F     6,709,298  
864,559 Hartford Multifactor Developed Markets (ex-US) ETF     24,830,134  
2,245,858 Hartford Schroders International Multi-Cap Value Fund, Class F     20,033,054  
929,350 The Hartford International Opportunities Fund, Class F     14,767,376  
  Total International/Global Equity Funds        
  (cost $66,943,842) $   66,339,862  
  Multi-Strategy Funds - 2.9%        
1,347,286 The Hartford Global Real Asset Fund, Class F     11,519,296  
  Total Multi-Strategy Funds        
  (cost $12,063,860) $   11,519,296  
  Taxable Fixed Income Funds - 37.0%        
  Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class        
928,024 F     8,612,062  
496,261 Hartford Short Duration ETF     20,381,439  
513,376 Hartford Total Return Bond ETF     21,019,308  
933,648 The Hartford Inflation Plus Fund, Class F     10,046,048  
3,185,562 The Hartford Quality Bond Fund, Class F     32,620,152  
1,814,987 The Hartford Strategic Income Fund, Class F     16,026,335  
3,613,513 The Hartford World Bond Fund, Class F     38,339,369  
  Total Taxable Fixed Income Funds        
  (cost $144,590,795) $   147,044,713  
  Total Affiliated Investment Companies        
  (cost $378,762,440) $   396,722,010  
Short-Term Investments - 0.2%        
  Other Investment Pools & Funds - 0.2%        
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,        
810,634 1.49%(1)     810,634  
  Total Short-Term Investments        
  (cost $810,634) $   810,634  
  Total Investments        
  (cost $379,573,074) 100.0 % $ 397,532,644  
  Other Assets and Liabilities 0.0 % (16,600 )
 
  Total Net Assets 100.0 % $ 397,516,044  
 
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)


 

Hartford Moderate Allocation Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Other Abbreviations:
ETF

Exchange-Traded Fund


 

Hartford Moderate Allocation Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Affiliated Investment Companies $ 396,722,010 $ 396,722,010 $ $
Short-Term Investments   810,634   810,634    
Total $ 397,532,644 $ 397,532,644 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 22.6%    
  Automobiles & Components - 0.8%    
97,056 Ford Motor Co. $ 856,034
27,613 General Motors Co.   921,998
163,573 Nissan Motor Co., Ltd.   887,595
26,143 Volkswagen AG   4,690,386
      7,356,013
  Banks - 0.6%    
460,822 Bank of Communications Co., Ltd. Class H   295,187
9,448 BNP Paribas S.A.   501,382
560,239 China Minsheng Banking Corp. Ltd. Class H   391,116
13,018 Hana Financial Group, Inc.   359,760
118,105 Indiabulls Housing Finance Ltd.   505,960
15,036 Industrial Bank of Korea   134,701
737,972 Intesa Sanpaolo S.p.A.   1,832,764
75,585 Israel Discount Bank Ltd. Class A   342,826
8,098 Mizrahi Tefahot Bank Ltd.   220,440
4,003 Societe Generale S.A.   129,536
142,800 Thanachart Capital PCL   238,229
103,939 Tisco Financial Group PCL   343,462
      5,295,363
  Capital Goods - 1.7%    
44,051 Alstom S.A.   2,334,714
2,382 Cummins, Inc.   381,048
30,654 Fortune Brands Home & Security, Inc.   2,106,236
60,842 ITOCHU Corp.   1,421,328
3,458 Lockheed Martin Corp.   1,480,439
80,869 Marubeni Corp.   581,093
20,389 Mitsubishi Corp.   522,685
15,576 Mitsubishi Heavy Industries Ltd.   568,171
105,365 Mitsui & Co., Ltd.   1,873,981
36,975 PACCAR, Inc.   2,743,915
8,022 Signify N.V.(1)   267,348
57,476 Sinotruk Hong Kong Ltd.   98,689
72,224 Sumitomo Corp.   1,074,308
263,753 Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H   193,647
      15,647,602
  Commercial & Professional Services - 0.1%    
21,489 KAR Auction Services, Inc.   451,699
  Consumer Durables & Apparel - 2.7%    
141,000 ANTA Sports Products Ltd.   1,227,571
114,878 Barratt Developments plc   1,216,274
63,107 D.R. Horton, Inc.   3,735,934
439,000 Haier Electronics Group Co., Ltd.   1,318,632
12,673 Haseko Corp.   165,230
70,753 KB Home   2,656,775
52,923 Lennar Corp. Class A   3,511,970
43,554 Persimmon plc   1,753,401
88,718 PulteGroup, Inc.   3,961,259
73,750 Taylor Wimpey plc   209,479
66,957 Toll Brothers, Inc.   2,970,213
186,583 TRI Pointe Group, Inc.*   3,033,840
      25,760,578
  Consumer Services - 0.1%    
14,027 Starbucks Corp.   1,189,910
  Diversified Financials - 1.3%    
181,702 AGNC Investment Corp. REIT   3,377,840
14,614 Banca Mediolanum S.p.A.   131,804
5,165 IGM Financial, Inc.   149,361
50,663 Invesco Ltd.   876,470
19,183 Janus Henderson Group plc   484,754

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
2,235 Magellan Financial Group Ltd. $ 98,428
1,653 MarketAxess Holdings, Inc.   585,460
151,351 MFA Financial, Inc. REIT   1,180,538
40,646 Navient Corp.   584,490
122,587 New Residential Investment Corp. REIT   2,052,106
8,821 OneMain Holdings, Inc.   373,746
79,936 ORIX Corp.   1,350,316
207,040 REC Ltd.   415,959
6,679 Starwood Property Trust, Inc. REIT   171,383
5,245 Synchrony Financial   169,990
4,315 T Rowe Price Group, Inc.   576,182
      12,578,827
  Energy - 1.9%    
16,552 Aker BP ASA   466,226
39,210 ARC Resources Ltd.(2)   207,990
69,252 Chevron Corp.   7,419,659
3,548,507 China Petroleum & Chemical Corp. Class H   1,868,720
343,801 China Shenhua Energy Co., Ltd. Class H   604,174
336,558 CNOOC Ltd.   503,840
10,929 Exxaro Resources Ltd.   88,671
43,597 Hindustan Petroleum Corp. Ltd.   142,156
29,728 PTT Exploration & Production PCL   119,217
83,097 Repsol S.A.   1,143,645
147,275 Suncor Energy, Inc.   4,505,142
1,540 Valero Energy Corp.   129,838
344,222 Whitehaven Coal Ltd.   569,341
560,354 Yanzhou Coal Mining Co., Ltd. Class H   413,450
      18,182,069
  Food & Staples Retailing - 0.1%    
1,597 George Weston Ltd.   128,699
5,911 ICA Gruppen AB   259,903
3,077 Kesko Oyj Class B   208,023
5,013 Loblaw Cos., Ltd.   262,279
5,500 Sundrug Co., Ltd.   186,385
      1,045,289
  Food, Beverage & Tobacco - 0.6%    
19,444 British American Tobacco plc   857,381
7,523 Campbell Soup Co.   364,038
4,022 Carlsberg A/S Class B   587,348
157,000 China Mengniu Dairy Co., Ltd.*   575,802
19,098 Coca-Cola European Partners plc   1,004,746
24,027 General Mills, Inc.   1,254,690
3,184 JM Smucker Co.   329,894
28,396 Orkla ASA   274,129
3,438 Philip Morris International, Inc.   284,323
      5,532,351
  Health Care Equipment & Services - 0.2%    
6,062 CVS Health Corp.   411,125
54,137 Qualicorp Consultoria e Corretora de Seguros S.A.   524,102
516 Sonova Holding AG   129,398
20,231 Telefonica Celular del Paraguay S.A.   1,036,030
      2,100,655
  Household & Personal Products - 0.1%    
7,815 Kimberly-Clark Corp.   1,119,421
  Insurance - 1.0%    
3,156 Ageas   174,027
150,071 AXA S.A.   3,990,622
10,348 CNP Assurances   186,267
19,846 Fidelity National Financial, Inc.   967,492
6,866 Great-West Lifeco, Inc.   177,902
89,916 Japan Post Holdings Co., Ltd.   817,936
139,000 Ping An Insurance Group Co., of China Ltd. Class H   1,571,791

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
8,188 Sun Life Financial, Inc. $ 384,961
3,494 Zurich Insurance Group AG   1,450,421
      9,721,419
  Materials - 0.8%    
11,912 African Rainbow Minerals Ltd.   133,421
95,008 Alumina Ltd.   136,834
195,500 Anhui Conch Cement Co., Ltd. Class H   1,247,816
4,258 Corteva, Inc.*   123,141
14,383 Dow, Inc.*   662,625
89,329 Evraz plc   414,739
48,349 Fortescue Metals Group Ltd.   358,161
17,566 JFE Holdings, Inc.   208,015
98,102 Kinross Gold Corp.*   497,404
4,038 Kirkland Lake Gold Ltd.   165,590
16,081 Kumba Iron Ore Ltd.   371,835
827,878 Maanshan Iron & Steel Co., Ltd. Class H(2)   292,814
47,925 MMC Norilsk Nickel PJSC ADR   1,545,559
378,385 National Aluminium Co., Ltd.   224,994
173,435 NMDC Ltd.   283,323
31,454 Severstal PJSC GDR   442,266
815,650 Sinopec Shanghai Petrochemical Co., Ltd. Class H   207,386
8,599 Ternium S.A. ADR   179,977
      7,495,900
  Media & Entertainment - 0.2%    
13,941 GungHo Online Entertainment, Inc.   253,618
1,064 Take-Two Interactive Software, Inc.*   132,617
14,700 Tencent Holdings Ltd.   701,046
34,954 WPP plc   434,602
77,699 Zynga, Inc. Class A*   467,748
      1,989,631
  Pharmaceuticals, Biotechnology & Life Sciences - 1.4%    
23,451 AbbVie, Inc.   1,900,000
4,591 Amgen, Inc.   991,886
2,823 Bristol-Myers Squibb Co.   177,708
233,104 China Medical System Holdings Ltd.   310,242
17,530 Gilead Sciences, Inc.   1,107,896
8,143 Johnson & Johnson   1,212,248
14,064 Merck & Co., Inc.   1,201,628
33,240 Novartis AG   3,140,119
3,369 Pfizer, Inc.   125,462
8,599 Roche Holding AG   2,884,692
15,014 Teva Pharmaceutical Industries Ltd. ADR*   156,146
      13,208,027
  Real Estate - 4.0%    
588,039 Aldar Properties PJSC   355,201
23,801 American Tower Corp. REIT   5,515,644
66,277 Apple Hospitality, Inc. REIT   995,481
53,766 Brixmor Property Group, Inc. REIT   1,073,169
156,111 Castellum AB   3,836,735
115,784 Douglas Emmett, Inc. REIT   4,805,036
80,781 Equity LifeStyle Properties, Inc. REIT   5,876,818
318,504 Fibra Uno Administracion S.A. de C.V. REIT   523,381
191,148 Henderson Land Development Co., Ltd.   858,188
55,672 Hongkong Land Holdings Ltd.   295,504
113,644 Kimco Realty Corp. REIT   2,164,918
25,525 Klepierre S.A. REIT   867,642
4,175 Life Storage, Inc. REIT   472,527
625,528 Mapletree Commercial Trust REIT   1,074,244
204,100 Mapletree Industrial Trust REIT   414,845
152,596 Mapletree Logistics Trust REIT   205,757
934 Mid-America Apartment Communities, Inc. REIT   128,154
8,136 PSP Swiss Property AG   1,230,220
20,784 Public Storage REIT   4,650,628

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
46,930 SITE Centers Corp. REIT $ 596,480
21,846 Spirit Realty Capital, Inc. REIT   1,153,032
3,924 Swiss Prime Site AG*   479,062
21,910 Weingarten Realty Investors REIT   637,581
      38,210,247
  Retailing - 0.3%    
2,900 Alibaba Group Holding Ltd. ADR*   599,111
2,006,600 Allstar Co.(3)(4)(5)   802,640
103,554 Harvey Norman Holdings Ltd.   290,600
19,170 K's Holdings Corp.   232,777
3,890 Target Corp.   430,779
13,296 Tory Burch LLC*(3)(4)(5)   862,910
      3,218,817
  Semiconductors & Semiconductor Equipment - 0.5%    
28,516 Intel Corp.   1,823,028
1,690 Lam Research Corp.   503,975
354,106 Nanya Technology Corp.   893,686
29,311 Phison Electronics Corp.   305,661
5,071 QUALCOMM, Inc.   432,607
98,650 Radiant Opto-Electronics Corp.   338,508
1,947 Teradyne, Inc.   128,483
1,208,468 United Microelectronics Corp.   589,919
      5,015,867
  Software & Services - 1.5%    
10,342 Amdocs Ltd.   744,107
8,647 Booz Allen Hamilton Holding Corp.   674,812
4,826 CGI, Inc.*   369,517
6,329 Check Point Software Technologies Ltd.*   723,468
925 FleetCor Technologies, Inc.*   291,588
1,400 Fujitsu Ltd.   148,026
24,224 International Business Machines Corp.   3,481,715
10,403 Leidos Holdings, Inc.   1,045,189
12,271 Microsoft Corp.   2,088,892
11,966 Nihon Unisys Ltd.   364,900
34,900 Nomura Research Institute Ltd.   767,998
14,666 Open Text Corp.   660,048
14,168 Oracle Corp.   743,112
4,200 TIS, Inc.   252,320
683 VMware, Inc. Class A*   101,125
82,110 Western Union Co.   2,208,759
      14,665,576
  Technology Hardware & Equipment - 0.3%    
1,619 Apple, Inc.   501,097
118,274 Foxconn Technology Co., Ltd.   234,737
78,867 Lite-On Technology Corp.   122,181
12,565 Seagate Technology plc   716,079
65,661 Tripod Technology Corp.   240,929
23,814 Xerox Holdings Corp.*   847,064
34,774 Zhen Ding Technology Holding Ltd.   134,493
      2,796,580
  Telecommunication Services - 1.4%    
81,874 AT&T, Inc.   3,080,100
131,981 Bharti Infratel Ltd.   459,249
151,797 Deutsche Telekom AG   2,458,473
220,329 Orange S.A.   3,114,564
4,121 Swisscom AG   2,261,041
36,198 Telefonica Celular del Paraguay S.A.   494,465
181,578 Telefonica S.A.   1,228,140
221,886 VEON Ltd.   574,685
      13,670,717
  Transportation - 0.2%    
140,250 Qantas Airways Ltd.   594,631

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  354,868 Royal Mail plc $ 927,584
        1,522,215
    Utilities - 0.8%    
  8,422 AES Corp.   167,261
  12,399 AltaGas Ltd.   199,654
  2,716 Avangrid, Inc.   144,654
  347,906 Centrica plc   389,763
  110,422 EDP - Energias de Portugal S.A.   553,759
  65,738 Endesa S.A.   1,804,974
  219,126 Enel S.p.A.   1,909,971
  8,111 Engie S.A.   139,617
  2,028 Evergy, Inc.   146,341
  39,473 Exelon Corp.   1,878,520
  8,742 Hydro One Ltd.(1)   177,694
        7,512,208
    Total Common Stocks    
    (cost $200,360,600) $ 215,286,981
  Asset & Commercial Mortgage Backed Securities - 14.3%    
    Asset-Backed - Automobile - 0.4%    
    ARI Fleet Lease Trust    
$ 16,917 1.91%, 04/15/2026(1) $ 16,906
  112,406 2.55%, 10/15/2026(1)   112,714
  224,652 3.22%, 08/16/2027(1)   226,836
    Canadian Pacer Auto Receivables Trust    
  49,979 2.05%, 03/19/2021(1)   49,994
  55,152 3.00%, 06/21/2021(1)   55,287
  45,000 3.27%, 12/19/2022(1)   45,663
    Chesapeake Funding LLC    
  179,328 1.91%, 08/15/2029(1)   179,309
  116,209 2.13%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(1)(6)   116,294
  349,162 3.23%, 08/15/2030(1)   355,501
    Enterprise Fleet Financing LLC    
  60,362 1.97%, 01/20/2023(1)   60,373
  315,000 2.06%, 05/20/2025(1)   316,936
  146,825 2.13%, 05/22/2023(1)   147,003
  183,156 2.98%, 10/20/2024(1)   185,214
  385,880 3.38%, 05/20/2024(1)   391,593
    First Investors Auto Owner Trust    
  114,437 3.41%, 04/18/2022(1)   114,668
    OneMain Direct Auto Receivables Trust    
  3,151 2.31%, 12/14/2021(1)   3,151
  745,000 3.43%, 12/16/2024(1)   755,960
    Santander Retail Auto Lease Trust    
  156,462 2.72%, 01/20/2022(1)   157,572
    Securitized Term Auto Receivables Trust    
  57,840 2.04%, 04/26/2021(1)   57,861
  106,278 3.06%, 02/25/2021(1)   106,447
    Westlake Automobile Receivables Trust    
  181,429 2.98%, 01/18/2022(1)   181,932
    Wheels SPV LLC    
  24,303 1.88%, 04/20/2026(1)   24,302
        3,661,516
    Asset-Backed - Finance & Insurance - 5.6%    
    Aaset Trust    
  227,373 3.84%, 05/15/2039(1)   231,654
    Ajax Mortgage Loan Trust    
  787,786 3.16%, 09/25/2056(1)(7)   792,688
    Allegany Park CLO Ltd.    
  630,000 0.00%, 01/20/2033, 3 mo. USD LIBOR + 1.800%(1)(6)   630,000
    Apidos CLO    
  590,000 0.00%, 01/20/2033, 3 mo. USD LIBOR + 1.850%(1)(6)   590,000
    Atlas Senior Loan Fund Ltd.    
  1,345,000 3.14%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(1)(6)   1,345,666

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Avery Point CLO Ltd.    
$ 350,000 3.39%, 08/05/2027, 3 mo. USD LIBOR + 1.500%(1)(6) $ 350,390
    Barings CLO Ltd.    
  1,000,000 3.72%, 07/20/2029, 3 mo. USD LIBOR + 1.900%(1)(6)   987,752
    Bayview Koitere Fund Trust    
  352,306 3.50%, 07/28/2057(1)(7)   360,538
    Bayview Opportunity Master Fund Trust    
  170,745 3.50%, 01/28/2055(1)(7)   173,521
  231,852 3.50%, 06/28/2057(1)(7)   236,752
  162,417 4.00%, 11/28/2053(1)(7)   167,209
  205,643 4.00%, 10/28/2064(1)(7)   211,364
    BlueMountain CLO Ltd.    
  1,400,000 3.33%, 07/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6)   1,386,316
  2,000,000 3.47%, 07/30/2030, 3 mo. USD LIBOR + 1.700%(1)(6)   1,997,992
  1,200,000 3.61%, 08/15/2031, 3 mo. USD LIBOR + 1.700%(1)(6)   1,198,787
  490,000 3.67%, 04/20/2027, 3 mo. USD LIBOR + 1.850%(1)(6)   485,346
    Carlyle Global Market Strategies CLO Ltd.    
  560,000 3.62%, 07/20/2032, 3 mo. USD LIBOR + 1.800%(1)(6)   561,212
  1,000,000 3.64%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(6)   954,534
    CIFC Funding Ltd.    
  785,000 0.00%, 01/16/2033, 3 mo. USD LIBOR + 1.900%(1)(6)   784,936
  750,000 2.85%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(1)(6)   749,454
  2,000,000 3.57%, 04/18/2031, 3 mo. USD LIBOR + 1.750%(1)(6)   1,967,716
  1,200,000 3.60%, 10/22/2031, 3 mo. USD LIBOR + 1.800%(1)(6)   1,202,165
  540,000 3.62%, 07/20/2030, 3 mo. USD LIBOR + 1.800%(1)(6)   540,592
  1,200,000 3.62%, 04/20/2032, 3 mo. USD LIBOR + 1.800%(1)(6)   1,202,742
  1,200,000 3.63%, 07/15/2032, 3 mo. USD LIBOR + 1.800%(1)(6)   1,203,258
    DB Master Finance LLC    
  139,300 3.79%, 05/20/2049(1)   143,044
  124,375 4.02%, 05/20/2049(1)   130,522
    Dryden Senior Loan Fund    
  1,200,000 3.28%, 04/15/2029, 3 mo. USD LIBOR + 1.450%(1)(6)   1,200,112
  500,000 3.68%, 10/15/2027, 3 mo. USD LIBOR + 1.850%(1)(6)   497,492
  1,500,000 3.97%, 10/19/2029, 3 mo. USD LIBOR + 2.150%(1)(6)   1,500,315
    Finance of America Structured Securities Trust    
  197,732 3.38%, 09/25/2028(1)(7)   197,674
    Ford Credit Floorplan Master Owner Trust    
  100,000 2.09%, 03/15/2022(1)   100,039
  230,000 2.44%, 09/15/2026   236,632
    GreatAmerica Leasing Receivables Funding LLC    
  291,297 2.36%, 01/20/2023(1)   291,890
  145,029 2.60%, 06/15/2021(1)   145,420
  160,000 2.83%, 06/17/2024(1)   162,278
    Horizon Aircraft Finance Ltd.    
  247,024 3.43%, 11/15/2039(1)   247,078
    KKR CLO Ltd.    
  605,000 3.07%, 01/20/2029, 3 mo. USD LIBOR + 1.250%(1)(6)   604,860
  1,055,000 3.17%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(1)(6)   1,056,215
    LCM L.P.    
  250,000 3.77%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(6)   249,998
    LCM XIV L.P.    
  1,200,000 3.40%, 07/20/2031, 3 mo. USD LIBOR + 1.580%(1)(6)   1,200,329
    LCM XXV Ltd.    
  1,473,000 3.47%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(6)   1,473,476
  931,334 4.12%, 07/20/2030, 3 mo. USD LIBOR + 2.300%(1)(6)   931,324
    Madison Park Funding Ltd.    
  1,200,000 1.85%, 01/15/2033, 3 mo. USD LIBOR + 1.850%(1)(6)   1,205,233
  855,000 2.58%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(1)(6)   852,266
  500,000 3.03%, 04/15/2029, 3 mo. USD LIBOR + 1.200%(1)(6)   497,340
  1,200,000 3.32%, 04/19/2030, 3 mo. USD LIBOR + 1.500%(1)(6)   1,200,283
  1,000,000 4.01%, 07/23/2029, 3 mo. USD LIBOR + 2.200%(1)(6)   1,000,449
    Magnetite VII Ltd.    
  1,090,000 2.63%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(6)   1,088,278
  1,200,000 3.48%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(6)   1,180,064
    Magnetite XVI Ltd.    
  618,000 3.02%, 01/18/2028, 3 mo. USD LIBOR + 1.200%(1)(6)   617,378

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Magnetite XVIII Ltd.    
$ 715,000 3.41%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(1)(6) $ 715,041
    MMAF Equipment Finance LLC    
  197,458 2.21%, 10/17/2022(1)   197,900
  295,000 2.21%, 12/15/2032(1)   297,506
    Octagon Investment Partners Ltd.    
  625,000 3.53%, 07/15/2029, 3 mo. USD LIBOR + 1.700%(1)(6)   625,239
  1,682,420 3.60%, 10/24/2030, 3 mo. USD LIBOR + 1.800%(1)(6)   1,684,388
    OneMain Financial Issuance Trust    
  100,388 2.37%, 09/14/2032(1)   100,477
  11,969 3.66%, 02/20/2029(1)   11,987
    Race Point CLO Ltd.    
  500,000 4.40%, 02/20/2030, 3 mo. USD LIBOR + 2.500%(1)(6)   496,234
    RR Ltd.    
  530,000 3.43%, 10/15/2029, 3 mo. USD LIBOR + 1.600%(1)(6)   530,225
    Sound Point CLO Ltd.    
  1,200,000 3.62%, 10/20/2031, 3 mo. USD LIBOR + 1.800%(1)(6)   1,200,062
    Springleaf Funding Trust    
  55,896 2.90%, 11/15/2029(1)   55,931
  170,000 3.48%, 05/15/2028(1)   170,540
    Towd Point Mortgage Trust    
  266,031 2.75%, 10/25/2056(1)(7)   269,211
  91,650 2.75%, 04/25/2057(1)(7)   92,614
  330,279 2.75%, 06/25/2057(1)(7)   336,415
  124,085 3.00%, 01/25/2058(1)(7)   126,379
    Treman Park CLO Ltd.    
  1,195,000 2.89%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(6)   1,195,233
    Vantage Data Centers Issuer LLC    
  423,229 3.19%, 07/15/2044(1)   433,283
  323,675 4.07%, 02/16/2043(1)   337,144
    Volvo Financial Equipment LLC    
  36,656 1.92%, 03/15/2021(1)   36,654
    Voya CLO Ltd.    
  1,200,000 3.07%, 01/18/2029, 3 mo. USD LIBOR + 1.250%(1)(6)   1,186,765
  1,200,000 3.12%, 01/20/2031, 3 mo. USD LIBOR + 1.300%(1)(6)   1,178,807
  1,200,000 3.12%, 04/19/2031, 3 mo. USD LIBOR + 1.300%(1)(6)   1,178,670
  990,000 3.73%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(6)   981,652
  1,200,000 3.93%, 07/14/2031, 3 mo. USD LIBOR + 2.090%(1)(6)   1,200,606
  800,000 4.02%, 10/18/2031, 3 mo. USD LIBOR + 2.200%(1)(6)   800,998
        53,762,534
    Commercial Mortgage - Backed Securities - 3.8%    
    1211 Avenue of the Americas Trust    
  1,125,000 4.28%, 08/10/2035(1)(7)   1,220,889
    280 Park Avenue Mortgage Trust    
  1,250,000 3.21%, 09/15/2034, 1 mo. USD LIBOR + 1.537%(1)(6)   1,252,367
    BAMLL Commercial Mortgage Securities Trust    
  365,000 4.23%, 08/10/2038(1)(7)   418,999
    Banc of America Commercial Mortgage Trust    
  1,000,000 3.75%, 02/15/2050   1,074,119
    Benchmark Mortgage Trust    
  30,417,399 0.65%, 07/15/2051(7)(8)   1,033,160
  22,990,272 0.83%, 01/15/2052(7)(8)   1,127,259
    BF NYT Mortgage Trust    
  1,210,000 3.38%, 11/15/2035, 1 mo. USD LIBOR + 1.700%(1)(6)   1,214,538
    BX Commercial Mortgage Trust    
  345,000 3.00%, 12/15/2029, 1 mo. USD LIBOR + 1.250%(1)(6)   345,754
  280,000 3.68%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(6)   281,227
    BX Trust    
  860,000 3.13%, 11/25/2032, 1 mo. USD LIBOR + 1.450%(1)(6)   860,540
    CAMB Commercial Mortgage Trust    
  1,190,000 3.43%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(6)   1,194,523
    CD Commercial Mortgage Trust    
  365,000 3.51%, 05/10/2050(7)   399,584
  1,000,000 3.83%, 02/10/2050   1,081,216

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    CD Mortgage Trust    
$ 19,684,689 1.17%, 02/10/2050(7)(8) $ 1,148,483
    Citigroup Commercial Mortgage Trust    
  95,000 3.82%, 11/10/2048   104,338
    Commercial Mortgage Trust    
  944,000 4.46%, 12/10/2045(1)(7)   970,697
    CSAIL Commercial Mortgage Trust    
  20,517,068 0.78%, 08/15/2051(7)(8)   887,568
  24,512,372 0.86%, 11/15/2050(7)(8)   1,095,615
    CSMC Trust    
  785,000 2.76%, 04/05/2033(1)   788,052
    DC Office Trust    
  335,000 3.17%, 09/15/2045(1)(7)   338,192
    ExteNet LLC    
  350,000 3.20%, 07/26/2049(1)   358,029
    FREMF Mortgage Trust    
  95,000 3.31%, 04/25/2046(1)(7)   94,896
  75,000 3.62%, 11/25/2045(1)(7)   77,903
  390,000 3.77%, 09/25/2029(1)(7)   405,581
  135,000 3.81%, 01/25/2048(1)(7)   142,332
  75,000 3.82%, 04/25/2048(1)(7)   79,255
  95,000 3.91%, 10/25/2048(1)(7)   101,467
  80,000 4.01%, 02/25/2050(1)(7)   83,814
  1,200,000 4.12%, 05/25/2050(1)(7)   1,267,202
  1,160,000 4.17%, 07/25/2027(1)(7)   1,252,312
  460,000 4.22%, 09/25/2025(1)(7)   490,326
  120,000 4.30%, 04/25/2049(1)(7)   129,783
  215,000 5.73%, 04/25/2020(1)(7)   215,521
    GS Mortgage Securities Corp. Trust    
  100,000 2.98%, 07/15/2032, 1 mo. USD LIBOR + 1.300%(1)(6)   100,031
  1,190,000 3.28%, 06/15/2036, 1 mo. USD LIBOR + 1.600%(1)(6)   1,187,005
    GS Mortgage Securities Trust    
  35,509,620 0.59%, 03/10/2051(7)(8)   1,122,037
  15,296,700 1.23%, 07/10/2052(7)(8)   1,228,828
  5,840,754 1.30%, 05/10/2052(7)(8)   468,285
  1,250,000 3.76%, 05/10/2049(7)   1,331,785
  469,000 3.97%, 05/10/2052   517,786
    Hudson Yards Mortgage Trust    
  500,000 3.08%, 08/10/2038(1)(7)   500,354
    JP Morgan Chase Commercial Mortgage Securities Corp.    
  1,190,000 3.75%, 06/05/2039(1)(7)   1,297,447
    KNDL Mortgage Trust    
  920,000 3.03%, 05/15/2036, 1 mo. USD LIBOR + 1.350%(1)(6)   919,418
    Morgan Stanley Bank of America Merrill Lynch Trust    
  1,314,000 4.11%, 11/15/2052(7)   1,447,385
    Morgan Stanley Capital Trust    
  275,000 3.48%, 12/15/2036, 1 mo. USD LIBOR + 1.800%(1)(6)   274,945
    MSCG Trust 2018-SELF    
  1,250,000 3.33%, 10/15/2037, 1 mo. USD LIBOR + 1.650%(1)(6)   1,253,123
    SFAVE Commercial Mortgage Securities Trust    
  400,000 4.14%, 01/05/2043(1)(7)   426,834
    Wells Fargo Commercial Mortgage Trust    
  1,000,000 4.14%, 10/15/2045   1,045,812
    Wells Fargo N.A.    
  12,522,326 0.82%, 12/15/2052(7)(8)   742,250
  4,905,622 1.05%, 05/15/2062(7)(8)   347,911
        35,746,777
    Other ABS - 1.6%    
    AASET U.S. Ltd.    
  492,064 4.45%, 11/18/2038(1)   506,377
    ALM VIII Ltd.    
  1,250,000 3.63%, 10/15/2028, 3 mo. USD LIBOR + 1.800%(1)(6)   1,251,099
    ALM XVII Ltd.    
  1,000,000 3.93%, 01/15/2028, 3 mo. USD LIBOR + 2.100%(1)(6)   1,000,192

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Atlas Senior Loan Fund Ltd.    
$ 650,000 3.33%, 01/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6) $ 649,993
    Benefit Street Partners CLO Ltd.    
  1,045,000 0.00%, 01/15/2033, 3 mo. USD LIBOR + 2.000%(1)(6)   1,045,000
    BlueMountain CLO Ltd.    
  545,000 3.35%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(1)(6)   543,232
    Carlyle U.S. CLO Ltd.    
  1,200,000 3.27%, 10/20/2027, 3 mo. USD LIBOR + 1.450%(1)(6)   1,191,377
  1,105,000 3.58%, 07/15/2032, 3 mo. USD LIBOR + 1.750%(1)(6)   1,107,366
    Castlelake Aircraft Securitization Trust    
  256,530 3.97%, 04/15/2039(1)   263,309
    Cloud Pass-Through Trust    
  269,172 3.55%, 12/05/2022(1)(7)   272,559
    Daimler Trucks Retail Trust    
  148,679 2.77%, 04/15/2021(1)   149,031
    Dewolf Park CLO Ltd.    
  400,000 3.98%, 10/15/2030, 3 mo. USD LIBOR + 2.150%(1)(6)   398,054
    Eaton Vance CLO Ltd.    
  1,000,000 3.68%, 01/15/2028, 3 mo. USD LIBOR + 1.850%(1)(6)   1,001,338
    Harbor Park CLO Ltd.    
  750,000 3.52%, 01/20/2031, 3 mo. USD LIBOR + 1.700%(1)(6)   751,445
    Hertz Fleet Lease Funding L.P.    
  740,000 2.70%, 01/10/2033(1)   746,518
    Neuberger Berman CLO Ltd.    
  700,000 3.43%, 01/15/2028, 3 mo. USD LIBOR + 1.600%(1)(6)   694,832
    Neuberger Berman Loan Advisers CLO Ltd.    
  1,250,000 3.77%, 04/20/2031, 3 mo. USD LIBOR + 1.950%(1)(6)   1,250,828
    SoFi Consumer Loan Program Trust    
  354,554 3.54%, 11/26/2027(1)   357,246
    Sonic Capital LLC    
  705,000 3.85%, 01/20/2050(1)   706,297
    Stack Infrastructure Issuer LLC    
  340,000 3.08%, 10/25/2044(1)   342,084
    START Ireland    
  727,168 3.54%, 11/15/2044(1)   735,753
  235,119 4.09%, 03/15/2044(1)   241,798
        15,205,728
    Whole Loan Collateral CMO - 2.9%    
    Angel Oak Mortgage Trust LLC    
  271,449 2.62%, 11/25/2059(1)(7)   272,479
  61,958 2.71%, 11/25/2047(1)(7)   61,971
  526,866 3.65%, 09/25/2048(1)(7)   534,403
    Benchmark Mortgage Trust    
  2,956,658 1.20%, 05/15/2052(7)(8)   230,875
  12,818,872 1.39%, 03/15/2062(7)(8)   1,153,475
  325,000 3.84%, 12/15/2072(7)   342,252
  1,000,000 3.96%, 05/15/2052(7)   1,101,513
    COLT Mortgage Loan Trust    
  96,844 2.93%, 02/25/2048(1)(7)   96,997
  112,698 3.69%, 10/26/2048(1)(7)   113,476
    Deephaven Residential Mortgage Trust    
  86,100 2.45%, 06/25/2047(1)(7)   86,173
  68,483 2.58%, 10/25/2047(1)(7)   68,732
  26,375 2.73%, 12/26/2046(1)(7)   26,313
  122,574 2.98%, 12/25/2057(1)(7)   122,645
  863,602 3.05%, 10/25/2059(1)(7)   867,255
  111,464 3.56%, 04/25/2059(1)(7)   112,594
    Fannie Mae Connecticut Avenue Securities    
  500,000 3.81%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(6)   509,133
  473,758 3.86%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(6)   480,602
  500,000 3.91%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(6)   509,546
  500,000 4.21%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(6)   511,503
  1,100,000 4.31%, 02/25/2030, 1 mo. USD LIBOR + 2.650%(6)   1,130,722
  747,620 4.56%, 07/25/2024, 1 mo. USD LIBOR + 2.900%(6)   781,503
  1,100,000 5.21%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(6)   1,160,773

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 800,531 5.91%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(6) $ 852,683
  893,984 6.01%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(6)   946,621
  1,090,268 6.11%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(6)   1,155,217
  1,708,108 6.66%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(6)   1,843,516
  1,200,000 6.96%, 10/25/2028, 1 mo. USD LIBOR + 5.300%(6)   1,307,734
  888,509 7.36%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(6)   986,820
  1,120,048 7.56%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6)   1,213,830
  954,675 7.66%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(6)   1,051,165
  940,607 8.41%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(6)   1,043,054
    FREMF Mortgage Trust    
  945,000 4.34%, 05/25/2029(1)(7)   1,033,868
    MetLife Securitization Trust    
  244,680 3.00%, 04/25/2055(1)(7)   249,678
    Mill City Mortgage Loan Trust    
  64,558 2.50%, 04/25/2057(1)(7)   64,729
  250,678 2.75%, 01/25/2061(1)(7)   253,264
    New Residential Mortgage Loan Trust    
  296,925 4.00%, 04/25/2057(1)(7)   312,279
    Seasoned Credit Risk Transfer Trust    
  344,796 3.50%, 03/25/2058   362,148
  333,556 3.50%, 07/25/2058   349,232
  488,444 3.50%, 10/25/2058   515,175
    Sequoia Mortgage Trust    
  958,309 3.75%, 02/25/2048(1)(7)   993,913
    Towd Point Mortgage Trust    
  159,143 2.25%, 04/25/2056(1)(7)   159,346
    Verus Securitization Trust    
  292,426 3.21%, 05/25/2059(1)(7)   295,090
    Wells Fargo N.A.    
  31,882,793 1.10%, 08/15/2061(7)(8)   2,445,758
        27,710,055
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $134,840,428) $ 136,086,610
  Corporate Bonds - 23.8%    
    Aerospace/Defense - 0.4%    
    BAE Systems Holdings, Inc.    
  600,000 3.85%, 12/15/2025(1) $ 651,106
    Boeing Co.    
  245,000 2.70%, 02/01/2027   249,842
  132,000 2.95%, 02/01/2030   135,921
  305,000 3.20%, 03/01/2029   321,070
  818,000 3.25%, 03/01/2028   857,078
  170,000 3.45%, 11/01/2028   181,297
    Lockheed Martin Corp.    
  300,000 4.07%, 12/15/2042   361,626
  135,000 4.85%, 09/15/2041   170,537
    United Technologies Corp.    
  300,000 3.95%, 08/16/2025   331,061
  900,000 4.13%, 11/16/2028   1,035,978
        4,295,516
    Agriculture - 0.7%    
    Altria Group, Inc.    
  1,150,000 4.40%, 02/14/2026   1,270,346
  140,000 4.50%, 05/02/2043   147,000
  420,000 4.75%, 05/05/2021   435,357
  180,000 5.80%, 02/14/2039   217,856
    BAT Capital Corp.    
  1,755,000 3.56%, 08/15/2027   1,835,399
    BAT International Finance plc    
  565,000 3.25%, 06/07/2022(1)   581,134
  65,000 3.50%, 06/15/2022(1)   67,317
    Imperial Brands Finance plc    
  1,250,000 3.75%, 07/21/2022(1)   1,294,663
    Philip Morris International, Inc.    

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 300,000 2.63%, 03/06/2023 $ 306,770
  80,000 4.88%, 11/15/2043   98,705
        6,254,547
    Airlines - 0.1%    
    Continental Airlines, Inc.    
  488,643 5.98%, 10/19/2023   515,640
    Southwest Airlines Co.    
  281,315 6.15%, 02/01/2024   296,513
    United Airlines Class B Pass -Through Trust    
  64,318 4.60%, 09/01/2027   67,486
        879,639
    Auto Manufacturers - 0.5%    
    Daimler Finance North America LLC    
  600,000 2.20%, 05/05/2020(1)   600,584
  580,000 2.30%, 02/12/2021(1)   581,850
    Ford Motor Credit Co. LLC    
  600,000 3.82%, 11/02/2027   590,671
  1,630,000 4.27%, 01/09/2027   1,652,310
    General Motors Financial Co., Inc.    
  1,375,000 3.70%, 05/09/2023   1,428,811
  335,000 3.95%, 04/13/2024   353,357
        5,207,583
    Auto Parts & Equipment - 0.1%    
    Panther BF Aggregator L.P. / Panther Finance Co., Inc.    
  675,000 6.25%, 05/15/2026(1)   724,006
    Beverages - 0.5%    
    Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.    
  370,000 3.65%, 02/01/2026   401,841
  105,000 4.70%, 02/01/2036   126,002
  270,000 4.90%, 02/01/2046   335,561
    Anheuser-Busch InBev Worldwide, Inc.    
  540,000 3.50%, 01/12/2024   575,591
  115,000 3.75%, 07/15/2042   124,145
  105,000 4.38%, 04/15/2038   121,435
  985,000 4.75%, 01/23/2029   1,165,561
    Molson Coors Brewing Co.    
  1,250,000 3.00%, 07/15/2026   1,285,443
  180,000 3.50%, 05/01/2022   185,811
        4,321,390
    Biotechnology - 0.2%    
    Amgen, Inc.    
  1,425,000 2.65%, 05/11/2022   1,450,386
    Biogen, Inc.    
  320,000 2.90%, 09/15/2020   322,169
    Gilead Sciences, Inc.    
  120,000 2.55%, 09/01/2020   120,539
        1,893,094
    Chemicals - 0.5%    
    CNAC HK Synbridge Co., Ltd.    
  1,120,000 5.00%, 05/05/2020   1,125,914
    NOVA Chemicals Corp.    
  725,000 4.88%, 06/01/2024(1)   735,875
    Olin Corp.    
  725,000 5.13%, 09/15/2027   755,580
    Sherwin-Williams Co.    
  1,180,000 2.95%, 08/15/2029   1,220,059
    Syngenta Finance N.V.    
  450,000 5.18%, 04/24/2028(1)   505,281
        4,342,709
    Commercial Banks - 5.4%    
    Banco Santander S.A.    
  400,000 3.13%, 02/23/2023   412,870

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 200,000 3.85%, 04/12/2023 $ 210,682
    Bank of America Corp.    
  740,000 2.63%, 10/19/2020   744,519
    3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040%  
  1,381,000 thereafter)(9)   1,482,246
    3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370%  
  450,000 thereafter)(9)   488,206
  635,000 4.00%, 04/01/2024   688,221
  750,000 4.20%, 08/26/2024   815,827
    Bank of New York Mellon Corp.    
  200,000 3.00%, 02/24/2025   210,844
    Banque Federative du Credit Mutuel S.A.    
  700,000 2.75%, 10/15/2020(1)(2)   704,792
    Barclays plc    
  815,000 3.20%, 08/10/2021   828,887
    3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610%  
  720,000 thereafter)(9)   766,788
    BNP Paribas S.A.    
    2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111%  
  390,000 thereafter)(1)(9)   400,122
  405,000 3.38%, 01/09/2025(1)   427,384
    BPCE S.A.    
  800,000 3.50%, 10/23/2027(1)   849,720
  425,000 5.15%, 07/21/2024(1)   472,305
  1,200,000 5.70%, 10/22/2023(1)   1,337,139
    Capital One Financial Corp.    
  615,000 3.75%, 04/24/2024   657,089
  165,000 4.20%, 10/29/2025   180,221
    Citigroup, Inc.    
    2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950%  
  1,000,000 thereafter)(9)   1,020,959
  925,000 4.45%, 09/29/2027   1,038,390
  59,000 8.13%, 07/15/2039   101,553
    Citizens Bank NA    
  500,000 2.55%, 05/13/2021   504,732
    Credit Agricole S.A.    
  360,000 3.25%, 10/04/2024(1)   378,148
  250,000 3.75%, 04/24/2023(1)   263,698
  1,150,000 4.13%, 01/10/2027(1)   1,265,441
  700,000 4.38%, 03/17/2025(1)   759,486
    Credit Suisse AG    
  335,000 3.63%, 09/09/2024   359,402
    Credit Suisse Group AG    
  850,000 3.57%, 01/09/2023(1)   875,244
    3.87%, 01/12/2029, (3.87% fixed rate until 01/12/2028; 3 mo. USD LIBOR + 1.410%  
  250,000 thereafter)(1)(9)   271,977
    Credit Suisse Group Funding Guernsey Ltd.    
  950,000 3.80%, 09/15/2022   994,897
  1,125,000 4.55%, 04/17/2026   1,268,266
    Danske Bank A/S    
  485,000 3.88%, 09/12/2023(1)   510,145
  200,000 5.00%, 01/12/2022(1)   210,717
  250,000 5.38%, 01/12/2024(1)   278,110
    Deutsche Bank AG    
  670,000 4.25%, 10/14/2021   689,973
    Discover Bank    
  250,000 3.10%, 06/04/2020   250,810
  1,200,000 3.45%, 07/27/2026   1,269,037
    Fifth Third Bank    
  450,000 2.88%, 10/01/2021   458,479
    Goldman Sachs Group, Inc.    
    3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201%  
  2,330,000 thereafter)(9)   2,448,159
  1,325,000 4.25%, 10/21/2025   1,463,984
  300,000 6.25%, 02/01/2041   439,191
    HSBC Holdings plc    

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 290,000 3.40%, 03/08/2021 $ 295,165
  1,755,000 3.60%, 05/25/2023   1,845,143
    4.04%, 03/13/2028, (4.04% fixed rate until 03/13/2027; 3 mo. USD LIBOR + 1.546%    
  200,000 thereafter)(9)   218,128
    ING Groep N.V.    
  720,000 3.95%, 03/29/2027   795,949
  1,100,000 4.63%, 01/06/2026(1)   1,243,978
    JP Morgan Chase & Co.    
  650,000 3.25%, 09/23/2022   675,357
  180,000 3.38%, 05/01/2023   188,385
    3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160%    
  1,105,000 thereafter)(9)   1,218,429
    4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330%    
  550,000 thereafter)(9)   639,203
  230,000 5.40%, 01/06/2042   317,875
    Macquarie Group Ltd.    
    4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD    
  920,000 LIBOR + 1.330% thereafter)(1)(9)   977,205
    Morgan Stanley    
  320,000 3.13%, 07/27/2026   338,803
  750,000 3.63%, 01/20/2027   813,709
  875,000 3.70%, 10/23/2024   943,223
  575,000 4.10%, 05/22/2023   612,624
  550,000 5.75%, 01/25/2021   571,105
    NBK SPC Ltd.    
  1,795,000 2.75%, 05/30/2022(1)   1,807,816
    PNC Bank NA    
  625,000 3.10%, 10/25/2027   667,315
    Santander Holdings USA, Inc.    
  205,000 3.40%, 01/18/2023   212,073
  1,095,000 3.70%, 03/28/2022   1,130,579
  1,125,000 4.50%, 07/17/2025   1,229,662
    Synchrony Bank    
  410,000 3.65%, 05/24/2021   418,957
    Truist Financial Corp.    
  695,000 3.20%, 09/03/2021   710,533
    U.S. Bancorp    
  165,000 3.70%, 01/30/2024   177,546
    UBS AG    
  540,000 2.20%, 06/08/2020(1)   540,564
    UBS Group AG    
    3.13%, 08/13/2030, (3.13% fixed rate until 08/13/2029; 3 mo. USD    
  315,000 LIBOR + 1.468% thereafter)(1)(9)   329,170
    UBS Group Funding Switzerland AG    
  785,000 2.95%, 09/24/2020(1)   790,706
  550,000 3.00%, 04/15/2021(1)   558,463
    Wells Fargo & Co.    
  1,794,000 4.48%, 01/16/2024   1,954,994
        51,021,319
    Commercial Services - 0.4%    
    Ashtead Capital, Inc.    
  260,000 4.25%, 11/01/2029(1)   270,400
    CommonSpirit Health    
  597,000 2.95%, 11/01/2022   612,315
  70,000 4.35%, 11/01/2042   76,362
    ERAC USA Finance LLC    
  510,000 4.50%, 08/16/2021(1)   529,957
  550,000 5.63%, 03/15/2042(1)   718,259
    IHS Markit Ltd.    
  1,200,000 3.63%, 05/01/2024   1,263,648
        3,470,941
    Construction Materials - 0.1%    
    Norbord, Inc.    
  290,000 5.75%, 07/15/2027(1)   304,500

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Standard Industries, Inc.    
$ 675,000 6.00%, 10/15/2025(1) $ 704,531
        1,009,031
    Diversified Financial Services - 0.3%    
    Capital One Bank USA NA    
  700,000 3.38%, 02/15/2023   727,967
    Societe Generale S.A.    
  415,000 3.25%, 01/12/2022(1)(2)   425,781
    Synchrony Financial    
  1,150,000 4.50%, 07/23/2025   1,250,046
        2,403,794
    Electric - 2.0%    
    American Electric Power Co., Inc.    
  910,000 3.20%, 11/13/2027   960,110
    Cleco Corporate Holdings LLC    
  575,000 3.38%, 09/15/2029(1)   582,351
  618,000 3.74%, 05/01/2026   649,026
  425,000 4.97%, 05/01/2046   500,484
    Cleveland Electric Illuminating Co.    
  1,230,000 3.50%, 04/01/2028(1)   1,324,914
    CMS Energy Corp.    
  720,000 3.00%, 05/15/2026   756,662
    Dominion Energy South Carolina, Inc.    
  105,000 4.60%, 06/15/2043   130,768
  370,000 6.05%, 01/15/2038   522,787
  156,000 6.63%, 02/01/2032   218,270
    Dominion Energy, Inc.    
  950,000 2.45%, 01/15/2023(1)   962,984
  135,000 2.72%, 08/15/2021(10)   136,419
  510,000 4.10%, 04/01/2021(10)   521,913
    Duke Energy Carolinas LLC    
  275,000 6.10%, 06/01/2037   388,934
    Duke Energy Corp.    
  105,000 2.65%, 09/01/2026   108,002
  550,000 3.05%, 08/15/2022   564,460
  120,000 3.40%, 06/15/2029   129,058
    Electricite de France S.A.    
  85,000 4.88%, 01/22/2044(1)   104,323
    Evergy, Inc.    
  530,000 2.90%, 09/15/2029   543,457
    Fortis, Inc.    
  1,205,000 3.06%, 10/04/2026   1,258,146
    Georgia Power Co.    
  165,000 3.70%, 01/30/2050   178,447
  399,000 4.30%, 03/15/2042   463,499
  140,000 4.75%, 09/01/2040   170,172
    Indianapolis Power and Light Co.    
  425,000 6.60%, 06/01/2037(1)   608,055
    Infraestructura Energetica Nova S.A.B. de C.V.    
  205,000 4.88%, 01/14/2048(1)   207,153
    NextEra Energy Capital Holdings, Inc.    
  295,000 2.75%, 11/01/2029   301,305
  100,000 3.25%, 04/01/2026   106,224
  150,000 3.50%, 04/01/2029   162,990
    Niagara Mohawk Power Corp.    
  490,000 4.28%, 12/15/2028(1)   562,281
    Oglethorpe Power Corp.    
  550,000 5.25%, 09/01/2050   688,307
    Oncor Electric Delivery Co. LLC    
  115,000 2.95%, 04/01/2025   121,173
    PPL Capital Funding, Inc.    
  1,105,000 3.10%, 05/15/2026   1,156,114
    SCANA Corp.    
  278,000 4.13%, 02/01/2022   286,263
  477,000 4.75%, 05/15/2021(2)   488,031

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 488,000 6.25%, 04/01/2020(2) $ 490,422
    Southern California Edison Co.    
  750,000 5.55%, 01/15/2037   972,004
    Southern Co.    
  575,000 2.75%, 06/15/2020   576,232
  605,000 2.95%, 07/01/2023   626,042
  245,000 4.40%, 07/01/2046   284,489
        18,812,271
    Electrical Components & Equipment - 0.1%    
    WESCO Distribution, Inc.    
  1,025,000 5.38%, 06/15/2024   1,058,312
    Engineering & Construction - 0.1%    
    SBA Tower Trust    
  355,000 2.88%, 07/15/2046(1)   357,268
  300,000 3.45%, 03/15/2048(1)   314,184
        671,452
    Food - 0.3%    
    Conagra Brands, Inc.    
  1,325,000 4.60%, 11/01/2025   1,492,633
  245,000 5.30%, 11/01/2038   303,454
    Danone S.A.    
  325,000 2.95%, 11/02/2026(1)   340,084
    Kraft Heinz Foods Co.    
  210,000 4.38%, 06/01/2046   214,900
    Sigma Alimentos S.A. de C.V.    
  510,000 4.13%, 05/02/2026(1)   534,225
    Tyson Foods, Inc.    
  300,000 5.10%, 09/28/2048   383,917
        3,269,213
    Forest Products & Paper - 0.1%    
    International Paper Co.    
  750,000 3.65%, 06/15/2024   799,653
    Gas - 0.3%    
    Boston Gas Co.    
  165,000 3.00%, 08/01/2029(1)   173,598
  125,000 3.15%, 08/01/2027(1)   132,636
    Dominion Energy Gas Holdings LLC    
  545,000 3.00%, 11/15/2029   561,771
    KeySpan Gas East Corp.    
  560,000 2.74%, 08/15/2026(1)   573,496
    Sempra Energy    
  1,075,000 3.25%, 06/15/2027   1,133,212
  175,000 3.40%, 02/01/2028   185,647
        2,760,360
    Healthcare-Products - 0.1%    
    Boston Scientific Corp.    
  60,000 4.00%, 03/01/2029   67,747
    DH Europe Finance S.a.r.l.    
  700,000 2.60%, 11/15/2029   717,950
    Medtronic, Inc.    
  160,000 3.15%, 03/15/2022   165,069
        950,766
    Healthcare-Services - 0.9%    
    Aetna, Inc.    
  495,000 2.80%, 06/15/2023   508,389
    Anthem, Inc.    
  631,000 3.30%, 01/15/2023   657,335
  130,000 4.10%, 03/01/2028   143,716
  125,000 4.38%, 12/01/2047   140,675
  225,000 4.65%, 08/15/2044   260,370
    Centene Corp.    
  245,000 4.25%, 12/15/2027(1)   255,413

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    CommonSpirit Health    
$ 195,000 2.76%, 10/01/2024 $ 201,454
  105,000 4.19%, 10/01/2049   112,800
  305,000 4.20%, 08/01/2023   326,962
    Cottage Health Obligated Group    
  125,000 3.30%, 11/01/2049   130,120
    Dignity Health    
  214,000 3.81%, 11/01/2024   229,800
  552,000 4.50%, 11/01/2042   619,669
    HCA, Inc.    
  1,100,000 5.25%, 06/15/2026   1,257,042
  375,000 5.25%, 06/15/2049   435,676
    Humana, Inc.    
  715,000 2.90%, 12/15/2022   733,316
    Mercy Health    
  565,000 3.56%, 08/01/2027   599,174
  545,000 4.30%, 07/01/2028   626,278
    Toledo Hospital    
  245,000 5.33%, 11/15/2028   279,748
  150,000 5.75%, 11/15/2038   179,293
    UnitedHealth Group, Inc.    
  220,000 3.35%, 07/15/2022   228,551
  340,000 3.75%, 07/15/2025   371,912
  5,000 3.85%, 06/15/2028   5,598
        8,303,291
    Household Products - 0.0%    
    Procter & Gamble - Esop    
  286,704 9.36%, 01/01/2021   297,537
    Insurance - 1.0%    
    American International Group, Inc.    
  560,000 4.25%, 03/15/2029   635,303
  99,000 4.50%, 07/16/2044   117,744
  65,000 4.75%, 04/01/2048   80,380
    Aon plc    
  1,150,000 3.88%, 12/15/2025   1,259,683
    Berkshire Hathaway, Inc.    
  415,000 2.75%, 03/15/2023   429,153
    Chubb INA Holdings, Inc.    
  120,000 2.30%, 11/03/2020   120,423
  185,000 3.35%, 05/15/2024   197,066
    Equitable Holdings, Inc.    
  1,175,000 4.35%, 04/20/2028   1,299,607
    Five Corners Funding Trust    
  115,000 4.42%, 11/15/2023(1)   125,766
    Jackson National Life Global Funding    
  515,000 3.25%, 01/30/2024(1)   541,311
    Liberty Mutual Group, Inc.    
  23,000 4.25%, 06/15/2023(1)   24,647
  77,000 4.57%, 02/01/2029(1)   88,934
    Marsh & McLennan Cos., Inc.    
  305,000 4.38%, 03/15/2029   351,832
    MetLife, Inc.    
  485,000 3.60%, 04/10/2024   521,974
  160,000 4.88%, 11/13/2043   208,210
    Northwestern Mutual Life Insurance Co.    
  60,000 3.63%, 09/30/2059(1)   64,367
    Prudential Financial, Inc.    
  200,000 3.50%, 05/15/2024   215,326
  300,000 4.50%, 11/15/2020   306,547
    Teachers Insurance & Annuity Association of America    
  100,000 4.90%, 09/15/2044(1)   128,033
    Trinity Acquisition plc    
  645,000 4.40%, 03/15/2026   717,514
    Willis North America, Inc.    
  1,175,000 3.60%, 05/15/2024   1,250,506

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    XLIT Ltd.    
$ 1,150,000 4.45%, 03/31/2025 $ 1,273,988
        9,958,314
    Internet - 0.2%    
    Alibaba Group Holding Ltd.    
  370,000 3.40%, 12/06/2027   394,405
  480,000 3.60%, 11/28/2024   512,224
    Amazon.com, Inc.    
  530,000 4.80%, 12/05/2034   681,707
    Tencent Holdings Ltd.    
  745,000 3.60%, 01/19/2028(1)   794,426
        2,382,762
    IT Services - 0.3%    
    Apple, Inc.    
  25,000 2.45%, 08/04/2026   25,785
  225,000 3.00%, 02/09/2024   235,917
  170,000 3.25%, 02/23/2026   182,901
  270,000 3.45%, 05/06/2024   289,976
  35,000 4.45%, 05/06/2044   44,038
    Hewlett Packard Enterprise Co.    
  1,125,000 4.90%, 10/15/2025   1,270,871
    International Business Machines Corp.    
  750,000 3.30%, 05/15/2026   807,157
        2,856,645
    Leisure Time - 0.1%    
    VOC Escrow Ltd.    
  725,000 5.00%, 02/15/2028(1)   750,375
    Media - 1.1%    
    Charter Communications Operating LLC / Charter Communications    
    Operating Capital    
  1,125,000 4.91%, 07/23/2025   1,261,559
    Comcast Corp.    
  400,000 3.95%, 10/15/2025   442,237
  100,000 4.05%, 11/01/2052   116,904
  575,000 4.40%, 08/15/2035   697,043
  255,000 4.60%, 10/15/2038   314,574
  34,000 6.40%, 05/15/2038   49,735
    Cox Communications, Inc.    
  1,225,000 3.35%, 09/15/2026(1)   1,298,558
  35,000 4.60%, 08/15/2047(1)   40,875
  920,000 4.80%, 02/01/2035(1)   1,072,157
    Discovery Communications LLC    
  1,125,000 4.90%, 03/11/2026   1,274,655
    Sky Ltd.    
  920,000 3.75%, 09/16/2024(1)   997,219
    Time Warner Cable LLC    
  80,000 6.55%, 05/01/2037   102,949
  60,000 7.30%, 07/01/2038   81,624
    Time Warner Entertainment Co., L.P.    
  30,000 8.38%, 03/15/2023   35,522
    ViacomCBS, Inc.    
  1,150,000 4.00%, 01/15/2026   1,252,209
    ViacomCBS, Inc.    
  195,000 5.85%, 09/01/2043   253,843
    Walt Disney Co.    
  180,000 4.00%, 10/01/2023   194,987
  220,000 4.50%, 02/15/2021   226,408
  300,000 4.75%, 09/15/2044   391,185
        10,104,243
    Mining - 0.1%    
    Glencore Finance Canada Ltd.    
  725,000 4.25%, 10/25/2022(1)   759,417

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Miscellaneous Manufacturing - 0.1%    
    Siemens Financieringsmaatschappij N.V.    
$ 850,000 3.13%, 03/16/2024(1) $ 894,763
    Oil & Gas - 1.9%    
    Aker BP ASA    
  1,875,000 3.75%, 01/15/2030(1)   1,897,388
    BG Energy Capital plc    
  450,000 4.00%, 10/15/2021(1)   466,032
    BP Capital Markets America, Inc.    
  130,000 3.25%, 05/06/2022   134,433
    BP Capital Markets plc    
  570,000 3.81%, 02/10/2024   612,317
    Cimarex Energy Co.    
  949,000 4.38%, 06/01/2024   1,008,725
    ConocoPhillips Co.    
  40,000 4.95%, 03/15/2026   46,660
    Continental Resources, Inc.    
  1,175,000 3.80%, 06/01/2024   1,224,619
    Equinor ASA    
  30,000 2.45%, 01/17/2023   30,691
  30,000 2.65%, 01/15/2024   31,060
  355,000 2.90%, 11/08/2020   358,436
  35,000 3.25%, 11/10/2024   37,309
  5,000 3.70%, 03/01/2024   5,386
    Hess Corp.    
  1,200,000 4.30%, 04/01/2027   1,281,119
  700,000 7.30%, 08/15/2031   914,530
    Occidental Petroleum Corp.    
  395,000 4.85%, 03/15/2021   406,773
  148,000 7.50%, 05/01/2031   197,257
    Petroleos Mexicanos    
  9,000,000 5.50%, 06/27/2044   8,392,500
    QEP Resources, Inc.    
  775,000 5.63%, 03/01/2026   691,649
    Saudi Arabian Oil Co.    
  355,000 3.50%, 04/16/2029(1)   376,209
    Total Capital International S.A.    
  325,000 2.70%, 01/25/2023   334,972
        18,448,065
    Oil & Gas Services - 0.0%    
    Schlumberger Holdings Corp.    
  252,000 3.90%, 05/17/2028(1)   271,646
    Packaging & Containers - 0.2%    
    Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.    
  465,000 4.13%, 08/15/2026(1)   478,370
    WRKCo, Inc.    
  1,125,000 4.65%, 03/15/2026   1,267,533
        1,745,903
    Pharmaceuticals - 0.8%    
    AbbVie, Inc.    
  230,000 4.05%, 11/21/2039(1)   250,259
  380,000 4.25%, 11/21/2049(1)   412,997
    Allergan Funding SCS    
  450,000 3.45%, 03/15/2022   463,227
  525,000 3.80%, 03/15/2025   563,711
  275,000 4.85%, 06/15/2044   325,195
    Allergan Sales LLC    
  121,000 4.88%, 02/15/2021(1)   123,818
  225,000 5.00%, 12/15/2021(1)   235,846
    Bayer U.S. Finance LLC    
  805,000 3.38%, 10/08/2024(1)   848,662
    Bristol-Myers Squibb Co.    
  180,000 3.55%, 08/15/2022(1)   188,154

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Cigna Corp.    
$ 415,000 4.38%, 10/15/2028 $ 467,901
    CVS Health Corp.    
  450,000 3.88%, 07/20/2025   486,575
  1,035,000 4.10%, 03/25/2025   1,125,486
  165,000 5.13%, 07/20/2045   198,913
    EMD Finance LLC    
  705,000 2.95%, 03/19/2022(1)   719,671
    Merck & Co., Inc.    
  430,000 2.75%, 02/10/2025   451,254
  315,000 2.80%, 05/18/2023   327,524
        7,189,193
    Pipelines - 1.6%    
    Columbia Pipeline Group, Inc.    
  400,000 4.50%, 06/01/2025   443,714
    Enable Midstream Partners L.P.    
  1,200,000 4.40%, 03/15/2027   1,209,163
    Energy Transfer Operating L.P.    
  1,125,000 4.75%, 01/15/2026   1,232,257
  60,000 5.00%, 05/15/2050   61,796
  214,000 7.60%, 02/01/2024   250,670
    Energy Transfer Partners L.P.    
  340,000 4.50%, 11/01/2023   362,817
    EQM Midstream Partners L.P.    
  504,000 4.75%, 07/15/2023   497,321
    Kinder Morgan Energy Partners L.P.    
  419,000 4.25%, 09/01/2024   455,610
  275,000 4.30%, 05/01/2024   297,084
    MPLX L.P.    
  255,000 4.00%, 03/15/2028   267,057
  670,000 4.13%, 03/01/2027   709,805
  1,100,000 4.88%, 06/01/2025   1,218,697
    ONEOK, Inc.    
  1,175,000 4.00%, 07/13/2027   1,264,500
    Phillips 66 Partners L.P.    
  750,000 3.75%, 03/01/2028   797,531
    Sabine Pass Liquefaction LLC    
  1,075,000 5.63%, 03/01/2025   1,222,730
    Sunoco Logistics Partners Operations L.P.    
  575,000 3.90%, 07/15/2026   602,283
  130,000 4.40%, 04/01/2021   133,150
  650,000 5.35%, 05/15/2045   689,736
    Targa Resources Partners L.P. / Targa Resources Partners Finance    
    Corp.    
  675,000 5.88%, 04/15/2026   712,125
    TransCanada PipeLines Ltd.    
  1,100,000 4.88%, 01/15/2026   1,252,093
    Western Midstream Operating L.P.    
  780,000 4.00%, 07/01/2022   804,300
  735,000 4.05%, 02/01/2030   732,631
  75,000 5.50%, 08/15/2048   68,418
        15,285,488
    Real Estate - 0.1%    
    WEA Finance LLC    
  830,000 4.13%, 09/20/2028(1)   921,123
    Real Estate Investment Trusts - 0.6%    
    American Tower Corp.    
  450,000 3.45%, 09/15/2021   461,882
  150,000 4.40%, 02/15/2026   166,700
  85,000 5.00%, 02/15/2024   94,635
    AvalonBay Communities, Inc.    
  150,000 3.63%, 10/01/2020   151,128
    Brandywine Operating Partnership L.P.    
  785,000 3.95%, 11/15/2027   843,697

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Brixmor Operating Partnership L.P.    
$ 440,000 4.13%, 05/15/2029 $ 486,733
    Healthpeak Properties, Inc.    
  455,000 3.00%, 01/15/2030   467,711
  670,000 4.00%, 06/01/2025   730,412
    SBA Tower Trust    
  665,000 2.84%, 01/15/2025(1)   688,317
    Simon Property Group L.P.    
  340,000 2.45%, 09/13/2029   341,569
    SITE Centers Corp.    
  134,000 4.63%, 07/15/2022   140,447
    VEREIT Operating Partnership L.P.    
  1,150,000 4.63%, 11/01/2025   1,282,827
        5,856,058
    Retail - 0.3%    
    AutoZone, Inc.    
  825,000 3.13%, 04/21/2026   867,809
    CVS Health Corp.    
  695,000 4.00%, 12/05/2023   742,770
  160,000 4.88%, 07/20/2035   190,989
    L Brands, Inc.    
  800,000 5.25%, 02/01/2028   794,000
    Lowe's Cos., Inc.    
  425,000 4.55%, 04/05/2049   511,226
        3,106,794
    Savings & Loans - 0.0%    
    Nationwide Building Society    
    3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD    
  245,000 LIBOR + 1.181% thereafter)(1)(9)   253,229
    Semiconductors - 0.3%    
    Broadcom Corp. / Broadcom Cayman Finance Ltd.    
  870,000 3.63%, 01/15/2024   910,186
  285,000 3.88%, 01/15/2027   300,748
    Broadcom, Inc.    
  50,000 4.25%, 04/15/2026(1)   53,979
    Microchip Technology, Inc.    
  345,000 3.92%, 06/01/2021   353,375
    Micron Technology, Inc.    
  1,150,000 4.98%, 02/06/2026   1,296,354
        2,914,642
    Software - 0.4%    
    Fiserv, Inc.    
  800,000 3.20%, 07/01/2026   844,610
    Microsoft Corp.    
  475,000 2.40%, 08/08/2026   492,496
  610,000 2.88%, 02/06/2024   639,472
  365,000 3.70%, 08/08/2046   429,451
    Oracle Corp.    
  915,000 3.25%, 11/15/2027   989,967
    Western Digital Corp.    
  825,000 4.75%, 02/15/2026   880,688
        4,276,684
    Telecommunications - 0.9%    
    AT&T, Inc.    
  950,000 3.60%, 07/15/2025   1,022,673
  65,000 3.95%, 01/15/2025   70,607
  500,000 4.13%, 02/17/2026   551,433
  460,000 4.45%, 04/01/2024   502,765
  136,000 4.85%, 03/01/2039   161,289
  85,000 4.90%, 08/15/2037   101,053
    British Telecommunications plc    
  600,000 3.25%, 11/08/2029(1)   612,297
    Deutsche Telekom International Finance B.V.    

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 150,000 3.60%, 01/19/2027(1) $ 161,584
  320,000 4.38%, 06/21/2028(1)   365,290
    GTP Acquisition Partners LLC    
  165,000 2.35%, 06/15/2045(1)   165,019
    Orange S.A.    
  650,000 4.13%, 09/14/2021   676,244
  200,000 9.00%, 03/01/2031   317,062
    Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint    
    Spectrum Co. III LLC    
  835,000 4.74%, 09/20/2029(1)   881,969
    Telefonica Emisiones S.A.    
  620,000 5.21%, 03/08/2047   758,970
    Verizon Communications, Inc.    
  450,000 2.95%, 03/15/2022   461,440
  1,266,000 4.52%, 09/15/2048   1,562,933
  130,000 4.75%, 11/01/2041   162,692
  93,000 4.81%, 03/15/2039   116,809
        8,652,129
    Toys/Games/Hobbies - 0.1%    
    Mattel, Inc.    
  581,000 6.75%, 12/31/2025(1)   623,123
    Transportation - 0.3%    
    FedEx Corp.    
  75,000 4.10%, 02/01/2045   76,346
  100,000 4.55%, 04/01/2046   107,687
  206,000 4.75%, 11/15/2045   229,326
  193,000 4.95%, 10/17/2048   223,384
    Penske Truck Leasing Co. L.P. / PTL Finance Corp.    
  90,000 2.70%, 11/01/2024(1)   92,164
  405,000 3.20%, 07/15/2020(1)   407,104
  400,000 3.38%, 02/01/2022(1)   410,462
  1,330,000 3.95%, 03/10/2025(1)   1,437,176
    Union Pacific Corp.    
  215,000 3.75%, 02/05/2070   219,387
        3,203,036
    Trucking & Leasing - 0.3%    
    Aviation Capital Group LLC    
  1,250,000 3.50%, 11/01/2027(1)   1,277,655
    Avolon Holdings Funding Ltd.    
  1,200,000 4.38%, 05/01/2026(1)   1,298,652
    GATX Corp.    
  455,000 4.70%, 04/01/2029   520,926
        3,097,233
    Water - 0.0%    
    American Water Capital Corp.    
  240,000 2.95%, 09/01/2027   250,626
    Total Corporate Bonds    
    (cost $212,787,619) $ 226,547,915
  Equity Linked Securities - 13.6%    
    Banks - 11.0%    
    Adobe Systems, Inc., (Societe Generale S.A.)    
  18,646 12.00%, 02/26/2020(1) $ 5,366,210
    Align Technology Inc., (Merrill Lynch International & Co. C.V.)    
  19,902 12.00%, 02/26/2020(1)   5,147,550
    Amazon.com Inc., (Societe Generale S.A.)    
  2,824 12.00%, 02/26/2020(1)   5,134,194
    AmerisourceBergen Corp. (BNP Paribas Issuance B.V.)    
  55,116 12.00%, 04/22/2020(1)   4,786,480
    Apple Inc., (BNP Paribas Issuance B.V.)    
  19,224 12.00%, 02/26/2020(1)   5,325,787
    Boston Scientific Corp., (Societe Generale S.A.)    
  117,491 12.00%, 02/26/2020(1)   4,934,681

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Caterpillar Inc.(HSBC Bank plc)    
$ 34,119 12.00%, 03/25/2020*(1) $ 4,570,123
    Cboe Global Markets, Inc. (Canadian Imperial Bank of Commerce)    
  42,074 12.00%, 03/25/2020(1)   5,139,960
    Comcast Corp. (Canadian Imperial Bank of Commerce)    
  113,581 12.00%, 05/20/2020(1)   4,962,236
    Constellation Brands, Inc. (Societe Generale S.A.)    
  26,740 12.00%, 04/22/2020(1)   5,054,839
    Microsoft Corp., (BNP Paribas Issuance B.V.)    
  33,304 12.00%, 03/25/2020(1)   5,149,921
    NRG Energy Inc. (Merrill Lynch International & Co. C.V.)    
  128,117 12.00%, 02/26/2020(1)   4,773,821
    Oracle Corp. (HSBC Bank plc)    
  93,945 12.00%, 03/25/2020*(1)   4,949,319
    Paypal Holdings, Inc. (Merrill Lynch International)    
  46,175 12.00%, 03/25/2020*(1)   5,154,641
    QUALCOMM, Inc. (Merrill Lynch International & Co. C.V.)    
  61,758 12.00%, 02/26/2020(1)   5,154,057
    Royal Caribbean Cruises Ltd. (Canadian Imperial Bank of Commerce)    
  37,897 12.00%, 04/22/2020(1)   4,524,662
    Starbucks Corp. (HSBC Bank plc)    
  56,446 12.00%, 05/20/2020(1)   4,875,387
    Target Corp., (Societe Generale S.A.)    
  45,183 12.00%, 03/25/2020(1)   5,067,857
    UnitedHealth Group, Inc. (Canadian Imperial Bank of Commerce)    
  17,034 12.00%, 03/25/2020(1)   4,691,784
    Valero Energy Corp., (Merrill Lynch International & Co. C.V.)    
  51,307 12.00%, 02/26/2020(1)   4,327,011
    Walmart Inc. (Canadian Imperial Bank of Commerce)    
  43,415 12.00%, 05/20/2020(1)   4,997,187
        104,087,707
    Diversified Financials - 2.6%    
    AT&T Inc. (Merrill Lynch International & Co. C.V.)    
  129,490 12.00%, 04/22/2020(1)   4,918,838
    eBay, Inc. (Barclays Bank plc)    
  140,968 12.00%, 04/22/2020(1)   4,825,344
    Etsy, Inc. (Barclays Bank plc)    
  110,996 12.00%, 03/25/2020(1)   5,313,851
    General Motors Co. (Merrill Lynch International & Co. C.V.)    
  146,638 12.00%, 04/22/2020(1)   4,929,753
    Intel Corp. (Merrill Lynch International & Co. C.V.)    
  79,782 12.00%, 04/22/2020(1)   5,090,601
        25,078,387
    Total Equity Linked Securities    
    (cost $131,211,511) $ 129,166,094
Foreign Government Obligations - 2.8%    
    Indonesia - 1.1%    
    Indonesia Government International Bond    
  4,900,000 3.85%, 07/18/2027(11) $ 5,280,338
    Indonesia Treasury Bond    
IDR75,000,000,000 7.00%, 09/15/2030   5,643,537
        10,923,875
    Japan - 0.1%    
    Japan Bank for International Cooperation    
$ 510,000 2.13%, 06/01/2020   510,735
  776,000 2.13%, 07/21/2020   777,466
        1,288,201
    Mexico - 0.4%    
    Mexican Bonos    
MXN 57,500,000 8.50%, 05/31/2029   3,432,289
    Qatar - 0.3%    
    Qatar Government International Bond    
$ 2,320,000 2.38%, 06/02/2021(1)   2,330,440

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 250,000 3.38%, 03/14/2024(1) $ 263,438
  315,000 3.88%, 04/23/2023(1)   333,112
  315,000 4.00%, 03/14/2029(1)   355,180
        3,282,170
    Romania - 0.3%    
    Romania Government Bond    
RON 9,500,000 5.80%, 07/26/2027   2,440,456
    Saudi Arabia - 0.1%    
    Saudi Government International Bond    
$ 265,000 2.38%, 10/26/2021(1)   267,099
  460,000 2.88%, 03/04/2023(1)   473,140
        740,239
    Tunisia - 0.5%    
    Banque Centrale de Tunisie International Bond    
EUR 4,450,000 5.63%, 02/17/2024(11)   4,892,146
    Total Foreign Government Obligations    
    (cost $26,261,296) $ 26,999,376
Municipal Bonds - 0.9%      
    Airport - 0.0%    
    Broward County, FL, Airport System Rev    
$ 90,000 3.48%, 10/01/2043 $ 93,921
    Education - 0.0%    
    Massachusetts School Building Auth    
  150,000 3.40%, 10/15/2040   156,252
    General - 0.4%    
    Chicago, IL, Transit Auth    
  250,000 6.30%, 12/01/2021   263,172
  455,000 6.90%, 12/01/2040   638,675
    City of Sacramento, CA    
  140,000 6.42%, 08/01/2023   160,259
    Kansas, Dev Finance Auth    
  250,000 5.37%, 05/01/2026   278,323
    Metropolitan Transportation Auth, NY, Rev    
  165,000 6.67%, 11/15/2039   244,243
    New York State Urban Dev Corp. Rev    
  775,000 2.10%, 03/15/2022   778,611
    Philadelphia Auth for Industrial Dev    
  575,000 6.55%, 10/15/2028   736,581
    Sales Tax Securitization Corp., IL    
  575,000 4.79%, 01/01/2048   729,140
        3,829,004
    General Obligation - 0.1%    
    California State, GO Taxable    
  245,000 7.35%, 11/01/2039   394,122
  30,000 7.55%, 04/01/2039   50,707
    Chicago, IL, Metropolitan Water Reclamation Dist, GO    
  130,000 5.72%, 12/01/2038   179,695
    State of Illinois, GO    
  550,000 5.10%, 06/01/2033(2)   620,048
        1,244,572
    Power - 0.0%    
    New York, Utility Debt Securitization Auth    
  100,000 3.44%, 12/15/2025   103,891
    Transportation - 0.2%    
    Bay Area Toll Auth, CA    
  210,000 2.57%, 04/01/2031   217,438
    Foothill-Eastern Transportation Corridor Agency    
  335,000 3.92%, 01/15/2053   348,283
  45,000 4.09%, 01/15/2049   46,943
    Illinois State Toll Highway Auth    
  350,000 6.18%, 01/01/2034   481,922

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    New York and New Jersey Port Auth, Taxable Rev    
$ 40,000 5.86%, 12/01/2024 $ 47,387
  115,000 6.04%, 12/01/2029   152,504
        1,294,477
    Utility - Electric - 0.2%    
    Illinois Municipal Electric Agency    
  375,000 6.83%, 02/01/2035   499,718
    Municipal Electric Auth, GA    
  825,000 6.64%, 04/01/2057   1,181,639
  114,000 6.66%, 04/01/2057   167,107
        1,848,464
    Total Municipal Bonds    
    (cost $7,513,723) $ 8,570,581
  Senior Floating Rate Interests - 6.3%(12)    
    Advertising - 0.1%    
    Clear Channel Outdoor Holdings, Inc.    
  693,263 5.14%, 08/21/2026, 1 mo. USD LIBOR + 3.500% $ 695,211
    Aerospace/Defense - 0.1%    
    Circor International, Inc.    
  441,105 5.18%, 12/11/2024, 1 mo. USD LIBOR + 3.500%   441,793
    Maverick Purchaser Sub LLC    
  155,000 0.00%, 01/22/2027(13)   155,194
    TransDigm, Inc.    
  893,182 4.15%, 06/09/2023, 1 mo. USD LIBOR + 2.500%   892,065
        1,489,052
    Airlines - 0.0%    
    Kestrel Bidco, Inc.    
  375,000 4.68%, 12/11/2026, 1 mo. USD LIBOR + 3.000%   377,085
    Auto Manufacturers - 0.1%    
    Navistar International Corp.    
  497,462 5.17%, 11/06/2024, 1 mo. USD LIBOR + 3.500%   497,835
    Auto Parts & Equipment - 0.1%    
    Altra Industrial Motion Corp.    
  456,647 3.65%, 10/01/2025, 1 mo. USD LIBOR + 2.000%   457,560
    IAA, Inc.    
  169,750 3.94%, 06/28/2026, 1 mo. USD LIBOR + 2.250%   170,811
    Panther BF Aggregator L.P.    
  498,750 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   501,618
        1,129,989
    Beverages - 0.0%    
    Sunshine Investments B.V.    
  125,000 6.19%, 03/28/2025(13)   124,844
    Chemicals - 0.1%    
    Axalta Coating Systems U.S. Holdings, Inc.    
  433,860 3.69%, 06/01/2024, 3 mo. USD LIBOR + 1.750%   433,409
    Hexion, Inc.    
  238,800 5.41%, 07/01/2026, 1 mo. USD LIBOR + 3.500%   240,292
    Starfruit Finco B.V.    
  483,577 4.70%, 10/01/2025, 1 mo. USD LIBOR + 3.250%   482,973
    Univar, Inc.    
  100,000 3.65%, 07/01/2026   100,354
        1,257,028
    Commercial Services - 0.5%    
    Allied Universal Holdco LLC    
  378,788 5.90%, 07/10/2026, 1 mo. USD LIBOR + 4.250%   380,523
    Belron Finance U.S. LLC    
  100,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   100,313
    Blackhawk Network Holdings, Inc.    
  992,443 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   992,265
    Dun & Bradstreet Corp.    
  705,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   708,701

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Garda World Security Corp.    
$ 75,577 6.66%, 10/30/2026, 1 mo. USD LIBOR + 4.750% $ 76,003
    KAR Auction Services, Inc.    
  189,525 3.94%, 09/19/2026, 1 mo. USD LIBOR + 2.250%   190,789
    PSAV Holdings LLC    
  480,000 6.16%, 10/15/2026, 1 mo. USD LIBOR + 4.500%   481,200
    Quikrete Holdings, Inc.    
  500,000 4.15%, 02/01/2027, 1 mo. USD LIBOR + 2.750%   500,000
    Tempo Acquisition LLC    
  744,275 4.40%, 05/01/2024, 1 mo. USD LIBOR + 3.000%   745,905
    Trans Union LLC    
  483,131 3.40%, 11/16/2026   484,599
    US Ecology, Inc.    
  160,000 4.15%, 11/01/2026, 1 mo. USD LIBOR + 2.500%   161,000
        4,821,298
    Construction Materials - 0.1%    
    Advanced Drainage Systems, Inc.    
  92,607 4.06%, 07/31/2026, 1 mo. USD LIBOR + 2.250%   93,147
    Brookfield WEC Holdings, Inc.    
  198,281 4.66%, 08/01/2025   198,590
    Hamilton Holdco LLC    
  99,750 3.95%, 01/02/2027, 1 mo. USD LIBOR + 2.000%   99,750
    NCI Building Systems, Inc.    
  496,222 5.43%, 04/12/2025, 3 mo. USD LIBOR + 3.750%   494,053
        885,540
    Distribution/Wholesale - 0.2%    
    American Builders & Contractors Supply Co., Inc.    
  748,125 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   748,589
    Beacon Roofing Supply, Inc.    
  793,939 3.90%, 01/02/2025, 1 mo. USD LIBOR + 2.250%   793,939
    Sage BorrowCo LLC    
  154,225 6.40%, 06/20/2026, 1 mo. USD LIBOR + 4.750%   154,418
    SRS Distribution, Inc.    
  248,737 4.90%, 05/23/2025, 1 mo. USD LIBOR + 3.250%   247,029
        1,943,975
    Diversified Financial Services - 0.4%    
    AlixPartners LLP    
EUR 148,875 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%   165,694
$ 645,026 4.15%, 04/04/2024, 3 mo. USD LIBOR + 2.750%   644,626
    Aretec Group, Inc.    
  679,850 5.90%, 10/01/2025, 3 mo. USD LIBOR + 4.250%   674,186
    Crown Finance U.S., Inc.    
  778,270 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   770,488
    Nets Holding A/S    
EUR 500,000 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   554,597
    NFP Corp.    
$ 496,164 4.65%, 01/08/2024, 1 mo. USD LIBOR + 3.000%   495,191
    UFC Holdings LLC    
  114,409 4.90%, 04/29/2026, 1 mo. USD LIBOR + 3.250%   114,676
    Victory Capital Holdings, Inc.    
  459,982 4.10%, 07/01/2026   462,742
        3,882,200
    Electronics - 0.0%    
    Pitney Bowes, Inc.    
  215,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(13)   213,656
    Energy-Alternate Sources - 0.1%    
    Medallion Midland Acquisition LLC    
  595,443 4.89%, 10/30/2024, 1 mo. USD LIBOR + 3.250%   586,511
    Engineering & Construction - 0.1%    
    Brand Energy & Infrastructure Services, Inc.    
  496,183 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   495,355

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Entertainment - 0.2%    
    CityCenter Holdings LLC    
$ 496,183 3.90%, 04/18/2024, 1 mo. USD LIBOR + 2.250% $ 496,411
    Scientific Games International, Inc.    
  497,468 4.40%, 08/14/2024, 2 mo. USD LIBOR + 2.750%   495,727
    SeaWorld Parks & Entertainment, Inc.    
  496,173 4.65%, 03/31/2024, 1 mo. USD LIBOR + 3.000%   496,670
        1,488,808
    Food - 0.2%    
    Atkins Nutritionals Holdings, Inc.    
  146,568 5.43%, 07/07/2024   148,033
    B&G Foods, Inc.    
  139,650 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   139,940
    Hostess Brands LLC    
  744,337 3.99%, 08/03/2025, 1 mo. USD LIBOR + 2.250%   744,568
    IRB Holding Corp.    
  249,365 0.00%, 02/05/2025, 1 mo. USD LIBOR + 3.250%(13)   249,710
    U.S. Foods, Inc.    
  294,263 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   295,198
        1,577,449
    Food Service - 0.0%    
    Aramark Services, Inc.    
  190,000 3.47%, 01/15/2027   190,238
    Froneri International plc    
  200,000 0.00%, 01/29/2027(13)   200,500
        390,738
    Gas - 0.1%    
    Messer Industries GmbH    
  595,500 4.44%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   595,500
    Healthcare-Products - 0.0%    
    Grifols S.A.    
EUR 150,000 2.25%, 11/15/2027   167,557
    Parexel International Corp.    
$ 305,609 4.40%, 09/27/2024, 1 mo. USD LIBOR + 2.750%   300,835
        468,392
    Healthcare-Services - 0.2%    
    CPI Holdco LLC    
  100,000 6.19%, 11/04/2026, 1 mo. USD LIBOR + 4.250%   100,500
    Emerald TopCo, Inc.    
  159,600 5.14%, 07/24/2026, 1 mo. USD LIBOR + 3.500%   160,149
    Ensemble RCM LLC    
  99,750 5.66%, 08/03/2026, 1 mo. USD LIBOR + 3.750%   99,950
    Gentiva Health Services, Inc.    
  169,144 4.94%, 07/02/2025   169,566
    Jaguar Holding Co.    
  496,104 4.15%, 08/18/2022, 3 mo. USD LIBOR + 2.500%   495,623
    MPH Acquisition Holdings LLC    
  500,000 4.69%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   490,875
    Zelis Healthcare Corp.    
  775,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   780,332
        2,296,995
    Household Products - 0.0%    
    Reynolds Consumer Products, Inc.    
  115,000 0.00%, 01/29/2027(13)   115,480
    Insurance - 0.4%    
    Acrisure LLC    
  694,670 6.19%, 11/22/2023, 1 mo. USD LIBOR + 4.250%   694,670
    Asurion LLC    
  451,552 4.65%, 08/04/2022, 1 mo. USD LIBOR + 3.000%   452,229
  496,087 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   496,459
  100,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   101,484

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Hub International Ltd.    
$ 893,199 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000% $ 890,466
    Sedgwick Claims Management Services, Inc.    
  893,233 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250%   892,912
        3,528,220
    IT Services - 0.0%    
    Sophos Group plc    
  100,000 0.00%, 01/15/2027(13)   100,063
    Leisure Time - 0.3%    
    Caesars Resort Collection LLC    
  744,304 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   743,537
    Delta (LUX) S.a.r.l.    
  900,000 4.15%, 02/01/2024, 1 mo. USD LIBOR + 2.500%   898,317
    Eldorado Resorts LLC    
  255,422 3.94%, 04/17/2024, 2 mo. USD LIBOR + 2.250%   255,182
    Golden Entertainment, Inc.    
  850,000 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   851,063
    SRAM LLC    
  173,032 4.46%, 03/15/2024, 2 mo. USD LIBOR + 2.750%   173,465
        2,921,564
    Lodging - 0.1%    
    Boyd Gaming Corp.    
  339,626 3.81%, 09/15/2023, 1 week USD LIBOR + 2.250%   340,370
    Caesars Entertainment Operating Co.    
  411,814 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   412,103
        752,473
    Media - 0.5%    
    AVSC Holding Corp.    
  496,212 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   493,731
    CSC Holdings LLC    
  496,173 3.92%, 07/17/2025, 1 mo. USD LIBOR + 2.250%   496,526
  365,000 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   365,799
    Gray Television, Inc.    
  425,886 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   427,483
    Houghton Mifflin Harcourt Publishing Co.    
  175,000 7.91%, 11/22/2024   175,583
    ION Media Networks, Inc.    
  610,222 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   610,728
    MTN Infrastructure TopCo, Inc.    
  595,455 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   595,705
    NASCAR Holdings, Inc.    
  103,798 4.41%, 10/19/2026, 1 mo. USD LIBOR + 2.750%   104,447
    Nexstar Broadcasting, Inc.    
  688,275 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   691,028
    Sinclair Television Group, Inc.    
  285,000 4.18%, 09/30/2026, 1 mo. USD LIBOR + 2.500%   285,892
    Terrier Media Buyer, Inc.    
  305,000 6.15%, 12/17/2026   307,211
    Ziggo Financing Partnership    
  500,000 0.00%, 04/30/2028(13)   499,375
        5,053,508
    Miscellaneous Manufacturing - 0.2%    
    Core & Main LP    
  596,694 4.57%, 08/01/2024, 6 mo. USD LIBOR + 2.750%   595,017
    Tamko Building Products, Inc.    
  284,288 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   285,354
    USI, Inc.    
  496,193 4.94%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   494,084
    Wilsonart LLC    
  248,092 5.20%, 12/19/2023, 3 mo. USD LIBOR + 3.250%   247,677
        1,622,132

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Oil & Gas - 0.1%    
    NorthRiver Midstream Finance L.P.    
$ 496,231 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250% $ 493,130
    Traverse Midstream Partners LLC    
  496,231 5.65%, 09/27/2024, 3 mo. USD LIBOR + 4.000%   438,752
        931,882
    Oil & Gas Services - 0.2%    
    Buckeye Partners L.P.    
  185,000 4.53%, 11/01/2026, 1 mo. USD LIBOR + 2.750%   186,465
    Lower Cadence Holdings LLC    
  482,575 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   470,211
    UGI Energy Services LLC    
  830,825 5.40%, 08/13/2026, 1 mo. USD LIBOR + 3.750%   831,864
        1,488,540
    Packaging & Containers - 0.3%    
    Berlin Packaging LLC    
  320,660 4.80%, 11/07/2025, 1 mo. USD LIBOR + 3.000%   319,592
    Berry Global, Inc.    
  437,800 3.78%, 07/01/2026   439,398
    Charter NEX U.S., Inc.    
  199,000 5.15%, 05/16/2024, 1 mo. USD LIBOR + 3.500%   198,938
    Flex Acquisition Co., Inc.    
  181,700 4.90%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   179,278
  497,278 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   489,819
    Pregis TopCo Corp.    
  140,000 5.65%, 07/31/2026, 1 mo. USD LIBOR + 4.000%   140,000
    Reynolds Group Holdings, Inc.    
  694,629 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   695,185
        2,462,210
    Pharmaceuticals - 0.2%    
    Bausch Health Companies, Inc.    
  458,172 4.67%, 06/02/2025, 1 mo. USD LIBOR + 3.000%   459,775
    Catalent Pharma Solutions, Inc.    
  317,600 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   318,791
    Endo Luxembourg Finance Co., S.a r.l.    
  496,183 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   477,576
    NVA Holdings, Inc.    
  496,231 6.50%, 02/02/2025, 3 mo. USD LIBOR + 2.750%   495,611
    Sunshine Luxembourg S.a.r.l.    
  660,000 6.19%, 10/01/2026, 1 mo. USD LIBOR + 4.250%   662,383
        2,414,136
    Real Estate - 0.1%    
    VICI Properties LLC    
  500,000 3.41%, 12/20/2024, 1 mo. USD LIBOR + 2.000%   500,065
    Retail - 0.3%    
    B.C. Unlimited Liability Co.    
  456,130 3.40%, 11/19/2026   455,332
    Bass Pro Group LLC    
  496,193 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   493,920
    Belron Finance U.S. LLC    
  248,120 4.15%, 11/13/2025, 1 mo. USD LIBOR + 2.250%   248,430
    Buzz Merger Sub Ltd.    
  100,000 0.00%, 01/22/2027(13)   100,188
    Harbor Freight Tools USA, Inc.    
  497,453 4.15%, 08/18/2023, 1 mo. USD LIBOR + 2.500%   493,146
    Staples, Inc.    
  497,500 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   488,048
    U.S. Foods, Inc.    
  644,987 3.40%, 06/27/2023, 1 mo. USD LIBOR + 2.000%   646,193
        2,925,257

 


 

Hartford Multi-Asset Income and Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Semiconductors - 0.1%    
    Microchip Technology, Inc.    
$ 500,000 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000% $ 501,145
    Software - 0.6%    
    AI Convoy (Luxembourg) S.a.r.l.    
  100,000 0.00%, 01/29/2027(13)   100,000
    CDW LLC    
  374,031 3.40%, 10/13/2026, 3 mo. USD LIBOR + 1.750%   375,669
    Change Healthcare Holdings LLC    
  389,936 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   389,873
    Cypress Intermediate Holdings, Inc.    
  496,183 4.40%, 04/29/2024, 1 mo. USD LIBOR + 2.750%   496,570
    DCert Buyer, Inc.    
  325,000 5.65%, 10/16/2026, 1 mo. USD LIBOR + 4.000%   325,137
    Infor U.S., Inc.    
  497,007 4.69%, 02/01/2022, 1 mo. USD LIBOR + 2.750%   497,320
    McAfee LLC    
  99,246 5.40%, 09/30/2024, 1 mo. USD LIBOR + 3.750%   99,532
    Navicure, Inc.    
  390,000 5.65%, 10/22/2026, 1 mo. USD LIBOR + 4.000%   392,438
    Playtika Holding Corp.    
  460,000 7.65%, 12/10/2024   464,352
    SS&C Technologies Holdings Europe S.a.r.l.    
  269,650 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   269,593
    SS&C Technologies, Inc.    
  377,889 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   377,810
    Telenet Financing USD LLC    
  750,000 0.00%, 04/30/2028(13)   747,893
    Western Digital Corp.    
  234,283 3.40%, 04/29/2023, 1 mo. USD LIBOR + 1.750%   234,184
    WEX, Inc.    
  645,125 3.90%, 05/15/2026, 1 mo. USD LIBOR + 2.250%   647,144
        5,417,515
    Telecommunications - 0.2%    
    Altice France S.A.    
  496,193 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688%   493,712
    CenturyLink, Inc.    
  420,001 0.00%, 03/15/2027(13)   419,345
    Liberty Latin America Ltd.    
  160,000 6.68%, 10/15/2026, 1 mo. USD LIBOR + 5.000%   161,800
    Masmovil Holdphone S.A.    
EUR 518,617 2.63%, 05/07/2026   575,747
    Sprint Communications, Inc.    
$ 744,260 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   727,514
        2,378,118
    Textiles - 0.0%    
    ASP Unifrax Holdings, Inc.    
  248,120 5.69%, 12/12/2025, 3 mo. USD LIBOR + 3.750%   232,561
    Transportation - 0.1%    
    Genesee & Wyoming, Inc.    
  1,050,000 3.91%, 12/30/2026   1,054,809
    Total Senior Floating Rate Interests    
    (cost $59,473,340) $ 59,617,139
U.S. Government Agencies - 4.1%    
    Mortgage-Backed Agencies - 4.1%    
    FHLMC - 3.1%    
$ 433,242 2.16%, 05/25/2029 $ 442,172
  260,000 2.28%, 07/25/2026   267,331
  4,790,966 2.50%, 11/01/2049   4,829,201
  2,185,605 2.50%, 12/01/2049   2,203,047
  318,476 2.96%, 04/25/2029, 1 mo. USD LIBOR + 1.300%(6)   319,150
  1,556,814 3.00%, 11/01/2049   1,592,242
  988,728 3.00%, 12/01/2049   1,011,643

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 2,112,409 3.00%, 01/01/2050 $ 2,160,473
  4,035,415 3.50%, 08/01/2048   4,165,378
  26,527 4.00%, 03/01/2041   28,587
  1,100,000 4.16%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(6)   1,139,547
  350,000 4.31%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(6)   361,481
  1,100,000 5.11%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(6)   1,184,452
  500,000 5.21%, 08/25/2029, 1 mo. USD LIBOR + 3.550%(6)   527,494
  950,790 5.66%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(6)   1,014,134
  582,725 6.21%, 10/25/2024, 1 mo. USD LIBOR + 4.550%(6)   628,117
  1,100,000 6.36%, 03/25/2028, 1 mo. USD LIBOR + 4.700%(6)   1,171,901
  1,500,000 6.36%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(6)   1,665,127
  601,903 6.41%, 10/25/2024, 1 mo. USD LIBOR + 4.750%(6)   639,710
  1,190,000 6.81%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(6)   1,313,954
  1,250,000 7.21%, 07/25/2028, 1 mo. USD LIBOR + 5.550%(6)   1,386,518
  1,160,000 8.01%, 09/25/2028, 1 mo. USD LIBOR + 6.350%(6)   1,304,962
        29,356,621
    FNMA - 0.9%    
  180,548 2.13%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6)   180,288
  780,596 2.50%, 12/01/2049   786,826
  1,000,000 2.72%, 10/01/2034   1,058,636
  300,000 2.78%, 06/01/2026   317,188
  1,000,000 2.89%, 09/01/2034   1,073,310
  829,000 2.92%, 09/01/2034   891,936
  1,405,511 3.00%, 03/25/2053   1,453,530
  150,000 3.07%, 02/01/2025   158,415
  577,183 3.21%, 11/01/2037   631,328
  1,000,000 3.31%, 06/01/2034   1,115,780
  1,446,307 3.50%, 06/25/2059   1,547,229
  10,967 4.50%, 04/01/2041   11,981
 
        9,226,447
    GNMA - 0.1%    
  422 6.00%, 11/20/2023   459
  616 6.00%, 12/20/2023   676
  97 6.00%, 01/20/2024   105
  489 6.00%, 02/20/2024   532
  115 6.00%, 02/20/2026   125
  582 6.00%, 02/20/2027   634
  157 6.00%, 01/20/2028   171
  4,012 6.00%, 02/20/2028   4,369
  6,227 6.00%, 04/20/2028   6,935
  2,426 6.00%, 06/15/2028   2,699
  15,490 6.00%, 07/20/2028   17,250
  14,275 6.00%, 08/20/2028   15,708
  4,744 6.00%, 10/15/2028   5,227
  19,462 6.00%, 11/15/2028   21,477
  15,434 6.00%, 03/20/2029   17,191
  16,503 6.00%, 09/20/2029   18,155
  20,496 6.00%, 04/20/2030   22,321
  2,860 6.00%, 06/20/2030   3,114
  2,164 6.00%, 08/15/2034   2,424
  24,404 6.50%, 03/15/2028   26,937
  3,723 6.50%, 05/15/2028   4,109
  4,388 6.50%, 07/15/2028   4,844
  9,291 6.50%, 10/15/2028   10,266
  771 6.50%, 12/15/2028   851
  12,030 6.50%, 01/15/2029   13,278
  9,887 6.50%, 02/15/2029   10,943
  46,411 6.50%, 03/15/2029   51,226
  10,998 6.50%, 04/15/2029   12,163
  6,604 6.50%, 05/15/2029   7,322
  8,187 6.50%, 06/15/2029   9,037
  11,085 6.50%, 02/15/2035   12,693
  22,522 7.00%, 11/15/2031   24,984
  14,471 7.00%, 03/15/2032   16,096

 


 

  Hartford Multi-Asset Income and Growth Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 138,869 7.00%, 11/15/2032 $ 165,268
  3,710 7.00%, 01/15/2033   4,316
  12,707 7.00%, 05/15/2033   14,702
  22,148 7.00%, 07/15/2033   25,309
  35,535 7.00%, 11/15/2033   41,162
  1,728 8.00%, 12/15/2029   1,748
  1,488 8.00%, 04/15/2030   1,538
  6,614 8.00%, 05/15/2030   6,695
  198 8.00%, 07/15/2030   203
  5,799 8.00%, 08/15/2030   6,055
  12,313 8.00%, 11/15/2030   13,002
  69,860 8.00%, 02/15/2031   75,272
        699,591
    Total U.S. Government Agencies    
    (cost $38,726,333) $ 39,282,659

 

U.S. Government Securities - 7.6%

U.      S. Treasury Securities - 7.6%
U.      S. Treasury Bonds - 4.0%
1,245,000 2.25%, 08/15/2049 $ 1,310,654
4,105,000 2.88%, 05/15/2043   4,772,223
24,680,000 3.00%, 08/15/2048(14)   29,957,278
340,000 3.00%, 02/15/2049   414,056
1,167,500 3.13%, 02/15/2043   1,411,444
200,000 3.13%, 08/15/2044   242,766
      38,108,421
  U.S. Treasury Notes - 3.6%    
5,395,000 1.63%, 10/31/2026   5,463,702
170,000 1.75%, 06/30/2024   173,068
600,000 1.75%, 12/31/2024   612,000
2,255,000 1.75%, 11/15/2029   2,301,950
5,020,000 2.13%, 03/31/2024   5,182,562
840,000 2.38%, 04/30/2026   888,661
4,775,000 2.38%, 05/15/2029   5,132,565
4,700,000 2.63%, 12/31/2023   4,933,531
365,000 2.63%, 02/15/2029   399,604
3,350,000 2.88%, 10/31/2023   3,539,746
4,540,000 2.88%, 08/15/2028   5,045,252
      33,672,641
  Total U.S. Government Securities    
  (cost $61,765,398) $ 71,781,062
Convertible Bonds - 0.6%    
  Internet - 0.3%    
  Priceline Group, Inc.    
2,164,000 0.90%, 09/15/2021(2) $ 2,381,692
  Semiconductors - 0.3%    
  Microchip Technology, Inc.    
1,436,000 1.63%, 02/15/2025   2,871,719
  Total Convertible Bonds    
  (cost $4,667,506) $ 5,253,411
Preferred Stocks - 0.1%      
  Telecommunication Services - 0.1%    
56,300 Telefonica Brasil S.A. *   780,754
  Utilities - 0.0%    
76,300 Cia de Transmissao de Energia Eletrica Paulista   395,521
  Total Preferred Stocks    
  (cost $1,072,842) $ 1,176,275

 


 

Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Long-Term Investments    
(cost $878,680,596) $ 919,768,103

 

Short-Term Investments - 4.4%

Other Investment Pools & Funds - 3.9%

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,

36,928,881 Institutional Class, 1.49%(15)   $   36,928,881  
          36,928,881  
  Securities Lending Collateral - 0.5%          
224,326 Citibank NA DDCA, 1.58%, 2/3/2020(15)       224,326  
  Fidelity Investments Money Market Funds, Government Portfolio,          
1,046,596 Institutional Class, 1.50%(15)       1,046,596  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional          
884,319 Class, 1.72%(15)       884,319  
321,639 JPMorgan Prime Money Market Fund, 1.69%(15)       321,639  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
844,277 Class, 1.71%(15)       844,277  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
1,165,687 1.71 %(15)     1,165,687  
          4,486,844  
  Total Short-Term Investments          
  (cost $41,415,725)   $   41,415,725  
  Total Investments Excluding Purchased Options          
  (cost $920,096,321)   101.1 % $ 961,183,828  
  Total Purchased Options          
  (cost $2,425,022)   0.5 % $ 4,968,194  
  Total Investments          
  (cost $922,521,343)   101.6 % $ 966,152,022  
  Other Assets and Liabilities   (1.6 )% (15,418,819 )
 
  Total Net Assets   100.0 % $ 950,733,203  
 
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, 2020, the aggregate value of these securities was $285,774,834, representing 30.1% 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)      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, 2020, the aggregate fair value of these securities was $1,665,550, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(5)      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 $1,665,550 or 0.2% of net assets.

 

Hartford Multi-Asset Income and Growth Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
Period Acquired Security Name Shares/Par Value   Base Total Cost   Base Market Value
08/2011 Allstar Co. 2,006,600 $ 872,908 $ 802,640
11/2013 Tory Burch LLC 13,296   1,042,090   862,910
      $ 1,914,998 $ 1,665,550

 

(6)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(10)      Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(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, 2020, the aggregate value of these securities was $10,172,484, representing 1.1% of net assets.
(12)      Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(13)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(14)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $8,909,498.
(15)      Current yield as of period end.

OTC Option Contracts Outstanding at January 31, 2020

                    Premiums          
                        Paid   Unrealized  
  Counter Exercise Price/FX Expiration Number of   Notional   Market (Received) Appreciation/  
Description -party Rate/Rate   Date Contracts   Amount   Value † by Fund (Depreciation)  
Purchased option contracts:                                  
Puts                                    
Anthem, Inc. MSC 235.00 USD 02/21/20 1,783 USD   178,300 $ 213,960 $176,472 $   37,488  
Cigna Corp. MSC 187.50 USD 02/21/20 2,623 USD   262,300   1,264,286   458,328       805,958  
S&P 500 Index Option MSC 3,225.00 USD 02/28/20 405 USD   40,500   2,341,710   1,507,948       833,762  
UnitedHealth Group, Inc. MSC 270.00 USD 02/21/20 1,638 USD   163,800   1,148,238   282,274       865,964  
 
Total Puts                 $ 4,968,194 $ 2,425,022 $ 2,543,172  
 
 
Total purchased option contracts               $ 4,968,194 $ 2,425,022 $ 2,543,172  
 
 
    Futures Contracts Outstanding at January 31, 2020                      
                          Value and    
        Number           Current     Unrealized    
        of           Notional     Appreciation/  
Description       Contracts Expiration Date   Amount     (Depreciation)  
 
Long position contracts:                                    
U.S. Treasury 5-Year Note Future     75 03/31/2020 $   9,024,023   $     95,930  
U.S. Treasury Ultra Bond Future     55 03/20/2020     10,652,813         400,368  
Total                       $     496,298  
Short position contracts:                                    
Hang Seng Index Future       22 02/27/2020 $   3,715,435   $     137,774  
S&P 500 (E-Mini) Future       584 03/20/2020     94,140,800     (1,600,500 )
U.S. Treasury 10-Year Note Future     11 03/20/2020     1,448,219         (17,045 )
Total                       $ (1,479,771 )

 


 

Hartford Multi-Asset Income and Growth Fund                          
Schedule of Investments – (continued)                          
 
 
January 31, 2020 (Unaudited)                            
Total futures contracts                   $   (983,473 )
Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2020                
              Periodic         Unrealized  
    Notional (Pay)/Receive   Expiration   Payment         Appreciation/  
Reference Entity   Amount (a) Fixed Rate   Date   Frequency Cost Basis     Value †   (Depreciation)  
Credit default swaps on indices:                              
Sell protection:                              
CDX.NA.HY.33.V2 USD 8,600,000 (5.00 %) 12/20/24   Quarterly $ (804,749) $     (762,533 ) $ 42,216  
Total           $ (804,749 ) $ (762,533 ) $   42,216  

 

(a)      The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
6,451,737 USD 6,265,000 CHF SSG 02/28/20 $ $ (64,878 )
20,717,243 USD 18,769,000 EUR CBK 02/28/20     (133,031 )
2,412,439 USD 10,484,000 RON BCLY 02/28/20     (18,952 )
2,811,892 USD 27,020,000 SEK JPM 02/28/20   1,568    
Total           $ 1,568 $ (216,861 )

 

  • 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 CBK

JPM MSC SSG

Currency Abbreviations:

CHF EUR IDR MXN RON SEK USD

Index Abbreviations:

ICE S&P

Other Abbreviations:

ADR CLO CMO DDCA EURIBOR FHLMC FNMA GDR GNMA LIBOR PJSC

Barclays Citibank NA

JP Morgan Chase & Co. Morgan Stanley State Street Global Markets LLC

Swiss Franc Euro Indonesian Rupiah Mexican Peso New Romanian Leu Swedish Krona United States Dollar

Intercontinental Exchange, Inc. Standard & Poor's

American Depositary Receipt Collateralized Loan Obligation Collateralized Mortgage Obligation Dollars on Deposit in Custody Account Euro Interbank Offered Rate Federal Home Loan Mortgage Corp. Federal National Mortgage Association Global Depositary Receipt Government National Mortgage Association London Interbank Offered Rate Private Joint Stock Company

 


 

Hartford Multi-Asset Income and Growth Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

REIT

Municipal Abbreviations:

Auth Dev Dist GO Rev

Real Estate Investment Trust

Authority Development District General Obligation Revenue

 


 

Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)
Assets                        
Common Stocks                        
Automobiles & Components $ 7,356,013     $ 1,778,032   $ 5,577,981   $
Banks   5,295,363       581,691     4,713,672    
Capital Goods   15,647,602       6,711,638     8,935,964    
Commercial & Professional Services   451,699       451,699        
Consumer Durables & Apparel   25,760,578       20,079,470     5,681,108    
Consumer Services   1,189,910       1,189,910        
Diversified Financials   12,578,827       10,582,320     1,996,507    
Energy   18,182,069       12,470,517     5,711,552    
Food & Staples Retailing   1,045,289       390,978     654,311    
Food, Beverage & Tobacco   5,532,351       3,237,691     2,294,660    
Health Care Equipment & Services   2,100,655       1,971,257     129,398    
Household & Personal Products   1,119,421       1,119,421        
Insurance   9,721,419       1,530,355     8,191,064    
Materials   7,495,900       1,628,737     5,867,163    
Media & Entertainment   1,989,631       600,365     1,389,266    
Pharmaceuticals, Biotechnology & Life Sciences   13,208,027       6,872,974     6,335,053    
Real Estate   38,210,247       32,635,341     5,574,906    
Retailing   3,218,817       1,029,890     523,377     1,665,550
Semiconductors & Semiconductor Equipment   5,015,867       2,888,093     2,127,774    
Software & Services   14,665,576       13,132,332     1,533,244    
Technology Hardware & Equipment   2,796,580       2,064,240     732,340    
Telecommunication Services   13,670,717       4,608,499     9,062,218    
Transportation   1,522,215           1,522,215    
Utilities   7,512,208       3,103,887     4,408,321    
Asset & Commercial Mortgage Backed Securities   136,086,610           136,086,610    
Corporate Bonds   226,547,915           226,547,915    
Equity Linked Securities   129,166,094           129,166,094    
Foreign Government Obligations   26,999,376           26,999,376    
Municipal Bonds   8,570,581           8,570,581    
Senior Floating Rate Interests   59,617,139           59,617,139    
U.S. Government Agencies   39,282,659           39,282,659    
U.S. Government Securities   71,781,062           71,781,062    
Convertible Bonds   5,253,411           5,253,411    
Preferred Stocks   1,176,275       1,176,275        
Short-Term Investments   41,415,725       41,415,725        
Purchased Options   4,968,194       4,968,194        
Foreign Currency Contracts(2)   1,568           1,568    
Futures Contracts(2)   634,072       634,072        
 
Swaps - Credit Default(2)   42,216           42,216    
 
Total $ 966,829,878   $ 178,853,603   $ 786,310,725   $ 1,665,550
Liabilities                        
Foreign Currency Contracts(2) $ (216,861 )   $   $ (216,861 ) $
 
Futures Contracts(2)   (1,617,545 )     (1,617,545 )      
Total $ (1,834,406 )   $ (1,617,545 ) $ (216,861 ) $

 

(1) For the period ended January 31, 2020,invesments valued at $14,833,286 were transferred out of Level 3 due to the initiation of vendor provided prices 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.

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, 2020 is not presented.


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Asset & Commercial Mortgage Backed Securities - 3.6%    
    Asset-Backed - Automobile - 0.2%    
    AmeriCredit Automobile Receivables Trust    
$ 20,000 2.58%, 09/18/2025 $ 20,246
    Drive Auto Receivables Trust    
  15,000 2.70%, 02/16/2027   15,165
    Exeter Automobile Receivables Trust    
  70,000 2.58%, 09/15/2025(1)   70,596
  15,000 2.73%, 12/15/2025(1)   15,182
    First Investors Auto Owner Trust    
  44,883 2.21%, 09/16/2024(1)   45,052
    Santander Drive Auto Receivables Trust    
  30,000 2.68%, 10/15/2025   30,378
    Westlake Automobile Receivables Trust    
  50,000 2.72%, 11/15/2024(1)   50,378
        246,997
    Asset-Backed - Finance & Insurance - 0.6%    
    Domino's Pizza Master Issuer LLC    
  48,875 3.08%, 07/25/2047(1)   49,187
  147,750 4.12%, 07/25/2048(1)   154,750
    GLS Auto Receivables Issuer Trust    
  46,214 2.47%, 11/15/2023(1)   46,400
    Lendmark Funding Trust    
  100,000 2.78%, 04/20/2028(1)   100,772
    Long Beach Mortgage Loan Trust    
  31,217 1.83%, 12/25/2036, 1 mo. USD LIBOR + 0.170%(2)   16,242
    SoFi Consumer Loan Program LLC    
  9,784 3.05%, 12/26/2025(1)   9,805
    SoFi Consumer Loan Program Trust    
  81,358 2.45%, 08/25/2028(1)   81,743
    SPS Servicer Advance Receivables Trust    
  100,000 2.32%, 10/15/2052(1)   100,723
    Symphony CLO Ltd.    
  237,688 2.79%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2)   237,744
    Towd Point Mortgage Trust    
  50,673 2.75%, 10/25/2056(1)(3)   51,278
    Vantage Data Centers Issuer LLC    
  24,896 3.19%, 07/15/2044(1)   25,487
  34,329 4.07%, 02/16/2043(1)   35,758
        909,889
    Asset-Backed - Home Equity - 0.3%    
    CPT Mortgage Trust    
  100,000 2.87%, 11/13/2039(1)   105,125
    GSAA Home Equity Trust    
  106,485 1.75%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)   47,834
    Morgan Stanley Capital Trust    
  992,476 1.00%, 07/15/2051(3)(4)   55,041
    Renaissance Home Equity Loan Trust    
  361,830 5.91%, 04/25/2037(5)   166,430
    Soundview Home Loan Trust    
  40,000 1.91%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)   37,557
        411,987
    Commercial Mortgage - Backed Securities - 0.6%    
    Benchmark Mortgage Trust    
  962,473 0.69%, 07/15/2051(3)(4)   32,999
    Commercial Mortgage Trust    
  100,000 2.58%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2)   100,000
    DBGS Mortgage Trust    
  1,595,787 0.34%, 10/15/2051(3)(4)   25,596
    GS Mortgage Securities Trust    
  62,000 2.78%, 10/10/2049   63,878
  46,000 3.14%, 06/10/2046   47,741

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    JPMDB Commercial Mortgage Securities Trust    
$ 65,000 2.99%, 12/15/2049 $ 67,786
    Morgan Stanley Bank of America Merrill Lynch Trust    
  40,000 3.74%, 08/15/2047   42,929
  45,000 3.77%, 11/15/2046   47,814
    Morgan Stanley Capital I Trust    
  308,691 1.59%, 06/15/2050(3)(4)   22,498
  40,000 3.78%, 05/15/2048(3)   43,635
    Wells Fargo Bank N.A.    
  971,536 0.66%, 08/15/2061(3)(4)   32,081
  70,000 3.18%, 09/15/2060   75,148
    Wells Fargo Commercial Mortgage Trust    
  65,000 2.79%, 07/15/2048   67,074
  15,000 4.29%, 05/15/2048(3)   15,558
    WF-RBS Commercial Mortgage Trust    
  48,001 2.87%, 11/15/2045   49,166
  39,000 3.07%, 06/15/2046   40,461
        774,364
    Diversified Financial Services - 0.2%    
    Carlyle Global Market Strategies CLO Ltd.    
  250,000 2.84%, 07/27/2031, 3 mo. USD LIBOR + 1.050%(1)(2)   250,067
    Marlette Funding Trust    
  87,950 2.39%, 12/17/2029(1)   88,176
        338,243
    Other ABS - 0.2%    
    Dewolf Park CLO Ltd.    
  250,000 3.04%, 10/15/2030, 3 mo. USD LIBOR + 1.210%(1)(2)   249,972
    OnDeck Asset Securitization Trust LLC    
  100,000 2.65%, 11/18/2024(1)   100,030
        350,002
    Whole Loan Collateral CMO - 1.5%    
    Alternative Loan Trust    
  47,516 1.80%, 04/25/2047, 1 mo. USD LIBOR + 0.140%(2)   44,457
  35,093 2.11%, 04/25/2035, 1 mo. USD LIBOR + 0.450%(2)   31,539
  40,033 3.50%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)   36,493
    Angel Oak Mortgage Trust LLC    
  62,079 2.59%, 10/25/2049(1)(3)   62,254
  33,955 3.65%, 09/25/2048(1)(3)   34,441
    Arroyo Mortgage Trust    
  86,330 2.96%, 10/25/2048(1)(3)   87,238
    Bear Stearns Alt-A Trust    
  39,544 1.98%, 08/25/2036, 1 mo. USD LIBOR + 0.320%(2)   43,128
    Bunker Hill Loan Depositary Trust    
  40,564 2.88%, 07/25/2049(1)(5)   40,964
    CHL Mortgage Pass-Through Trust    
  12,656 3.57%, 03/20/2036(3)   12,325
    Citigroup Mortgage Loan Trust    
  99,024 3.23%, 11/25/2070(1)(5)   99,073
    COLT Mortgage Loan Trust    
  35,354 3.47%, 07/27/2048(1)(3)   35,487
  45,999 3.69%, 10/26/2048(1)(3)   46,317
    Fannie Mae Connecticut Avenue Securities    
  49,707 6.66%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(2)   53,854
  48,568 7.21%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)   52,110
    GCAT LLC    
  81,988 2.99%, 02/25/2059(1)(5)   82,543
    GCAT Trust    
  94,019 2.65%, 10/25/2068(1)(3)   95,022
    Mill City Mortgage Loan Trust    
  57,627 2.75%, 01/25/2061(1)(3)   58,222
  88,756 3.25%, 10/25/2069(1)(3)   91,371
  81,664 3.50%, 08/25/2058(1)(3)   84,720

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    New Residential Advance Receivables Trust    
$ 100,000 2.33%, 10/15/2051(1) $ 100,292
  110,000 2.43%, 10/15/2051(1)   110,497
    New Residential Mortgage Loan Trust    
  69,973 3.25%, 09/25/2056(1)(3)   72,151
  78,615 3.50%, 12/25/2057(1)(3)   81,552
  78,199 3.60%, 04/25/2049(1)(3)   79,253
  70,342 3.68%, 01/25/2049(1)(3)   70,863
  56,728 3.75%, 11/25/2056(1)(3)   59,243
    Nomura Asset Acceptance Corp. Alternative Loan Trust    
  78,781 4.36%, 06/25/2036(3)   69,348
    Residential Accredit Loans, Inc.    
  45,118 1.91%, 08/25/2037, 1 mo. USD LIBOR + 0.250%(2)   43,880
    Residential Asset Securitization Trust    
  34,279 5.50%, 06/25/2035   31,223
    Seasoned Credit Risk Transfer Trust    
  9,824 3.50%, 10/25/2058   10,614
    Towd Point Mortgage Trust    
  196,161 2.90%, 10/25/2059(1)(3)   201,552
  15,598 3.00%, 11/25/2057(1)(3)   15,664
    Verus Securitization Trust    
  97,124 3.14%, 11/25/2059(1)(3)   97,921
        2,135,611
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $5,164,969) $ 5,167,093
  Corporate Bonds - 6.0%    
    Aerospace/Defense - 0.1%    
    Boeing Co.    
  35,000 3.25%, 02/01/2035   36,266
    L3Harris Technologies, Inc.    
  30,000 3.85%, 06/15/2023(1)   31,884
    Lockheed Martin Corp.    
  10,000 3.80%, 03/01/2045   11,646
    United Technologies Corp.    
  25,000 4.45%, 11/16/2038   30,801
        110,597
    Agriculture - 0.1%    
    Altria Group, Inc.    
  70,000 2.63%, 09/16/2026   70,951
  45,000 3.88%, 09/16/2046   43,574
    Reynolds American, Inc.    
  55,000 4.85%, 09/15/2023   60,218
        174,743
    Auto Manufacturers - 0.2%    
    Ford Motor Co.    
  25,000 4.75%, 01/15/2043   23,313
    General Motors Co.    
  10,000 6.60%, 04/01/2036   12,167
  215,000 6.75%, 04/01/2046   262,888
    General Motors Financial Co., Inc.    
  40,000 4.00%, 10/06/2026   42,148
        340,516
    Beverages - 0.2%    
    Anheuser-Busch InBev Worldwide, Inc.    
  148,000 3.75%, 07/15/2042   159,769
  25,000 4.75%, 01/23/2029   29,583
    Constellation Brands, Inc.    
  20,000 3.60%, 02/15/2028   21,578
    Molson Coors Brewing Co.    
  17,000 3.00%, 07/15/2026   17,482
        228,412

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Biotechnology - 0.1%    
    Amgen, Inc.    
$ 20,000 2.65%, 05/11/2022 $ 20,356
    Gilead Sciences, Inc.    
  40,000 2.55%, 09/01/2020   40,180
        60,536
    Chemicals - 0.1%    
    DuPont de Nemours, Inc.    
  60,000 4.21%, 11/15/2023   64,951
    Methanex Corp.    
  15,000 5.65%, 12/01/2044   15,275
    Sherwin-Williams Co.    
  5,000 2.95%, 08/15/2029   5,170
  30,000 3.13%, 06/01/2024   31,438
        116,834
    Commercial Banks - 1.5%    
    Bank of America Corp.    
    2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870%  
  120,000 thereafter)(6)   122,590
    3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810%  
  70,000 thereafter)(6)   74,369
    3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210%  
  165,000 thereafter)(6)   185,149
    Bank of New York Mellon Corp.    
  5,000 1.95%, 08/23/2022   5,041
  65,000 2.10%, 10/24/2024   65,811
  10,000 2.45%, 08/17/2026   10,367
    2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634%  
  20,000 thereafter)(6)   20,402
    Citigroup, Inc.    
    2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950%  
  120,000 thereafter)(6)   122,515
  45,000 3.20%, 10/21/2026   47,650
    3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338%  
  95,000 thereafter)(6)   106,178
    Fifth Third Bancorp    
  20,000 2.38%, 01/28/2025   20,406
    Goldman Sachs Group, Inc.    
  120,000 3.50%, 01/23/2025   127,765
  80,000 3.50%, 11/16/2026   85,463
    4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373%  
  25,000 thereafter)(6)   28,284
    JP Morgan Chase & Co.    
    2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160%  
  150,000 thereafter)(6)   152,374
  140,000 2.95%, 10/01/2026   147,175
    KeyCorp.    
  30,000 2.55%, 10/01/2029   30,126
    Morgan Stanley    
2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. SOFR + 1.143%
  35,000 thereafter)(6)   35,569
    2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152%  
  215,000 thereafter)(6)   221,222
    3.97%, 07/22/2038, (3.97% fixed rate until 07/22/2037; 3 mo. USD LIBOR + 1.455%  
  15,000 thereafter)(6)   17,176
    PNC Financial Services Group, Inc.    
  45,000 2.55%, 01/22/2030   45,981
  20,000 3.45%, 04/23/2029   21,879
    Royal Bank of Canada    
  55,000 2.55%, 07/16/2024   56,669
    Santander Holdings USA, Inc.    
  35,000 3.40%, 01/18/2023   36,208
    State Street Corp.    
2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. SOFR + 0.940%
  30,000 thereafter)(6)   30,544

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770%  
$ 10,000 thereafter)(6) $ 10,712
    Toronto-Dominion Bank    
  54,000 2.65%, 06/12/2024   55,952
    Wells Fargo & Co.    
    2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825%  
  135,000 thereafter)(6)   137,099
  55,000 3.00%, 02/19/2025   57,535
  50,000 3.00%, 10/23/2026   52,307
  20,000 4.75%, 12/07/2046   24,764
        2,155,282
    Commercial Services - 0.0%    
    ERAC USA Finance LLC    
  10,000 7.00%, 10/15/2037(1)   14,415
    Global Payments, Inc.    
  10,000 3.20%, 08/15/2029   10,457
        24,872
    Diversified Financial Services - 0.0%    
    American Express Co.    
  12,000 3.63%, 12/05/2024   12,920
  20,000 4.20%, 11/06/2025   22,425
        35,345
    Electric - 0.6%    
    Berkshire Hathaway Energy Co.    
  25,000 3.25%, 04/15/2028   26,891
    CenterPoint Energy, Inc.    
  35,000 2.50%, 09/01/2022   35,481
    Cleco Corporate Holdings LLC    
  10,000 3.74%, 05/01/2026   10,502
    Commonwealth Edison Co.    
  30,000 2.55%, 06/15/2026   30,990
    Dominion Energy South Carolina, Inc.    
  20,000 5.10%, 06/01/2065   28,059
    Dominion Energy, Inc.    
  85,000 2.85%, 08/15/2026   88,036
    Duke Energy Corp.    
  100,000 2.65%, 09/01/2026   102,859
    Duke Energy Florida LLC    
  50,000 3.40%, 10/01/2046   53,706
    Duke Energy Indiana LLC    
  15,000 3.25%, 10/01/2049   15,879
    Evergy, Inc.    
  5,000 2.45%, 09/15/2024   5,086
  40,000 2.90%, 09/15/2029   41,016
    Exelon Corp.    
  15,000 2.45%, 04/15/2021   15,102
    Fortis, Inc.    
  5,000 3.06%, 10/04/2026   5,221
    Georgia Power Co.    
  55,000 2.10%, 07/30/2023   55,618
  10,000 4.30%, 03/15/2042   11,616
    NextEra Energy Capital Holdings, Inc.    
  30,000 3.15%, 04/01/2024   31,526
    Oglethorpe Power Corp.    
  50,000 5.05%, 10/01/2048   62,247
    Oncor Electric Delivery Co. LLC    
  15,000 2.95%, 04/01/2025   15,805
    Puget Energy, Inc.    
  40,000 3.65%, 05/15/2025   42,350
    SCANA Corp.    
  50,000 4.13%, 02/01/2022(7)   51,486
    Sempra Energy    
  5,000 4.00%, 02/01/2048   5,524

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Sierra Pacific Power Co.    
$ 40,000 2.60%, 05/01/2026 $ 41,382
    Southern California Edison Co.    
  25,000 2.85%, 08/01/2029   25,807
  5,000 4.00%, 04/01/2047   5,590
  15,000 4.13%, 03/01/2048   16,935
    Southern Co.    
  55,000 3.25%, 07/01/2026   58,544
    Xcel Energy, Inc.    
  25,000 2.60%, 12/01/2029   25,329
  15,000 3.50%, 12/01/2049   15,844
        924,431
    Engineering & Construction - 0.0%    
    Fluor Corp.    
  20,000 4.25%, 09/15/2028(7)   20,567
    Entertainment - 0.0%    
    GLP Capital L.P. / GLP Financing II, Inc.    
  15,000 5.30%, 01/15/2029   17,300
    Environmental Control - 0.0%    
    Waste Management, Inc.    
  15,000 3.45%, 06/15/2029   16,431
  10,000 4.15%, 07/15/2049   12,089
        28,520
    Gas - 0.1%    
    Dominion Energy Gas Holdings LLC    
  25,000 2.50%, 11/15/2024   25,394
    Sempra Energy    
  25,000 3.40%, 02/01/2028   26,521
  10,000 3.80%, 02/01/2038   10,897
        62,812
    Healthcare-Products - 0.0%    
    Becton Dickinson and Co.    
  19,000 3.36%, 06/06/2024   20,013
    Thermo Fisher Scientific, Inc.    
  17,000 2.95%, 09/19/2026   17,855
        37,868
    Healthcare-Services - 0.1%    
    Anthem, Inc.    
  80,000 2.88%, 09/15/2029   80,710
  5,000 4.38%, 12/01/2047   5,627
    CommonSpirit Health    
  15,000 2.76%, 10/01/2024   15,497
    HCA, Inc.    
  17,000 4.13%, 06/15/2029   18,397
    UnitedHealth Group, Inc.    
  15,000 2.38%, 08/15/2024   15,329
  30,000 2.88%, 08/15/2029   31,198
  10,000 3.50%, 08/15/2039   10,751
  10,000 4.75%, 07/15/2045   12,519
        190,028
    Insurance - 0.1%    
    Berkshire Hathaway Finance Corp.    
  31,000 4.20%, 08/15/2048   37,445
    CNA Financial Corp.    
  21,000 3.45%, 08/15/2027   22,403
    Marsh & McLennan Cos., Inc.    
  73,000 3.88%, 03/15/2024   78,617
  5,000 4.75%, 03/15/2039   6,395
    Massachusetts Mutual Life Insurance Co.    
  3,000 3.73%, 10/15/2070(1)   3,102

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Willis North America, Inc.    
$ 35,000 2.95%, 09/15/2029 $ 35,725
        183,687
    Internet - 0.2%    
    Amazon.com, Inc.    
  75,000 3.15%, 08/22/2027   81,002
    Tencent Holdings Ltd.    
  200,000 2.99%, 01/19/2023(1)   204,663
        285,665
    Iron/Steel - 0.0%    
    United States Steel Corp.    
  70,000 6.25%, 03/15/2026(7)   59,107
    IT Services - 0.1%    
    Apple, Inc.    
  55,000 2.20%, 09/11/2029   55,428
  30,000 3.35%, 02/09/2027   32,551
    International Business Machines Corp.    
  100,000 3.30%, 05/15/2026   107,621
        195,600
    Machinery-Diversified - 0.0%    
    John Deere Capital Corp.    
  50,000 2.60%, 03/07/2024   51,699
    Media - 0.2%    
    Charter Communications Operating LLC / Charter Communications Operating Capital    
  30,000 4.20%, 03/15/2028   32,392
  35,000 5.13%, 07/01/2049   39,054
    Comcast Corp.    
  15,000 2.65%, 02/01/2030   15,468
  70,000 3.20%, 07/15/2036   74,624
    Cox Communications, Inc.    
  7,000 3.15%, 08/15/2024(1)   7,323
  35,000 3.35%, 09/15/2026(1)   37,102
  6,000 4.50%, 06/30/2043(1)   6,591
    Discovery Communications LLC    
  15,000 5.30%, 05/15/2049   17,920
    Time Warner Cable LLC    
  65,000 4.50%, 09/15/2042   68,160
    ViacomCBS, Inc.    
  20,000 4.25%, 09/01/2023   21,537
  8,000 4.38%, 03/15/2043   8,691
        328,862
    Miscellaneous Manufacturing - 0.0%    
    Parker-Hannifin Corp.    
  19,000 2.70%, 06/14/2024   19,657
    Oil & Gas - 0.6%    
    Callon Petroleum Co.    
  5,000 6.38%, 07/01/2026   4,725
    Canadian Natural Resources Ltd.    
  10,000 6.50%, 02/15/2037   13,123
    Carrizo Oil & Gas, Inc.    
  90,000 6.25%, 04/15/2023   90,225
    Centennial Resource Production LLC    
  110,000 5.38%, 01/15/2026(1)   103,400
    Hess Corp.    
  5,000 5.60%, 02/15/2041   5,756
    Matador Resources Co.    
  110,000 5.88%, 09/15/2026   107,668
    Nostrum Oil & Gas Finance B.V.    
  225,000 8.00%, 07/25/2022(8)   102,375
    Occidental Petroleum Corp.    
  10,000 6.45%, 09/15/2036   12,602
    PDC Energy, Inc.    

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 120,000 5.75%, 05/15/2026 $ 115,830
  40,000 6.13%, 09/15/2024   40,100
    Petroleos Mexicanos    
  65,000 5.35%, 02/12/2028   65,588
  40,000 6.84%, 01/23/2030(1)   43,340
    Southwestern Energy Co.    
  125,000 7.50%, 04/01/2026   104,338
  50,000 7.75%, 10/01/2027(7)   41,750
        850,820
    Pharmaceuticals - 0.4%    
    AbbVie, Inc.    
  50,000 2.95%, 11/21/2026(1)   51,644
  45,000 3.20%, 11/21/2029(1)   46,732
  40,000 4.25%, 11/21/2049(1)   43,473
    Allergan Funding SCS    
  5,000 4.55%, 03/15/2035   5,750
    Bristol-Myers Squibb Co.    
  15,000 3.20%, 06/15/2026(1)   15,956
  10,000 3.40%, 07/26/2029(1)   10,957
    Cigna Corp.    
  99,000 3.05%, 10/15/2027(1)   102,726
  45,000 3.75%, 07/15/2023   47,582
    CVS Health Corp.    
  55,000 3.00%, 08/15/2026   57,092
  35,000 5.13%, 07/20/2045   42,194
    GlaxoSmithKline Capital, Inc.    
  50,000 3.63%, 05/15/2025   54,487
    Johnson & Johnson    
  35,000 2.45%, 03/01/2026   36,291
  10,000 3.55%, 03/01/2036   11,266
    Merck & Co., Inc.    
  26,000 3.40%, 03/07/2029   28,742
    Shire Acquisitions Investments Ireland DAC    
  12,000 2.88%, 09/23/2023   12,343
        567,235
    Pipelines - 0.4%    
    Antero Midstream Partners L.P. / Antero Midstream Finance Corp.    
  50,000 5.38%, 09/15/2024   44,275
  140,000 5.75%, 03/01/2027(1)   109,158
    Energy Transfer Operating L.P.    
  5,000 3.75%, 05/15/2030   5,098
  60,000 4.95%, 06/15/2028   66,689
  5,000 6.13%, 12/15/2045   5,780
    EnLink Midstream LLC    
  40,000 5.38%, 06/01/2029   36,200
    Enterprise Products Operating LLC    
  20,000 4.80%, 02/01/2049   23,465
    MPLX L.P.    
  20,000 4.00%, 03/15/2028   20,946
  15,000 4.13%, 03/01/2027   15,891
  5,000 5.20%, 03/01/2047   5,524
  5,000 5.20%, 12/01/2047(1)   5,396
  5,000 5.50%, 02/15/2049   5,719
    ONEOK, Inc.    
  11,000 3.40%, 09/01/2029   11,251
    Phillips 66 Partners L.P.    
  5,000 3.15%, 12/15/2029   5,051
    Sabine Pass Liquefaction LLC    
  10,000 4.20%, 03/15/2028   10,704
    Sunoco Logistics Partners Operations L.P.    
  10,000 5.30%, 04/01/2044   10,585
  10,000 5.35%, 05/15/2045   10,611
    Texas Eastern Transmission L.P.    
  15,000 2.80%, 10/15/2022(1)   15,233
  5,000 3.50%, 01/15/2028(1)   5,230

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    TransCanada PipeLines Ltd.    
$ 25,000 4.75%, 05/15/2038 $ 29,226
  12,000 5.10%, 03/15/2049   14,924
    Valero Energy Partners L.P.    
  12,000 4.50%, 03/15/2028   13,362
    Western Midstream Operating L.P.    
  15,000 3.10%, 02/01/2025   15,087
  35,000 5.50%, 08/15/2048   31,928
        517,333
    REITS - 0.1%    
    American Tower Corp.    
  20,000 2.40%, 03/15/2025   20,262
    SBA Tower Trust    
  25,000 2.84%, 01/15/2025(1)   25,877
    Welltower, Inc.    
  20,000 2.70%, 02/15/2027   20,476
        66,615
    Retail - 0.1%    
    Alimentation Couche-Tard, Inc.    
  5,000 2.95%, 01/25/2030(1)   5,055
  5,000 3.80%, 01/25/2050(1)   5,027
    Home Depot, Inc.    
  15,000 3.35%, 09/15/2025   16,284
  11,000 3.50%, 09/15/2056   12,233
    Lowe's Cos., Inc.    
  10,000 3.70%, 04/15/2046   10,623
    McDonald's Corp.    
  15,000 3.35%, 04/01/2023   15,714
  7,000 3.70%, 02/15/2042   7,600
    Starbucks Corp.    
  15,000 3.80%, 08/15/2025   16,416
    Walmart, Inc.    
  20,000 3.40%, 06/26/2023   21,199
        110,151
    Semiconductors - 0.1%    
    Broadcom Corp. / Broadcom Cayman Finance Ltd.    
  70,000 3.88%, 01/15/2027   73,868
    Intel Corp.    
  15,000 2.60%, 05/19/2026   15,641
  10,000 3.73%, 12/08/2047   11,496
    NXP B.V. / NXP Funding LLC    
  35,000 4.88%, 03/01/2024(1)   38,509
        139,514
    Software - 0.1%    
    Fidelity National Information Services, Inc.    
  15,000 3.00%, 08/15/2026   15,778
    Fiserv, Inc.    
  25,000 3.20%, 07/01/2026   26,394
    Microsoft Corp.    
  10,000 3.50%, 11/15/2042   11,224
  25,000 4.25%, 02/06/2047   31,884
    Oracle Corp.    
  25,000 2.65%, 07/15/2026   26,091
  20,000 3.80%, 11/15/2037   22,727
    salesforce.com, Inc.    
  10,000 3.25%, 04/11/2023   10,490
        144,588
    Telecommunications - 0.4%    
    AT&T, Inc.    
  45,000 2.95%, 07/15/2026   46,886
  50,000 3.80%, 02/15/2027   54,509
  25,000 4.30%, 02/15/2030   28,277
  25,000 4.35%, 06/15/2045   27,651

 


 

Hartford AARP Balanced Retirement Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Nokia Oyj    
$ 160,000 6.63%, 05/15/2039 $ 194,400
    Verizon Communications, Inc.    
  65,000 4.13%, 03/16/2027   73,331
  65,000 4.13%, 08/15/2046   76,037
    Vodafone Group plc    
  10,000 4.25%, 09/17/2050   10,865
  6,000 4.38%, 02/19/2043   6,682
        518,638
    Transportation - 0.1%    
    CSX Corp.    
  45,000 2.40%, 02/15/2030   45,040
  20,000 3.25%, 06/01/2027   21,472
    Norfolk Southern Corp.    
  5,000 3.40%, 11/01/2049   5,228
    Union Pacific Corp.    
  17,000 4.10%, 09/15/2067   18,105
        89,845
    Water - 0.0%    
    American Water Capital Corp.    
  15,000 3.75%, 09/01/2028   16,522
  10,000 4.15%, 06/01/2049   11,888
        28,410
    Total Corporate Bonds    
    (cost $8,457,230) $ 8,686,089
Foreign Government Obligations - 8.0%    
    Canada - 1.1%    
    Canadian Government Real Return Bond    
CAD 357,225 4.25%, 12/01/2026(9)   348,779
    Canadian When Issued Government Bond    
  1,525,000 1.50%, 09/01/2024   1,162,337
        1,511,116
    Germany - 1.9%    
    Deutsche Bundesrepublik Inflation Linked Bond    
EUR 1,064,681 0.10%, 04/15/2026(8)(9)   1,300,318
  1,019,947 0.50%, 04/15/2030(8)(9)   1,370,797
        2,671,115
    Greece - 0.1%    
    Hellenic Republic Government Bond    
  50,935,000 0.00%, 10/15/2042(3)   203,362
    Hungary - 0.0%    
    Hungary Government International Bond    
$ 6,000 6.38%, 03/29/2021   6,316
    Italy - 0.1%    
    Italy Buoni Poliennali Del Tesoro    
EUR 104,487 1.25%, 09/15/2032(1)(8)(9)   129,989
    Japan - 1.2%    
    Japanese Government CPI Linked Bond    
JPY 187,449,225 0.10%, 03/10/2029(9)   1,773,030
    Mexico - 0.6%    
    Mexican Bonos    
MXN 13,207,600 8.00%, 11/07/2047   787,745
    New Zealand - 0.5%    
    New Zealand Government Bond    
NZD 990,000 3.00%, 04/20/2029   733,040
    Norway - 0.2%    
    Norway Government Bond    
NOK 2,865,000 1.75%, 09/06/2029(1)(8)   323,537

 


 

Hartford AARP Balanced Retirement Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Russia - 1.1%    
    Russian Federal Inflation Linked Bond - OFZ    
RUB 105,432,098 2.50%, 02/02/2028(9) $ 1,617,903
    South Africa - 0.2%    
    Republic of South Africa Government Bond - CPI Linked    
ZAR 4,453,568 1.88%, 03/31/2029(9)   254,730
    South Korea - 0.8%    
    Inflation Linked Korea Treasury Bond    
KRW 213,761,652 1.75%, 06/10/2028(9)   191,624
    Korea Treasury Bond    
  816,850,000 1.38%, 12/10/2029   672,898
  412,850,000 1.88%, 06/10/2029   355,374
        1,219,896
    Spain - 0.1%    
    Spain Government Bond    
EUR 100,000 2.70%, 10/31/2048(1)(8)   153,423
    Thailand - 0.1%    
    Thailand Government Bond    
THB 3,476,354 1.25%, 03/12/2028(8)(9)   111,101
    Total Foreign Government Obligations    
    (cost $11,449,268) $ 11,496,303
Municipal Bonds - 0.1%      
    Development - 0.0%    
    California State, GO Taxable    
$ 30,000 7.30%, 10/01/2039   47,965
    General - 0.1%    
    Philadelphia Auth for Industrial Dev    
  40,000 6.55%, 10/15/2028   51,241
    Transportation - 0.0%    
    New York State Thruway Auth Rev    
  15,000 2.90%, 01/01/2035   15,860
    Total Municipal Bonds    
    (cost $110,106) $ 115,066
U.S. Government Agencies - 8.5%    
    Mortgage-Backed Agencies - 8.5%    
    FHLMC - 1.0%    
$ 4,313,358 0.20%, 10/25/2026(3)(4) $ 26,259
  1,407,314 0.38%, 11/25/2023(3)(4)   12,937
  746,814 0.74%, 03/25/2027(3)(4)   28,686
  31,952 1.50%, 10/15/2042   31,693
  31,563 1.70%, 10/15/2039   31,491
  17,178 2.00%, 07/15/2031   17,213
  29,038 2.00%, 09/15/2031   29,212
  1,221,155 3.00%, 01/01/2050   1,248,940
        1,426,431
    FNMA - 1.7%    
$ 369,657 1.33%, 06/25/2034(3)(4) $ 47,302
  33,576 1.50%, 08/25/2041   33,215
  56,717 1.50%, 06/25/2042   57,381
  21,255 1.50%, 11/25/2042   21,075
  30,611 1.70%, 06/25/2043   30,527
  36,450 1.75%, 01/25/2040   36,356
  25,460 2.00%, 06/25/2043   25,628
  374,127 2.50%, 08/01/2023   380,751
  42,077 2.50%, 09/25/2049   42,917
  23,121 2.50%, 03/25/2053   23,421
  25,256 3.00%, 02/25/2049   26,069
  214,695 3.50%, 06/01/2049   221,478
  233,000 3.50%, 08/01/2049   240,412
  528,787 3.50%, 09/01/2049   546,072
  97,839 3.50%, 04/25/2053   101,299
  80,000 3.50%, 08/25/2058   84,802

 


 

  Hartford AARP Balanced Retirement Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  213,955 4.00%, 09/01/2048   223,830
$ 266,581 4.00%, 08/01/2049 $ 278,545
  46,611 4.00%, 07/25/2053   49,061
        2,470,141
    GNMA - 1.8%    
$ 49,311 1.50%, 04/16/2040 $ 49,025
  31,908 1.70%, 10/20/2045   31,743
  1,550,000 3.00%, 02/01/2050(10)   1,594,078
  475,000 3.50%, 02/01/2050(10)   493,555
  488,261 4.00%, 07/20/2049   506,896
        2,675,297
    UMBS - 4.0%    
$ 650,000 2.50%, 02/15/2035(10) $ 661,680
  400,000 3.00%, 02/15/2035(10)   412,063
  2,905,000 3.00%, 02/15/2050(10)   2,970,843
  600,000 3.50%, 02/15/2050(10)   619,359
  600,000 4.00%, 02/15/2050(10)   626,859
  400,000 4.50%, 02/12/2050(10)   423,203
        5,714,007
    Total U.S. Government Agencies    
    (cost $12,213,621) $ 12,285,876
  U.S. Government Securities - 11.0%    
 
    U.S. Treasury Bonds - 2.5%    
$ 735,223 0.88%, 02/15/2047(9) $ 847,900
  20,861 1.00%, 02/15/2048(9)   24,876
  256,000 3.00%, 02/15/2049   311,760
  285,000 3.13%, 02/15/2043   344,549
  420,000 3.13%, 08/15/2044(11)   509,808
  640,000 3.63%, 08/15/2043   835,725
  540,000 3.75%, 11/15/2043(12)   718,917
        3,593,535
    U.S. Treasury Notes - 8.5%    
  2,779,064 0.50%, 04/15/2024(9)   2,855,222
  3,132,418 0.63%, 04/15/2023(9)   3,202,448
  2,018,844 0.63%, 01/15/2026(9)(11)   2,115,633
  71,306 0.88%, 01/15/2029(9)   77,724
  500,000 2.00%, 08/15/2025   516,777
  1,124,000 2.13%, 08/15/2021   1,136,162
  870,000 2.13%, 05/15/2022   885,497
  95,000 2.25%, 04/15/2022   96,881
  870,000 2.63%, 02/15/2029(11)   952,480
  330,000 2.88%, 07/31/2025   356,323
        12,195,147
    Total U.S. Government Securities    
    (cost $15,137,518) $ 15,788,682
  Common Stocks - 28.7%    
    Banks - 1.2%    
  15,272 Bank of Nova Scotia   834,157
  5,917 PNC Financial Services Group, Inc.   878,970
        1,713,127
    Capital Goods - 2.6%    
  17,449 Assa Abloy AB Class B   414,175
  7,012 Fortive Corp.   525,409
  1,967 Lockheed Martin Corp.   842,112
  6,435 United Technologies Corp.   966,537
  9,121 Vinci S.A.   1,010,507
        3,758,740
    Commercial & Professional Services - 0.3%    
  11,226 Experian plc   390,754

 


 

Hartford AARP Balanced Retirement Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Consumer Durables & Apparel - 0.5%    
7,745 NIKE, Inc. Class B $ 745,844
  Consumer Services - 1.2%    
25,565 Compass Group plc   632,023
5,058 McDonald's Corp.   1,082,261
      1,714,284
  Energy - 4.1%    
2,175 Apache Corp.   59,682
44,900 Ascent Resources - Marcellus LLC Class A*(13)(14)   56,125
67,121 BP plc   404,075
23,522 Canacol Energy Ltd.   75,717
1,016 Cheniere Energy, Inc.*   60,188
3,454 Chevron Corp.   370,062
3,620 ConocoPhillips   215,137
2,535 Devon Energy Corp.   55,060
1,426 Diamondback Energy, Inc.   106,094
5,475 Enbridge, Inc.   222,616
2,793 Equinor ASA   50,407
5,405 Exxon Mobil Corp.   335,759
8,517 Galp Energia SGPS S.A.   128,696
1,669 Gazprom Neft PJSC ADR   58,317
21,168 Imperial Oil Ltd.   501,928
104,987 Karoon Energy Ltd.*   80,481
13,686 Kosmos Energy Ltd.   69,935
1,686 Liberty Oilfield Services, Inc. Class A   14,297
2,510 Lundin Petroleum AB   76,341
3,612 Marathon Petroleum Corp.   196,854
5,071 Noble Energy, Inc.   100,254
3,920 Occidental Petroleum Corp.   155,702
4,233 Ovintiv, Inc.   65,958
1,936 Petroleo Brasileiro S.A. ADR   27,317
681 Pioneer Natural Resources Co.   91,935
2,032 Plains GP Holdings L.P. Class A*   33,833
17,201 Royal Dutch Shell plc Class A   451,704
4,637 Schlumberger Ltd.   155,386
7,801 Suncor Energy, Inc.   238,439
1,105 Targa Resources Corp.   40,332
3,545 TC Energy Corp.   194,394
2,530 TechnipFMC plc   41,770
2,901 Tenaris S.A.   30,522
20,029 Total S.A.   975,226
1,376 Valero Energy Corp.   116,011
3,070 Viper Energy Partners L.P.   66,957
4,390 YPF S.A. ADR   41,222
      5,964,733
  Food, Beverage & Tobacco - 2.3%    
12,181 Coca-Cola Co.   711,370
12,675 Diageo plc   501,209
7,789 Heineken N.V.   847,498
5,537 Nestle S.A.   610,690
4,300 PepsiCo., Inc.   610,686
      3,281,453
  Health Care Equipment & Services - 2.5%    
7,007 Baxter International, Inc.   625,165
15,864 Koninklijke Philips N.V.   726,530
8,846 Medtronic plc   1,021,182
4,820 Sysmex Corp.   344,824
3,478 UnitedHealth Group, Inc.   947,581
      3,665,282
  Household & Personal Products - 1.9%    
12,744 Colgate-Palmolive Co.   940,252
6,987 Procter & Gamble Co.   870,720

 


 

Hartford AARP Balanced Retirement Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
10,979 Reckitt Benckiser Group plc $ 908,768
      2,719,740
  Insurance - 1.5%    
79,236 AIA Group Ltd.   785,145
20,142 AXA S.A.   535,607
5,373 Chubb Ltd.   816,643
      2,137,395
  Materials - 2.4%    
3,333 Agnico Eagle Mines Ltd.   206,026
2,832 Alcoa Corp.*   39,506
8,619 Anglo American plc   224,905
9,788 Antofagasta plc   105,728
5,909 ArcelorMittal S.A.   86,748
14,343 Barrick Gold Corp.   265,635
1,652 BHP Group Ltd.   42,364
23,691 BHP Group plc   515,673
6,673 BlueScope Steel Ltd.   62,452
13,315 Flotek Industries, Inc.*   22,636
44,450 Glencore plc*   129,998
5,699 KAZ Minerals plc   32,847
113 Korea Zinc Co., Ltd.   35,847
3,440 Linde plc   698,767
14,604 Lucara Diamond Corp.   9,159
3,338 MMC Norilsk Nickel PJSC ADR   107,649
8,652 Newcrest Mining Ltd.   173,213
1,117 Newmont Corp.   50,332
4,400 Nippon Steel Corp.   61,052
8,588 Norsk Hydro ASA   26,841
729 Reliance Steel & Aluminum Co.   83,689
7,712 Rio Tinto plc   412,393
1,160 Southern Copper Corp.   43,709
2,479 Steel Dynamics, Inc.   74,073
      3,511,242
  Pharmaceuticals, Biotechnology & Life Sciences - 2.6%    
10,817 AstraZeneca plc ADR   526,788
6,908 Johnson & Johnson   1,028,394
8,166 Merck & Co., Inc.   697,703
8,295 Novartis AG   783,613
2,247 Roche Holding AG   753,797
      3,790,295
  Real Estate - 0.7%    
1,482 American Tower Corp. REIT   343,439
3,137 Public Storage REIT   701,935
      1,045,374
  Retailing - 0.4%    
4,707 Petrobras Distribuidora S.A.   31,654
8,651 TJX Cos., Inc.   510,755
      542,409
  Semiconductors & Semiconductor Equipment - 0.0%    
914 First Solar, Inc.*   45,316
  Software & Services - 2.4%    
3,058 Accenture plc Class A   627,532
2,803 Automatic Data Processing, Inc.   480,406
6,813 Capgemini SE   846,111
5,420 Microsoft Corp.   922,647
2,617 Visa, Inc. Class A   520,704
      3,397,400
  Telecommunication Services - 0.5%    
24,696 KDDI Corp.   746,290
  Transportation - 0.9%    
9,085 Canadian National Railway Co.   848,981

 


 

Hartford AARP Balanced Retirement Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  4,150 United Parcel Service, Inc. Class B $ 429,608
        1,278,589
    Utilities - 0.7%    
  5,012 ENN Energy Holdings Ltd.   58,264
  69,833 National Grid plc   927,848
        986,112
    Total Common Stocks    
    (cost $38,699,104) $ 41,434,379
Convertible Bonds - 0.1%    
    Oil & Gas - 0.1%    
    Oasis Petroleum, Inc.    
  45,000 2.63%, 09/15/2023   31,627
    PDC Energy, Inc.    
  85,000 1.13%, 09/15/2021(7)   80,348
        111,975
    Oil & Gas Services - 0.0%    
    Fugro N.V.    
EUR 100,000 4.00%, 10/26/2021(8)   100,859
    Total Convertible Bonds    
    (cost $234,279) $ 212,834
Exchange-Traded Funds - 6.3%    
    Other Investment Pools & Funds - 6.3%    
  3,000 iShares iBoxx $ Investment Grade Corporate Bond ETF   393,270
  15,000 iShares iBoxx High Yield Corporate Bond ETF(7)   1,312,950
  16,760 iShares JP Morgan USD Emerging Markets Bond ETF   1,943,825
  4,400 SPDR Barclays Convertible Securities ETF   251,856
  72,300 SPDR Blackstone   3,361,950
  55,050 VanEck Vectors JP Morgan EM Local Currency Bond ETF   1,848,579
        9,112,430
    Total Exchange-Traded Funds    
    (cost $8,967,510) $ 9,112,430
Preferred Stocks - 0.0%      
    Materials - 0.0%    
  7,200 Gerdau S.A.   33,708
    Total Preferred Stocks    
    (cost $26,133) $ 33,708
Convertible Preferred Stocks - 0.1%    
    Consumer Services - 0.1%    
  655 Airbnb, Inc. Series E(13)(14)(15)   85,569
    Total Convertible Preferred Stocks    
    (cost $60,977) $ 85,569
Warrants - 0.0%      
    Energy - 0.0%    
  11,625 Ascent Resources - Marcellus LLC Expires 3/30/23*(13)(14)   116
    Total Warrants    
    (cost $930) $ 116
Affiliated Investment Companies - 20.1%    
    Domestic Equity Funds - 4.5%    
  191,920 Hartford Multifactor US Equity ETF   6,436,997
    Total Domestic Equity Funds    
    (cost $6,188,427) $ 6,436,997
    International/Global Equity Funds - 6.4%    
  235,617 Hartford Multifactor Developed Markets (ex-US) ETF   6,766,920
  114,093 Hartford Multifactor Emerging Markets ETF   2,455,282
    Total International/Global Equity Funds    
    (cost $9,191,582) $ 9,222,202

 


 

  Hartford AARP Balanced Retirement Fund          
 
  Schedule of Investments – (continued)          
  January 31, 2020 (Unaudited)          
 
 
    Taxable Fixed Income Funds - 9.2%          
  1,248,728 The Hartford World Bond Fund, Class F   $   13,249,008  
    Total Taxable Fixed Income Funds          
    (cost $13,506,480)   $   13,249,008  
    Total Affiliated Investment Companies          
    (cost $28,886,489)   $   28,908,207  
    Total Long-Term Investments          
    (cost $129,408,134)   $   133,326,352  
  Short-Term Investments - 13.7%          
    Commercial Paper - 0.2%          
    Societe Generale S.A.          
$ 300,000 2.11%, 02/24/2020, 3 mo. USD LIBOR + 0.200%(1)(2)(16)       300,000  
    Other Investment Pools & Funds - 12.4%          
    Morgan Stanley Institutional Liquidity Funds, Government Portfolio,          
  17,831,171 Institutional Class, 1.49%(17)       17,831,171  
    Securities Lending Collateral - 1.1%          
  79,489 Citibank NA DDCA, 1.58%, 2/3/2020(17)       79,489  
    Fidelity Investments Money Market Funds, Government Portfolio,          
  370,858 Institutional Class, 1.50%(17)       370,858  
    Goldman Sachs Financial Square Funds, Government Fund, Institutional          
  313,355 Class, 1.72%(17)       313,355  
  113,972 JPMorgan Prime Money Market Fund, 1.69%(17)       113,972  
    Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
  299,167 Class, 1.71%(17)       299,167  
    State Street Institutional Liquid Reserves Fund, Institutional Class,          
  413,057 1.71 %(17)     413,057  
            1,589,898  
    Total Short-Term Investments          
    (cost $19,721,069)   $   19,721,069  
    Total Investments Excluding Purchased Options          
    (cost $149,129,203)   106.2 % $ 153,047,421  
    Total Purchased Options          
    (cost $513,818)   0.2 % $ 292,850  
    Total Investments          
    (cost $149,643,021)   106.4 % $ 153,340,271  
    Other Assets and Liabilities   (6.4 )% (9,169,119 )
 
    Total Net Assets   100.0 % $ 144,171,152  
 
  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, 2020, the aggregate value of these securities was $5,514,607, representing 3.8% of net assets.
(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.

 

Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(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 “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(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, 2020, the aggregate value of these securities was $3,592,399, representing 2.5% of net assets.
(9)      The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(10)      Represents or includes a TBA transaction.
(11)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $3,577,921.
(12)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $718,917.
(13)      Investment valued using significant unobservable inputs.
(14)      These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of these securities was $141,810, 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.
(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 $85,569 or 0.1% of net assets.
Period Acquired Security Name Shares/Par Value   Base Total Cost   Base Market Value
  Airbnb, Inc. Series E          
06/2015 Convertible Preferred 655 $ 60,977 $ 85,569

 

(16)      The rate shown represents current yield to maturity.
(17)      Current yield as of period end.

OTC Option Contracts Outstanding at January 31, 2020

                        Premiums        
                            Paid   Unrealized  
  Counter Exercise Price/FX   Expiration Number of   Notional   Market (Received) Appreciation/  
Description -party Rate/Rate       Date Contracts   Amount   Value † by Fund (Depreciation)  
Purchased option contracts:                                  
Puts                                    
 
USD Put/CAD Call BOA     1.28 USD 07/20/20 800,000 USD 800,000 $ 1,390 $   2,125   $ (735 )
 
 
Total purchased option contracts                 $ 1,390 $ 2,125   $ (735 )
 
    OTC Swaption Contracts Outstanding at January 31, 2020                  
 
    Exercise   Pay/               Premiums        
    Price/FX   Receive                   Paid   Unrealized  
  Counter- Rate/   Floating Expiration     Number of   Market (Received)   Appreciation/  
Description party Rate   Rate   Date Notional Amount   Contracts   Value † by Fund   (Depreciation)  
Purchased swaption contracts:                                  
Puts                                    
3 Month USD-LIBOR-                                  
BBA-Interest Rate Swap                                  
Expiring 08/04/57 * BOA 1.70 % Pay   11/23/20 USD 115,000   115,000 $ 1,528 $   2,881   $ (1,353 )
 
 
Total purchased swaption contracts             $   1,528 $ 2,881 $   (1,353 )

 

*      Swaptions with forward premiums.

 

Hartford AARP Balanced Retirement Fund                                
 
Schedule of Investments – (continued)                                
January 31, 2020 (Unaudited)                                
 
 
 
Exchange-Traded Option Contracts Outstanding at January 31, 2020                      
 
                      Premiums        
                          Paid     Unrealized  
  Exercise Price/FX Rate/ Expiration Number of Notional   Market (Received) Appreciation/  
Description Rate   Date Contracts Amount   Value †   by Fund (Depreciation)  
Purchased option contracts:                                  
Puts                                  
S&P 500 Index Option 2,675.00 USD 06/19/20 10 USD 1,000 $ 22,900   $   78,658 $   (55,758 )
iShares MSCI Emerging Markets                                  
Option 37.73 USD 06/19/20 152 USD 15,200   12,008       23,902     (11,894 )
iShares MSCI EAFE ETF Option 59.00 USD 06/19/20 243 USD 24,300   9,113       37,167     (28,054 )
S&P 500 Index Option 2,725.00 USD 09/18/20 10 USD 1,000   48,340       115,983     (67,643 )
iShares MSCI Emerging Markets                                  
Option 37.73 USD 09/18/20 152 USD 15,200   16,340       31,666     (15,326 )
iShares MSCI EAFE ETF Option 59.00 USD 09/18/20 243 USD 24,300   15,673       45,034     (29,361 )
S&P 500 Index Option 2,875.00 USD 12/18/20 10 USD 1,000   94,300       105,143     (10,843 )
iShares MSCI Emerging Markets                                  
Option 40.00 USD 12/18/20 152 USD 15,200   35,416       26,954     8,462  
iShares MSCI EAFE ETF Option 62.00 USD 12/18/20 243 USD 24,300   35,842       44,305     (8,463 )
 
 
Total Puts             $   289,932 $ 508,812 $   (218,880 )
 
 
Total purchased option contracts             $ 289,932 $ 508,812 $ (218,880 )
 
  Futures Contracts Outstanding at January 31, 2020                      
                          Value and  
      Number           Current       Unrealized  
      of           Notional       Appreciation/  
Description     Contracts Expiration Date     Amount       (Depreciation)  
 
Long position contracts:                                  
Canadian Government 10-Year Bond Future   12   03/20/2020 $   1,289,134   $     19,915  
Long Gilt Future     1   03/27/2020     178,188         4,383  
U.S. Treasury 2-Year Note Future     20   03/31/2020     4,327,188         15,581  
U.S. Treasury Ultra Bond Future     2   03/20/2020     387,375         15,028  
Total                         $     54,907  
Short position contracts:                                  
Australian 10-Year Bond Future     8   03/16/2020 $   791,964   $ (11,138 )
Euro-Bund Future     14   03/06/2020     2,717,793     (49,313 )
U.S. Treasury 5-Year Note Future     148   03/31/2020     17,807,406     (190,076 )
U.S. Treasury 10-Year Note Future   7   03/20/2020     921,594         (3,965 )
U.S. Treasury 10-Year Ultra Future   1   03/20/2020     145,656         (3,283 )
 
 
Total                         $ (257,775 )
 
Total futures contracts                         $ (202,868 )

 

    OTC Credit Default Swap Contracts Outstanding at January 31, 2020                  
              Periodic Upfront   Upfront           Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums   Premiums     Market     Appreciation/  
Reference Entity party Amount (a) Fixed Rate   Date Frequency Paid   Received     Value †     (Depreciation)  
Credit default swaps on indices:                                
Buy protection:                                    
PrimeX.ARM.2 (13) MSC USD 108,379 (4.58 %) 12/25/37 Monthly $ $ (225 )$   654,812   $ 655,037  
Sell protection:                                    
 
PrimeX.ARM.2 (13) JPM USD 108,379 4.58 % 12/25/37 Monthly $ 3,876 $ —$     (16,303 ) $ (20,179 )
Total traded indices             $ 3,876 $ (225 ) $ 638,509   $ 634,858  

 


 

Hartford AARP Balanced Retirement Fund                          
Schedule of Investments – (continued)                          
January 31, 2020 (Unaudited)                            
 
Credit default swaps on single-name issues:                            
Buy protection:                                
Republic of                                
 
Malaysia JPM USD 125,000 (1.00 %) 12/20/24 Quarterly $ $ (3,634 ) $ (178,242 ) $ (174,608 )
 
Total single-name issues         $ $ (3,634 ) $ (178,242 ) $ (174,608 )
Total OTC contracts         $ 3,876 $ (3,859 ) $ 460,267   $ 460,250  

 

(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, 2020

            Periodic                 Unrealized  
    Notional (Pay)/Receive Expiration Payment                 Appreciation/  
Reference Entity   Amount (a) Fixed Rate   Date Frequency Cost Basis     Value †     (Depreciation)  
Credit default swaps on indices:                                
Buy protection:                                
 
ITRAXX.EUR.32.V1 EUR 6,110,000 (1.00 %) 12/20/24 Quarterly $ (158,763 ) $ (9,139 ) $ 149,624  
Credit default swaps on indices:                                
Sell protection:                                
CDX.NA.HY.32.V3 USD 5,615,400 5.00 % 06/20/24 Quarterly   $ 378,142   $ 31,178   $ (346,964 )
CDX.NA.IG.33.V1 USD 385,000 1.00 % 12/20/24 Quarterly     8,479     455     (8,024 )
 
Total               $ 386,621   $ 31,633   $ (354,988 )
Credit default swaps on single-name issues:                              
Buy protection:                                
Republic of Colombia USD 125,000 (1.00 %) 12/20/24 Quarterly   $ (1,804 ) $ 9,273   $ 11,077  
Republic of Indonesia USD 125,000 (1.00 %) 12/20/24 Quarterly     (2,088 )   (2,321 )   (233 )
Russian Federation USD 130,000 (1.00 %) 12/20/24 Quarterly     (2,382 )   (3,589 )   (1,207 )
 
 
Total               $ (6,274 ) $ 3,363   $ 9,637  
 
 
Total single-name issues               $ (6,274 ) $ 3,363   $ 9,637  
 
Total               $ 221,584   $ 25,857   $ (195,727 )

 

(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, 2020                
 
    Payments         Periodic Upfront   Upfront         Unrealized  
Counter- Payments made received by Notional Expiration Payment Premiums   Premiums         Appreciation/  
party by Fund Fund Amount   Date Frequency Paid   Received   Value †     (Depreciation)  
  7 Day CNY                                
 
CBK Repo Rate 2.88% Fixed CNY 5,175,000 12/18/24 Quarterly $   $ — $   (657,384) $ (657,384)  
 
    Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2020            
 
    Payments         Periodic Upfront   Upfront         Unrealized  
Payments made by received by       Expiration Payment Premiums   Premiums         Appreciation/  
  Fund Fund Notional Amount Date Frequency Paid   Received   Value †     (Depreciation)  
1 Mo. MXN TIIE 6.77% Fixed MXN 8,250,000 03/06/30 Monthly$ $ $   $ 0  
    3 Mo. USD                              
1.50% Fixed LIBOR USD 385,000 04/09/24 Semi-Annual       (3,373 )   (3,373 )
    3 Mo. USD                              
1.72% Fixed LIBOR USD   85,000 10/29/29 Semi-Annual       (2,213 )   (2,213 )
    3 Mo. USD                              
1.73% Fixed LIBOR USD 140,000 10/29/29 Semi-Annual       (580,638 )   (580,638 )

 


 

Hartford AARP Balanced Retirement Fund                        
 
Schedule of Investments – (continued)                          
January 31, 2020 (Unaudited)                            
 
 
  3 Mo. USD                            
1.76% Fixed LIBOR USD 65,000 10/30/29 Semi-Annual $ $ $   314,817   $ 314,817  
  3 Mo. USD                            
1.77% Fixed LIBOR USD 70,000 10/30/29 Semi-Annual       264,694     264,694  
  3 Mo. USD                            
1.77% Fixed LIBOR USD 65,000 10/30/29 Semi-Annual       (2,110 )   (2,110 )
  3 Mo. USD                            
2.36% Fixed LIBOR USD 390,000 04/09/24 Semi-Annual 2,025       476,815     474,790  
  3 Mo. USD                            
2.36% Fixed LIBOR USD 261,000 04/09/24 Semi-Annual 1,357       820     (537 )
6 Mo. NOK NIBOR 1.79% Fixed NOK 1,265,000 07/26/29 Annual       (18,763 )   (18,763 )
 
Total         $ 3,382 $ $   450,049   $ 446,667  
 
  OTC Total Return Swap Contracts Outstanding at January 31, 2020                  
 
      Payments                        
      received   Periodic Upfront   Upfront           Unrealized  
  Counter- Notional (paid) by the Expiration Payment Premiums   Premiums     Market     Appreciation/  
Reference Entity party Amount Fund Date Frequency Paid   Received     Value †     (Depreciation)  
iBoxx USD Liquid                              
 
Investment Grade Index BNP USD 800,000 (1.00%) 06/20/20 Quarterly $ $ (34 ) $ (2,746 ) $ (2,712 )

 

(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.
    Bond Forward Contracts Outstanding at January 31, 2020          
                    Unrealized  
      Reference     Notional   Expiration   Appreciation/  
Counterparty     Obligation     Amount   Date   (Depreciation)  
BOA   U.S. Treasury Bonds, 0.25%, 07/15/2029 USD 105,491   02/28/2020 $ 1,134  
GSC   U.S. Treasury Bonds, 0.38%, 07/15/2025 USD 16,645,478   02/28/2020   113,082  
 
Total                 $ 114,216  
 
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description                
of Currency to be of Currency to be     Settlement          
Purchased   Sold   Counterparty   Date   Appreciation   Depreciation  
1,516,000 AUD 1,024,167 USD RBC   02/28/20 $ $ (8,863 )
412,000 BRL 96,498 USD BNP   02/04/20     (320 )
842,000 BRL 198,391 USD DEUT   02/04/20     (1,831 )
850,000 BRL 207,786 USD MSC   02/04/20     (9,359 )
430,000 BRL 101,818 USD DEUT   03/03/20     (1,585 )
825,000 CAD 626,300 USD BMO   02/28/20     (2,933 )
164,855,000 COP 48,514 USD CBK   02/28/20     (386 )
2,717,000 CZK 118,419 USD MSC   02/28/20   1,046    
680,000 EUR 750,585 USD CBK   02/28/20   4,820    
979,000 GBP 1,274,983 USD GSC   02/28/20   18,718    
116,302,000 HUF 379,907 USD BCLY   02/28/20   2,803    
5,941,745,000 IDR 433,198 USD BCLY   02/28/20   911    
5,360,000 INR 74,834 USD BNP   02/28/20   75    
182,372,000 JPY 1,676,383 USD MSC   02/28/20   9,131    
7,679,000 MXN 408,039 USD CBK   02/28/20     (3,272 )
3,812,000 NOK 416,713 USD SCB   02/28/20     (2,231 )
631,000 NZD 412,443 USD UBS   02/28/20     (4,429 )
22,025,000 PHP 432,966 USD BNP   02/28/20     (77 )
1,620,000 PLN 417,104 USD BOA   02/28/20   1,065    
3,376,000 RUB 53,725 USD BOA   02/28/20     (1,095 )
1,210,000 SEK 125,921 USD JPM   02/28/20     (70 )
50,000 SGD 36,617 USD GSC   02/28/20   26    
1,409,000 TRY 235,656 USD MSC   02/28/20     (1,686 )
420,881 USD 623,000 AUD RBC   02/28/20   3,642    
204,917 USD 850,000 BRL MSC   02/04/20   6,490    
99,707 USD 412,000 BRL BNP   02/04/20   3,527    

 


 

Hartford AARP Balanced Retirement Fund              
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
198,442 USD 842,000 BRL DEUT 02/04/20 $ 1,883 $  
182,237 USD 767,000 BRL MSC 02/28/20   3,403    
97,549 USD 412,000 BRL DEUT 02/28/20   1,487    
1,588,145 USD 2,092,000 CAD BMO 02/28/20   7,437    
1,316,093 USD 1,278,000 CHF SSG 02/28/20     (13,234 )
424,510 USD 334,781,000 CLP CBK 02/28/20   6,357    
59 USD 200,000 COP CBK 02/28/20   1    
9,749,875 USD 8,833,000 EUR CBK 02/28/20     (62,607 )
4,469,603 USD 3,432,000 GBP GSC 02/28/20     (65,620 )
263,613 USD 910,000 ILS BOA 02/28/20     (386 )
7,375,773 USD 802,403,000 JPY MSC 02/28/20     (40,175 )
675,933 USD 795,478,000 KRW MSC 02/28/20   8,189    
671,452 USD 803,862,000 KRW CBK 02/28/20     (3,330 )
749,178 USD 14,099,000 MXN CBK 02/28/20   6,008    
324,013 USD 2,964,000 NOK SCB 02/28/20   1,735    
384,985 USD 588,000 NZD ANZ 02/28/20   4,776    
354,923 USD 543,000 NZD UBS 02/28/20   3,812    
1,782,046 USD 111,982,000 RUB BOA 02/28/20   36,334    
218,021 USD 2,095,000 SEK JPM 02/28/20   122    
419,080 USD 569,000 SGD JPM 02/28/20   2,093    
359,183 USD 11,107,000 THB JPM 02/28/20   2,655    
264,735 USD 3,879,000 ZAR JPM 02/28/20   7,206    
1,624,000 ZAR 110,835 USD JPM 02/28/20     (3,017 )
Total           $ 145,752 $ (226,506 )

 

  • 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 BCLY BMO BNP BOA

CBK

DEUT GSC JPM MSC RBC SCB SSG UBS

Currency Abbreviations:

AUD BRL CAD CHF CLP CNY COP CZK EUR GBP HUF IDR ILS INR JPY KRW MXN NOK NZD

Australia and New Zealand Banking Group Barclays Bank of Montreal BNP Paribas Securities Services Banc of America Securities LLC

Citibank NA

Deutsche Bank Securities, Inc. Goldman Sachs & Co. JP Morgan Chase & Co. Morgan Stanley RBC Dominion Securities, Inc. Standard Chartered Bank State Street Global Markets LLC UBS AG

Australian Dollar Brazilian Real Canadian Dollar Swiss Franc Chilean Peso Chinese Yuan Colombian Peso Czech Koruna Euro British Pound Hungarian Forint Indonesian Rupiah Israeli Shekel Indian Rupee Japanese Yen South Korean Won Mexican Peso Norwegian Krone New Zealand Dollar

 


 

Hartford AARP Balanced Retirement Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

PHP PLN RUB SEK SGD THB TRY USD ZAR

Index Abbreviations:

CDX.NA.HY CDX.NA.IG CPI

EAFE ITRAXX.EUR MSCI MTA

PrimeX.ARM S&P

Philippine Peso Polish Zloty Russian Ruble Swedish Krona Singapore Dollar Thai Baht Turkish Lira United States Dollar South African Rand

Credit Derivatives North American High Yield Credit Derivatives North American Investment Grade Consumer Price Index

Europe, Australasia and Far East Markit iTraxx - Europe Morgan Stanley Capital International Monthly Treasury Average Index

Markit PrimeX Adjustable Rate Mortgage Backed Security Standard & Poor's

Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield

iBoxx

Other Abbreviations:

ADR CLO CMO DDCA EM ETF FHLMC FNMA GNMA LIBOR MSCI NIBOR OTC PAC PJSC REIT SOFR SPDR TBA TIIE UMBS

Municipal Abbreviations:

Auth Dev GO Rev

Bond Markets

American Depositary Receipt Collateralized Loan Obligation Collateralized Mortgage Obligation Dollars on Deposit in Custody Account Emerging Markets Exchange-Traded Fund Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate Morgan Stanley Capital International Norwegian Interbank Offered Rate Over-the-Counter Planned Amortization Class Private Joint Stock Company Real Estate Investment Trust Secured Overnight Financing Rate Standard & Poor's Depositary Receipt To Be Announced Interbank Equilibrium Interest Rate Uniform Mortgage-Backed Securities

Authority Development General Obligation Revenue

 


 

Hartford AARP Balanced Retirement Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)    
Assets                        
Asset & Commercial Mortgage Backed Securities $ 5,167,093   $   $ 5,167,093   $  
Corporate Bonds   8,686,089         8,686,089      
Foreign Government Obligations   11,496,303         11,496,303      
Municipal Bonds   115,066         115,066      
U.S. Government Agencies   12,285,876         12,285,876      
U.S. Government Securities   15,788,682         15,788,682      
Common Stocks                        
Banks   1,713,127     1,713,127          
Capital Goods   3,758,740     2,334,058     1,424,682      
Commercial & Professional Services   390,754         390,754      
Consumer Durables & Apparel   745,844     745,844          
Consumer Services   1,714,284     1,082,261     632,023      
Energy   5,964,733     3,652,839     2,255,769     56,125  
Food, Beverage & Tobacco   3,281,453     1,322,056     1,959,397      
Health Care Equipment & Services   3,665,282     2,593,928     1,071,354      
Household & Personal Products   2,719,740     1,810,972     908,768      
Insurance   2,137,395     816,643     1,320,752      
Materials   3,511,242     1,516,108     1,995,134      
Pharmaceuticals, Biotechnology & Life Sciences   3,790,295     2,252,885     1,537,410      
Real Estate   1,045,374     1,045,374          
Retailing   542,409     542,409          
Semiconductors & Semiconductor Equipment   45,316     45,316          
Software & Services   3,397,400     2,551,289     846,111      
Telecommunication Services   746,290         746,290      
Transportation   1,278,589     1,278,589          
Utilities   986,112         986,112      
Convertible Bonds   212,834         212,834      
Exchange-Traded Funds   9,112,430     9,112,430          
Preferred Stocks   33,708     33,708          
Convertible Preferred Stocks   85,569             85,569  
Warrants   116             116  
Affiliated Investment Companies   28,908,207     28,908,207          
Short-Term Investments   19,721,069     19,421,069     300,000      
Purchased Options   292,850     289,932     2,918      
Bond Forward Contracts(2)   114,216         114,216      
Foreign Currency Contracts(2)   145,752         145,752      
Futures Contracts(2)   54,907     54,907          
Swaps - Credit Default(2)   815,738         160,701     655,037  
Swaps - Interest Rate(2)   1,054,301         1,054,301      
 
Total $ 155,525,185   $ 83,123,951   $ 71,604,387   $ 796,847  
Liabilities                        
Foreign Currency Contracts(2) $ (226,506 ) $   $ (226,506 ) $  
Futures Contracts(2)   (257,775 )   (257,775 )        
Swaps - Credit Default(2)   (551,215 )       (531,036 )   (20,179 )
Swaps - Interest Rate(2)   (1,265,018 )       (1,265,018 )    
Swaps - Total Return(2)   (2,712 )       (2,712 )    
Total $ (2,303,226 ) $ (257,775 ) $ (2,025,272 ) $ (20,179 )

 

(1) For the period ended January 31, 2020, investments valued at $146,982 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.

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, 2020 is not presented.


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Municipal Bonds - 94.3%    
    Alabama - 1.9%    
    Jefferson County, AL, Board of Education    
$ 150,001 5.00%, 02/01/2046 $ 179,549
    State of Alabama, Docks Department    
  300,000 5.00%, 10/01/2024   348,579
    State of Alabama, Troy University    
  335,000 5.00%, 11/01/2023   382,547
        910,675
    Arizona - 1.5%    
    Maricopa County, AZ, Industrial Dev Auth    
  100,000 5.00%, 09/01/2042   122,391
    Maricopa County, AZ, Pollution Control Corp.    
  200,000 5.00%, 06/01/2035   202,688
    Salt Verde Financial Corp., AZ, Rev    
  200,000 5.00%, 12/01/2037   277,078
    Tempe, AZ, Industrial Dev Auth    
  110,000 4.00%, 10/01/2023(1)   110,953
        713,110
    California - 2.2%    
    Alameda County, Oakland, CA, Unified School Dist    
  50,000 4.00%, 08/01/2034   58,263
    City of Los Angeles, CA, Department of Airports    
  100,000 5.00%, 05/15/2026   119,829
    Elk Grove, CA, Finance Auth Special Tax    
  45,000 5.00%, 09/01/2032   53,644
    Los Angeles County, CA, Metropolitan Transportation Auth    
  90,000 4.00%, 06/01/2034   103,698
    Orange County, CA, Community Facs Dist, Special Tax    
  100,000 5.00%, 08/15/2023   111,935
  150,000 5.00%, 08/15/2033   177,442
    Romoland, CA, School Dist    
  100,000 5.00%, 09/01/2043   116,469
    San Bernardino City, CA, Unified School Dist, GO    
  100,000 0.00%, 08/01/2027(2)   88,403
    San Joaquin Hills, CA, Transportation Corridor Agency    
  255,000 0.00%, 01/15/2025(2)   232,144
        1,061,827
    Colorado - 1.8%    
    City & County of Denver, CO, Airport System Rev    
  175,000 5.00%, 12/01/2036   244,769
    Denver, CO, Convention Center Hotel Auth    
  150,000 5.00%, 12/01/2040   172,881
    Denver, CO, Urban Renewal Auth    
  100,000 5.25%, 12/01/2039(1)   107,597
    E-470 Public Highway, CO, Auth Rev    
  45,000 2.16%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)   45,349
    Park Creek, CO, Metropolitan Dist Rev    
  100,000 5.00%, 12/01/2023   113,776
  120,000 5.00%, 12/01/2029   151,717
    Vauxmont, CO, Metropolitan Dist    
  25,000 5.00%, 12/15/2030   29,025
        865,114
    Connecticut - 3.0%    
    City of Bridgeport, CT, GO    
  200,000 5.00%, 07/15/2048   237,422
    Connecticut State Health & Educational Facs Auth    
  215,000 5.00%, 07/01/2020   218,511
  190,000 5.00%, 07/01/2024   219,784
  60,000 5.00%, 07/01/2042   72,316
    Hamden, CT, GO    
  250,000 5.00%, 08/15/2025   300,602

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Hartford, CT, GO    
$ 50,000 5.00%, 07/01/2027 $ 60,168
    State of Connecticut, GO    
  170,000 5.00%, 06/15/2026   205,176
    Waterbury, CT, GO    
  100,000 5.00%, 11/15/2047   120,590
        1,434,569
    District of Columbia - 1.2%    
    Dist of Columbia, GO    
  150,000 5.00%, 06/01/2032   174,455
  150,000 5.00%, 07/01/2042   161,817
    Metropolitan Washington, DC, Airports Auth System Rev    
  175,000 5.00%, 10/01/2026   216,165
        552,437
    Florida - 5.7%    
    Broward County, FL, Airport System Rev    
  55,000 4.00%, 10/01/2044   62,209
    City of Atlantic Beach, FL, Health Care Facs Auth    
  70,000 5.00%, 11/15/2048   80,267
    Escambia County, FL, Health Facs Auth Rev    
  530,000 3.00%, 08/15/2050   539,397
    Jacksonville, FL, Rev    
  200,000 5.00%, 10/01/2030   220,138
    JEA, FL, Electric System Rev    
  150,000 5.00%, 10/01/2028   189,435
    JEA, FL, Water & Sewer System Rev    
  150,000 5.00%, 10/01/2028   190,059
    Lee County, FL, Airport Rev    
  125,000 5.00%, 10/01/2032   150,092
  100,000 5.00%, 10/01/2033   120,074
    Miami-Dade County, FL, Aviation Rev    
  15,000 5.00%, 10/01/2029   17,867
  15,000 5.00%, 10/01/2031   17,777
  20,000 5.00%, 10/01/2032   23,679
  20,000 5.00%, 10/01/2033   23,655
    Miami-Dade County, FL, Seaport Department Rev    
  65,000 5.00%, 10/01/2023   72,931
    Orange County, FL, Health Facs Auth    
  100,000 5.00%, 08/01/2031   113,919
    Polk County, FL, Industrial Dev Auth    
  265,000 5.00%, 01/01/2029   306,072
    Port St. Lucie, FL, Special Assessment    
  200,000 4.00%, 07/01/2027   234,642
    Putnam County, FL, Dev Auth    
  60,000 5.00%, 03/15/2042   72,366
    Seminole County, FL, Industrial Dev Auth    
  200,000 3.75%, 11/15/2025   200,556
    Volusia County Educational Facs Auth    
  70,000 4.00%, 10/15/2035   80,951
        2,716,086
    Georgia - 3.0%    
    Burke County, GA, Dev Auth Rev    
  165,000 2.25%, 10/01/2032(4)   169,115
  70,000 2.35%, 10/01/2032(4)   70,621
  125,000 3.00%, 11/01/2045(4)   129,079
    Georgia Housing & Finance Auth Rev    
  35,000 3.50%, 06/01/2039   36,741
    Main Street, GA, Natural Gas, Inc.    
  170,000 5.00%, 05/15/2032   213,272
  315,000 5.50%, 09/15/2028   408,794
    Municipal Electric Auth, GA    
  135,000 5.00%, 01/01/2024   153,936
  100,000 5.00%, 01/01/2028   120,033

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 85,000 5.00%, 01/01/2056 $ 99,932
        1,401,523
    Hawaii - 0.4%    
    State of Hawaii Airports System Rev    
  150,000 5.00%, 07/01/2031   188,354
    Illinois - 17.8%    
    Champaign County, IL, Community Unit School Dist, No. 4    
    Champaign, GO    
  65,000 0.00%, 01/01/2025(2)   60,529
    Chicago, IL, Board of Education, GO    
  150,000 5.00%, 12/01/2027   180,718
  140,000 5.25%, 12/01/2039   157,342
  100,000 5.75%, 04/01/2035   122,284
    Chicago, IL, Metropolitan Water Reclamation Dist, GO    
  235,000 5.00%, 12/01/2025   285,532
  270,000 5.25%, 12/01/2032   373,399
    Chicago, IL, Midway International Airport Rev    
  100,000 5.00%, 01/01/2023   110,698
  250,000 5.00%, 01/01/2041   279,390
    Chicago, IL, Transit Auth    
  75,000 5.00%, 06/01/2020   75,893
  100,000 5.00%, 12/01/2044   114,176
  160,000 5.25%, 12/01/2024   172,032
    City of Chicago, IL, GO    
  85,000 5.00%, 01/01/2022   90,591
  250,000 5.00%, 01/01/2026   287,720
    City of Decatur, IL, GO    
  110,000 5.00%, 03/01/2034   128,768
  150,000 5.00%, 03/01/2035   175,289
    Cook County, IL, Community High School Dist No. 212 Leyden    
  105,000 5.00%, 12/01/2027   121,506
  170,000 5.00%, 12/01/2030   195,583
    Cook County, IL, GO    
  105,000 5.00%, 11/15/2028   107,899
    Illinois State Finance Auth Rev    
  45,000 5.00%, 09/01/2021   47,413
  150,000 5.00%, 11/15/2030   176,539
  150,000 5.00%, 02/15/2033   183,513
  245,000 5.00%, 08/15/2035   281,182
  150,000 5.00%, 10/01/2041   177,709
    Illinois State Toll Highway Auth, Taxable Rev    
  300,000 5.00%, 01/01/2030   397,626
  100,000 5.00%, 01/01/2031   128,502
    Kane Cook & DuPage Counties, IL, GO    
  150,000 5.00%, 01/01/2035   168,884
    Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO    
  100,000 5.00%, 01/01/2023   110,910
    Metropolitan Pier & Exposition Auth, IL    
  125,000 0.00%, 06/15/2020(2)   124,394
  105,000 4.85%, 12/15/2042(5)   84,893
  200,000 5.00%, 12/15/2045   240,694
    Railsplitter, IL, Tobacco Settlement Auth    
  200,000 5.00%, 06/01/2023   224,734
  70,000 5.00%, 06/01/2027   85,497
    Regional Transportation, IL, Auth Rev    
  80,000 5.00%, 06/01/2026   92,859
  125,000 6.25%, 07/01/2022   140,225
    Sales Tax Securitization Corp., IL    
  150,000 5.00%, 01/01/2029   187,002
  1,000,000 5.00%, 01/01/2036   1,260,220
    State of Illinois, GO    
  225,000 5.00%, 11/01/2021   238,243
  50,000 5.00%, 02/01/2027   59,818
  400,000 5.00%, 11/01/2027   480,768
  250,000 5.00%, 05/01/2029   278,955

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 105,000 5.00%, 11/01/2029 $ 124,934
    University of Illinois, IL, Auxiliary Facs Rev    
  90,000 5.00%, 04/01/2024   100,585
        8,435,448
    Indiana - 0.5%    
    City of Evansville, IN    
  84,402 3.00%, 06/01/2034   89,455
    Indiana Municipal Power Agency    
  115,000 5.00%, 01/01/2033   143,939
        233,394
    Iowa - 0.1%    
    State of Iowa, Finance Auth    
  45,000 2.88%, 05/15/2049   45,464
    Kentucky - 0.8%    
    Kentucky Bond Dev Corp.    
  225,000 5.00%, 09/01/2035   282,485
    Kentucky Economic Dev Finance Auth    
  90,000 5.00%, 12/01/2047   98,219
        380,704
    Louisiana - 1.6%    
    Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev    
  100,000 5.75%, 11/15/2030   112,680
  100,000 6.00%, 11/15/2030   114,551
    Louisiana State Public Facs Auth Rev    
  100,000 5.00%, 05/15/2035   115,593
  100,000 5.00%, 05/15/2047   115,313
  40,000 6.38%, 05/15/2031   42,760
    New Orleans, LA, Aviation Board    
  200,000 5.00%, 01/01/2038   237,154
        738,051
    Maine - 0.5%    
    Maine State Housing Auth    
  250,000 2.80%, 11/15/2022   259,355
    Maryland - 0.1%    
    Maryland Health & Higher Educational Facs Auth    
  50,000 2.88%, 07/01/2023   52,626
    Massachusetts - 3.5%    
    Massachusetts Dev Finance Agency    
  100,000 5.00%, 07/01/2034   117,737
  145,000 5.00%, 07/01/2037   180,590
  150,000 5.00%, 07/01/2044   180,301
  100,000 5.00%, 10/01/2047(1)   110,183
  150,000 5.00%, 07/01/2048   180,606
    Massachusetts Housing Finance Agency    
  330,000 3.15%, 06/01/2023   347,652
  300,000 3.30%, 06/01/2024   321,786
    Massachusetts State, Port Auth    
  200,000 4.00%, 07/01/2046   218,062
        1,656,917
    Michigan - 4.4%    
    City of Detroit, MI, GO    
  85,000 5.00%, 04/01/2022   89,842
    Ecorse, MI, Public School Dist    
  450,000 5.00%, 05/01/2027   565,042
    Great Lakes, MI, Water Auth Water Supply System Rev    
  150,000 5.00%, 07/01/2046   177,360
    Lansing School Dist    
  250,000 5.00%, 05/01/2037   317,322
    Michigan Finance Auth    
  165,000 5.00%, 11/01/2034   208,377
  100,000 5.00%, 07/01/2035   116,878
  100,000 5.00%, 05/15/2038   115,712

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    New Haven Community Schools    
$ 300,000 5.00%, 05/01/2032 $ 379,011
    State of Michigan Rev    
  50,000 5.00%, 03/15/2027   63,388
    Wayne County, MI, Airport Auth Rev    
  35,000 5.00%, 12/01/2030   42,329
        2,075,261
    Minnesota - 1.5%    
    Duluth, MN, Independent School Dist No. 709    
  20,000 4.00%, 02/01/2027   22,660
  250,000 5.00%, 02/01/2024   286,427
    Freddie Mac Multifamily, ML, Certificates    
  79,822 2.54%, 06/25/2037   84,344
    Minneapolis-St. Paul, MN, Metropolitan Airports Commission    
  100,000 5.00%, 01/01/2031   121,565
    St. Francis, MN, Independent School Dist No. 15    
  200,000 4.00%, 02/01/2029   215,734
        730,730
    Missouri - 2.2%    
    Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist    
  250,000 4.00%, 10/01/2036   297,220
    City of St. Louis, MO, Airport Rev    
  165,000 5.00%, 07/01/2031   209,515
  150,000 5.00%, 07/01/2042   181,940
    Kirkwood, MO, Industrial Dev Auth Retirement Community    
  100,000 5.25%, 05/15/2032   115,746
    St. Louis County, MO, Industrial Dev Auth    
  200,000 5.00%, 09/01/2023   219,944
        1,024,365
    Montana - 0.7%    
    Montana Board of Housing    
  120,000 4.25%, 12/01/2045   133,153
    Montana Facs Finance Auth    
  150,000 5.00%, 02/15/2033   179,220
        312,373
    Nebraska - 0.7%    
    Central Plains, NE, Energy Project    
  300,000 5.00%, 09/01/2025   355,665
    Nevada - 1.6%    
    City of North Las Vegas, NV    
  100,000 3.50%, 06/01/2023   103,266
    City of Reno, NV    
  150,000 5.00%, 06/01/2033   187,307
    City of Sparks, NV    
  45,000 2.50%, 06/15/2024(1)   45,786
    Clark County, NV, School Dist, GO    
  225,000 5.00%, 06/15/2028   279,135
  100,000 5.00%, 06/15/2029   125,712
        741,206
    New Hampshire - 0.2%    
    New Hampshire Health and Education Facs Auth Act Rev    
  70,000 5.00%, 08/01/2059   107,458
    New Jersey - 1.7%    
    City of Atlantic City, NJ, GO    
  50,000 5.00%, 03/01/2020   50,136
    New Jersey Economic Dev Auth    
  75,000 5.00%, 06/15/2023   83,986
    New Jersey Health Care Facs Financing Auth Rev    
  50,000 5.25%, 07/01/2026   53,015
    New Jersey Transportation Trust Fund Auth    
  65,000 5.00%, 12/15/2023   73,911
  70,000 5.00%, 12/15/2024   81,711

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 350,000 5.50%, 12/15/2020 $ 363,384
    Tobacco Settlement Financing Corp., NJ    
  90,000 5.00%, 06/01/2029   111,818
        817,961
    New Mexico - 0.5%    
    City of Santa, Fe, NM    
  205,000 5.00%, 05/15/2039   230,998
    New York - 6.5%    
    Metropolitan Transportation Auth, NY, Rev    
  500,000 5.00%, 11/15/2034(4)   576,845
  100,000 5.25%, 11/15/2036   125,487
  70,000 5.25%, 11/15/2040   72,469
    New York State Dormitory Auth Rev    
  450,000 4.00%, 02/15/2037   535,509
  150,000 5.00%, 03/15/2031   180,940
  155,000 5.00%, 03/15/2037   191,078
    New York State Liberty Dev Corp. Rev    
  100,000 5.25%, 10/01/2035   140,898
    New York Transportation Dev Corp. Rev    
  100,000 5.00%, 07/01/2046   113,514
    State of New York Mortgage Agency    
  300,000 3.25%, 10/01/2024   322,872
  300,000 3.25%, 04/01/2025   317,409
  210,000 3.50%, 10/01/2032   228,406
    Syracuse, NY, Industrial Dev Agency    
  110,000 5.00%, 01/01/2031   123,408
  50,000 5.00%, 01/01/2033   55,577
    TSASC, Inc., NY    
  100,000 5.00%, 06/01/2023   111,821
        3,096,233
    North Carolina - 1.0%    
    North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway
    Ridge    
  250,000 5.00%, 01/01/2031   296,445
  30,000 5.00%, 01/01/2039   34,841
  120,000 5.00%, 01/01/2044   140,873
        472,159
    Ohio - 2.9%    
    American Municipal Power, Inc., OH    
  200,000 4.00%, 02/15/2036   221,272
    Buckeye, OH, Tobacco Settlement Finance Auth    
  250,000 5.88%, 06/01/2047   251,072
  250,000 6.00%, 06/01/2042   251,440
  150,000 6.50%, 06/01/2047   152,640
    Cleveland, OH, Airport System Rev    
  60,000 5.00%, 01/01/2022   64,691
  55,000 5.00%, 01/01/2023   61,403
    Cleveland, OH, Department of Public Utilities    
  150,000 5.00%, 11/15/2030   188,453
    State of Ohio, GO    
  140,000 5.00%, 06/15/2036   181,461
        1,372,432
    Oklahoma - 0.9%    
    Oklahoma Dev Finance Auth    
  340,000 1.63%, 07/06/2023   340,639
  35,000 5.25%, 08/15/2048   42,121
  35,000 5.50%, 08/15/2057   42,497
        425,257
    Oregon - 0.6%    
    Benton & Linn Counties, OR, Consolidated School Dist No. 509J &    
    509A Corvallis    
  55,000 5.00%, 06/15/2038(5)   67,787

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Marion County, OR, School Dist No. 15 North Marion    
$ 40,000 0.00%, 06/15/2037(2) $ 22,714
    Multnomah & Clackamas Counties, OR, School Dist No. 10JT    
    Gresham-Barlow    
  35,000 0.00%, 06/15/2038(2)   20,734
    Salem Hospital Facs Auth, OR    
  55,000 5.00%, 05/15/2025   64,793
    State of Oregon Housing & Community Services Department    
  115,000 4.50%, 01/01/2049   126,882
        302,910
    Pennsylvania - 5.1%    
    City of Philadelphia, PA, GO    
  300,000 5.00%, 02/01/2039   375,513
    Commonwealth Finance Auth, PA    
  150,000 5.00%, 06/01/2027   187,020
    Delaware River, PA, Joint Toll Bridge Commission    
  100,000 5.00%, 07/01/2047   120,999
    Erie, PA, City School Dist, GO    
  195,000 5.00%, 04/01/2029   250,834
    Harrisburg, PA, School Dist, GO    
  90,000 5.00%, 11/15/2026   112,000
    Lancaster County, PA, Hospital Auth    
  100,000 5.13%, 07/01/2037   111,003
    Montgomery County, PA, Industrial Dev Auth Rev    
  100,000 5.00%, 12/01/2025   116,894
    Pennsylvania Housing Finance Agency    
  215,000 4.75%, 04/01/2033   237,343
    Pennsylvania Turnpike Commission Rev    
  90,000 5.00%, 12/01/2031   109,392
  145,000 5.00%, 12/01/2037   161,588
    Philadelphia, PA, School Dist, GO    
  250,000 4.00%, 09/01/2036   286,525
    Pittsburgh, PA, Water & Sewer Auth    
  50,000 5.00%, 09/01/2033   64,528
    Redev. Auth of the City of Philadelphia, PA    
  160,000 5.00%, 04/15/2025   185,029
    Wilkes-Barre Area, PA, School Dist    
  75,000 5.00%, 04/15/2059   90,285
        2,408,953
    Puerto Rico - 0.5%    
    Puerto Rico Sales Tax Financing Corp. Sales Tax Rev    
  300,000 0.00%, 07/01/2051(2)   63,426
  175,000 5.00%, 07/01/2058   196,770
        260,196
    Rhode Island - 0.6%    
    Rhode Island Health & Educational Building Corp.    
  80,000 5.00%, 05/15/2028   98,738
    Rhode Island Housing & Mortgage Finance Corp.    
  65,000 4.00%, 10/01/2032   66,862
    Rhode Island Student Loan Auth    
  130,000 3.00%, 12/01/2024   136,889
        302,489
    South Carolina - 0.9%    
    South Carolina Jobs-Economic Dev Auth    
  150,000 5.00%, 05/01/2028   190,968
    South Carolina State Public Service Auth    
  50,000 5.00%, 12/01/2031   57,950
  50,000 5.00%, 12/01/2034   57,695
  100,000 5.00%, 12/01/2050   113,986
        420,599

 


 

  Hartford Municipal Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    South Dakota - 0.7%    
    South Dakota Housing Dev Auth    
$ 300,000 4.00%, 11/01/2049 $ 334,566
    Tennessee - 2.0%    
    Chattanooga, TN, Health Educational & Housing Facs Board Rev    
  300,000 5.00%, 08/01/2039   370,062
    Shelby County, TN, Health Educational & Housing Facs Board Rev    
  150,000 5.00%, 09/01/2025(1)   153,582
    Tennessee Energy Acquisition Corp.    
  200,000 5.25%, 09/01/2026   243,528
    Tennessee Housing Dev Agency    
  165,000 3.50%, 01/01/2047   175,162
        942,334
    Texas - 9.9%    
    Arlington, TX, Higher Education Finance Corp. Rev    
  150,000 4.00%, 08/15/2030   173,102
  250,000 5.00%, 02/15/2027   312,095
    Austin, TX, Airport System Rev    
  200,000 5.00%, 11/15/2031   232,402
    Austin, TX, Independent School Dist    
  100,000 4.00%, 08/01/2033   118,753
    Central Texas Turnpike System Rev    
  250,000 5.00%, 08/15/2042   285,497
    City of San Antonio, TX, Electric & Gas Systems Rev    
  165,000 1.75%, 02/01/2049(4)   170,371
  210,000 5.00%, 07/01/2026   256,053
    Conroe, TX, Independent School Dist, GO    
  250,000 3.00%, 02/15/2036   271,852
    El Paso, TX, Independent School Dist, GO    
  150,000 5.00%, 08/15/2027   186,277
    Harris County, TX, Toll Road Auth    
  110,000 5.00%, 08/15/2031   139,263
    Keller, TX, Independent School Dist, GO    
  290,000 4.00%, 02/15/2037   342,180
    Kerrville, TX, Health Facs Dev Corp.    
  75,000 5.00%, 08/15/2023   84,448
    Lower Colorado River, TX, Auth Rev    
  150,000 5.00%, 05/15/2040   175,550
    New Hope, TX, Cultural Education Facs Finance Corp.    
  100,000 5.00%, 11/01/2031   110,047
    North Texas Tollway Auth Rev    
  130,000 5.00%, 01/01/2031   167,677
    Northside, TX, Independent School Dist, GO    
  250,000 4.00%, 08/15/2034   297,282
    SA Energy Acquisition Public Facs Corp., TX    
  245,000 5.50%, 08/01/2022   270,399
    State of Texas    
  500,000 4.00%, 08/27/2020   508,625
    Texas Municipal Gas Acquisition & Supply Corp. Rev    
  250,000 5.25%, 12/15/2025   303,360
    Texas Transportation Commission    
  60,000 0.00%, 08/01/2038(2)   29,834
    Wylie, TX, Independent School Dist    
  200,000 4.00%, 08/15/2036   237,600
        4,672,667
    Utah - 0.4%    
    Salt Lake County, UT    
  175,000 5.13%, 02/15/2033   208,565
    Virginia - 0.2%    
    Wise County, VA, Industrial Dev Auth Rev    
  90,000 1.88%, 11/01/2040(4)   90,228
    Washington - 1.4%    
    Port of Seattle, WA    
  140,000 5.00%, 05/01/2028   177,244

 


 

  Hartford Municipal Income Fund      
 
  Schedule of Investments – (continued)      
  January 31, 2020 (Unaudited)      
 
 
    Washington State Health Care Facs Auth Rev      
$ 115,000 5.00%, 01/01/2026 $   137,141
  145,000 5.38%, 01/01/2040     161,202
    Washington State Housing Finance Commission      
  150,000 5.00%, 01/01/2039(1)     167,708
          643,295
    Wisconsin - 1.6%      
    Public Finance Auth, WI      
  100,000 5.00%, 10/01/2043(1)     111,585
  95,000 5.00%, 10/01/2044     116,016
  150,000 5.00%, 07/01/2048     177,710
  100,000 5.00%, 10/01/2048(1)     111,308
    Wisconsin Health & Educational Facs Auth      
  155,000 5.00%, 11/01/2024     170,760
  45,000 5.00%, 11/01/2025     50,266
          737,645
    Total Municipal Bonds      
    (cost $42,258,681) $   44,732,199
  Short-Term Investments - 5.6%      
    Other Investment Pools & Funds - 5.6%      
    Morgan Stanley Institutional Liquidity Funds, Government Portfolio,      
  2,653,609 Institutional Class, 1.49%(6)     2,653,609
    Total Short-Term Investments      
    (cost $2,653,609) $   2,653,609
    Total Investments      
    (cost $44,912,290) 99.9 % $ 47,385,808
    Other Assets and Liabilities 0.1 % 40,915
 
    Total Net Assets 100.0 % $ 47,426,723
 
  Note: Percentage of investments as shown is the ratio of the total market value to total net assets.      

 

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

For Fund compliance purposes, the Fund may not use the same classification system. 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, 2020, the aggregate value of these securities was $918,702, representing 1.9% of net assets.
(2)      Security is a zero-coupon bond.
(3)      Variable rate security; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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
 
Other Abbreviations:  
LIBOR London Interbank Offered Rate
 
Municipal Abbreviations:  
Auth Authority

 


 

Hartford Municipal Income Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Dev Dist Facs GO Redev Rev

Development District Facilities General Obligation Redevelpoment Revenue

 


 

Hartford Municipal Income Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1   Level 2 Level 3(1)  
Assets                
Municipal Bonds $ 44,732,199 $ $ 44,732,199 $
Short-Term Investments   2,653,609   2,653,609    
Total $ 47,385,808 $ 2,653,609 $ 44,732,199 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Municipal Bonds - 95.5%    
    Alabama - 2.8%    
    Alabama Federal Aid Highway Finance Auth    
$ 1,615,000 5.00%, 09/01/2026 $ 1,785,770
  1,250,000 5.00%, 09/01/2034   1,564,300
    Birmingham, AL, Water Works Board Water Rev    
  1,415,000 5.00%, 01/01/2029   1,756,114
    Jefferson County, AL, Board of Education    
  3,000,000 5.00%, 02/01/2042   3,616,770
    Jefferson County, AL, GO    
  2,660,000 5.00%, 04/01/2024   3,076,184
    Lower Alabama Gas Dist    
  9,855,000 4.00%, 12/01/2050(1)   11,202,375
  4,000,000 5.00%, 09/01/2031   5,178,560
    State of Alabama, Docks Department    
  230,000 5.00%, 10/01/2024   267,244
  1,000,000 5.00%, 10/01/2032   1,212,880
    State of Alabama, Troy University    
  1,000,000 5.00%, 11/01/2025   1,206,580
  1,250,000 5.00%, 11/01/2026   1,539,650
  1,620,000 5.00%, 11/01/2027   2,035,109
        34,441,536
    Alaska - 0.3%    
    CIVICVentures, AK, Rev    
  2,000,000 5.00%, 09/01/2025   2,384,080
  1,000,000 5.00%, 09/01/2026   1,188,680
        3,572,760
    Arizona - 0.8%    
    City of Phoenix, AZ, Civic Improvement Corp.    
  2,000,000 4.00%, 07/01/2038   2,303,320
    Maricopa County, AZ, Pollution Control Corp.    
  4,925,000 5.00%, 06/01/2035   4,991,192
    Salt Verde Financial Corp., AZ, Rev    
  855,000 5.25%, 12/01/2020   882,676
    Sundance, AZ, Community Facs Dist    
  90,000 7.13%, 07/01/2027(2)   90,092
    Tempe, AZ, Industrial Dev Auth    
  2,200,000 4.00%, 10/01/2023(2)   2,219,052
        10,486,332
    California - 4.6%    
    Alameda County, Oakland, CA, Unified School Dist    
  475,000 4.00%, 08/01/2034   553,498
  1,000,000 4.00%, 08/01/2036   1,154,390
    California County, CA, Tobacco Securitization Agency    
  1,050,000 5.00%, 06/01/2022   1,124,403
    California Health Facs Finance Auth Rev    
  1,000,000 5.00%, 02/01/2029   1,270,250
    California State Communities Dev Auth Rev    
  535,000 5.00%, 10/01/2022   577,843
  1,000,000 5.63%, 10/01/2032   1,122,420
    California State Public Works Board, Correctional Facs Improvement    
  1,000,000 6.00%, 03/01/2035   1,003,990
    California State Public Works Board, Lease Rev    
  2,000,000 5.25%, 10/01/2023   2,147,400
    California State, GO    
  3,750,000 5.00%, 04/01/2036   4,889,025
    California State, GO Taxable    
  3,000,000 5.00%, 08/01/2029   3,757,080
    Elk Grove, CA, Finance Auth Special Tax    
  315,000 5.00%, 09/01/2031   376,422
  910,000 5.00%, 09/01/2032   1,084,793
    Fresno, CA, Unified School Dist    
  2,600,000 0.00%, 08/01/2031(3)   1,907,984

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Hemet, CA, Unified School Dist Financing Auth    
$ 1,440,000 5.00%, 09/01/2030 $ 1,657,440
  1,535,000 5.00%, 09/01/2031   1,762,042
    Inglewood, CA, Redevelopment Agency    
  1,000,000 5.00%, 05/01/2028   1,259,710
  1,000,000 5.00%, 05/01/2029   1,253,410
    Long Beach, CA, Finance Auth Natural Gas    
  5,225,000 2.73%, 11/15/2027, 3 mo. USD LIBOR + 1.450%(4)   5,348,676
    Oakland, CA, Airport Rev    
  500,000 5.00%, 05/01/2023   543,180
  2,000,000 5.00%, 05/01/2026   2,095,400
    Orange County, CA, Community Facs Dist Special Tax    
  980,000 5.00%, 08/15/2034   1,131,674
  1,000,000 5.00%, 08/15/2036   1,175,420
  2,500,000 5.00%, 08/15/2041   2,912,750
    Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation    
  1,000,000 5.00%, 09/01/2029   1,171,240
    Romoland, CA, School Dist    
  2,000,000 5.00%, 09/01/2048   2,319,060
    San Diego, CA, Redevelopment Agency, Centre City Sub Package    
  60,000 5.25%, 09/01/2026   60,209
    San Diego, CA, United School Dist    
  805,000 4.00%, 07/01/2034   922,071
  865,000 4.00%, 07/01/2035   989,102
    San Joaquin Hills, CA, Transportation Corridor Agency    
  1,165,000 5.00%, 01/15/2029   1,368,595
    San Mateo, CA, Joint Powers Finance Auth    
  1,250,000 5.00%, 06/15/2029   1,470,762
  1,250,000 5.00%, 06/15/2030   1,466,650
    Santa Margarita, CA, Water Dist Special Tax    
  475,000 4.25%, 09/01/2021   493,297
  485,000 5.00%, 09/01/2022   522,971
  475,000 5.00%, 09/01/2023   525,212
  480,000 5.00%, 09/01/2024   531,418
  480,000 5.00%, 09/01/2025   530,026
  2,065,000 5.00%, 09/01/2028   2,363,991
    Stockton, CA, Redevelopment Agency    
  1,500,000 5.00%, 09/01/2029   1,846,035
        56,689,839
    Colorado - 2.2%    
    Arapahoe County, CO, School Dist No. 6 Littleton    
  1,230,000 5.50%, 12/01/2032   1,646,515
  1,655,000 5.50%, 12/01/2034   2,205,585
    City & County of Denver, CO, Airport System Rev    
  1,000,000 5.00%, 12/01/2034   1,369,780
  1,575,000 5.00%, 12/01/2036   2,202,921
    Colorado Health Facs Auth Rev    
  1,330,000 2.46%, 10/01/2039, 1 mo. USD LIBOR + 1.250%(4)   1,332,487
  6,665,000 5.00%, 08/01/2044   8,158,227
    Denver City & County, CO School Dist No. 1    
  1,000,000 5.50%, 12/01/2029   1,319,890
    Denver, CO, Urban Renewal Auth    
  1,440,000 5.25%, 12/01/2039(2)   1,549,397
    E-470 Public Highway, CO, Auth Rev    
  1,930,000 2.16%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(4)   1,944,977
    Park Creek, CO, Metropolitan Dist Rev    
  2,000,000 5.00%, 12/01/2029   2,376,240
  1,195,000 5.00%, 12/01/2033   1,490,727
    Vauxmont Metropolitan Dist    
  230,000 5.00%, 12/15/2023   259,100
  125,000 5.00%, 12/15/2025   147,480
  50,000 5.00%, 12/15/2026   58,791
  160,000 5.00%, 12/15/2032   185,102

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Vauxmont, CO, Metropolitan Dist    
$ 225,000 5.00%, 12/15/2030 $ 261,218
        26,508,437
    Connecticut - 3.7%    
    City of Bridgeport, CT, GO    
  6,500,000 5.00%, 08/15/2025   7,794,531
    Connecticut Housing Finance Auth    
  390,000 4.00%, 11/15/2044   405,690
  1,115,000 4.00%, 11/15/2045   1,177,540
  1,600,000 4.00%, 05/15/2047   1,736,480
    Connecticut State Health & Educational Facs Auth    
  5,265,000 5.00%, 07/01/2020   5,350,977
  440,000 5.00%, 07/01/2027   542,903
  430,000 5.00%, 07/01/2028   538,515
  475,000 5.00%, 07/01/2029   602,158
  720,000 5.00%, 07/01/2030   903,996
  400,000 5.00%, 07/01/2031   496,604
    Hamden, CT, GO    
  2,065,000 5.00%, 08/15/2025   2,482,977
    Hartford, CT, GO    
  950,000 5.00%, 07/01/2027   1,143,182
    New Britain, CT, GO    
  1,500,000 5.00%, 03/01/2031   1,827,630
    New Haven, CT, GO    
  2,600,000 5.00%, 08/01/2024   3,027,440
    State of Connecticut, GO    
  470,000 5.00%, 04/15/2022   511,407
  250,000 5.00%, 03/15/2024   290,348
  1,450,000 5.00%, 03/15/2025   1,739,304
  750,000 5.00%, 05/15/2025   904,275
  2,425,000 5.00%, 06/15/2026   3,005,521
  2,500,000 5.00%, 04/15/2029   3,111,025
  4,545,000 5.00%, 01/15/2030   5,988,492
    Waterbury, CT, GO    
  405,000 5.00%, 11/15/2031   505,229
  1,000,000 5.00%, 11/15/2032   1,244,110
        45,330,334
    District of Columbia - 0.1%    
    Dist of Columbia Rev    
  735,000 5.00%, 07/01/2032   805,582
  270,000 5.00%, 07/01/2037   293,355
        1,098,937
    Florida - 6.1%    
    Broward County, FL, Airport System Rev    
  1,330,000 0.00%, 10/01/2031(3)   987,911
  1,000,000 0.00%, 10/01/2032(3)   715,320
  2,175,000 4.00%, 10/01/2044   2,460,077
  265,000 5.00%, 10/01/2020   271,864
  285,000 5.00%, 10/01/2021   303,505
    Capital Trust Agency, FL, MF Rev    
  1,991,356 2.77%, 09/01/2027   2,041,737
    City of Atlantic Beach, FL, Health Care Facs Auth    
  1,430,000 5.00%, 11/15/2048   1,639,738
    Escambia County, FL, Health Facs Auth Rev    
  1,835,000 3.00%, 08/15/2050   1,867,535
  6,985,000 4.00%, 08/15/2050   7,766,552
    Gainesville, FL, Utilities System Rev    
  3,380,000 5.00%, 10/01/2047   4,241,292
    Greater Orlando, FL, Aviation Auth    
  2,040,000 5.00%, 10/01/2024   2,169,030
  5,000,000 5.00%, 10/01/2033   6,411,950
  5,000,000 5.00%, 10/01/2034   6,396,450
    Magnolia Creek, FL, Community Dev Dist Capital Improvement    
  500,000 5.90%, 05/01/2039*   90,000

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Manatee County, FL, School Dist    
$ 1,000,000 5.00%, 10/01/2030 $ 1,244,910
    Miami Beach, FL, Health Facs Auth    
  190,000 5.00%, 11/15/2020   195,634
    Miami Beach, FL, Redevelopment Agency    
  1,000,000 5.00%, 02/01/2026   1,150,340
    Miami-Dade County, FL, Aviation Rev    
  1,000,000 5.00%, 10/01/2024   1,101,840
  2,500,000 5.00%, 10/01/2026   2,755,400
  530,000 5.00%, 10/01/2027   618,171
  200,000 5.00%, 10/01/2035   204,978
    Miami-Dade County, FL, GO    
  3,000,000 5.00%, 07/01/2032   3,588,510
    Orange County, FL, Health Facs Auth    
  1,190,000 5.00%, 08/01/2024   1,378,555
  1,280,000 5.00%, 08/01/2025   1,480,026
  1,350,000 5.00%, 08/01/2026   1,557,873
    Palm Beach County, FL, Health Facs Auth    
  1,000,000 6.75%, 06/01/2024   1,128,900
  1,000,000 6.80%, 06/01/2025   1,129,300
    Polk County, FL, Industrial Dev Auth    
  1,750,000 5.00%, 01/01/2039   1,976,380
  2,340,000 5.00%, 01/01/2049   2,618,460
  2,330,000 5.00%, 01/01/2055   2,600,420
    Port St. Lucie, FL, Special Assessment    
  3,000,000 4.00%, 07/01/2028   3,498,870
  3,000,000 4.00%, 07/01/2029   3,482,070
    Putnam County, FL, Dev Auth    
  1,150,000 5.00%, 03/15/2042   1,387,026
    Seminole County, FL, Industrial Dev Auth    
  3,330,000 3.75%, 11/15/2025   3,339,257
    Volusia County Educational Facs Auth    
  60,000 4.00%, 10/15/2035   69,386
  55,000 4.00%, 10/15/2036   63,310
  750,000 4.00%, 10/15/2037   860,542
  750,000 4.00%, 10/15/2038   857,025
        75,650,144
    Georgia - 2.9%    
    Burke County, GA, Dev Auth Rev    
  1,740,000 2.05%, 10/01/2032(1)   1,760,149
  2,665,000 2.25%, 10/01/2032(1)   2,731,465
  2,860,000 2.35%, 10/01/2032(1)   2,885,368
  4,450,000 3.00%, 11/01/2045(1)   4,595,204
    Main Street Natural Gas, Inc., GA    
  2,150,000 4.00%, 08/01/2049(1)   2,423,287
  4,165,000 5.00%, 05/15/2032   5,225,159
    Monroe County, GA, Dev Auth Rev    
  3,375,000 2.40%, 01/01/2039(1)   3,380,906
    Municipal Electric Auth, GA    
  1,170,000 5.00%, 01/01/2022   1,254,767
  1,000,000 5.00%, 11/01/2022   1,103,260
  1,075,000 5.00%, 01/01/2024   1,192,164
  6,420,000 5.00%, 01/01/2028   7,722,142
  1,700,000 5.00%, 01/01/2056   1,998,639
        36,272,510
    Hawaii - 0.2%    
    State of Hawaii Airports System Rev    
  2,000,000 5.00%, 08/01/2022   2,189,620
    Illinois - 14.9%    
    Champaign County, IL, Community Unit School Dist No. 4 Champaign,    
    GO    
  530,000 0.00%, 01/01/2025(3)   493,547
  765,000 0.00%, 01/01/2027(3)   680,024
    Chicago, IL, Board of Education Rev    

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  1,000,000 5.00%, 04/01/2046   1,158,280
$ 715,000 6.00%, 04/01/2046 $ 867,452
    Chicago, IL, Board of Education, GO    
  2,500,000 0.00%, 12/01/2025(3)   2,195,750
  600,000 5.00%, 12/01/2023   667,806
  1,000,000 5.00%, 12/01/2024   1,153,880
  3,500,000 5.00%, 12/01/2034   4,137,770
  1,510,000 5.00%, 12/01/2042   1,634,213
  500,000 5.25%, 12/01/2020   515,975
    Chicago, IL, Metropolitan Water Reclamation Dist, GO    
  3,500,000 5.00%, 12/01/2027   4,342,800
  2,530,000 5.00%, 12/01/2031   2,699,889
  1,700,000 5.25%, 12/01/2032   2,351,032
    Chicago, IL, Midway International Airport Rev    
  500,000 5.00%, 01/01/2021   517,665
  1,420,000 5.00%, 01/01/2031   1,677,915
  1,000,000 5.00%, 01/01/2036   1,187,370
    Chicago, IL, Transit Auth    
  3,000,000 5.00%, 06/01/2020   3,035,700
  415,000 5.00%, 06/01/2025   491,339
  800,000 5.25%, 12/01/2027   858,888
  5,000,000 5.25%, 12/01/2028   5,367,150
    City of Chicago, IL, GO    
  325,000 0.00%, 01/01/2026(3)   284,898
  1,280,000 5.00%, 01/01/2021   1,325,273
  215,000 5.00%, 01/01/2022   229,143
  65,000 5.00%, 01/01/2023   71,080
  1,000,000 5.00%, 12/01/2023   1,029,660
  2,000,000 5.00%, 01/01/2024   2,241,420
    City of Chicago, IL, Wastewater Transmission Rev    
  1,000,000 5.00%, 01/01/2028   1,148,740
  2,500,000 5.00%, 01/01/2029   2,869,700
    City of Chicago, IL, Waterworks Rev    
  135,000 5.00%, 11/01/2023   148,731
  1,000,000 5.00%, 11/01/2027   1,204,120
  1,020,000 5.00%, 11/01/2028   1,175,397
  1,205,000 5.00%, 11/01/2029   1,317,246
    Cook County, IL, Community Consolidated School Dist No. 15, GO    
  3,465,000 5.00%, 12/01/2024   4,075,602
    Cook County, IL, Community High School Dist No. 212 Leyden    
  1,775,000 5.00%, 12/01/2026   2,064,467
  310,000 5.00%, 12/01/2027   358,732
  1,000,000 5.00%, 12/01/2034   1,145,390
    Cook County, IL, GO    
  1,000,000 5.00%, 11/15/2026   1,214,480
  4,300,000 5.00%, 11/15/2027   5,193,540
    Illinois Finance Auth    
  320,000 5.00%, 09/01/2020   326,310
  240,000 5.00%, 09/01/2022   260,623
    Illinois State Finance Auth Rev    
  1,000,000 5.00%, 10/01/2023   1,138,080
  1,000,000 5.00%, 11/15/2023   1,144,970
  5,000,000 5.00%, 02/15/2027   6,295,450
  700,000 5.00%, 10/01/2028   856,590
  1,000,000 5.00%, 11/15/2028   1,193,180
  2,650,000 5.00%, 11/15/2031   3,112,690
  2,500,000 5.00%, 11/15/2033   2,918,425
  2,135,000 5.00%, 11/15/2034   2,497,480
    Illinois State Toll Highway Auth, Taxable Rev    
  1,000,000 5.00%, 01/01/2027   1,112,450
  2,500,000 5.00%, 01/01/2031   3,145,350
    Kane Cook & DuPage Counties, IL, GO    
  4,200,000 5.00%, 01/01/2031   4,760,994
  1,700,000 5.00%, 01/01/2034   1,916,189
  1,700,000 5.00%, 01/01/2035   1,914,013
    Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO    

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  1,875,000 5.00%, 01/01/2027   2,191,012
$ 2,000,000 5.00%, 01/01/2029 $ 2,458,320
    Kendall Kane & Will Counties, IL, Unified School Dist, GO    
  1,665,000 5.00%, 02/01/2034   1,946,735
    Metropolitan Pier & Exposition Auth, IL    
  1,120,000 0.00%, 06/15/2020(3)   1,114,568
  4,000,000 0.00%, 12/15/2024(3)   3,666,640
  2,000,000 0.00%, 06/15/2027(3)   1,723,420
  3,895,000 0.00%, 12/15/2042(5)   3,149,107
  1,650,000 5.00%, 12/15/2020   1,696,613
  1,000,000 5.00%, 12/15/2035   1,150,670
    Railsplitter, IL, Tobacco Settlement Auth    
  1,000,000 5.00%, 06/01/2026   1,227,930
  1,940,000 5.00%, 06/01/2027   2,369,477
  1,000,000 5.50%, 06/01/2023   1,060,710
    Regional Transportation, IL, Auth Rev    
  600,000 5.00%, 06/01/2035   709,752
  8,775,000 6.00%, 07/01/2024   10,152,236
  3,525,000 6.00%, 07/01/2031   4,836,547
    Sales Tax Securitization Corp., IL    
  2,560,000 5.00%, 01/01/2029   3,253,580
  1,000,000 5.00%, 01/01/2030   1,240,340
    Sales Tax Securitization Corp., IL Rev    
  4,545,000 5.00%, 01/01/2030   5,886,320
    State of Illinois, GO    
  7,100,000 5.00%, 11/01/2021   7,517,906
  3,500,000 5.00%, 11/01/2024   3,981,635
  1,500,000 5.00%, 08/01/2025   1,616,250
  3,500,000 5.00%, 11/01/2025   4,067,000
  1,985,000 5.00%, 02/01/2026   2,219,409
  2,000,000 5.00%, 10/01/2026   2,379,080
  1,200,000 5.00%, 02/01/2027   1,435,632
  6,515,000 5.00%, 11/01/2027   7,830,509
  3,120,000 5.00%, 11/01/2029   3,712,332
  950,000 5.00%, 05/01/2033   1,051,451
    State of Illinois, Sales Tax Rev    
  1,185,000 5.00%, 06/15/2024   1,305,538
  795,000 6.50%, 06/15/2022   824,701
        183,500,278
    Indiana - 1.1%    
    City of Evansville, IN    
  2,015,725 3.00%, 06/01/2034   2,136,406
    Indiana Municipal Power Agency    
  1,050,000 5.00%, 01/01/2032   1,325,930
  870,000 5.00%, 01/01/2033   1,088,927
  180,000 5.00%, 01/01/2034   225,169
    Indiana State Finance Auth Hospital Rev    
  1,000,000 5.00%, 12/01/2029   1,175,350
    Indiana State Finance Auth Rev    
  1,625,000 5.00%, 03/01/2023   1,767,447
    Indianapolis, IN, Local Public Improvement Bond Bank    
  1,000,000 5.00%, 01/01/2029   1,137,000
  1,000,000 5.00%, 01/01/2031   1,199,520
    Richmond, IN, Hospital Auth Rev    
  775,000 5.00%, 01/01/2035   877,757
    Whiting, IN, Environmental Facs Rev    
  2,000,000 5.00%, 03/01/2046(1)   2,215,920
        13,149,426
    Iowa - 0.2%    
    Iowa Student Loan Liquidity Corp.    
  180,000 5.00%, 12/01/2022   198,875
  650,000 5.00%, 12/01/2024   752,310

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    State of Iowa, Finance Auth    
  990,000 2.88%, 05/15/2049   1,000,207
        1,951,392
    Kansas - 0.2%    
    Wyandotte County-Kansas City, KS    
$ 1,000,000 5.00%, 09/01/2025 $ 1,170,790
  1,390,000 5.00%, 09/01/2028   1,666,777
        2,837,567
    Kentucky - 1.3%    
    Kentucky Bond Dev Corp.    
  1,000,000 5.00%, 09/01/2032   1,262,670
  1,100,000 5.00%, 09/01/2033   1,388,607
  1,200,000 5.00%, 09/01/2034   1,513,752
  1,025,000 5.00%, 09/01/2035   1,286,877
    Kentucky Economic Dev Finance Auth    
  2,910,000 5.00%, 12/01/2047   3,175,741
    Kentucky Public Energy Auth    
  4,000,000 4.00%, 01/01/2049(1)   4,465,920
    Louisville & Jefferson County, KY, Metropolitan Gov't Rev Catholic    
    Health Initiatives    
  2,600,000 5.00%, 12/01/2023   2,832,726
        15,926,293
    Louisiana - 1.5%    
    Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev    
  975,000 5.75%, 11/15/2030   1,098,630
  1,155,000 6.00%, 11/15/2030   1,323,064
  1,750,000 6.00%, 11/15/2035   1,976,082
    Louisiana State, GO    
  4,000,000 5.00%, 12/01/2031   4,697,080
    New Orleans, LA, Aviation Board    
  750,000 5.00%, 01/01/2026   901,103
  500,000 5.00%, 01/01/2027   612,895
  1,250,000 5.00%, 01/01/2034   1,438,538
  710,000 5.00%, 01/01/2035   848,322
    Shreveport, LA, Water & Sewer Rev    
  2,000,000 5.00%, 12/01/2027   2,407,440
  1,000,000 5.00%, 12/01/2035   1,231,390
  1,400,000 5.00%, 12/01/2036   1,722,056
        18,256,600
    Maine - 0.2%    
    Finance Auth of Maine    
  225,000 5.00%, 12/01/2021   240,014
  1,000,000 5.00%, 12/01/2023   1,133,360
    Maine State Housing Auth    
  750,000 2.80%, 11/15/2022   778,065
        2,151,439
    Maryland - 0.6%    
    Howard County, MD, Special Obligation    
  500,000 4.00%, 02/15/2028(2)   538,955
    Maryland Economic Dev Corp.    
  480,000 4.00%, 06/01/2020   484,623
    Maryland Health & Higher Educational Facs Auth    
  1,620,000 2.88%, 07/01/2023   1,705,066
    Rockville, MD, Mayor    
  2,000,000 3.00%, 11/01/2025   2,004,300
    State of Maryland, GO    
  1,840,000 5.00%, 03/15/2028   2,336,616
        7,069,560
    Massachusetts - 1.5%    
    Massachusetts Housing Finance Agency    
  400,000 2.90%, 06/01/2022   411,728
  500,000 3.10%, 06/01/2023   525,935

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  900,000 3.15%, 06/01/2023   948,141
  400,000 3.25%, 06/01/2024   425,624
    Massachusetts School Building Auth    
  200,000 5.00%, 11/15/2030   250,504
    Massachusetts State Dev Finance Agency    
$ 1,000,000 4.00%, 10/01/2024(2) $ 1,082,950
  1,000,000 4.00%, 10/01/2025(2)   1,093,660
  635,000 4.00%, 10/01/2026(2)   692,544
  165,000 4.00%, 07/15/2036   191,720
  1,720,000 5.00%, 07/01/2028   2,068,076
  1,850,000 5.00%, 07/01/2029   2,271,132
  3,350,000 5.00%, 07/01/2030   4,075,460
  955,000 5.00%, 07/01/2031   1,193,836
  2,180,000 5.00%, 07/01/2043   2,647,392
        17,878,702
    Michigan - 2.9%    
    City of Detroit, MI, GO    
  500,000 5.00%, 04/01/2021   516,030
    Great Lakes, MI, Water Auth Water Supply System Rev    
  5,000,000 5.00%, 07/01/2029   6,078,400
    Lincoln Park School Dist, GO    
  1,200,000 5.00%, 05/01/2030   1,549,896
    Michigan Finance Auth    
  2,165,000 5.00%, 04/01/2020   2,178,033
  1,000,000 5.00%, 07/01/2027   1,191,760
  1,000,000 5.00%, 07/01/2028   1,187,560
  1,000,000 5.00%, 07/01/2029   1,154,670
  2,700,000 5.00%, 10/01/2030   3,104,811
  2,555,000 5.00%, 06/01/2033   2,914,003
  1,000,000 5.00%, 06/01/2034   1,139,220
  915,000 5.00%, 11/01/2034   1,155,544
  1,000,000 5.00%, 11/01/2035   1,260,400
  1,000,000 5.00%, 11/01/2036   1,256,100
  1,000,000 5.00%, 11/01/2038   1,244,250
    Michigan State Building Auth    
  1,000,000 5.00%, 04/15/2027   1,254,280
    Michigan State Hospital Finance Auth    
  1,505,000 4.00%, 11/15/2031   1,750,616
  345,000 4.00%, 11/15/2032   398,706
    Michigan State Housing Dev Auth    
  3,125,000 4.25%, 12/01/2049   3,487,500
    State of Michigan Rev    
  370,000 5.00%, 03/15/2027   469,068
    Wayne County, MI, Airport Auth Rev    
  2,465,000 5.00%, 12/01/2030   2,922,947
        36,213,794
    Minnesota - 0.7%    
    Duluth, MN, Independent School Dist No. 709    
  2,935,000 3.00%, 02/01/2021   2,986,333
  1,180,000 4.00%, 02/01/2027   1,336,940
    Freddie Mac Multifamily, ML, Certificates    
  2,010,523 2.54%, 06/25/2037   2,124,407
    Minnesota Housing Finance Agency Rev    
  470,000 1.45%, 07/01/2024   470,456
  540,000 1.55%, 07/01/2025   541,285
    St. Francis, MN, Independent School Dist No. 15    
  315,000 4.00%, 02/01/2029   339,781
  365,000 4.00%, 02/01/2030   392,079
  750,000 4.00%, 02/01/2031   803,378
        8,994,659
    Mississippi - 0.5%    
    Mississippi Dev Bank, Special Obligation    
  1,970,000 5.00%, 10/01/2033   2,478,477
    State of Mississippi    

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  1,000,000 5.00%, 10/15/2025   1,211,820
  1,850,000 5.00%, 10/15/2029   2,226,456
        5,916,753
    Missouri - 1.8%    
    Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist    
$ 4,965,000 4.00%, 10/01/2036 $ 5,902,789
    City of St. Louis, MO, Airport Rev    
  540,000 5.00%, 07/01/2030   689,164
  1,000,000 5.00%, 07/01/2032   1,241,470
  1,000,000 5.00%, 07/01/2047   1,203,870
    Kansas City Industrial Dev Auth    
  1,065,000 5.00%, 03/01/2030   1,357,076
  1,000,000 5.00%, 03/01/2031   1,266,900
  490,000 5.00%, 03/01/2032   618,655
    Kirkwood, MO, Industrial Dev Auth Retirement Community    
  2,500,000 5.25%, 05/15/2042   2,833,850
  2,000,000 5.25%, 05/15/2050   2,246,340
  3,500,000 8.25%, 05/15/2045   3,570,595
    St. Louis County, MO, Industrial Dev Auth    
  1,255,000 5.00%, 09/01/2026   1,463,154
    Stone Canyon, MO, Community Improvement Dist Rev    
  1,000,000 5.75%, 04/01/2027*   260,000
        22,653,863
    Montana - 0.5%    
    Montana Board of Housing    
  2,640,000 4.00%, 12/01/2043   2,866,433
    Montana Facs Finance Auth    
  2,500,000 5.00%, 02/15/2028   3,057,900
        5,924,333
    Nebraska - 0.4%    
    Central Plains, NE, Energy Project    
  1,000,000 5.00%, 09/01/2022   1,094,430
  210,000 5.00%, 09/01/2025   248,966
  3,325,000 5.00%, 09/01/2028   4,134,903
        5,478,299
    Nevada - 1.3%    
    City of North Las Vegas, NV    
  475,000 4.50%, 06/01/2039   513,922
  745,000 4.63%, 06/01/2043   805,189
  1,000,000 4.63%, 06/01/2049   1,075,220
    City of Sparks, NV    
  775,000 2.50%, 06/15/2024(2)   788,539
    Clark County, NV, School Dist, GO    
  830,000 5.00%, 06/15/2026   1,014,633
  1,000,000 5.00%, 06/15/2028   1,269,240
  6,460,000 5.00%, 06/15/2029   8,306,131
    Las Vegas, NV, Special Improvement Dist    
  320,000 5.00%, 06/01/2027   348,723
  350,000 5.00%, 06/01/2028   380,079
  605,000 5.00%, 06/01/2029   654,441
    Nevada State Natural Resources, GO    
  10,000 5.00%, 03/01/2026   11,233
    Reno, NV    
  250,000 5.00%, 06/01/2024   288,470
  250,000 5.00%, 06/01/2026   304,770
        15,760,590
    New Hampshire - 0.2%    
    New Hampshire Health and Education Facs Auth Act Rev    
  1,715,000 5.00%, 08/01/2059   2,632,714
    New Jersey - 1.3%    
    City of Atlantic City, NJ, GO    
  250,000 5.00%, 03/01/2021   259,730

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  400,000 5.00%, 03/01/2022   429,704
    City of Bayonne, NJ    
  705,000 0.00%, 07/01/2023(3)   673,064
    New Jersey Economic Dev Auth    
$ 1,000,000 5.00%, 09/01/2021 $ 1,040,240
  1,200,000 5.00%, 06/15/2023   1,343,772
    New Jersey Economic Dev Auth Rev, School Facs Construction Bond    
  500,000 5.00%, 06/15/2020   507,165
    New Jersey Transportation Trust Fund Auth    
  5,000,000 0.00%, 12/15/2032(3)   3,693,700
  1,500,000 5.00%, 06/15/2021   1,578,750
  1,000,000 5.00%, 12/15/2023   1,137,100
  1,610,000 5.00%, 12/15/2024   1,879,353
    Tobacco Settlement Financing Corp., NJ    
  2,870,000 5.00%, 06/01/2029   3,565,745
        16,108,323
    New Mexico - 0.1%    
    City of Santa Fe    
  1,045,000 5.00%, 05/15/2049   1,159,741
    New York - 6.8%    
    City of New York, NY, GO    
  2,190,000 5.00%, 08/01/2032   2,844,898
  1,250,000 5.00%, 08/01/2033   1,615,913
  2,445,000 5.00%, 08/01/2034   3,148,964
    Metropolitan Transportation Auth, NY, Rev    
  370,000 0.00%, 11/15/2027(3)   323,654
  4,000,000 5.00%, 11/15/2034(1)   4,614,760
    New York and New Jersey Port Auth, Taxable Rev    
  2,750,000 5.00%, 10/15/2025   3,227,455
    New York City, NY Transitional Finance Auth Building Aid Rev    
  1,000,000 5.00%, 07/15/2026   1,231,540
    New York City, NY Transitional Finance Auth Future Tax Secured Rev    
  2,000,000 4.00%, 11/01/2036   2,358,520
  1,525,000 4.00%, 11/01/2037   1,791,280
    New York City, NY, Housing Dev Corp.    
  1,335,000 4.50%, 02/15/2048   1,425,086
    New York Mortgage Agency Rev    
  475,000 3.50%, 10/01/2034   493,259
    New York State Dormitory Auth Rev    
  7,050,000 4.00%, 02/15/2037   8,389,641
  1,670,000 5.00%, 03/15/2022   1,747,622
  2,000,000 5.00%, 12/15/2027   2,234,160
  2,500,000 5.00%, 03/15/2030   2,984,470
  2,500,000 5.00%, 03/15/2031   3,105,775
  2,500,000 5.00%, 03/15/2033   3,097,525
  3,800,000 5.00%, 03/15/2035   4,879,048
  4,000,000 5.00%, 03/15/2043   4,867,520
    New York State Energy Research & Dev Auth    
  860,000 2.38%, 07/01/2026(1)   862,382
    New York State Liberty Dev Corp. Rev    
  2,300,000 5.15%, 11/15/2034(2)   2,592,836
    New York State Thruway Auth Rev    
  1,000,000 4.00%, 01/01/2037   1,106,580
    New York State Urban Dev Corp. Rev    
  1,000,000 5.00%, 03/15/2026   1,126,470
    Sales Tax Asset Receivable Corp., NY    
  2,500,000 5.00%, 10/15/2029   2,965,675
    State of New York Mortgage Agency    
  1,000,000 3.15%, 04/01/2024   1,056,430
  1,330,000 3.25%, 10/01/2024   1,431,399
  4,790,000 3.50%, 10/01/2032   5,209,843
    Syracuse, NY, Industrial Dev Agency    
  320,000 5.00%, 01/01/2029   362,179
  2,635,000 5.00%, 01/01/2031   2,956,180
    Town of Oyster Bay, NY, GO    

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  615,000 2.63%, 03/01/2020   615,566
  265,000 3.00%, 03/01/2021   270,737
  1,400,000 4.00%, 02/15/2020   1,401,162
  155,000 4.00%, 11/01/2022   158,376
$ 2,340,000 5.00%, 08/15/2024 $ 2,735,811
    Triborough Bridge & Tunnel Auth    
  1,325,000 0.00%, 11/15/2031(3)   1,035,501
    TSASC, Inc., NY    
  2,000,000 5.00%, 06/01/2026   2,403,120
    Yonkers, NY, GO    
  1,000,000 5.00%, 03/15/2021   1,045,670
        83,717,007
    North Carolina - 1.0%    
    North Carolina Housing Finance Agency    
  2,400,000 4.00%, 07/01/2047   2,589,096
    North Carolina Medical Care Commission    
  2,970,000 5.00%, 01/01/2049   3,473,950
    North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway
    Ridge    
  1,050,000 5.00%, 01/01/2039   1,219,428
  670,000 5.00%, 01/01/2044   786,540
    North Carolina Medical Care Commission Rev    
  245,000 4.00%, 01/01/2026   270,019
  565,000 5.00%, 01/01/2027   663,886
  795,000 5.00%, 01/01/2028   946,853
  275,000 5.00%, 01/01/2029   327,844
    North Carolina Raleigh Durham Airport Auth Rev    
  1,500,000 5.00%, 05/01/2027   1,880,430
        12,158,046
    North Dakota - 0.4%    
    North Dakota Housing Finance Agency    
  3,980,000 4.25%, 07/01/2049   4,417,402
    Ohio - 3.4%    
    Allen County, OH, Hospital Facs Rev    
  2,000,000 5.00%, 05/01/2023   2,172,720
    American Municipal Power, Inc., OH    
  5,000,000 2.30%, 02/15/2038(1)   5,087,900
    Buckeye, OH, Tobacco Settlement Finance Auth    
  11,000,000 5.88%, 06/01/2047   11,047,190
  6,680,000 6.00%, 06/01/2042   6,718,477
    Cleveland, OH, Airport System Rev    
  1,165,000 5.00%, 01/01/2022   1,256,091
  1,385,000 5.00%, 01/01/2023   1,546,242
    Cuyahoga, OH, Community College Dist    
  1,200,000 5.00%, 08/01/2027   1,200,000
    Dayton, OH, City School Dist, GO    
  4,000,000 5.00%, 11/01/2027   5,081,880
    Hamilton County, OH, Sales Tax Rev    
  430,000 5.00%, 12/01/2027   551,647
    Ohio Housing Finance Agency Rev    
  1,920,000 3.75%, 09/01/2050   2,153,126
    State of Ohio    
  2,000,000 4.00%, 12/15/2021   2,115,860
  2,210,000 5.00%, 12/15/2022   2,466,736
        41,397,869
    Oklahoma - 0.7%    
    Oklahoma Dev Finance Auth    
  5,305,000 1.63%, 07/06/2023   5,314,973
  935,000 5.25%, 08/15/2048   1,125,235
  935,000 5.50%, 08/15/2057   1,135,277
    Oklahoma Housing Finance Agency    
  565,000 5.00%, 09/01/2043   584,442
        8,159,927

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Oregon - 1.9%    
    Benton & Linn Counties, OR, Consolidated School Dist No. 509J &    
    509A Corvallis    
  1,665,000 0.00%, 06/15/2038(5)   2,052,112
    Clackamas County, OR, Hospital Facs Auth    
$ 1,150,000 2.80%, 05/15/2024 $ 1,150,471
    Clackamas County, OR, School Dist No. 12, GO    
  8,200,000 0.00%, 06/15/2040(3)   3,913,450
    Jackson County, OR, School Dist No. 4, GO    
  625,000 0.00%, 06/15/2034(3)   409,431
    Marion County, OR, School Dist No. 15 North Marion    
  1,105,000 0.00%, 06/15/2037(3)   627,485
    Multnomah & Clackamas Counties, OR, School Dist No. 10JT    
    Gresham-Barlow    
  850,000 0.00%, 06/15/2038(3)   503,532
    Oregon Health & Science University    
  2,500,000 4.00%, 07/01/2046   2,806,525
    Port of Portland, OR, Airport Rev    
  1,000,000 5.00%, 07/01/2031   1,151,660
  750,000 5.00%, 07/01/2032   862,703
    Salem Hospital Facs Auth, OR    
  910,000 5.00%, 05/15/2038   1,069,150
  720,000 5.00%, 05/15/2048   834,811
    State of Oregon Housing & Community Services Department    
  3,315,000 4.50%, 01/01/2049   3,657,506
    Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J    
  7,505,000 0.00%, 06/15/2034(3)   4,988,724
        24,027,560
    Pennsylvania - 5.9%    
    Allegheny County, PA, Industrial Dev Auth, Charter School    
  905,000 6.75%, 08/15/2035   925,118
    Beaver County, PA, GO    
  1,220,000 5.00%, 11/15/2020   1,257,051
  1,285,000 5.00%, 11/15/2021   1,373,575
  1,345,000 5.00%, 11/15/2022   1,488,928
    City of Philadelphia, PA, Airport Rev    
  1,555,000 5.00%, 02/01/2035   1,979,251
    City of Philadelphia, PA, GO    
  965,000 5.00%, 08/01/2021   1,022,157
  1,550,000 5.00%, 02/01/2033   1,982,062
  2,000,000 5.00%, 02/01/2034   2,552,080
    City of Philadelphia, PA, Redev Auth    
  225,000 5.00%, 04/15/2025   260,197
    City of Philadelphia, PA, Water & Wastewater Rev    
  930,000 5.00%, 11/01/2029   1,175,008
    Commonwealth Finance Auth, PA    
  3,000,000 5.00%, 06/01/2026   3,587,730
  125,000 5.00%, 06/01/2028   158,741
  1,070,000 5.00%, 06/01/2029   1,351,014
  145,000 5.00%, 06/01/2031   181,131
    Delaware River, PA, Joint Toll Bridge Commission    
  1,000,000 5.00%, 07/01/2031   1,252,440
    Erie, PA, City School Dist, GO    
  2,440,000 5.00%, 04/01/2028   3,079,646
  1,105,000 5.00%, 04/01/2029   1,421,395
    Harrisburg, PA, School Dist, GO    
  2,410,000 5.00%, 11/15/2026   2,999,100
    Lancaster County, PA, Hospital Auth    
  635,000 5.00%, 07/01/2024   702,818
  515,000 5.00%, 07/01/2025   577,248
    Montgomery County, PA, Industrial Dev Auth Rev    
  760,000 5.00%, 12/01/2044   897,636
  2,455,000 5.00%, 12/01/2046   2,748,471
  1,000,000 5.00%, 12/01/2049   1,176,750

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Pennsylvania Higher Educational Facs Auth Rev    
  920,000 5.00%, 05/01/2032   1,131,720
    Pennsylvania Housing Finance Agency    
  1,000,000 3.10%, 04/01/2023   1,023,710
  1,025,000 3.10%, 10/01/2023   1,049,272
    Pennsylvania State, Industrial Dev Auth    
$ 2,250,000 5.00%, 07/01/2021 $ 2,377,485
    Pennsylvania Turnpike Commission Rev    
  575,000 1.82%, 12/01/2020, MUNIPSA + 0.880%(4)   576,363
  2,000,000 1.84%, 12/01/2021, MUNIPSA + 0.900%(4)   2,016,620
  925,000 1.92%, 12/01/2021, MUNIPSA + 0.980%(4)   933,630
  800,000 5.00%, 12/01/2020   827,160
  1,000,000 5.00%, 12/01/2021   1,074,230
  500,000 5.00%, 12/01/2027   616,035
  1,000,000 5.00%, 12/01/2029   1,233,980
  1,590,000 5.00%, 12/01/2030   1,953,808
  1,000,000 5.00%, 12/01/2031   1,255,370
  2,000,000 5.00%, 12/01/2033   2,438,580
  2,615,000 5.00%, 12/01/2037   2,914,156
  755,000 5.00%, 12/01/2042   920,353
    Philadelphia, PA, School Dist, GO    
  1,560,000 5.00%, 09/01/2022   1,714,409
  2,000,000 5.00%, 09/01/2023   2,264,760
  1,100,000 5.00%, 09/01/2031   1,404,260
  1,060,000 5.00%, 09/01/2032   1,349,020
  200,000 5.25%, 09/01/2023   204,884
    Pittsburgh Water & Sewer Auth    
  195,000 5.00%, 09/01/2032   252,324
  735,000 5.00%, 09/01/2034   946,312
    Pittsburgh, PA, School Dist, GO    
  3,145,000 5.00%, 09/01/2021   3,347,727
  1,500,000 5.00%, 09/01/2023   1,594,290
    Pittsburgh, PA, Water & Sewer Auth    
  950,000 5.00%, 09/01/2033   1,226,032
    Reading, PA, School Dist, GO    
  500,000 5.00%, 03/01/2038   595,060
    Wilkes-Barre Area, PA, School Dist    
  1,500,000 5.00%, 04/15/2059   1,805,700
        73,196,797
    Puerto Rico - 0.6%    
    Puerto Rico Highway & Transportation Auth    
  1,085,000 4.95%, 07/01/2026   1,093,832
    Puerto Rico Sales Tax Financing Corp. Sales Tax Rev    
  6,525,000 0.00%, 07/01/2051(3)   1,379,515
  4,750,000 5.00%, 07/01/2058   5,340,900
        7,814,247
    Rhode Island - 0.8%    
    Rhode Island Health & Educational Building Corp.    
  2,700,000 5.00%, 05/15/2027   3,195,450
  2,020,000 5.00%, 05/15/2028   2,493,124
    Rhode Island Housing & Mortgage Finance Corp.    
  1,345,000 2.75%, 04/01/2040   1,384,852
    Rhode Island Student Loan Auth    
  1,560,000 4.50%, 12/01/2026   1,639,732
  1,000,000 5.00%, 12/01/2028   1,257,160
        9,970,318
    South Carolina - 1.7%    
    Lancaster County, SC, Sun City Assessment    
  1,987,000 7.70%, 11/01/2017*   417,270
    South Carolina Jobs-Economic Dev Auth    
  4,355,000 5.00%, 05/01/2029   5,494,312
  1,375,000 5.00%, 05/01/2048   1,627,065
  1,000,000 5.25%, 08/01/2024   1,149,190
    South Carolina Port Auth    

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
  1,240,000 5.00%, 07/01/2029   1,599,129
  1,100,000 5.00%, 07/01/2030   1,409,331
  3,190,000 5.00%, 07/01/2031   4,063,262
    South Carolina State Public Service Auth    
  1,665,000 5.00%, 12/01/2031   1,929,752
$ 2,350,000 5.00%, 12/01/2034 $ 2,711,641
        20,400,952
    South Dakota - 1.6%    
    South Dakota Housing Dev Auth    
  1,125,000 2.45%, 11/01/2023   1,163,070
  1,990,000 3.50%, 11/01/2046   2,097,380
  2,705,000 3.75%, 11/01/2050   3,007,094
  790,000 4.00%, 11/01/2047   853,263
  8,500,000 4.00%, 11/01/2049   9,479,370
    South Dakota State Educational Enhancement Funding Corp.    
  835,000 5.00%, 06/01/2023   930,449
  1,395,000 5.00%, 06/01/2024   1,551,938
  1,000,000 5.00%, 06/01/2026   1,109,250
        20,191,814
    Tennessee - 1.0%    
    Chattanooga, TN, Health Educational & Housing Facs Board Rev    
  890,000 5.00%, 08/01/2044   1,089,395
    Tennessee Energy Acquisition Corp.    
  500,000 5.25%, 09/01/2026   608,820
    Tennessee Housing Dev Agency    
  1,530,000 3.50%, 07/01/2045   1,623,483
  4,285,000 3.50%, 01/01/2047   4,546,635
  4,290,000 4.00%, 01/01/2049   4,682,535
        12,550,868
    Texas - 10.2%    
    Arlington, TX    
  1,000,000 5.00%, 02/15/2034   1,169,620
    Arlington, TX, Higher Education Finance Corp. Rev    
  1,000,000 5.00%, 08/15/2027   1,159,130
    Austin, TX, Airport System Rev    
  595,000 5.00%, 11/15/2026   736,515
  1,125,000 5.00%, 11/15/2028   1,381,320
  560,000 5.00%, 11/15/2030   682,606
    Austin, TX, Independent School Dist    
  1,620,000 4.00%, 08/01/2033   1,923,799
    Central Texas Turnpike System Rev    
  1,800,000 5.00%, 08/15/2032   2,078,028
    City of Houston, TX    
  1,060,000 0.00%, 09/01/2025(3)   979,800
    City of San Antonio, TX, Electric & Gas Systems Rev    
  3,685,000 1.75%, 02/01/2049(1)   3,804,947
  5,215,000 5.00%, 02/01/2032   6,355,098
    Clifton, TX, Higher Education Finance Corp.    
  1,000,000 4.00%, 08/15/2029   1,189,040
  1,050,000 4.00%, 08/15/2030   1,218,084
  500,000 4.00%, 08/15/2031   576,310
    Conroe Independent School Dist, GO    
  3,270,000 3.00%, 02/15/2035   3,570,840
    Conroe, TX, Independent School Dist, GO    
  1,120,000 3.00%, 02/15/2036   1,217,899
    County of Williamson, TX, GO    
  3,940,000 4.00%, 02/15/2039   4,607,436
  2,195,000 4.00%, 02/15/2040   2,560,028
    Dallas, TX, Area Rapid Transit Sales Tax Rev    
  1,000,000 5.00%, 12/01/2030   1,216,290
    Dallas-Fort Worth, TX, International Airport Rev    
  750,000 5.00%, 11/01/2023   771,645
    Denton, TX, Independent School Dist, GO    
  1,000,000 0.00%, 08/15/2020(3)   994,980

 


 

  The Hartford Municipal Opportunities Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Grapevine-Colleyville, TX, Independent School Dist, GO    
  1,500,000 5.00%, 08/15/2027   1,821,525
    Harris County - Houston, TX, Sports Auth    
  2,500,000 5.00%, 11/15/2030   2,891,925
  500,000 5.00%, 11/15/2032   572,360
$ 350,000 5.00%, 11/15/2034 $ 399,770
    Harris County, TX, Toll Road Auth    
  1,605,000 5.00%, 08/15/2032   2,026,601
    Jefferson Railport Terminal II LLC    
  1,020,000 4.00%, 01/01/2050(2)   1,047,785
    Keller, TX, Independent School Dist, GO    
  2,675,000 4.00%, 02/15/2036   3,165,354
  3,670,000 4.00%, 02/15/2037   4,330,343
    Kerrville, TX, Health Facs Dev Corp.    
  1,300,000 5.00%, 08/15/2024   1,507,415
  1,500,000 5.00%, 08/15/2035   1,729,980
    La Joya, TX, Independent School Dist, GO    
  1,580,000 5.00%, 02/15/2025   1,825,801
    New Hope, TX, Cultural Education Facs Finance Corp.    
  700,000 1.85%, 11/01/2020   696,157
  340,000 3.25%, 11/15/2022   340,065
  3,375,000 5.00%, 11/01/2031   3,714,086
  1,000,000 5.00%, 11/01/2046   1,084,760
    North Texas Tollway Auth Rev    
  5,000,000 0.00%, 01/01/2032(3)   3,964,600
  1,000,000 5.00%, 01/01/2030   1,143,820
  1,200,000 5.00%, 01/01/2035   1,436,640
    San Antonio, TX, Water Rev    
  1,440,000 5.00%, 05/15/2031   1,759,694
    Spring Branch, TX, Independent School Dist, GO    
  1,000,000 5.00%, 02/01/2026   1,197,900
    State of Texas, GO    
  24,370,000 1.00%, 06/01/2043(1)   24,370,000
  10,200,000 4.00%, 08/27/2020   10,375,950
    Tarrant County, TX, Cultural Education Facs    
  2,575,000 5.00%, 10/01/2034   2,843,032
    Texas Municipal Gas Acquisition & Supply Corp. Rev    
  1,725,000 6.25%, 12/15/2026   2,049,197
    Texas Transportation Commission    
  1,755,000 0.00%, 08/01/2038(3)   872,639
    Travis County, TX, Health Facs Dev    
  2,000,000 7.13%, 11/01/2040   2,089,640
    Wylie, TX, Independent School Dist    
  3,905,000 4.00%, 08/15/2035   4,653,120
  3,095,000 4.00%, 08/15/2036   3,676,860
        125,780,434
    Utah - 0.2%    
    Salt Lake County, UT    
  490,000 5.13%, 02/15/2033   583,982
    Utah Housing Corp.    
  1,685,000 4.00%, 01/01/2045   1,806,219
        2,390,201
    Vermont - 0.5%    
    Vermont Housing Finance Agency    
  1,685,000 4.00%, 11/01/2045   1,757,539
  1,575,000 4.00%, 11/01/2046   1,681,439
  2,070,000 4.00%, 05/01/2048   2,210,429
        5,649,407
    Washington - 0.7%    
    Chelan County, WA, Public Utility Dist No. 1    
  2,060,000 0.00%, 06/01/2028(3)   1,797,576
    County of King, WA, GO    
  1,400,000 5.00%, 01/01/2031   1,827,476
    Washington State Health Care Facs Auth Rev    

 


 

  The Hartford Municipal Opportunities Fund        
 
  Schedule of Investments – (continued)        
  January 31, 2020 (Unaudited)        
 
 
  780,000 5.00%, 07/01/2028     908,591  
  2,000,000 5.00%, 03/01/2029     2,335,880  
    Washington State Housing Finance Commission        
$ 1,560,000 5.00%, 01/01/2055(2) $   1,718,340  
          8,587,863  
    West Virginia - 0.4%        
    West Virginia Housing Dev Fund        
  1,000,000 2.80%, 11/01/2022     1,036,370  
    West Virginia State Economic Dev Auth        
  2,000,000 1.70%, 01/01/2041(1)     2,003,980  
  1,555,000 2.55%, 03/01/2040(1)     1,631,257  
          4,671,607  
    Wisconsin - 2.6%        
    Milwaukee County, WI, Airport Rev        
  1,790,000 5.00%, 12/01/2025     2,044,520  
    Public Finance Auth, WI        
  1,600,000 5.00%, 09/01/2025(2)     1,774,016  
  2,940,000 5.00%, 07/01/2035     3,599,501  
  1,050,000 5.00%, 07/01/2036     1,282,134  
  875,000 5.00%, 10/01/2043(2)     976,369  
  2,340,000 5.00%, 10/01/2044     2,857,655  
  3,200,000 5.00%, 10/01/2048(2)     3,561,856  
  1,000,000 5.00%, 10/01/2053(2)     1,110,320  
    Wisconsin Health & Educational Facs Auth Rev        
  3,000,000 5.00%, 11/15/2027     3,537,630  
  1,700,000 5.00%, 12/01/2028     1,978,035  
  3,785,000 5.00%, 11/01/2039     4,208,125  
  2,590,000 5.00%, 11/01/2046     2,853,092  
    Wisconsin Housing & Economic Dev Auth        
  1,700,000 1.55%, 11/01/2038(4)     1,703,400  
          31,486,653  
    Wyoming - 0.2%        
    Wyoming Community Dev Auth        
  1,225,000 3.25%, 12/01/2023     1,305,507  
  1,360,000 4.00%, 12/01/2046     1,464,203  
          2,769,710  
    Total Municipal Bonds        
    (cost $1,110,298,229) $   1,175,143,457  
  Short-Term Investments - 5.7%        
    Other Investment Pools & Funds - 5.7%        
    Morgan Stanley Institutional Liquidity Funds, Government Portfolio,        
  70,085,184 Institutional Class, 1.49%(6)     70,085,184  
    Total Short-Term Investments        
    (cost $70,085,184) $   70,085,184  
    Total Investments        
    (cost $1,180,383,413) 101.2 % $ 1,245,228,641  
    Other Assets and Liabilities (1.2 )% (14,237,102 )
 
    Total Net Assets 100.0 % $ 1,230,991,539  
 
  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.

 

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(1)      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.
(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, 2020, the aggregate value of these securities was $20,836,711, representing 1.7% of net assets.
(3)      Security is a zero-coupon bond.
(4)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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:

FHLMC FNMA GNMA LIBOR MUNIPSA

Municipal Abbreviations:

Auth Dev Dist Facs GO Redev Rev

Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate Municipal Swap Index Yield

Authority Development District Facilities General Obligation Redevelpoment Revenue

 


 

The Hartford Municipal Opportunities Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1     Level 2 Level 3(1)  
Assets                  
Municipal Bonds $ 1,175,143,457 $ $ 1,175,143,457 $
Short-Term Investments   70,085,184   70,085,184      
Total $ 1,245,228,641 $ 70,085,184 $ 1,175,143,457 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.          

 


 

  Hartford Municipal Short Duration Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Municipal Bonds - 95.4%    
    Alabama - 2.8%    
    State of Alabama, Docks Department    
$ 250,000 5.00%, 10/01/2024 $ 290,483
    State of Alabama, Troy University    
  350,000 5.00%, 11/01/2024   411,526
        702,009
    Arizona - 1.6%    
    Maricopa County, AZ, Industrial Dev Auth    
  100,000 5.00%, 09/01/2022   109,791
    Maricopa County, AZ, Pollution Control Corp.    
  200,000 5.00%, 06/01/2035   202,688
    Tempe, AZ, Industrial Dev Auth    
  105,000 4.00%, 10/01/2023(1)   105,909
        418,388
    California - 2.1%    
    California County, CA, Tobacco Securitization Agency    
  195,000 5.00%, 06/01/2020   197,116
    Orange County, CA, Community Facs Dist, Special Tax    
  245,000 4.00%, 08/15/2021   254,124
    Roseville, CA, Natural Gas Financing Auth    
  75,000 5.00%, 02/15/2023   83,282
        534,522
    Colorado - 1.9%    
    Denver, CO, Convention Center Hotel Auth    
  150,000 5.00%, 12/01/2022   164,498
    E-470 Public Highway, CO, Auth Rev    
  40,000 2.16%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(2)   40,310
    Park Creek, CO, Metropolitan Dist Rev    
  150,000 5.00%, 12/01/2021   160,004
    Vauxmont, CO, Metropolitan Dist    
  105,000 5.00%, 12/15/2022   115,089
        479,901
    Connecticut - 1.9%    
    Connecticut State Health & Educational Facs Auth    
  110,000 5.00%, 07/01/2020   111,796
  185,000 5.00%, 07/01/2024   214,000
    State of Connecticut, GO    
  140,000 5.00%, 07/15/2022   153,719
        479,515
    District of Columbia - 0.4%    
    Metropolitan Washington, DC, Airports Auth System Rev    
  95,000 5.00%, 10/01/2039   97,562
    Florida - 5.9%    
    Alachua County, FL, Health Facilities Auth    
  250,000 4.00%, 12/01/2023   276,425
    Broward County, FL, Airport System Rev    
  165,000 5.00%, 10/01/2020   169,273
    City of Atlantic Beach, FL    
  200,000 3.00%, 11/15/2023   200,790
    JEA, FL, Electric System Rev    
  100,000 5.00%, 10/01/2021   106,424
  100,000 5.00%, 10/01/2022   110,633
    Miami-Dade County, FL, Aviation Rev    
  50,000 5.00%, 10/01/2024   58,739
    Miami-Dade County, FL, Seaport Department Rev    
  65,000 5.00%, 10/01/2021   69,287
  145,000 5.00%, 10/01/2022   157,970
    Osceola County, FL, Transportation Rev    
  100,000 5.00%, 10/01/2025   119,531

 


 

  Hartford Municipal Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Seminole County, FL, Industrial Dev Auth    
$ 135,000 3.75%, 11/15/2025 $ 135,375
    Tampa-Hillsborough County, FL, Expressway Auth    
  75,000 5.00%, 07/01/2021   79,196
        1,483,643
    Georgia - 3.1%    
    Burke County, GA, Dev Auth Rev    
  70,000 2.35%, 10/01/2032(3)   70,621
  100,000 3.00%, 11/01/2045(3)   103,263
    Main Street Natural Gas, Inc., GA    
  50,000 4.00%, 08/01/2049(3)   56,355
    Monroe County, GA, Dev Auth Rev    
  100,000 2.40%, 01/01/2039(3)   100,175
    Municipal Electric Auth, GA    
  75,000 5.00%, 01/01/2021   77,608
  100,000 5.00%, 11/01/2021   106,726
  100,000 5.00%, 11/01/2022   110,326
  140,000 5.00%, 01/01/2024   159,638
        784,712
    Illinois - 20.4%    
    Champaign County, IL, Community Unit School Dist, No. 4    
    Champaign, GO    
  40,000 0.00%, 01/01/2025(4)   37,249
    Chicago, IL, Board of Education, GO    
  45,000 0.00%, 12/01/2021(4)   43,664
  55,000 0.00%, 12/01/2022(4)   52,340
  100,000 0.00%, 12/01/2024(4)   91,075
  200,000 5.00%, 12/01/2021   211,202
    Chicago, IL, Midway International Airport Rev    
  225,000 5.00%, 01/01/2023   249,070
    Chicago, IL, O'Hare International Airport    
  280,000 5.00%, 01/01/2023   310,974
    Chicago, IL, Transit Auth    
  100,000 5.00%, 06/01/2020   101,190
  100,000 5.00%, 12/01/2022   107,087
    City of Chicago, IL, GO    
  135,000 5.00%, 01/01/2022   138,283
  50,000 5.00%, 01/01/2023   54,677
    City of Chicago, IL, Park Dist, GO    
  70,000 3.00%, 01/01/2021   70,426
    City of Chicago, IL, Wastewater Transmission Rev    
  160,000 0.00%, 01/01/2022(4)   155,302
  110,000 0.00%, 01/01/2024(4)   102,892
    City of Chicago, IL, Waterworks Rev    
  85,000 5.00%, 11/01/2020   87,344
    City of Decatur, IL, GO    
  65,000 3.00%, 03/01/2022   67,109
  150,000 5.00%, 03/01/2023   166,177
    Cook County, IL, GO    
  200,000 5.00%, 11/15/2022   218,838
    Illinois Housing Dev Auth    
  125,000 3.05%, 08/01/2022   130,282
    Illinois State Finance Auth Rev    
  50,000 5.00%, 08/15/2020   50,892
  45,000 5.00%, 09/01/2021   47,413
  100,000 5.00%, 11/15/2021   106,709
    Kendall Kane & Will Counties, IL, Unified School Dist, GO    
  50,000 0.00%, 02/01/2021(4)   49,333
  225,000 0.00%, 02/01/2025(4)   207,412
    Metropolitan Pier & Exposition Auth, IL    
  200,000 0.00%, 06/15/2021(4)   196,100
  85,000 5.50%, 12/15/2023   91,809
    Railsplitter, IL, Tobacco Settlement Auth    
  150,000 5.00%, 06/01/2022   163,102
  50,000 5.25%, 06/01/2021   52,681

 


 

  Hartford Municipal Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Sales Tax Securitization Corp., IL    
$ 150,000 5.00%, 01/01/2024 $ 171,396
  500,000 5.00%, 01/01/2026   603,785
    State of Illinois, GO    
  240,000 4.00%, 06/15/2020   242,119
  75,000 5.00%, 04/01/2021   78,064
  120,000 5.00%, 02/01/2022   127,777
  200,000 5.00%, 11/01/2022   217,646
  100,000 5.00%, 10/01/2023   111,219
  70,000 5.00%, 06/15/2026   82,977
    Village of Bolingbrook, IL, GO    
  150,000 5.00%, 01/01/2023   166,410
        5,162,025
    Iowa - 0.2%    
    Iowa Student Loan Liquidity Corp.    
  30,000 5.00%, 12/01/2022   33,146
    State of Iowa, Finance Auth    
  25,000 2.88%, 05/15/2049   25,257
        58,403
    Kentucky - 1.1%    
    Kentucky Bond Dev Corp.    
  40,000 5.00%, 09/01/2023   45,355
    Kentucky Public Energy Auth    
  200,000 4.00%, 01/01/2049(3)   223,296
        268,651
    Louisiana - 1.3%    
    City of New Orleans, LA, Sewerage Service Rev    
  110,000 5.00%, 06/01/2021   115,806
    New Orleans, LA, Aviation Board    
  200,000 5.00%, 01/01/2023   221,094
        336,900
    Maine - 0.3%    
    Finance Auth of Maine    
  70,000 5.00%, 12/01/2021   74,671
    Maryland - 0.2%    
    Maryland Economic Dev Corp.    
  20,000 4.00%, 06/01/2020   20,193
    Maryland Health & Higher Educational Facs Auth    
  40,000 2.88%, 07/01/2023   42,100
        62,293
    Massachusetts - 3.6%    
    Massachusetts Dev Finance Agency    
  100,000 3.50%, 10/01/2022(1)   104,074
  150,000 5.00%, 07/01/2022   163,191
  150,000 5.00%, 07/01/2024   174,845
  270,000 5.00%, 07/01/2025   321,400
    Massachusetts Educational Financing Auth    
  20,000 5.00%, 07/01/2023   22,484
  80,000 5.00%, 07/01/2024   92,578
    Massachusetts Housing Finance Agency    
  35,000 1.50%, 12/01/2047(3)   35,014
        913,586
    Michigan - 0.7%    
    City of Detroit, MI, GO    
  70,000 5.00%, 04/01/2022   73,988
    State of Michigan Rev    
  100,000 5.00%, 03/15/2021   104,533
        178,521
    Minnesota - 0.8%    
    Duluth, MN, Independent School Dist, No. 709    
  200,000 5.00%, 02/01/2022   214,842

 


 

  Hartford Municipal Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Missouri - 1.3%    
    City of St. Louis, MO, Airport Rev    
$ 50,000 5.00%, 07/01/2023 $ 56,353
    Kirkwood, MO, Industrial Dev Auth Retirement Community    
  100,000 5.00%, 05/15/2022   105,985
    St. Louis County, MO, Industrial Dev Auth    
  150,000 5.00%, 09/01/2023   164,958
        327,296
    Nebraska - 1.6%    
    Central Plains, NE, Energy Project Gas Rev    
  120,000 5.25%, 12/01/2021   128,909
    Nebraska Investment Finance Auth Rev    
  150,000 4.00%, 09/01/2048   163,896
    Washington County, NE    
  100,000 2.38%, 09/01/2030(3)   100,619
        393,424
    Nevada - 1.7%    
    City of North Las Vegas, NV    
  100,000 3.50%, 06/01/2022   102,539
    City of Reno, NV    
  150,000 5.00%, 06/01/2024   172,603
    City of Sparks, NV    
  40,000 2.50%, 06/15/2024(1)   40,699
    Clark County, NV, School Dist, GO    
  100,000 5.00%, 06/15/2025   120,995
        436,836
    New Jersey - 3.0%    
    City of Atlantic City, NJ, GO    
  50,000 5.00%, 03/01/2020   50,136
    City of Bayonne, NJ    
  200,000 0.00%, 07/01/2023(4)   190,940
    New Jersey Economic Dev Auth    
  100,000 5.00%, 06/15/2022   108,610
  75,000 5.00%, 06/15/2023   83,986
    New Jersey Transportation Trust Fund Auth    
  60,000 5.00%, 12/15/2023   68,226
  40,000 5.00%, 12/15/2024   46,692
    Tobacco Settlement Financing Corp., NJ    
  125,000 5.00%, 06/01/2023   139,357
  70,000 5.00%, 06/01/2025   82,319
        770,266
    New Mexico - 3.3%    
    City of Santa Fe, NM    
  250,000 2.63%, 05/15/2025   251,013
    New Mexico Mortgage Finance Auth    
  80,000 3.75%, 03/01/2048   86,541
  300,000 3.75%, 01/01/2050   330,594
  145,000 4.00%, 01/01/2049   158,618
        826,766
    New York - 3.1%    
    Metropolitan Transportation Auth, NY, Rev    
  500,000 5.00%, 11/15/2034(3)   576,845
    Town of Oyster Bay, NY, GO    
  100,000 4.00%, 02/15/2020   100,083
    TSASC, Inc., NY    
  100,000 5.00%, 06/01/2020   101,210
        778,138
    North Dakota - 0.4%    
    North Dakota Housing Finance Agency    
  90,000 3.50%, 07/01/2046   95,877
    Ohio - 2.0%    
    Cleveland, OH, Airport System Rev    

 


 

  Hartford Municipal Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 60,000 5.00%, 01/01/2022 $ 64,691
  60,000 5.00%, 01/01/2023   66,985
  150,000 5.00%, 01/01/2024   171,534
    County of Lucas, OH    
  90,000 5.00%, 11/15/2021   95,251
    State of Ohio    
  110,000 5.00%, 06/15/2021   116,177
        514,638
    Oklahoma - 0.9%    
    Oklahoma Dev Finance Auth    
  225,000 1.63%, 07/06/2023   225,423
    Oregon - 1.3%    
    Salem Hospital Facs Auth, OR    
  60,000 5.00%, 05/15/2025   70,683
    State of Oregon Housing & Community Services Department    
  125,000 3.50%, 07/01/2048   133,251
  110,000 4.50%, 01/01/2049   121,365
        325,299
    Pennsylvania - 6.9%    
    City of Philadelphia, PA, GO    
  35,000 5.00%, 08/01/2021   37,073
  300,000 5.00%, 02/01/2022   323,436
    City of Philadelphia, PA, Redev Auth    
  105,000 5.00%, 04/15/2021   109,676
  100,000 5.00%, 04/15/2025   115,643
    Lancaster County, PA, Hospital Auth    
  100,000 5.00%, 07/01/2020   101,141
    Lehigh County, PA, Industrial Dev Auth    
  65,000 1.80%, 02/15/2027(3)   66,050
  55,000 1.80%, 09/01/2029(3)   55,665
    Montgomery County, PA, Industrial Dev Auth Rev    
  150,000 4.00%, 12/01/2020   152,377
    Northeastern Pennsylvania Hospital & Education Auth    
  155,000 5.00%, 05/01/2020   156,364
    Philadelphia, PA, Hospitals & Higher Education Facs Auth    
  20,000 5.00%, 07/01/2020   20,278
    Philadelphia, PA, School Dist, GO    
  85,000 4.00%, 09/01/2022   86,468
  65,000 5.00%, 09/01/2020   66,452
    Reading, PA, School Dist, GO    
  150,000 5.00%, 03/01/2023   167,089
    State Public School Building Auth, PA    
  50,000 5.00%, 04/01/2021   52,167
    Wilkes-Barre Area, PA, School Dist    
  200,000 5.00%, 04/15/2023   222,984
        1,732,863
    Puerto Rico - 0.6%    
    Puerto Rico Sales Tax Financing Corp. Sales Tax Rev    
  177,000 0.00%, 07/01/2024(4)   160,783
    Rhode Island - 2.0%    
    Rhode Island Health & Educational Building Corp.    
  150,000 5.00%, 05/15/2022   162,148
    Rhode Island Housing & Mortgage Finance Corp.    
  30,000 4.00%, 10/01/2032   30,860
    Rhode Island Student Loan Auth    
  25,000 3.00%, 12/01/2024   26,325
  100,000 5.00%, 12/01/2023   113,576
    Rhode Island Tobacco Settlement Financing Corp.    
  100,000 5.00%, 06/01/2020   101,200
  60,000 5.00%, 06/01/2021   62,865
        496,974

 


 

  Hartford Municipal Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    South Carolina - 0.7%    
    South Carolina Jobs-Economic Dev Auth    
$ 150,000 5.00%, 05/01/2024 $ 173,859
    South Dakota - 1.1%    
    South Dakota State Educational Enhancement Funding Corp.    
  250,000 5.00%, 06/01/2023   278,577
    Tennessee - 5.5%    
    Chattanooga Health Educational & Housing Facs Board, TN    
  250,000 5.00%, 08/01/2025   297,633
    Shelby County, TN, Health Educational & Housing Facs Board    
  150,000 4.00%, 09/01/2022(1)   149,343
    Tennessee Energy Acquisition Corp.    
  405,000 5.25%, 09/01/2026   493,144
    Tennessee Housing Dev Agency    
  100,000 3.50%, 07/01/2045   106,110
  170,000 3.50%, 01/01/2047   180,470
  145,000 3.50%, 01/01/2048   154,444
        1,381,144
    Texas - 6.0%    
    Arlington, TX, Higher Education Finance Corp. Rev    
  100,000 4.00%, 12/01/2022   108,240
    Big Sandy, TX, Independent School Dist Upshur County, GO    
  70,000 5.00%, 02/15/2024   80,266
    Central Texas Turnpike System Rev    
  100,000 5.00%, 08/15/2024   117,059
    City of San Antonio, TX, Airport System    
  105,000 5.00%, 07/01/2022   114,705
    City of San Antonio, TX, Electric & Gas Systems Rev    
  95,000 1.75%, 02/01/2049(3)   98,092
    Harris County, TX, Metropolitan Transportation Auth    
  50,000 5.00%, 11/01/2022   55,507
    Kerrville, TX, Health Facs Dev Corp.    
  100,000 5.00%, 08/15/2020   101,982
    Lower Colorado River, TX, Auth Rev    
  100,000 5.00%, 05/15/2020   101,147
    North East Texas Regional Mobility Auth    
  100,000 5.00%, 01/01/2021   103,016
    State of Texas    
  300,000 4.00%, 08/27/2020   305,175
    Texas Municipal Gas Acquisition & Supply Corp. Rev    
  205,000 5.00%, 12/15/2032   224,324
    University of Texas System    
  100,000 5.00%, 08/15/2020   102,197
        1,511,710
    Utah - 0.6%    
    Salt Lake County, UT    
  130,000 5.13%, 02/15/2033   154,934
    Virginia - 0.4%    
    Wise County, VA, Industrial Dev Auth Rev    
  90,000 1.88%, 11/01/2040(3)   90,228
    Washington - 2.6%    
    Chelan County, WA, Public Utility Dist No. 1    
  100,000 0.00%, 06/01/2021(4)   98,532
    Tobacco Settlement Auth, WA    
  195,000 5.00%, 06/01/2024   217,388
    Washington State Health Care Facs Auth Rev    
  80,000 5.00%, 10/01/2039   80,519
    Washington State Housing Finance Commission    
  250,000 2.38%, 01/01/2026(1)   250,808
        647,247

 


 

  Hartford Municipal Short Duration Fund      
 
  Schedule of Investments – (continued)      
  January 31, 2020 (Unaudited)      
 
 
    West Virginia - 0.2%      
    West Virginia State Economic Dev Auth      
$ 55,000 2.55%, 03/01/2040(3) $   57,697
    Wisconsin - 1.9%      
    Public Finance Auth, WI      
  150,000 4.00%, 07/01/2025     169,878
  100,000 5.00%, 05/15/2020(1)     100,862
    Wisconsin Health & Educational Facs Auth      
  200,000 5.00%, 11/01/2025     223,404
          494,144
    Total Municipal Bonds      
    (cost $23,579,652) $   24,124,267
  Short-Term Investments - 3.5%      
    Other Investment Pools & Funds - 3.5%      
    Morgan Stanley Institutional Liquidity Funds, Government Portfolio,      
  871,448 Institutional Class, 1.49%(5)     871,448
    Total Short-Term Investments      
    (cost $871,448) $   871,448
    Total Investments      
    (cost $24,451,100) 98.9 % $ 24,995,715
    Other Assets and Liabilities 1.1 % 281,508
 
    Total Net Assets 100.0 % $ 25,277,223
 
  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, 2020, the aggregate value of these securities was $751,695, representing 3.0% of net assets.
(2)      Variable rate security; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(3)      Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4)      Security is a zero-coupon bond.
(5)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

FHLMC FNMA GNMA LIBOR

Municipal Abbreviations:

Auth Dev Dist Facs GO Redev Rev

Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate

Authority Development District Facilities General Obligation Redevelpoment Revenue

 


 

Hartford Municipal Short Duration Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1   Level 2 Level 3(1)  
Assets                
Municipal Bonds $ 24,124,267 $ $ 24,124,267 $
Short-Term Investments   871,448   871,448    
Total $ 24,995,715 $ 871,448 $ 24,124,267 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

  The Hartford Quality Bond Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Asset & Commercial Mortgage Backed Securities - 24.4%    
    Canada - 0.7%    
    Master Credit Card Trust    
$ 915,000 3.74%, 07/21/2024(1) $ 942,177
    Cayman Islands - 2.3%    
    ALM XVIII Ltd.    
  1,305,000 3.48%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(2)   1,305,294
    BlueMountain CLO Ltd.    
  675,000 3.40%, 10/22/2030, 3 mo. USD LIBOR + 1.600%(1)(2)   671,794
  605,000 4.35%, 04/13/2027, 3 mo. USD LIBOR + 2.500%(1)(2)   605,280
    Carlyle Global Market Strategies CLO Ltd.    
  250,000 2.81%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(2)   248,892
    LCM L.P.    
  350,000 3.22%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(1)(2)   350,067
        3,181,327
    United States - 21.4%    
    Benchmark Mortgage Trust    
  8,212,835 0.69%, 07/15/2051(3)(4)   281,584
    Cantor Commercial Real Estate    
  2,521,925 1.30%, 05/15/2052(3)(4)   210,861
    Citigroup Commercial Mortgage Trust    
  265,000 3.15%, 11/15/2049   283,516
    COLT Mortgage Loan Trust    
  172,496 3.87%, 10/26/2048(1)(3)   173,676
    CSMC Trust    
  750,000 2.76%, 04/05/2033(1)   752,916
    Deephaven Residential Mortgage Trust    
  455,488 3.56%, 04/25/2059(1)(3)   460,106
    Fannie Mae Connecticut Avenue Securities    
  245,724 3.66%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)   247,668
  965,000 4.21%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)   987,202
  844,463 5.91%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)   899,477
  686,465 6.11%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(2)   727,359
  848,192 6.66%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)   912,411
    Ford Credit Auto Owner Trust    
  1,330,000 3.61%, 01/15/2030(1)   1,389,229
    FREMF Mortgage Trust    
  440,000 3.85%, 10/25/2049(1)(3)   467,748
  490,000 3.88%, 07/25/2026(1)(3)   504,915
  350,000 3.93%, 02/25/2050(1)(3)   367,698
  230,000 3.98%, 10/25/2049(1)(3)   246,213
  995,000 4.01%, 02/25/2050(1)(3)   1,042,441
  600,000 4.08%, 08/25/2047(1)(3)   613,792
  1,610,000 4.11%, 04/25/2051(1)(3)   1,741,494
  165,000 4.38%, 06/25/2047(1)(3)   179,197
  184,000 4.47%, 12/25/2044(1)(3)   191,035
  211,000 4.53%, 02/25/2052(1)(3)   227,341
    Hertz Vehicle Financing II L.P.    
  74,440 3.29%, 02/25/2024(1)   77,143
    Mill City Mortgage Loan Trust    
  562,177 3.25%, 05/25/2062(1)(3)   575,895
    Morgan Stanley Bank of America Merrill Lynch Trust    
  815,000 3.83%, 12/15/2047   873,218
    Natixis Commercial Mortgage Securities Trust    
  1,187,000 4.40%, 06/17/2038(1)   1,360,780
    New Residential Mortgage Loan Trust    
  961,318 2.80%, 07/25/2049(1)(3)   969,916
  1,046,094 3.75%, 01/25/2054(1)(3)   1,096,136
  52,199 3.75%, 05/25/2054(1)(3)   54,072
  164,868 3.75%, 11/25/2056(1)(3)   172,177
  662,500 4.00%, 02/25/2057(1)(3)   698,178
    NRZ Excess Spread-Collateralized Notes    
  396,020 3.19%, 01/25/2023(1)   397,787
  173,244 3.27%, 02/25/2023(1)   173,702

 


 

  The Hartford Quality Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Seasoned Credit Risk Transfer Trust    
$ 446,510 3.50%, 11/25/2057 $ 480,552
  1,182,529 3.50%, 03/25/2058   1,252,844
  1,209,306 3.50%, 07/25/2058   1,305,229
  241,395 3.50%, 08/25/2058   260,771
  1,061,511 3.50%, 10/25/2058   1,124,638
    SoFi Consumer Loan Program Trust    
  280,000 3.79%, 04/26/2027(1)   285,542
    Spruce Hill Mortgage Loan Trust    
  387,135 3.40%, 04/29/2049(1)(3)   390,432
    Towd Point Mortgage Trust    
  826,985 2.90%, 10/25/2059(1)(3)   849,712
  642,000 3.75%, 04/25/2055(1)(3)   672,731
  371,886 3.75%, 05/25/2058(1)(3)   388,377
    Toyota Auto Loan Extended Note Trust    
  385,000 2.56%, 11/25/2031(1)   398,818
    Verus Securitization Trust    
  551,594 2.78%, 07/25/2059(1)(5)   553,513
  491,981 3.21%, 05/25/2059(1)(3)   496,464
  375,000 3.70%, 07/25/2047(1)(3)   382,857
    VNDO Mortgage Trust    
  1,050,000 3.45%, 11/15/2030(1)(3)   1,077,791
    Wells Fargo Mortgage Backed Securities Trust    
  387,475 4.00%, 11/25/2048(1)(3)   396,435
    Wells Fargo N.A.    
  1,359,710 0.82%, 12/15/2052(3)(4)   80,596
  2,037,257 0.97%, 09/15/2062(3)(4)   137,854
  1,850,042 1.19%, 04/15/2052(3)(4)   148,718
        30,040,757
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $33,096,436) $ 34,164,261
  Corporate Bonds - 0.2%    
    REITS - 0.2%    
    SBA Tower Trust    
  295,000 2.84%, 01/15/2025(1)   305,344
    Total Corporate Bonds    
    (cost $295,000) $ 305,344
  U.S. Government Agencies - 90.3%    
    Mortgage-Backed Agencies - 89.8%    
    FHLMC - 17.1%    
$ 9,779 0.00%, 11/15/2036(6)(7) $ 8,827
  7,226,362 0.42%, 01/25/2027(3)(4)   133,396
  4,362,187 0.74%, 03/25/2027(3)(4)   167,554
  178,280 2.50%, 12/15/2026(4)   7,476
  894,379 2.50%, 03/15/2028(4)   56,646
  131,445 2.50%, 05/15/2028(4)   9,000
  1,067,013 2.75%, 12/15/2041   1,094,448
  33,254 2.86%, 08/25/2029, 1 mo. USD LIBOR + 1.200%(2)   33,275
  166,554 3.00%, 05/15/2032(4)   9,463
  349,099 3.00%, 03/01/2033   360,912
  134,264 3.00%, 03/15/2033(4)   14,345
  697,469 3.00%, 04/01/2033   721,042
  876,326 3.00%, 01/01/2037   905,071
  302,000 3.00%, 04/15/2042   318,202
  1,392,330 3.00%, 11/01/2046   1,445,425
  2,061,692 3.00%, 12/01/2046   2,131,678
  561,701 3.00%, 10/01/2047   578,305
  179,490 3.00%, 02/01/2048   184,373
  86,020 3.00%, 03/01/2048   88,569
  2,492,152 3.00%, 01/01/2050   2,548,857
  995,000 3.12%, 10/25/2031(3)   1,089,008
  170,580 3.50%, 06/15/2026(4)   7,122
  61,742 3.50%, 09/15/2026(4)   4,734
  101,532 3.50%, 03/15/2027(4)   6,839

 


 

  The Hartford Quality Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 608,666 3.50%, 03/15/2041(4) $ 47,399
  1,577,613 3.50%, 05/01/2048   1,632,617
  251,426 3.50%, 06/01/2048   261,065
  165,208 3.50%, 09/01/2048   170,847
  999,000 3.96%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)   1,016,448
  160,065 4.00%, 08/15/2026(4)   10,882
  232,407 4.00%, 07/15/2027(4)   17,064
  464,762 4.00%, 03/15/2028(4)   35,568
  108,630 4.00%, 06/15/2028(4)   8,679
  273,238 4.00%, 07/15/2030(4)   27,547
  254,019 4.00%, 06/15/2041   275,782
  250,000 4.00%, 11/15/2041   287,790
  671,000 4.00%, 08/15/2043   775,075
  252,635 4.00%, 07/01/2044   269,649
  82,831 4.00%, 09/01/2048   87,000
  1,219,817 4.00%, 11/01/2049   1,282,810
  240,030 4.00%, 12/01/2049   253,343
  224,691 4.46%, 05/25/2028, 1 mo. USD LIBOR + 2.800%(2)   225,803
  79,950 4.50%, 02/01/2039   87,221
  859,369 4.50%, 07/01/2042   939,494
  133,120 4.50%, 09/01/2044   143,854
  87,383 5.00%, 10/01/2028   93,643
  291,181 5.00%, 09/01/2029   314,264
  278,128 5.00%, 01/01/2030   300,397
  311,072 5.00%, 09/01/2031   332,872
  264,166 5.00%, 11/01/2031   282,730
  50,432 5.00%, 09/01/2033   55,984
  179,316 5.00%, 09/15/2033(4)   32,128
  334,279 5.00%, 05/01/2039   371,066
  518,209 5.00%, 08/01/2039   575,497
  192,509 5.00%, 07/01/2041   213,617
  270,102 5.00%, 02/15/2048(4)   52,353
  244,196 5.00%, 03/01/2049   261,576
  39,108 5.50%, 08/15/2033   44,344
  267,500 5.50%, 04/01/2038   300,303
  858,727 5.81%, 01/25/2025, 1 mo. USD LIBOR + 4.150%(2)   896,722
        23,908,000
    FNMA - 29.2%    
$ 83,328 0.00%, 06/25/2036(6)(7) $ 75,528
  100,000 0.00%, 09/25/2041(6)(7)   78,109
  2,673,101 1.57%, 05/25/2029(3)(4)   280,448
  297,091 2.00%, 09/25/2039   290,020
  857,000 2.00%, 02/25/2043   822,371
  327,007 2.25%, 04/25/2055(3)(4)   19,725
  338,360 2.33%, 06/25/2055(3)(4)   16,738
  403,074 2.49%, 08/25/2044(3)(4)   21,072
  31,601 2.50%, 06/25/2028(4)   1,987
  420,000 2.50%, 03/25/2043   419,097
  1,140,000 2.87%, 02/01/2032   1,228,031
  288,972 3.00%, 02/25/2027(4)   16,379
  106,035 3.00%, 09/25/2027(4)   7,596
  322,937 3.00%, 12/25/2027(4)   25,279
  848,337 3.00%, 03/01/2037   878,066
  224,260 3.00%, 10/01/2037   232,064
  951,954 3.00%, 06/25/2048   987,998
  832,382 3.00%, 10/25/2048   871,190
  943,568 3.00%, 08/25/2049   981,137
  600,000 3.00%, 09/25/2057   637,415
  1,300,000 3.07%, 11/01/2029   1,420,336
  1,100,000 3.13%, 01/01/2030   1,199,470
  850,000 3.19%, 09/01/2029   935,412
  1,700,000 3.28%, 12/01/2032   1,889,353
  338,393 3.38%, 12/01/2029   374,735
  131,387 3.50%, 05/25/2027(4)   10,297
  196,393 3.50%, 10/25/2027(4)   15,835

 


 

  The Hartford Quality Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 53,061 3.50%, 05/25/2030(4) $ 5,062
  60,292 3.50%, 08/25/2030(4)   5,472
  145,722 3.50%, 02/25/2031(4)   10,361
  1,007,267 3.50%, 08/25/2033(4)   126,912
  130,627 3.50%, 09/25/2035(4)   15,697
  202,324 3.50%, 09/01/2043   213,134
  316,014 3.50%, 10/01/2044   336,964
  330,372 3.50%, 02/01/2045   346,287
  337,607 3.50%, 02/01/2046   353,529
  701,692 3.50%, 09/01/2046   732,001
  317,723 3.50%, 10/01/2046   331,564
  132,819 3.50%, 10/25/2046(4)   24,897
  206,974 3.50%, 11/01/2046   220,704
  219,024 3.50%, 09/01/2047   231,909
  161,312 3.50%, 12/01/2047   170,995
  222,299 3.50%, 02/01/2048   235,158
  276,640 3.50%, 02/25/2048   289,063
  500,000 3.50%, 05/25/2048   566,812
  2,599,562 3.50%, 07/01/2049   2,681,772
  1,677,155 3.50%, 09/01/2057   1,774,615
  1,044,587 3.50%, 12/25/2058   1,111,786
  200,000 3.55%, 02/01/2030   223,461
  1,183,304 3.57%, 10/01/2029(8)   1,314,975
  603,455 3.86%, 08/01/2035   688,368
  263,535 4.00%, 05/25/2027(4)   20,057
  424,656 4.00%, 12/01/2040   457,962
  120,804 4.00%, 03/01/2041   130,133
  31,304 4.00%, 03/25/2042(4)   3,280
  357,345 4.00%, 11/25/2043   385,841
  150,231 4.00%, 06/01/2044   160,242
  17,218 4.00%, 08/01/2044   18,367
  163,243 4.00%, 10/01/2044   174,129
  302,111 4.00%, 11/01/2044   322,276
  267,593 4.00%, 05/01/2045   284,174
  192,161 4.00%, 07/01/2045   208,231
  647,776 4.00%, 05/01/2046   690,450
  156,522 4.00%, 06/01/2046   165,486
  205,823 4.00%, 04/01/2047   222,994
  1,763,199 4.00%, 07/01/2048   1,846,108
  736,995 4.00%, 09/01/2048   772,399
  947,092 4.00%, 11/01/2048   989,615
  2,184,673 4.00%, 11/01/2049   2,295,509
  2,067,447 4.00%, 12/01/2049   2,174,215
  476,248 4.06%, 03/01/2030   545,757
  46,125 4.50%, 07/25/2027(4)   3,616
  81,976 4.50%, 08/01/2041   89,852
  23,055 4.50%, 09/01/2041   25,119
  549,412 4.50%, 09/25/2048(4)   107,240
  25,937 5.00%, 11/01/2023   27,731
  2,110,167 5.00%, 03/01/2049   2,262,150
  360,607 5.00%, 06/01/2049   386,047
  22,012 5.47%, 05/25/2042(3)(4)   2,157
  342,614 5.50%, 07/25/2045(4)   73,205
  462,167 6.00%, 01/25/2042(4)   78,268
  407,374 6.00%, 01/25/2047(4)   90,462
  304,519 6.00%, 09/25/2047(4)   71,099
 
        40,831,357
    GNMA - 30.1%    
$ 70,385 1.75%, 09/20/2043 $ 70,315
  548,176 2.14%, 04/20/2040   527,835
  131,973 3.00%, 09/20/2028(4)   9,906
  287,744 3.00%, 09/16/2042   301,618
  280,290 3.00%, 09/20/2042   292,763
  98,595 3.00%, 02/16/2043(4)   14,098
  803,385 3.00%, 04/20/2045   842,496

 


 

  The Hartford Quality Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 52,815 3.00%, 08/15/2045 $ 54,365
  121,736 3.00%, 11/20/2045   126,289
  169,000 3.00%, 02/20/2046   180,669
  5,600,000 3.00%, 01/20/2050   5,763,427
  9,750,000 3.00%, 02/01/2050(9)   10,027,266
  62,146 3.50%, 02/16/2027(4)   4,837
  150,370 3.50%, 03/20/2027(4)   12,835
  153,787 3.50%, 07/20/2040(4)   12,184
  401,427 3.50%, 12/20/2040   426,493
  209,175 3.50%, 02/20/2041(4)   16,279
  372,170 3.50%, 04/20/2042(4)   33,178
  578,896 3.50%, 10/20/2042(4)   103,901
  288,965 3.50%, 07/20/2043(4)   36,508
  3,434,960 3.50%, 09/20/2049   3,553,323
  3,584,557 3.50%, 11/20/2049   3,714,342
  954,000 3.50%, 02/01/2050(9)   984,111
  764,000 3.50%, 03/01/2050(9)   787,397
  950,574 4.00%, 04/16/2026(4)   74,941
  41,878 4.00%, 12/16/2026(4)   3,452
  560,088 4.00%, 05/20/2029(4)   47,825
  136,172 4.00%, 02/15/2041   148,527
  27,733 4.00%, 05/16/2042(4)   4,003
  114,726 4.00%, 03/20/2043(4)   21,183
  45,226 4.00%, 01/20/2044(4)   9,435
  393,227 4.00%, 03/20/2047(4)   59,434
  597,703 4.00%, 07/20/2047(4)   80,840
  6,760,000 4.00%, 02/01/2050(9)   7,006,106
  282,269 4.50%, 06/20/2039   303,710
  487,660 4.50%, 09/16/2040   538,718
  44,611 4.50%, 09/20/2041   48,427
  24,545 4.50%, 05/20/2044   26,518
  52,233 4.50%, 06/20/2044   56,425
  43,250 4.50%, 10/20/2044   46,724
  162,365 4.50%, 04/20/2045(4)   33,894
  24,646 4.50%, 01/20/2046   26,624
  477,962 4.50%, 01/20/2047(4)   90,464
  825,653 4.50%, 05/20/2048(4)   126,681
  2,325,000 4.50%, 02/01/2050(9)   2,442,431
  122,693 5.00%, 05/20/2034   136,425
  39,699 5.00%, 07/15/2039   44,350
  453,121 5.00%, 02/16/2040(4)   93,205
  372,678 5.00%, 05/20/2040(4)   86,925
  771,576 5.00%, 04/20/2041   1,001,753
  27,391 5.00%, 06/15/2041   30,583
  121,541 5.00%, 10/16/2041(4)   21,540
  26,299 5.00%, 03/15/2044   29,367
  509,240 5.00%, 11/16/2046(4)   108,179
  112,815 5.00%, 01/16/2047(4)   24,456
  428,090 5.00%, 09/16/2047(4)   97,011
  470,639 5.00%, 06/20/2048(4)   103,569
  400,000 5.00%, 02/01/2050(9)   423,422
  336,984 5.50%, 05/20/2038   386,816
  269,770 5.50%, 03/20/2039(4)   53,461
  334,209 5.50%, 02/16/2047(4)   65,648
  416,621 5.50%, 05/20/2047(4)   84,582
  19,976 6.00%, 01/15/2039   22,753
  126,186 6.00%, 09/15/2040   143,861
  290,679 6.00%, 02/20/2046(4)   70,429
 
        42,121,132
    UMBS - 13.4%    
$ 2,500,000 3.00%, 02/15/2035(9) $ 2,575,391
  5,825,000 3.00%, 02/12/2050(9)   5,957,025
  8,949,000 3.50%, 02/15/2050(9)   9,237,745
  700,000 4.00%, 02/18/2035(9)   731,893

 


 

  The Hartford Quality Bond Fund        
 
  Schedule of Investments – (continued)        
  January 31, 2020 (Unaudited)        
 
 
$ 325,000 5.50%, 02/15/2050(9) $   349,973  
          18,852,027  
          125,712,516  
    Other Direct Federal Obligations - 0.5%        
    SLM Student Loan Trust        
$ 631,349 3.09%, 12/15/2033, 3 mo. USD LIBOR + 1.200%(1)(2) $   625,848  
    Total U.S. Government Agencies        
    (cost $123,375,280) $   126,338,364  
  U.S. Government Securities - 0.7%        
    Other Direct Federal Obligations - 0.7%        
    Tennessee Valley Authority        
  700,000 4.25%, 09/15/2065     993,603  
    Total U.S. Government Securities        
    (cost $839,059) $   993,603  
    Total Long-Term Investments        
    (cost $157,605,775) $   161,801,572  
  Short-Term Investments - 7.6%        
    Other Investment Pools & Funds - 7.6%        
  10,721,337 Fidelity Institutional Government Fund, Institutional Class, 1.48%(10)     10,721,337  
    Total Short-Term Investments        
    (cost $10,721,337) $   10,721,337  
    Total Investments Excluding Purchased Options        
    (cost $168,327,112) 123.2 % $ 172,522,909  
    Total Purchased Options        
    (cost $970,001) 0.7 % $ 979,602  
    Total Investments        
    (cost $169,297,113) 123.9 % $ 173,502,511  
    Other Assets and Liabilities (23.9 )% (33,511,936 )
 
    Total Net Assets 100.0 % $ 139,990,575  
 
  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, 2020, the aggregate value of these securities was $24,880,955, representing 17.8% of net assets.
(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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 “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6)      Securities disclosed are principal-only strips.
(7)      Security is a zero-coupon bond.
(8)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $839,012.
(9)      Represents or includes a TBA transaction.
(10)      Current yield as of period end.

 

The Hartford Quality Bond Fund                                
 
Schedule of Investments – (continued)                            
January 31, 2020 (Unaudited)                                
 
 
 
    OTC Swaption Contracts Outstanding at January 31, 2020                      
 
    Exercise   Pay/               Premiums        
    Price/FX Receive                   Paid     Unrealized  
  Counter- Rate/   Floating Expiration   Number of   Market (Received) Appreciation/  
Description party Rate   Rate Date Notional Amount Contracts   Value †   by Fund   (Depreciation)  
Purchased swaption contracts:                                  
Calls                                    
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 08/04/57 * BOA 2.45 % Receive 08/02/27 USD 725,000 725,000 $ 179,292 $ 62,350 $ 116,942  
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 08/04/57 * JPM 2.45 % Pay 08/02/27 USD 787,500 787,500   194,749   80,876   113,873  
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 08/04/57 * MSC 2.45 % Pay 08/02/27 USD 800,000 800,000   197,840   128,654   69,186  
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 09/24/59 * DEUT 1.85 % Pay 09/20/29 USD 700,000 700,000   126,070   114,450   11,620  
 
Total Calls                 $ 697,951 $ 386,330   $ 311,621  
Puts                                    
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 08/04/57 * BOA 2.45 % Pay 08/02/27 USD 725,000 725,000 $ 56,216 $ 166,025 $ (109,809 )
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 08/04/57 * JPM 2.45 % Receive 08/02/27 USD 787,500 787,500   61,063   155,610   (94,547 )
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 08/04/57 * MSC 2.45 % Receive 08/02/27 USD 800,000 800,000   62,032   147,586   (85,554 )
3 Month USD-LIBOR-                                    
BBA-Interest Rate Swap                                    
Expiring 09/24/59 * DEUT 1.85 % Receive 09/20/29 USD 700,000 700,000   102,340   114,450   (12,110 )
 
 
Total Puts               $   281,651 $ 583,671 $   (302,020 )
 
 
Total purchased swaption contracts           $   979,602 $ 970,001 $   9,601  
 
 
* Swaptions with forward premiums.                                
 
    Futures Contracts Outstanding at January 31, 2020                      
                            Value and  
          Number       Current       Unrealized  
          of         Notional       Appreciation/  
Description         Contracts Expiration Date   Amount       (Depreciation)  
 
Long position contracts:                                    
U.S. Treasury 10-Year Note Future         364 03/20/2020 $   47,922,875   $   750,873  
U.S. Treasury Long Bond Future         29 03/20/2020     4,742,406       144,759  
U.S. Treasury Ultra Bond Future         46 03/20/2020     8,909,625       269,228  
Total                           $ 1,164,860  
Short position contracts:                                    
U.S. Treasury 2-Year Note Future         4 03/31/2020 $   865,437   $   (3,687 )
U.S. Treasury 5-Year Note Future         51 03/31/2020     6,136,336       (85,758 )
U.S. Treasury 10-Year Ultra Future         65 03/20/2020     9,467,656       (211,986 )
 
 
Total                           $   (301,431 )
 
Total futures contracts                         $   863,429  

 


 

The Hartford Quality Bond Fund                  
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                  
 
 
 
TBA Sale Commitments Outstanding at January 31, 2020
                Unrealized  
    Principal           Appreciation/  
Description   Amount Maturity Date Market Value †     (Depreciation)  
GNMA II, 3.00% $ 5,950,000 02/20/2050 $ (6,119,203 ) $ (16,078 )
GNMA II, 3.00%   3,350,000 03/23/2050   (3,441,288 )   (8,584 )
UMBS, 2.50%   1,917,000 02/15/2035   (1,951,446 )   (13,229 )
UMBS, 3.00%   3,400,000 02/12/2050   (3,477,061 )   (12,250 )
UMBS, 3.50%   2,665,000 02/18/2035   (2,780,109 )   (11,214 )
UMBS, 4.00%   7,045,000 02/15/2050   (7,360,374 )   (26,896 )
UMBS, 4.50%   720,000 02/12/2050   (761,766 )   (2,672 )
 
Total (proceeds receivable $25,800,324)       $ (25,891,247 ) $ (90,923 )

 

At January 31, 2020, 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, 2020              
 
  Payments     Periodic Upfront   Upfront         Unrealized  
Payments made by received by   Expiration Payment Premiums Premiums         Appreciation/  
Fund Fund Notional Amount Date Frequency Paid   Received   Value †     (Depreciation)  
3 Mo. USD LIBOR 3.00% Fixed USD 7,119,000 04/30/25 Semi-Annual$ 13,761   $ $ (657,008 ) $ (670,769 )
3 Mo. USD LIBOR 2.28% Fixed USD 5,925,000 07/14/27 Semi-Annual         (373,343 )   (373,343 )
3 Mo. USD LIBOR 2.83% Fixed USD 6,089,000 12/21/28 Semi-Annual         (720,050 )   (720,050 )
3 Mo. USD LIBOR 2.89% Fixed USD 350,000 12/31/48 Semi-Annual         (99,949 )   (99,949 )
3 Mo. USD LIBOR 2.87% Fixed USD 175,000 01/28/49 Semi-Annual         (51,122 )   (51,122 )
3 Mo. USD LIBOR 2.39% Fixed USD 400,000 05/31/49 Semi-Annual         (67,786 )   (67,786 )
3 Mo. USD LIBOR 1.79% Fixed USD 405,000 09/24/49 Semi-Annual         (12,046 )   (12,046 )
 
Total             $ 13,761   $ $ (1,981,304 ) $ (1,995,065 )
 
    Foreign Currency Contracts Outstanding at January 31, 2020                  
Amount and Description Amount and Description                          
of Currency to be   of Currency to be   Settlement                  
Purchased     Sold   Counterparty Date     Appreciation Depreciation  
5,911,218 USD 640,000,000 JPY MSC 02/06/20 $   2,571 $    

 

  • 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 DEUT JPM MSC

Currency Abbreviations:

JPY USD

Other Abbreviations:

CLO CMO FHLMC FNMA GNMA LIBOR PT TBA UMBS

Banc of America Securities LLC Deutsche Bank Securities, Inc. JP Morgan Chase & Co. Morgan Stanley

Japanese Yen United States Dollar

Collateralized Loan Obligation Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate Perseroan Terbatas To Be Announced Uniform Mortgage-Backed Securities

 


 

The Hartford Quality Bond Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                      
Asset & Commercial Mortgage Backed Securities $ 34,164,261   $   $ 34,164,261   $
Corporate Bonds   305,344         305,344    
U.S. Government Agencies   126,338,364         126,338,364    
U.S. Government Securities   993,603         993,603    
Short-Term Investments   10,721,337     10,721,337        
Purchased Options   979,602         979,602    
Foreign Currency Contracts(2)   2,571         2,571    
Futures Contracts(2)   1,164,860     1,164,860        
 
Total $ 174,669,942   $ 11,886,197   $ 162,783,745   $
Liabilities                      
Futures Contracts(2) $ (301,431 ) $ (301,431 ) $   $
Swaps - Interest Rate(2)   (1,995,065 )       (1,995,065 )  
TBA Sale Commitments   (25,891,247 )       (25,891,247 )  
Total $ (28,187,743 ) $ (301,431 ) $ (27,886,312 ) $

 

(1) For the period ended January 31, 2020, investments valued at $286,523 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 Short Duration Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Asset & Commercial Mortgage Backed Securities - 16.6%    
    Asset-Backed - Automobile - 0.8%    
    Credit Acceptance Auto Loan Trust    
$ 4,960,000 2.38%, 11/15/2028(1) $ 5,007,858
  657,540 2.65%, 06/15/2026(1)   659,535
  1,270,000 3.55%, 08/15/2027(1)   1,292,731
    OneMain Direct Auto Receivables Trust    
  3,750,000 3.43%, 12/16/2024(1)   3,805,167
    Santander Drive Auto Receivables Trust    
  1,170,207 2.46%, 03/15/2022   1,171,453
    Westlake Automobile Receivables Trust    
  590,000 3.20%, 01/16/2024(1)   592,099
        12,528,843
    Asset-Backed - Finance & Insurance - 4.3%    
    Ajax Mortgage Loan Trust    
  2,291,742 3.16%, 09/25/2056(1)(2)   2,306,000
    Apidos CLO    
  2,250,000 2.91%, 04/15/2031, 3 mo. USD LIBOR + 1.080%(1)(3)   2,248,855
    Bayview Opportunity Master Fund Trust    
  406,535 3.50%, 01/28/2055(1)(2)   413,144
  717,903 3.50%, 06/28/2057(1)(2)   733,074
  894,542 3.50%, 01/28/2058(1)(2)   912,026
  285,630 4.00%, 11/28/2053(1)(2)   294,057
  913,967 4.00%, 10/28/2064(1)(2)   939,397
    Carlyle Global Market Strategies CLO Ltd.    
  250,000 2.71%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(3)   250,054
  1,500,000 2.81%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(3)   1,493,354
  1,000,000 3.24%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(3)   995,062
    CIFC Funding Ltd.    
  2,125,000 3.09%, 07/16/2030, 3 mo. USD LIBOR + 1.250%(1)(3)   2,125,740
    DB Master Finance LLC    
  2,636,750 3.79%, 05/20/2049(1)   2,707,626
    Ellington Financial Mortgage Trust    
  915,735 2.74%, 11/25/2059(1)(2)   920,874
    Finance of America Structured Securities Trust    
  755,738 3.38%, 09/25/2028(1)(2)   755,517
    KKR CLO Ltd.    
  1,190,000 2.83%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(3)   1,177,987
    Nationstar HECM Loan Trust    
  175,884 3.19%, 07/25/2028(1)(2)   175,877
    NRZ Excess Spread-Collateralized Notes    
  1,313,273 3.19%, 01/25/2023(1)   1,319,132
    OBX Trust    
  1,649,963 4.00%, 11/25/2048(1)(2)   1,661,146
    Octagon Investment Partners Ltd.    
  1,250,000 2.86%, 07/17/2030, 3 mo. USD LIBOR + 1.020%(1)(3)   1,243,855
    OneMain Financial Issuance Trust    
  4,000,000 3.48%, 02/14/2031(1)   4,060,372
  825,000 4.57%, 02/20/2029(1)   829,795
    Planet Fitness Master Issuer LLC    
  2,863,750 4.26%, 09/05/2048(1)   2,934,370
    Regional Management Issuance Trust    
  1,450,000 3.05%, 11/15/2028(1)   1,456,434
  1,385,000 3.83%, 07/15/2027(1)   1,392,514
  2,500,000 4.56%, 01/18/2028(1)   2,552,426
    SoFi Consumer Loan Program LLC    
  1,068,576 3.28%, 01/26/2026(1)   1,072,282
    Towd Point Mortgage Trust    
  1,529,104 2.25%, 07/25/2056(1)(2)   1,529,028
  286,285 2.75%, 02/25/2055(1)(2)   287,554
  732,434 2.75%, 04/25/2055(1)(2)   735,388
  303,636 2.75%, 05/25/2055(1)(2)   304,209

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 2,280,266 2.75%, 10/25/2056(1)(2) $ 2,307,524
  1,390,105 2.75%, 04/25/2057(1)(2)   1,404,732
  913,916 2.75%, 07/25/2057(1)(2)   926,955
  1,361,031 2.75%, 10/25/2057(1)(2)   1,381,325
    Tryon Park CLO Ltd.    
  4,915,000 2.72%, 04/15/2029, 3 mo. USD LIBOR + 0.890%(1)(3)   4,907,244
    Vantage Data Centers Issuer LLC    
  2,564,271 3.19%, 07/15/2044(1)   2,625,185
  961,217 4.07%, 02/16/2043(1)   1,001,216
  1,289,775 4.20%, 11/16/2043(1)   1,348,179
    Verizon Owner Trust    
  1,485,000 2.22%, 12/20/2021(1)   1,488,610
    Wingstop Funding LLC    
  3,151,188 4.97%, 12/05/2048(1)   3,250,891
    Z Capital Credit Partners CLO Ltd.    
  2,755,000 3.29%, 07/16/2027, 3 mo. USD LIBOR + 1.450%(1)(3)   2,726,293
        63,195,303
    Asset-Backed - Home Equity - 0.1%    
    Accredited Mortgage Loan Trust    
  339,144 2.34%, 01/25/2035, 1 mo. USD LIBOR + 0.680%(3)   340,842
    Morgan Stanley ABS Capital, Inc. Trust    
  853,994 2.42%, 01/25/2035, 1 mo. USD LIBOR + 0.760%(3)   859,925
    Residential Asset Securitization Trust    
  82,537 5.10%, 07/25/2034(2)   83,871
        1,284,638
    Collateralized - Mortgage Obligations - 0.2%    
    Natixis Commercial Mortgage Securities Trust    
  2,235,000 2.51%, 10/15/2036(1)   2,260,789
    Commercial Mortgage - Backed Securities - 0.9%    
    Citigroup Mortgage Loan Trust    
  1,926,223 3.25%, 03/25/2061(1)(2)   1,971,813
  1,500,863 3.50%, 02/25/2058(1)(2)   1,550,134
    DBUBS Mortgage Trust    
  547,991 0.88%, 11/10/2046(1)(2)(4)   1,516
    FREMF Mortgage Trust    
  635,000 3.31%, 04/25/2046(1)(2)   634,305
  900,000 4.16%, 05/25/2045(1)(2)   937,841
  3,028,530 4.26%, 02/25/2046(1)(2)   3,076,752
  1,000,000 4.78%, 11/25/2049(1)(2)   1,015,511
    JP Morgan Chase Commercial Mortgage Securities Trust    
  1,579,025 3.91%, 05/05/2030(1)   1,627,634
  2,330,655 4.39%, 07/15/2046(1)   2,379,510
        13,195,016
    Other ABS - 1.4%    
    Avant Loans Funding Trust    
  2,327,211 2.72%, 10/15/2026(1)   2,331,554
    Dryden Senior Loan Fund    
  1,080,000 2.80%, 04/15/2031, 3 mo. USD LIBOR + 0.970%(1)(3)   1,076,138
    Falcon Aerospace Ltd.    
  3,308,088 3.60%, 09/15/2039(1)   3,320,442
    Finance of America Structured Securities Trust    
  993,316 3.28%, 04/25/2029(1)(2)   994,160
    Marlette Funding Trust    
  3,460,848 2.39%, 12/17/2029(1)   3,469,714
  1,181,874 2.69%, 09/17/2029(1)   1,187,446
  74,813 3.06%, 07/17/2028(1)   74,857
  1,527,380 3.13%, 07/16/2029(1)   1,540,228
  915,743 3.44%, 04/16/2029(1)   924,033
    Nationstar HECM Loan Trust    
  847,870 2.65%, 06/25/2029(1)(2)   849,018
    Stack Infrastructure Issuer LLC    
  3,560,000 3.08%, 10/25/2044(1)   3,581,819

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    VOLT LXIV LLC    
$ 817,291 3.38%, 10/25/2047(1)(5) $ 817,600
        20,167,009
    Whole Loan Collateral CMO - 9.0%    
    Angel Oak Mortgage Trust LLC    
  1,415,000 2.47%, 12/25/2059(1)(2)   1,419,246
  390,129 2.48%, 07/25/2047(1)(2)   390,083
  371,750 2.71%, 11/25/2047(1)(2)   371,823
  81,427 2.81%, 01/25/2047(1)(2)   81,426
  4,082,623 2.99%, 07/26/2049(1)(2)   4,111,241
  1,626,951 3.92%, 11/25/2048(1)(2)   1,655,978
    Arroyo Mortgage Trust    
  4,782,655 2.96%, 10/25/2048(1)(2)   4,832,976
  1,214,349 3.81%, 01/25/2049(1)(2)   1,248,500
    Bellemeade Re Ltd.    
  221,120 2.86%, 10/25/2028, 1 mo. USD LIBOR + 1.200%(1)(3)   221,155
    Bunker Hill Loan Depositary Trust    
  3,840,892 2.72%, 11/25/2059(1)(5)   3,874,732
  1,173,052 3.61%, 10/26/2048(1)(5)   1,185,693
  3,625,513 3.82%, 10/26/2048(1)(5)   3,670,087
    CIM Trust    
  2,491,710 3.00%, 04/25/2057(1)(2)   2,519,063
    Colombia Cent CLO Ltd.    
  1,270,000 2.94%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(3)   1,271,128
    COLT Mortgage Loan Trust    
  4,690,000 2.49%, 02/25/2050(1)(2)   4,695,203
  3,077,931 2.58%, 11/25/2049(1)(2)   3,102,632
  877,404 2.76%, 08/25/2049(1)(2)   880,692
  403,166 2.93%, 02/25/2048(1)(2)   403,804
  533,548 3.47%, 07/27/2048(1)(2)   535,561
  430,091 3.69%, 10/26/2048(1)(2)   433,063
  605,393 3.71%, 03/25/2049(1)(2)   614,562
  1,867,207 4.01%, 12/28/2048(1)(2)   1,880,343
    CSMC Trust    
  1,701,270 4.13%, 07/25/2058(1)(2)   1,717,066
    Deephaven Residential Mortgage Trust    
  379,518 2.45%, 06/25/2047(1)(2)   379,844
  182,486 2.73%, 12/26/2046(1)(2)   182,056
  4,637,687 2.79%, 10/25/2059(1)(2)   4,657,474
  224,758 2.81%, 10/25/2047(1)(2)   225,568
  824,939 3.48%, 04/25/2058(1)(2)   832,492
  1,956,985 3.79%, 08/25/2058(1)(2)   1,972,494
    Flagstar Mortgage Trust    
  1,107,141 4.00%, 09/25/2048(1)(2)   1,115,379
    Galton Funding Mortgage Trust    
  3,430,056 2.66%, 10/25/2059(1)(2)   3,448,721
    GCAT Trust    
  2,143,642 2.65%, 10/25/2068(1)(2)   2,166,497
    Home Re Ltd.    
  601,039 3.26%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(3)   601,878
    MetLife Securitization Trust    
  954,933 3.00%, 04/25/2055(1)(2)   974,438
    MFA Trust    
  525,396 2.59%, 02/25/2057(1)(2)   523,752
    Mill City Mortgage Loan Trust    
  593,240 2.50%, 04/25/2057(1)(2)   594,804
  4,311,865 2.75%, 07/25/2059(1)(2)   4,371,134
  1,908,924 2.75%, 01/25/2061(1)(2)   1,928,622
  1,080,830 3.25%, 05/25/2062(1)(2)   1,107,205
  2,072,119 3.50%, 05/25/2058(1)(2)   2,125,922
  1,992,601 3.50%, 08/25/2058(1)(2)   2,067,178
    New Residential Advance Receivables Trust    
  5,525,000 2.43%, 10/15/2051(1)   5,549,977
    New Residential Mortgage LLC    
  2,666,315 3.61%, 05/25/2023(1)   2,671,708

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 2,901,354 3.79%, 07/25/2054(1) $ 2,912,673
    New Residential Mortgage Loan Trust    
  3,037,460 2.41%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)   3,033,930
  3,895,000 2.46%, 01/26/2060(1)(2)   3,907,873
  564,703 3.25%, 09/25/2056(1)(2)   582,285
  941,019 3.50%, 12/25/2057(1)(2)   976,178
  572,505 3.75%, 11/26/2035(1)(2)   599,027
  401,732 3.75%, 03/25/2056(1)(2)   419,975
  620,883 3.75%, 11/25/2056(1)(2)   648,411
  1,146,634 4.00%, 02/25/2057(1)(2)   1,208,385
  1,130,633 4.00%, 03/25/2057(1)(2)   1,196,901
  782,198 4.00%, 04/25/2057(1)(2)   822,647
  1,138,386 4.00%, 05/25/2057(1)(2)   1,204,851
  1,841,451 4.00%, 09/25/2057(1)(2)   1,913,687
  873,653 4.00%, 12/25/2057(1)(2)   914,047
    NRZ Advance Receivables Trust    
  2,700,000 2.59%, 07/15/2052(1)   2,724,042
    OBX Trust    
  4,340,000 3.50%, 05/25/2049(1)(2)   4,447,822
    Preston Ridge Partners Mortgage Trust LLC    
  1,253,686 3.75%, 04/25/2023(1)(2)   1,256,407
    PSMC Trust    
  5,113,715 3.50%, 10/25/2049(1)(2)   5,229,597
    Radnor RE Ltd.    
  1,898,371 2.86%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(3)   1,898,853
    Sequoia Mortgage Trust    
  4,224,614 3.50%, 11/25/2049(1)(2)   4,313,166
  349,660 4.00%, 09/25/2048(1)(2)   352,536
  1,733,903 4.50%, 08/25/2048(1)(2)   1,802,214
    Spruce Hill Mortgage Loan Trust    
  951,073 3.40%, 04/29/2049(1)(2)   959,171
    Towd Point Mortgage Trust    
  829,314 2.25%, 04/25/2056(1)(2)   830,369
  2,182,856 2.90%, 10/25/2059(1)(2)   2,242,845
    Verus Securitization Trust    
  2,466,000 2.42%, 01/25/2060(1)(2)   2,470,258
  2,890,406 2.64%, 11/25/2059(1)(5)   2,910,593
  476,659 2.93%, 02/25/2048(1)(2)   477,301
  1,611,136 3.68%, 06/01/2058(1)(2)   1,625,776
    Wells Fargo Mortgage Backed Securities Trust    
  1,510,702 4.00%, 04/25/2049(1)(2)   1,519,819
        134,014,839
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $244,836,160) $ 246,646,437
  Corporate Bonds - 53.3%    
    Aerospace/Defense - 0.6%    
    Arconic, Inc.    
  500,000 5.87%, 02/23/2022   533,130
    BAE Systems Holdings, Inc.    
  365,000 2.85%, 12/15/2020(1)   367,683
    L3Harris Technologies, Inc.    
  2,275,000 3.85%, 06/15/2023(1)   2,417,853
    United Technologies Corp.    
  4,825,000 3.65%, 08/16/2023   5,134,866
        8,453,532
    Agriculture - 0.6%    
    Altria Group, Inc.    
  3,125,000 3.49%, 02/14/2022   3,221,488
    BAT Capital Corp.    
  5,000,000 2.79%, 09/06/2024   5,104,126
    Reynolds American, Inc.    
  644,000 3.25%, 06/12/2020   646,480
        8,972,094

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Auto Manufacturers - 2.2%    
    Daimler Finance North America LLC    
$ 2,000,000 2.00%, 07/06/2021(1) $ 2,002,000
    Ford Motor Credit Co. LLC    
  2,000,000 2.46%, 03/27/2020   2,000,916
  3,125,000 3.35%, 11/01/2022   3,170,969
  2,800,000 4.06%, 11/01/2024   2,889,677
    General Motors Financial Co., Inc.    
  2,850,000 2.90%, 02/26/2025   2,880,375
  2,500,000 3.15%, 06/30/2022   2,558,057
  2,500,000 3.20%, 07/06/2021   2,539,215
  2,500,000 4.20%, 11/06/2021   2,586,519
    Harley-Davidson Financial Services, Inc.    
  2,500,000 2.85%, 01/15/2021(1)   2,519,992
    Hyundai Capital America    
  2,490,000 2.60%, 03/19/2020(1)   2,491,908
  1,825,000 4.13%, 06/08/2023(1)   1,926,536
    Nissan Motor Acceptance Corp.    
  1,000,000 2.15%, 09/28/2020(1)   1,001,725
  1,250,000 2.55%, 03/08/2021(1)   1,257,325
    Volkswagen Group of America Finance LLC    
  3,025,000 4.25%, 11/13/2023(1)   3,264,572
        33,089,786
    Auto Parts & Equipment - 0.3%    
    Goodyear Tire & Rubber Co.    
  4,237,000 8.75%, 08/15/2020   4,374,703
    Beverages - 0.4%    
    Anheuser-Busch InBev Finance, Inc.    
  1,155,000 3.70%, 02/01/2024   1,241,467
    Anheuser-Busch InBev Worldwide, Inc.    
  1,700,000 4.15%, 01/23/2025   1,875,006
    Constellation Brands, Inc.    
  2,435,000 2.65%, 11/07/2022   2,489,269
  340,000 2.70%, 05/09/2022   345,855
    Molson Coors Brewing Co.    
  625,000 2.10%, 07/15/2021   626,976
        6,578,573
    Biotechnology - 0.1%    
    Gilead Sciences, Inc.    
  1,750,000 3.25%, 09/01/2022   1,815,117
    Chemicals - 1.0%    
    Celanese U.S. Holdings LLC    
  915,000 3.50%, 05/08/2024   956,209
  3,225,000 4.63%, 11/15/2022   3,436,159
    DuPont de Nemours, Inc.    
  3,600,000 4.21%, 11/15/2023   3,897,065
    Eastman Chemical Co.    
  2,500,000 3.50%, 12/01/2021   2,568,961
    International Flavors & Fragrances, Inc.    
  1,235,000 3.40%, 09/25/2020   1,245,647
    Sherwin-Williams Co.    
  439,000 2.75%, 06/01/2022   449,317
    Syngenta Finance N.V.    
  2,000,000 3.70%, 04/24/2020(1)   2,004,148
        14,557,506
    Commercial Banks - 15.7%    
    Banco Santander S.A.    
  1,600,000 3.13%, 02/23/2023   1,651,478
  1,200,000 3.50%, 04/11/2022   1,238,450
  600,000 3.85%, 04/12/2023   632,047
    Bank of America Corp.    
  3,500,000 2.50%, 10/21/2022   3,544,807

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    2.74%, 01/23/2022, (2.74% fixed rate until 01/23/2021; 3 mo. USD LIBOR + 0.370%  
$ 1,500,000 thereafter)(6) $ 1,513,731
  3,825,000 4.00%, 04/01/2024   4,145,580
    Bank of Montreal    
  4,915,000 2.05%, 11/01/2022   4,961,518
    Banque Federative du Credit Mutuel S.A.    
  1,500,000 2.70%, 07/20/2022(1)   1,531,973
    Barclays plc    
  1,850,000 2.88%, 06/08/2020   1,854,514
  2,625,000 3.25%, 01/12/2021   2,655,817
    4.61%, 02/15/2023, (4.61% fixed rate until 02/15/2022; 3 mo. USD LIBOR + 1.400%  
  1,775,000 thereafter)(6)   1,860,059
    BB&T Corp.    
  1,750,000 3.05%, 06/20/2022   1,801,292
    BNP Paribas S.A.    
  580,000 2.95%, 05/23/2022(1)   593,707
  750,000 3.50%, 03/01/2023(1)   783,052
    BPCE S.A.    
  3,000,000 2.38%, 01/14/2025(1)   3,024,168
  1,750,000 2.75%, 01/11/2023(1)   1,794,556
  300,000 3.00%, 05/22/2022(1)   306,812
  1,500,000 4.00%, 09/12/2023(1)   1,599,123
    Canadian Imperial Bank of Commerce    
    2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD LIBOR + 0.785%  
  1,250,000 thereafter)(6)   1,270,726
  1,250,000 3.50%, 09/13/2023   1,326,444
    Capital One Financial Corp.    
  2,500,000 2.66%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(3)   2,503,300
  1,250,000 3.05%, 03/09/2022   1,279,969
  1,750,000 3.45%, 04/30/2021   1,784,195
  1,755,000 3.90%, 01/29/2024   1,879,035
    CIT Group, Inc.    
  2,500,000 4.13%, 03/09/2021   2,540,000
  1,620,000 5.00%, 08/15/2022   1,721,250
  3,980,000 5.00%, 08/01/2023   4,268,550
    Citigroup, Inc.    
2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. SOFR + 0.867%
  3,000,000 thereafter)(6)   3,020,326
  4,500,000 2.90%, 12/08/2021   4,583,140
    Citizens Bank NA    
  770,000 2.55%, 05/13/2021   777,288
  4,500,000 2.65%, 05/26/2022   4,583,354
    Citizens Financial Group, Inc.    
  665,000 2.38%, 07/28/2021   670,150
    Comerica, Inc.    
  3,550,000 3.70%, 07/31/2023   3,771,550
    Cooperatieve Rabobank UA    
  1,500,000 2.75%, 01/10/2022   1,530,897
    Credit Agricole S.A.    
  2,500,000 2.38%, 01/22/2025(1)   2,536,097
  735,000 3.75%, 04/24/2023(1)   775,273
    Credit Suisse Group AG    
2.59%, 09/11/2025, (2.59% fixed rate until 09/11/2024; 3 mo. SOFR + 1.560%
  3,420,000 thereafter)(1)(6)   3,476,060
  2,001,000 3.57%, 01/09/2023(1)   2,060,427
    Credit Suisse Group Funding Guernsey Ltd.    
  2,000,000 3.45%, 04/16/2021   2,037,907
    Danske Bank A/S    
  1,120,000 2.00%, 09/08/2021(1)   1,120,443
  1,250,000 2.70%, 03/02/2022(1)   1,268,247
  1,250,000 2.80%, 03/10/2021(1)   1,263,407
  5,510,000 5.00%, 01/12/2022(1)   5,805,261
    Deutsche Bank AG    
  1,190,000 2.70%, 07/13/2020   1,192,290
    Discover Bank    
  2,425,000 2.45%, 09/12/2024   2,452,273

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    DNB Bank ASA    
$ 3,000,000 2.15%, 12/02/2022(1) $ 3,027,819
  2,150,000 2.38%, 06/02/2021(1)   2,169,758
    Fifth Third Bancorp    
  2,430,000 2.38%, 01/28/2025   2,479,302
  1,750,000 2.60%, 06/15/2022   1,781,307
  2,000,000 3.65%, 01/25/2024   2,127,873
    Goldman Sachs Group, Inc.    
  1,225,000 2.35%, 11/15/2021   1,230,618
  660,000 2.63%, 04/25/2021   666,428
  1,005,000 2.88%, 02/25/2021   1,015,650
  4,000,000 3.00%, 04/26/2022   4,059,477
  1,500,000 3.20%, 02/23/2023   1,556,107
  2,500,000 3.63%, 02/20/2024   2,658,904
    HSBC Holdings plc    
    2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD LIBOR + 1.140%  
  3,500,000 thereafter)(6)   3,558,666
  1,800,000 2.95%, 05/25/2021   1,827,663
    3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055%  
  2,135,000 thereafter)(6)   2,190,223
  1,150,000 3.40%, 03/08/2021   1,170,483
    Huntington Bancshares, Inc.    
  2,000,000 2.30%, 01/14/2022   2,019,288
  1,700,000 3.15%, 03/14/2021   1,725,205
    ING Groep N.V.    
  705,000 3.15%, 03/29/2022   723,978
  2,000,000 4.10%, 10/02/2023   2,146,052
    Intesa Sanpaolo S.p.A.    
  1,955,000 3.13%, 07/14/2022(1)   1,993,620
  2,000,000 3.25%, 09/23/2024(1)   2,043,168
  1,675,000 3.38%, 01/12/2023(1)   1,722,459
  750,000 6.50%, 02/24/2021(1)   785,029
    JP Morgan Chase & Co.    
  4,000,000 2.30%, 08/15/2021   4,010,486
    2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160%  
  4,600,000 thereafter)(6)   4,672,812
    KeyBank NA    
  1,500,000 2.40%, 06/09/2022   1,524,906
  905,000 2.50%, 11/22/2021   919,475
  1,700,000 3.30%, 02/01/2022   1,753,719
    Macquarie Bank Ltd.    
  4,100,000 2.10%, 10/17/2022(1)   4,131,843
    Macquarie Group Ltd.    
    3.19%, 11/28/2023, (3.19% fixed rate until 11/28/2022; 3 mo. USD    
  3,000,000 LIBOR + 1.023% thereafter)(1)(6)   3,091,255
    Manufacturers & Traders Trust Co.    
  1,045,000 2.88%, 12/28/2020, 1 mo. USD LIBOR + 1.215%(3)   1,045,587
    Mitsubishi UFJ Financial Group, Inc.    
  3,580,000 2.62%, 07/18/2022   3,649,197
    Mizuho Financial Group, Inc.    
  1,500,000 2.63%, 04/12/2021(1)   1,516,790
    2.72%, 07/16/2023, (2.72% fixed rate until 07/16/2022; 3 mo. USD LIBOR + 0.840%  
  2,000,000 thereafter)(6)   2,035,828
    Morgan Stanley    
  2,000,000 2.28%, 01/20/2023, 3 mo. USD SOFR + 0.700%(3)   2,002,680
  920,000 2.50%, 04/21/2021   928,931
  2,000,000 2.75%, 05/19/2022   2,042,719
    National Bank of Canada    
  3,400,000 2.15%, 10/07/2022(1)   3,425,931
    NatWest Markets plc    
  4,125,000 3.63%, 09/29/2022(1)   4,294,858
    Regions Financial Corp.    
  2,500,000 2.75%, 08/14/2022   2,556,207
  1,500,000 3.80%, 08/14/2023   1,599,062
    Royal Bank of Canada    
  3,900,000 2.25%, 11/01/2024   3,974,077

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Santander Holdings USA, Inc.    
$ 1,115,000 2.65%, 04/17/2020 $ 1,116,171
  3,530,000 3.70%, 03/28/2022   3,644,699
    Santander UK plc    
  2,670,000 2.10%, 01/13/2023   2,691,811
  2,000,000 3.40%, 06/01/2021   2,044,286
    Skandinaviska Enskilda Banken AB    
  1,400,000 2.63%, 11/17/2020(1)   1,408,274
  1,500,000 2.80%, 03/11/2022   1,531,312
    Standard Chartered plc    
    2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200%  
  3,655,000 thereafter)(1)(6)   3,689,370
    4.25%, 01/20/2023, (4.25% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.150%  
  3,400,000 thereafter)(1)(6)   3,527,257
    SunTrust Banks, Inc.    
  895,000 2.90%, 03/03/2021   906,168
    Toronto-Dominion Bank    
  5,000,000 1.90%, 12/01/2022   5,027,489
    UBS Group Funding Switzerland AG    
  2,750,000 3.00%, 04/15/2021(1)   2,792,316
    UniCredit S.p.A.    
  3,250,000 3.75%, 04/12/2022(1)   3,347,504
  3,035,000 6.57%, 01/14/2022(1)   3,265,704
    Wells Fargo & Co.    
    2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825%  
  4,650,000 thereafter)(6)   4,722,291
  1,795,000 3.75%, 01/24/2024   1,917,064
        232,477,699
    Commercial Services - 1.1%    
    Equifax, Inc.    
  3,365,000 2.60%, 12/01/2024   3,456,517
  1,035,000 3.30%, 12/15/2022   1,073,027
  2,555,000 3.95%, 06/15/2023   2,724,654
    Global Payments, Inc.    
  2,345,000 2.65%, 02/15/2025   2,402,538
    IHS Markit Ltd.    
  2,750,000 4.13%, 08/01/2023   2,927,925
    Total System Services, Inc.    
  1,500,000 3.80%, 04/01/2021   1,530,448
  1,500,000 4.00%, 06/01/2023   1,595,055
        15,710,164
    Construction Materials - 0.1%    
    Fortune Brands Home & Security, Inc.    
  2,000,000 3.00%, 06/15/2020   2,006,639
    Diversified Financial Services - 3.7%    
    AerCap Ireland Capital DAC / AerCap Global Aviation Trust    
  910,000 3.30%, 01/23/2023   941,822
    AIG Global Funding    
  2,230,000 2.30%, 07/01/2022(1)   2,257,732
    Air Lease Corp.    
  2,500,000 2.25%, 01/15/2023   2,521,542
  2,700,000 2.63%, 07/01/2022   2,735,031
    Aircastle Ltd.    
  1,200,000 4.13%, 05/01/2024   1,272,232
  1,400,000 4.40%, 09/25/2023   1,501,973
  3,075,000 5.13%, 03/15/2021   3,178,931
    Ally Financial, Inc.    
  2,690,000 3.88%, 05/21/2024   2,836,820
  10,355,000 4.13%, 03/30/2020   10,390,414
    Avolon Holdings Funding Ltd.    
  4,250,000 2.88%, 02/15/2025(1)   4,287,315
    CNA Financial Corp.    
  2,500,000 7.25%, 11/15/2023   2,938,349

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    LeasePlan Corp. N.V.    
$ 4,125,000 2.88%, 10/24/2024(1) $ 4,221,562
    Navient Corp.    
  416,000 8.00%, 03/25/2020   418,912
    Protective Life Global Funding    
  2,525,000 2.62%, 08/22/2022(1)   2,572,883
    Societe Generale S.A.    
  1,350,000 2.50%, 04/08/2021(1)   1,361,684
  1,800,000 3.25%, 01/12/2022(1)(7)   1,846,763
    Synchrony Financial    
  610,000 2.70%, 02/03/2020   610,000
  2,135,000 2.85%, 07/25/2022   2,176,436
  1,245,000 4.38%, 03/19/2024   1,337,439
    Western Union Co.    
  4,925,000 2.85%, 01/10/2025   5,041,119
        54,448,959
    Electric - 3.0%    
    AEP Texas, Inc.    
  2,500,000 2.40%, 10/01/2022   2,537,864
    Ameren Corp.    
  2,500,000 2.50%, 09/15/2024   2,547,757
    CenterPoint Energy, Inc.    
  3,400,000 3.85%, 02/01/2024   3,631,958
    Cleco Corporate Holdings LLC    
  2,280,000 3.74%, 05/01/2026   2,394,466
    Dominion Energy, Inc.    
  2,475,000 3.07%, 08/15/2024(5)   2,568,937
    Edison International    
  2,000,000 2.40%, 09/15/2022   2,006,029
  2,750,000 2.95%, 03/15/2023   2,817,306
  1,840,000 3.55%, 11/15/2024   1,936,465
    Emera U.S. Finance L.P.    
  395,000 2.70%, 06/15/2021   399,734
    Enel Finance International N.V.    
  3,150,000 2.88%, 05/25/2022(1)   3,213,005
  1,500,000 4.25%, 09/14/2023(1)   1,608,933
    Evergy, Inc.    
  3,760,000 2.45%, 09/15/2024   3,824,802
    Eversource Energy    
  1,055,000 2.50%, 03/15/2021   1,063,102
  890,000 3.80%, 12/01/2023   945,374
    Exelon Corp.    
  805,000 2.85%, 06/15/2020   807,194
    FirstEnergy Corp.    
  970,000 2.85%, 07/15/2022   991,034
    ITC Holdings Corp.    
  1,850,000 2.70%, 11/15/2022   1,886,476
    Potomac Electric Power Co.    
  705,000 3.05%, 04/01/2022   720,434
    Public Service Enterprise Group, Inc.    
  3,410,000 2.88%, 06/15/2024   3,527,736
    SCANA Corp.    
  1,341,000 4.75%, 05/15/2021   1,372,011
    Southern Co.    
  3,000,000 2.35%, 07/01/2021   3,021,798
        43,822,415
    Electronics - 0.1%    
    Fortive Corp.    
  850,000 2.35%, 06/15/2021   854,605
    Engineering & Construction - 0.1%    
    SBA Tower Trust    
  1,760,000 3.17%, 04/09/2047(1)   1,790,924

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Entertainment - 0.2%    
    Eldorado Resorts, Inc.    
$ 2,835,000 7.00%, 08/01/2023 $ 2,931,257
    Environmental Control - 0.2%    
    Republic Services, Inc.    
  2,245,000 2.50%, 08/15/2024   2,300,496
    Food - 1.3%    
    Conagra Brands, Inc.    
  1,200,000 3.25%, 09/15/2022   1,242,339
  6,020,000 3.80%, 10/22/2021   6,231,773
  2,000,000 4.30%, 05/01/2024   2,180,969
    Danone S.A.    
  4,000,000 2.08%, 11/02/2021(1)   4,021,532
  770,000 3.00%, 06/15/2022(1)   791,435
    Kraft Heinz Foods Co.    
  190,000 2.80%, 07/02/2020   190,375
    Mondelez International Holdings Netherlands B.V.    
  2,500,000 2.00%, 10/28/2021(1)   2,509,318
    Tyson Foods, Inc.    
  2,000,000 4.50%, 06/15/2022   2,110,575
        19,278,316
    Gas - 0.1%    
    CenterPoint Energy Resources Corp.    
  1,605,000 4.50%, 01/15/2021   1,634,444
    Healthcare-Products - 0.2%    
    Boston Scientific Corp.    
  2,260,000 3.45%, 03/01/2024   2,389,662
    Healthcare-Services - 1.2%    
    Anthem, Inc.    
  2,350,000 2.38%, 01/15/2025   2,381,279
  1,500,000 2.95%, 12/01/2022   1,543,016
    Centene Corp.    
  3,800,000 4.75%, 05/15/2022   3,866,643
    CommonSpirit Health    
  3,771,000 2.76%, 10/01/2024   3,895,805
    Howard University, Inc.    
  470,000 2.42%, 10/01/2024   470,577
  655,000 2.52%, 10/01/2025   655,810
  1,685,000 2.74%, 10/01/2022   1,686,744
    UnitedHealth Group, Inc.    
  3,300,000 3.50%, 02/15/2024   3,517,253
        18,017,127
    Home Builders - 0.1%    
    Toll Brothers Finance Corp.    
  2,000,000 5.88%, 02/15/2022   2,122,500
    Household Products/Wares - 0.2%    
    Church & Dwight Co., Inc.    
  2,515,000 2.88%, 10/01/2022   2,587,240
    Insurance - 0.9%    
    Aon Corp.    
  2,040,000 2.20%, 11/15/2022   2,059,290
    Assurant, Inc.    
  1,250,000 4.20%, 09/27/2023   1,326,074
    AXA Equitable Holdings, Inc.    
  785,000 3.90%, 04/20/2023   831,672
    Liberty Mutual Group, Inc.    
  3,250,000 4.95%, 05/01/2022(1)   3,456,996
    Marsh & McLennan Cos., Inc.    
  2,315,000 3.88%, 03/15/2024   2,493,115
    Trinity Acquisition plc    
  705,000 3.50%, 09/15/2021   721,279

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Willis North America, Inc.    
$ 2,250,000 3.60%, 05/15/2024 $ 2,394,585
        13,283,011
    Internet - 0.4%    
    Netflix, Inc.    
  2,000,000 5.50%, 02/15/2022   2,112,700
    Tencent Holdings Ltd.    
  3,630,000 2.99%, 01/19/2023(1)   3,714,629
        5,827,329
    Iron/Steel - 0.7%    
    ArcelorMittal S.A.    
  1,500,000 6.25%, 02/25/2022   1,611,750
    Steel Dynamics, Inc.    
  7,000,000 2.80%, 12/15/2024   7,166,932
  1,000,000 5.25%, 04/15/2023   1,016,273
        9,794,955
    IT Services - 1.0%    
    Hewlett Packard Enterprise Co.    
  4,550,000 2.25%, 04/01/2023   4,589,366
  1,250,000 3.50%, 10/05/2021   1,283,826
  1,250,000 3.60%, 10/15/2020   1,263,976
    International Business Machines Corp.    
  5,775,000 3.00%, 05/15/2024   6,063,178
    NCR Corp.    
  2,200,000 5.00%, 07/15/2022   2,221,340
        15,421,686
    Lodging - 0.9%    
    Las Vegas Sands Corp.    
  5,090,000 3.20%, 08/08/2024   5,254,569
    Marriott International, Inc.    
  1,565,000 2.13%, 10/03/2022   1,577,079
  1,500,000 2.30%, 01/15/2022   1,511,968
  2,500,000 3.60%, 04/15/2024   2,661,534
    MGM Resorts International    
  2,300,000 6.00%, 03/15/2023   2,523,560
        13,528,710
    Machinery-Diversified - 0.5%    
    CNH Industrial Capital LLC    
  2,000,000 4.38%, 11/06/2020   2,034,500
  995,000 4.38%, 04/05/2022   1,040,740
    Roper Technologies, Inc.    
  3,225,000 2.35%, 09/15/2024   3,280,925
  1,500,000 3.65%, 09/15/2023   1,591,093
        7,947,258
    Media - 1.7%    
    CCO Holdings LLC / CCO Holdings Capital Corp.    
  1,500,000 5.13%, 05/01/2023(1)   1,523,745
    Charter Communications Operating LLC / Charter Communications Operating Capital    
  1,685,000 3.58%, 07/23/2020   1,694,943
  2,500,000 4.46%, 07/23/2022   2,641,665
    Comcast Corp.    
  3,185,000 3.70%, 04/15/2024   3,426,697
    Cox Communications, Inc.    
  905,000 2.95%, 06/30/2023(1)   929,355
  2,207,000 3.15%, 08/15/2024(1)   2,308,785
  3,000,000 3.25%, 12/15/2022(1)   3,105,009
    Discovery Communications LLC    
  2,195,000 2.80%, 06/15/2020   2,200,869
    Fox Corp.    
  550,000 3.67%, 01/25/2022(1)   568,635
  735,000 4.03%, 01/25/2024(1)   790,975
    ViacomCBS, Inc.    

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 2,900,000 3.25%, 03/15/2023(7) $ 2,971,732
  815,000 2.90%, 06/01/2023   840,649
    Videotron Ltd.    
  2,675,000 5.00%, 07/15/2022   2,805,406
        25,808,465
    Mining - 0.4%    
    Anglo American Capital plc    
  2,250,000 3.75%, 04/10/2022(1)   2,323,665
  1,500,000 4.13%, 04/15/2021(1)   1,535,452
    Glencore Funding LLC    
  320,000 3.00%, 10/27/2022(1)   323,467
    Newmont Corp.    
  1,850,000 3.50%, 03/15/2022   1,908,030
        6,090,614
    Miscellaneous Manufacturing - 0.1%    
    Parker-Hannifin Corp.    
  1,480,000 2.70%, 06/14/2024   1,531,209
    Office/Business Equipment - 0.3%    
    Xerox Corp.    
  4,000,000 2.75%, 09/01/2020   4,011,200
    Oil & Gas - 2.6%    
    Aker BP ASA    
  5,845,000 3.00%, 01/15/2025(1)   5,893,338
  3,075,000 4.75%, 06/15/2024(1)   3,197,477
    Canadian Natural Resources Ltd.    
  875,000 2.95%, 01/15/2023   899,180
    Cimarex Energy Co.    
  2,795,000 4.38%, 06/01/2024   2,970,903
    Eni S.p.A.    
  3,400,000 4.00%, 09/12/2023(1)   3,622,081
    EQT Corp.    
  3,000,000 2.50%, 10/01/2020   3,007,363
    Noble Energy, Inc.    
  3,000,000 3.90%, 11/15/2024   3,197,581
    Occidental Petroleum Corp.    
  5,050,000 2.70%, 08/15/2022   5,128,287
  3,775,000 2.90%, 08/15/2024   3,856,095
  1,991,000 4.85%, 03/15/2021   2,050,342
    Petroleos Mexicanos    
EUR 2,535,000 3.13%, 11/27/2020(8)   2,877,644
    Pioneer Natural Resources Co.    
$ 1,565,000 3.45%, 01/15/2021   1,585,356
        38,285,647
    Pharmaceuticals - 2.2%    
    AbbVie, Inc.    
  1,250,000 2.30%, 05/14/2021   1,258,192
  5,000,000 2.60%, 11/21/2024(1)   5,107,762
    Allergan Funding SCS    
  3,855,000 3.00%, 03/12/2020   3,856,120
    Bayer U.S. Finance LLC    
  2,000,000 3.50%, 06/25/2021(1)   2,043,578
  1,400,000 3.88%, 12/15/2023(1)   1,495,238
    Cigna Corp.    
  3,130,000 3.75%, 07/15/2023   3,309,573
    CVS Health Corp.    
  1,060,000 2.63%, 08/15/2024   1,085,906
    Elanco Animal Health, Inc.    
  4,075,000 3.91%, 08/27/2021   4,188,537
  2,560,000 4.27%, 08/28/2023   2,725,673
    Mylan N.V.    
  95,000 3.75%, 12/15/2020   96,318
    Teva Pharmaceutical Finance LLC    
  3,250,000 2.25%, 03/18/2020   3,245,937

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Teva Pharmaceutical Finance Netherlands B.V.    
$ 4,850,000 2.20%, 07/21/2021 $ 4,760,275
        33,173,109
    Pipelines - 2.3%    
    Energy Transfer Operating L.P.    
  1,870,000 2.90%, 05/15/2025   1,890,962
  1,130,000 4.20%, 09/15/2023   1,200,036
  2,150,000 4.50%, 04/15/2024   2,311,959
    Enterprise Products Operating LLC    
  1,700,000 2.85%, 04/15/2021   1,717,712
    EQM Midstream Partners L.P.    
  2,775,000 4.75%, 07/15/2023   2,738,226
    Kinder Morgan Energy Partners L.P.    
  850,000 4.15%, 03/01/2022   888,056
  1,175,000 5.30%, 09/15/2020   1,199,396
  865,000 6.85%, 02/15/2020   866,137
    MPLX L.P.    
  1,080,000 2.79%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(3)   1,083,967
  240,000 3.50%, 12/01/2022(1)   248,412
    Phillips 66 Partners L.P.    
  5,200,000 2.45%, 12/15/2024   5,265,253
    Sunoco Logistics Partners Operations L.P.    
  2,050,000 4.40%, 04/01/2021   2,099,681
    Western Midstream Operating L.P.    
  5,725,000 3.10%, 02/01/2025   5,758,434
  750,000 4.00%, 07/01/2022   773,365
    Williams Cos., Inc.    
  3,200,000 4.30%, 03/04/2024   3,436,723
    Williams Partners L.P.    
  3,000,000 3.60%, 03/15/2022   3,089,042
        34,567,361
    Real Estate - 0.2%    
    WEA Finance LLC    
  2,000,000 3.15%, 04/05/2022(1)   2,056,100
    WEA Finance LLC / Westfield UK & Europe Finance plc    
  1,100,000 3.25%, 10/05/2020(1)   1,108,709
        3,164,809
    REITS - 1.6%    
    American Tower Corp.    
  1,750,000 3.00%, 06/15/2023   1,810,584
  1,755,000 3.30%, 02/15/2021   1,779,121
  2,350,000 3.38%, 05/15/2024   2,469,326
    Brandywine Operating Partnership L.P.    
  3,890,000 4.10%, 10/01/2024   4,185,316
    Crown Castle International Corp.    
  1,500,000 3.15%, 07/15/2023   1,555,063
  240,000 3.40%, 02/15/2021   243,387
    Realty Income Corp.    
  2,000,000 3.25%, 10/15/2022   2,074,040
    SBA Tower Trust    
  1,745,000 2.84%, 01/15/2025(1)   1,806,186
    Ventas Realty L.P.    
  3,700,000 2.65%, 01/15/2025   3,788,855
    Welltower, Inc.    
  2,000,000 3.63%, 03/15/2024   2,126,674
  2,000,000 3.95%, 09/01/2023   2,133,019
        23,971,571
    Retail - 0.5%    
    CVS Health Corp.    
  2,350,000 2.13%, 06/01/2021   2,361,042
  715,000 2.80%, 07/20/2020   717,572
  595,000 3.35%, 03/09/2021   605,306
  2,500,000 3.70%, 03/09/2023   2,623,545

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Dollar Tree, Inc.    
$ 1,790,000 3.70%, 05/15/2023 $ 1,887,692
        8,195,157
    Savings & Loans - 0.3%    
    Nationwide Building Society    
  3,550,000 2.00%, 01/27/2023(1)   3,569,958
    3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181%  
  1,400,000 thereafter)(1)(6)   1,447,022
        5,016,980
    Semiconductors - 0.5%    
    Broadcom, Inc.    
  1,500,000 3.13%, 10/15/2022(1)   1,538,044
  1,500,000 3.63%, 10/15/2024(1)   1,578,602
    Microchip Technology, Inc.    
  1,140,000 3.92%, 06/01/2021   1,167,674
    NXP B.V. / NXP Funding LLC    
  2,000,000 4.13%, 06/01/2021(1)   2,054,460
  860,000 4.88%, 03/01/2024(1)   946,234
        7,285,014
    Software - 0.1%    
    Fiserv, Inc.    
  1,380,000 3.80%, 10/01/2023   1,468,887
    Telecommunications - 1.4%    
    AT&T, Inc.    
  2,000,000 2.80%, 02/17/2021   2,019,666
  2,000,000 3.60%, 02/17/2023   2,099,258
    Nokia Oyj    
  5,500,000 3.38%, 06/12/2022   5,582,500
    Sprint Communications, Inc.    
  3,169,000 7.00%, 03/01/2020(1)   3,178,824
    Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint    
    Spectrum Co. III LLC    
  4,066,563 3.36%, 03/20/2023(1)   4,099,603
    Telefonica Emisiones S.A.    
  2,000,000 4.57%, 04/27/2023   2,167,990
    Verizon Communications, Inc.    
  1,000,000 5.15%, 09/15/2023   1,115,842
        20,263,683
    Toys/Games/Hobbies - 0.1%    
    Hasbro, Inc.    
  1,750,000 2.60%, 11/19/2022   1,778,719
    Transportation - 1.1%    
    Penske Truck Leasing Co. L.P. / PTL Finance Corp.    
  1,500,000 2.70%, 03/14/2023(1)   1,531,260
  1,425,000 2.70%, 11/01/2024(1)   1,459,269
  1,000,000 3.20%, 07/15/2020(1)   1,005,194
  2,065,000 3.45%, 07/01/2024(1)   2,179,321
  1,250,000 3.90%, 02/01/2024(1)   1,336,041
  2,000,000 4.13%, 08/01/2023(1)   2,138,584
    Ryder System, Inc.    
  1,270,000 2.25%, 09/01/2021   1,277,855
    TTX Co.    
  4,450,000 3.60%, 01/15/2025(1)   4,743,167
        15,670,691
    Trucking & Leasing - 1.0%    
    Aviation Capital Group LLC    
  2,650,000 3.88%, 05/01/2023(1)   2,758,802
    Avolon Holdings Funding Ltd.    
  2,950,000 5.13%, 10/01/2023(1)   3,209,807
    DAE Funding LLC    
  5,275,000 5.25%, 11/15/2021(1)   5,486,000

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    GATX Corp.    
$ 2,500,000 4.35%, 02/15/2024 $ 2,690,635
    Park Aerospace Holdings Ltd.    
  300,000 5.25%, 08/15/2022(1)   320,916
        14,466,160
    Total Corporate Bonds    
    (cost $770,428,710) $ 790,765,983
Foreign Government Obligations - 0.5%    
    Qatar - 0.5%    
    Qatar Government International Bond    
  4,700,000 3.38%, 03/14/2024(1)   4,952,625
  1,960,000 3.88%, 04/23/2023(1)   2,072,700
        7,025,325
    Total Foreign Government Obligations    
    (cost $6,641,541) $ 7,025,325
Municipal Bonds - 0.5%      
    General Obligation - 0.2%    
    Cook County, IL, GO    
  2,805,000 4.74%, 11/15/2022   2,923,259
    Higher Education - 0.2%    
    Chicago, IL, Board of Education, GO    
  2,630,000 5.28%, 12/01/2022   2,719,788
    Transportation - 0.1%    
    Alameda Corridor Transportation Auth, CA    
  1,750,000 0.00%, 10/01/2022(9)   1,648,062
    Total Municipal Bonds    
    (cost $7,106,034) $ 7,291,109
Senior Floating Rate Interests - 15.6%(10)    
    Advertising - 0.1%    
    Clear Channel Outdoor Holdings, Inc.    
  1,456,350 5.15%, 08/21/2026, 1 mo. USD LIBOR + 3.500%   1,460,442
    Aerospace/Defense - 0.4%    
    Circor International, Inc.    
  1,199,419 5.18%, 12/11/2024, 1 mo. USD LIBOR + 3.500% $ 1,201,290
    Maverick Purchaser Sub LLC    
  640,000 0.00%, 01/23/2027(11)   640,800
    TransDigm, Inc.    
  3,770,764 4.15%, 06/09/2023, 1 mo. USD LIBOR + 2.500%   3,766,051
        5,608,141
    Airlines - 0.2%    
    American Airlines, Inc.    
  1,541,983 3.41%, 06/27/2025, 1 mo. USD LIBOR + 1.750%   1,526,563
  950,000 3.68%, 10/12/2021, 1 mo. USD LIBOR + 2.000%   936,938
    Kestrel Bidco, Inc.    
  955,000 4.68%, 12/11/2026, 1 mo. USD LIBOR + 3.000%   960,310
        3,423,811
    Auto Manufacturers - 0.1%    
    Navistar International Corp.    
  705,600 5.17%, 11/06/2024, 1 mo. USD LIBOR + 3.500%   706,129
    Auto Parts & Equipment - 0.4%    
    Adient U.S. LLC    
  1,119,375 6.18%, 05/06/2024, 1 mo. USD LIBOR + 4.250%   1,119,845
    AL Alpine AT Bidco GmbH    
EUR 330,000 3.00%, 10/31/2025, 3 mo. EURIBOR + 3.000%   358,959
    Altra Industrial Motion Corp.    
$ 720,728 3.65%, 10/01/2025, 1 mo. USD LIBOR + 2.000%   722,169
    IAA, Inc.    
  383,150 3.94%, 06/28/2026, 1 mo. USD LIBOR + 2.250%   385,545
    Panther BF Aggregator L.P.    
EUR 1,620,000 3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%   1,806,955

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 1,122,188 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500% $ 1,128,640
        5,522,113
    Beverages - 0.1%    
    Jacobs Douwe Egberts International B.V.    
  825,585 3.81%, 11/01/2025, 3 mo. USD LIBOR + 1.750%   826,873
    Sunshine Investments B.V.    
  625,000 0.00%, 03/28/2025(11)   624,219
        1,451,092
    Chemicals - 0.5%    
    Axalta Coating Systems U.S. Holdings, Inc.    
  942,768 3.70%, 06/01/2024, 3 mo. USD LIBOR + 1.750%   941,787
    Cabot Microelectronics Corp.    
  851,245 3.69%, 11/17/2025, 1 mo. USD LIBOR + 2.000%   854,974
    CTC AcquiCo GmbH    
EUR 627,702 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%   687,986
    Element Solutions, Inc.    
$ 678,163 3.65%, 01/31/2026, 1 mo. USD LIBOR + 2.000%   680,496
    Hexion, Inc.    
  746,250 5.41%, 07/01/2026, 1 mo. USD LIBOR + 3.500%   750,914
    Minerals Technologies, Inc.    
  301,583 3.96%, 02/14/2024, 1 mo. USD LIBOR + 2.250%   302,054
    Starfruit Finco B.V.    
EUR 150,000 3.25%, 10/01/2025, 3 mo. EURIBOR + 3.750%   166,742
$ 338,504 4.70%, 10/01/2025, 1 mo. USD LIBOR + 3.250%   338,081
    Tronox Finance LLC    
  606,307 4.52%, 09/23/2024, 3 mo. USD LIBOR + 2.750%   606,210
    Univar, Inc.    
  335,000 3.65%, 07/01/2026   336,186
  582,409 3.90%, 07/01/2024, 1 mo. USD LIBOR + 2.250%   583,317
    WR Grace & Co.    
  819,625 3.70%, 04/03/2025, 3 mo. USD LIBOR + 1.750%   822,084
        7,070,831
    Commercial Services - 1.5%    
    Allied Universal Holdco LLC    
  85,312 0.00%, 07/10/2026, 1 mo. USD LIBOR + 4.250%   85,703
  861,657 5.90%, 07/10/2026, 3 mo. USD LIBOR + 4.250%   865,604
    Belron Finance U.S. LLC    
  390,000 4.27%, 11/07/2026, 1 mo. USD LIBOR + 2.500%   391,221
    Blackhawk Network Holdings, Inc.    
  2,011,405 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   2,011,043
    BrightView Landscapes LLC    
  828,968 4.19%, 08/15/2025, 1 mo. USD LIBOR + 2.500%   831,563
    Dun & Bradstreet Corp.    
  1,805,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   1,814,476
    Energizer Holdings, Inc.    
  101,760 4.06%, 12/17/2025, 1 mo. USD LIBOR + 2.250%   101,930
    Garda World Security Corp.    
  192,378 6.66%, 10/30/2026, 1 mo. USD LIBOR + 4.750%   193,461
    KAR Auction Services, Inc.    
  518,700 3.94%, 09/19/2026, 1 mo. USD LIBOR + 2.250%   522,160
    LGC Group Holdings Ltd.    
EUR 925,000 0.00%, 01/22/2027(11)   1,028,179
    Quikrete Holdings, Inc.    
$ 1,683,897 4.15%, 11/15/2023, 1 mo. USD LIBOR + 2.750%   1,683,897
    Russell Investments U.S. Inst'l Holdco, Inc.    
  1,807,230 4.90%, 06/01/2023, 3 mo. USD LIBOR + 3.250%   1,806,778
    Techem Verwaltungsgesellschaft 675 mbH    
EUR 931,593 2.88%, 07/31/2025   1,038,741
    Tempo Acquisition LLC    
$ 1,899,180 4.40%, 05/01/2024, 1 mo. USD LIBOR + 3.000%   1,903,340
    Trans Union LLC    
  1,458,156 3.40%, 11/16/2026   1,462,589
    United Rentals, Inc.    
  3,569,813 3.40%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%   3,583,842

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    US Ecology, Inc.    
$ 485,000 4.15%, 11/01/2026, 1 mo. USD LIBOR + 2.500% $ 488,031
    Verisure Holding AB    
EUR 1,015,000 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%   1,131,741
    Weight Watchers International, Inc.    
$ 879,016 6.72%, 11/29/2024, 3 mo. USD LIBOR + 4.750%   878,471
        21,822,770
    Construction Materials - 0.3%    
    Advanced Drainage Systems, Inc.    
  231,518 4.06%, 07/31/2026, 1 mo. USD LIBOR + 2.250%   232,868
    Brookfield WEC Holdings, Inc.    
  1,293,975 4.65%, 08/01/2025   1,295,993
    Hamilton Holdco LLC    
  666,704 3.95%, 01/02/2027, 1 mo. USD LIBOR + 2.000%   666,704
    Installed Building Products, Inc.    
  1,000,000 0.00%, 04/15/2025(11)   1,000,750
    NCI Building Systems, Inc.    
  1,288,647 5.43%, 04/12/2025, 3 mo. USD LIBOR + 3.750%   1,283,015
        4,479,330
    Distribution/Wholesale - 0.2%    
    American Builders & Contractors Supply Co., Inc.    
  2,593,500 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   2,595,108
    Beacon Roofing Supply, Inc.    
  284,925 3.90%, 01/02/2025, 1 mo. USD LIBOR + 2.250%   284,925
        2,880,033
    Diversified Financial Services - 0.5%    
    AlixPartners LLP    
EUR 362,263 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%   403,189
$ 1,356,638 4.15%, 04/04/2024, 3 mo. USD LIBOR + 2.750%   1,355,796
    Crown Finance U.S., Inc.    
  1,640,977 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   1,624,567
    Delos Finance S.a.r.l.    
  479,500 3.70%, 10/06/2023, 3 mo. USD LIBOR + 1.750%   480,699
    FinCo I LLC    
  585,855 3.65%, 12/27/2022, 1 mo. USD LIBOR + 2.000%   587,426
    Nets Holding A/S    
EUR 621,771 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   689,664
    NFP Corp.    
$ 406,664 4.65%, 01/08/2024, 1 mo. USD LIBOR + 3.000%   405,867
    RP Crown Parent LLC    
  441,350 4.40%, 10/12/2023, 1 mo. USD LIBOR + 2.750%   442,820
    UFC Holdings LLC    
  417,420 4.90%, 04/29/2026, 1 mo. USD LIBOR + 3.250%   418,397
    Victory Capital Holdings, Inc.    
  1,022,182 4.10%, 07/01/2026   1,028,315
        7,436,740
    Electrical Components & Equipment - 0.3%    
    Virgin Media Bristol LLC    
  2,325,000 4.18%, 01/31/2028, 1 mo. USD LIBOR + 2.500%   2,324,419
    Virgin Media SFA Finance Ltd.    
EUR 1,400,000 2.50%, 01/31/2029, 1 mo. EURIBOR + 2.500%   1,552,871
        3,877,290
    Electronics - 0.1%    
    Pitney Bowes, Inc.    
$ 1,090,000 0.00%, 12/05/2026, 1 mo. USD LIBOR + 4.000%(11)   1,083,188
    Resideo Funding, Inc.    
  772,200 4.20%, 10/24/2025, 3 mo. USD LIBOR + 2.000%   768,825
        1,852,013
    Energy-Alternate Sources - 0.1%    
    AES Corp.    
  26,902 3.66%, 05/31/2022, 3 mo. USD LIBOR + 1.750%   27,036

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    BCP Renaissance Parent LLC    
$ 1,521,825 5.45%, 10/31/2024, 3 mo. USD LIBOR + 3.500% $ 1,375,349
    Medallion Midland Acquisition LLC    
  456,941 4.90%, 10/30/2024, 1 mo. USD LIBOR + 3.250%   450,087
        1,852,472
    Engineering & Construction - 0.1%    
    Brand Energy & Infrastructure Services, Inc.    
  1,950,000 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   1,946,744
    Entertainment - 0.2%    
    CityCenter Holdings LLC    
  474,717 3.90%, 04/18/2024, 1 mo. USD LIBOR + 2.250%   474,935
    Motion Finco S.a.r.l.    
  52,854 0.00%, 11/04/2026, 1 mo. USD LIBOR + 3.250%(11)(12)   53,329
  402,146 0.00%, 11/13/2026, 1 mo. USD LIBOR + 3.250%(11)   405,766
EUR 415,000 3.00%, 11/13/2026, 1 mo. EURIBOR + 3.000%   463,192
    Scientific Games International, Inc.    
$ 509,930 4.40%, 08/14/2024, 2 mo. USD LIBOR + 2.750%   508,145
    Wyndham Hotels & Resorts, Inc.    
  1,002,313 3.40%, 05/30/2025, 1 mo. USD LIBOR + 1.750%   1,008,036
        2,913,403
    Environmental Control - 0.2%    
    Advanced Disposal Services, Inc.    
  1,135,742 3.82%, 11/10/2023, 1 Week USD LIBOR + 2.250%   1,135,617
    Clean Harbors, Inc.    
  1,720,974 3.40%, 06/28/2024, 1 mo. USD LIBOR + 1.750%   1,732,160
    Fluidra Finco SLU    
EUR 522,050 2.75%, 07/02/2025, 1 mo. EURIBOR + 2.750%   579,269
        3,447,046
    Food - 0.3%    
    B&G Foods, Inc.    
$ 374,063 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   374,841
    Froneri International plc    
EUR 1,015,000 0.00%, 01/29/2027(11)   1,127,002
$ 955,000 0.00%, 01/31/2027(11)   957,387
    Hostess Brands LLC    
  560,000 3.99%, 08/03/2025, 1 mo. USD LIBOR + 2.250%   560,174
    IRB Holding Corp.    
  478,907 4.38%, 02/05/2025, 1 mo. USD LIBOR + 3.250%   479,568
    U.S. Foods, Inc.    
  1,177,050 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   1,180,793
        4,679,765
    Food Service - 0.1%    
    8th Avenue Food & Provisions, Inc.    
  351,450 5.43%, 10/01/2025, 3 mo. USD LIBOR + 3.750%   351,889
    Aramark Services, Inc.    
  554,934 3.40%, 03/11/2025, 3 mo. USD LIBOR + 1.750%   556,460
  1,020,000 3.47%, 01/15/2027   1,021,275
    CHG PPC Parent LLC    
  231,475 4.40%, 03/31/2025, 1 mo. USD LIBOR + 2.750%   232,246
        2,161,870
    Gas - 0.1%    
    Messer Industries GmbH    
EUR 150,000 2.50%, 03/01/2026, 3 mo. EURIBOR + 2.750%   166,747
$ 585,575 4.45%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   585,575
        752,322
    Healthcare-Products - 0.1%    
    Avantor, Inc.    
  220,969 3.90%, 11/21/2024, 3 mo. USD LIBOR +3.000%   222,166
    Grifols S.A.    
EUR 445,000 2.25%, 11/15/2027   497,086
        719,252

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Healthcare-Services - 0.8%    
    Agiliti Health, Inc.    
$ 287,825 4.81%, 01/04/2026, UNFND + 3.000% $ 287,465
    CPI Holdco LLC    
  225,000 6.20%, 11/04/2026, 1 mo. USD LIBOR + 4.250%   226,125
    Emerald TopCo, Inc.    
  538,650 5.15%, 07/24/2026, 1 mo. USD LIBOR + 3.500%   540,503
    Ensemble RCM LLC    
  379,050 5.66%, 08/03/2026, 1 mo. USD LIBOR + 3.750%   379,808
    Envision Healthcare Corp.    
  819,213 5.40%, 10/10/2025, 1 mo. USD LIBOR + 3.750%   687,057
    Gentiva Health Services, Inc.    
  804,745 4.94%, 07/02/2025   806,756
    IQVIA, Inc.    
EUR 586,075 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%   654,049
    Jaguar Holding Co.    
$ 566,161 4.15%, 08/18/2022, 3 mo. USD LIBOR + 2.500%   565,612
    MED ParentCo L.P.    
  143,022 4.60%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(12)   143,171
  571,639 5.90%, 08/31/2026, 1 mo. USD LIBOR + 4.250%   572,234
    MPH Acquisition Holdings LLC    
  1,714,251 4.70%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   1,682,966
    Surgery Center Holdings, Inc.    
  479,962 4.90%, 09/02/2024, 1 mo. USD LIBOR + 3.250%   478,062
    Syneos Health, Inc.    
  797,776 3.65%, 08/01/2024, 1 mo. USD LIBOR + 2.000%   799,770
    Team Health Holdings, Inc.    
  989,958 4.40%, 02/06/2024, 1 mo. USD LIBOR + 2.750%   789,491
    Universal Health Services, Inc.    
  1,524,600 3.40%, 10/31/2025, 1 mo. USD LIBOR + 1.750%   1,534,769
    Zelis Healthcare Corp.    
  1,995,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   2,008,726
        12,156,564
    Household Products - 0.1%    
    Diamond (BC) B.V.    
  602,700 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   584,619
    Prestige Brands, Inc.    
  129,099 3.65%, 01/26/2024, 1 mo. USD LIBOR + 2.000%   129,805
    Reynolds Consumer Products, Inc.    
  905,000 0.00%, 01/29/2027(11)   908,774
        1,623,198
    Insurance - 0.6%    
    Asurion LLC    
  2,270,086 4.65%, 08/04/2022, 1 mo. USD LIBOR + 3.000%   2,273,491
  1,884,069 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   1,885,482
  965,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   979,321
    Hub International Ltd.    
  1,364,225 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   1,360,050
  540,000 5.90%, 04/25/2025, 1 mo. USD LIBOR + 4.000%   543,715
    Sedgwick Claims Management Services, Inc.    
  1,420,650 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250%   1,420,139
  661,675 5.65%, 09/03/2026, 1 mo. USD LIBOR + 4.000%   665,400
        9,127,598
    IT Services - 0.2%    
    Science Applications International Corp.    
  1,871,313 3.40%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%   1,881,062
    Sophos Group plc    
  430,000 0.00%, 01/15/2027(11)   430,271
        2,311,333
    Leisure Time - 0.6%    
    Caesars Resort Collection LLC    
  2,962,919 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   2,959,868

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Delta (LUX) S.a.r.l.    
$ 2,733,990 4.15%, 02/01/2024, 1 mo. USD LIBOR + 2.500% $ 2,728,877
    Eldorado Resorts LLC    
  465,155 3.94%, 04/17/2024, 2 mo. USD LIBOR + 2.250%   464,718
    Golden Entertainment, Inc.    
  1,630,850 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   1,632,889
    Penn National Gaming, Inc.    
  1,011,041 3.90%, 10/15/2025, 3 mo. USD LIBOR + 2.250%   1,014,407
        8,800,759
    Lodging - 0.5%    
    Boyd Gaming Corp.    
  906,473 3.81%, 09/15/2023, 1 week USD LIBOR + 2.250%   908,458
    Caesars Entertainment Operating Co.    
  1,650,089 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   1,651,244
    Four Seasons Hotels Ltd.    
  688,638 3.65%, 11/30/2023, 1 mo. USD LIBOR + 2.000%   692,467
    Hilton Worldwide Finance LLC    
  974,847 3.41%, 06/22/2026, 1 mo. USD LIBOR + 1.750%   978,259
    Station Casinos LLC    
  1,510,000 0.00%, 01/31/2027   1,510,000
  1,683,521 4.15%, 06/08/2023, 1 mo. USD LIBOR + 2.500%   1,683,099
        7,423,527
    Machinery - Construction & Mining - 0.0%    
    Pike Corp.    
  282,825 4.90%, 07/24/2026, 1 mo. USD LIBOR + 3.250%   284,480
    Machinery-Diversified - 0.1%    
    Gardner Denver, Inc.    
  982,382 4.40%, 07/30/2024, 3 mo. USD LIBOR + 2.750%   983,738
    Gates Global LLC    
  1,034,523 4.40%, 04/01/2024, 3 mo. USD LIBOR + 2.750%   1,032,040
        2,015,778
    Media - 1.5%    
    Advantage Sales & Marketing, Inc.    
  500,903 4.90%, 07/23/2021, 1 mo. USD LIBOR + 3.250%   484,453
    Altice Financing S.A.    
  850,425 4.41%, 01/31/2026, 3 mo. USD LIBOR + 2.750%   840,858
    AVSC Holding Corp.    
  1,184,897 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   1,178,973
    Charter Communications Operating LLC    
  1,627,409 3.40%, 02/01/2027, 3 mo. USD LIBOR + 1.750%   1,633,218
    CSC Holdings LLC    
  921,444 3.93%, 07/17/2025, 1 mo. USD LIBOR + 2.250%   922,098
  1,237,500 3.93%, 01/15/2026, 1 mo. ICE LIBOR + 2.250%   1,238,663
  1,103,063 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   1,105,478
    E.W. Scripps Co.    
  704,684 4.15%, 05/01/2026, 1 mo. USD LIBOR + 2.500%   708,031
    Gray Television, Inc.    
  1,193,748 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   1,198,225
    Houghton Mifflin Harcourt Publishing Co.    
  725,000 7.91%, 11/22/2024   727,414
    ION Media Networks, Inc.    
  2,440,887 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   2,442,913
    Mission Broadcasting, Inc.    
  71,326 4.03%, 01/17/2024, 1 mo. ICE LIBOR + 2.250%   71,382
    MTN Infrastructure TopCo, Inc.    
  1,065,544 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   1,065,991
    NASCAR Holdings, Inc.    
  334,984 4.41%, 10/19/2026, 1 mo. USD LIBOR + 2.750%   337,078
    Nexstar Broadcasting, Inc.    
  350,382 3.90%, 01/17/2024, 1 mo. ICE LIBOR + 2.250%   350,655
  2,214,450 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   2,223,308
    Numericable Group S.A.    
  714,788 4.40%, 07/31/2025, 1 mo. USD LIBOR + 2.750%   707,196

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Sinclair Television Group, Inc.    
$ 890,625 4.18%, 09/30/2026, 1 mo. USD LIBOR + 2.500% $ 893,413
    Terrier Media Buyer, Inc.    
  1,385,000 6.15%, 12/17/2026   1,395,041
    Web.com Group, Inc.    
  268,059 5.41%, 10/10/2025, 3 mo. USD LIBOR + 3.750%   267,628
    Ziggo B.V.    
EUR 1,310,000 3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%   1,453,639
    Ziggo Financing Partnership    
$ 1,345,000 0.00%, 04/17/2028(11)   1,343,319
        22,588,974
    Metal Fabricate/Hardware - 0.1%    
    Rexnord LLC    
  1,400,240 3.41%, 08/21/2024, 1 mo. USD LIBOR + 1.750%   1,405,490
    Miscellaneous Manufacturing - 0.3%    
    Core & Main LP    
  163,744 4.57%, 08/01/2024, 6 mo. USD LIBOR + 2.750%   163,284
    H.B. Fuller Co.    
  989,803 3.66%, 10/20/2024, 1 mo. USD LIBOR + 2.000%   990,139
    Momentive Performance Materials, Inc.    
  512,425 4.90%, 05/15/2024, 3 mo. USD LIBOR + 3.250%   513,706
    Tamko Building Products, Inc.    
  384,038 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   385,478
    USI, Inc.    
  1,716,028 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   1,708,735
        3,761,342
    Oil & Gas - 0.1%    
    NorthRiver Midstream Finance L.P.    
  775,188 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250%   770,343
    Traverse Midstream Partners LLC    
  691,250 5.65%, 09/27/2024, 3 mo. USD LIBOR + 4.000%   611,182
        1,381,525
    Oil & Gas Services - 0.2%    
    Buckeye Partners L.P.    
  740,000 4.53%, 11/01/2026, 1 mo. USD LIBOR + 2.750%   745,861
    Lower Cadence Holdings LLC    
  651,725 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   635,028
    UGI Energy Services LLC    
  2,273,575 5.40%, 08/13/2026, 1 mo. USD LIBOR + 3.750%   2,276,417
        3,657,306
    Packaging & Containers - 0.4%    
    Berry Global, Inc.    
  968,010 3.68%, 10/01/2022, 3 mo. USD LIBOR + 2.000%   971,543
  1,194,000 3.78%, 07/01/2026   1,198,358
    Flex Acquisition Co., Inc.    
  864,943 4.91%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   853,414
  997,633 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   982,668
    Reynolds Group Holdings, Inc.    
  2,184,531 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   2,186,279
        6,192,262
    Pharmaceuticals - 0.5%    
    Bausch Health Companies, Inc.    
  1,126,250 4.42%, 11/27/2025, 1 mo. USD LIBOR + 2.750%   1,129,539
  941,861 4.67%, 06/02/2025, 1 mo. USD LIBOR + 3.000%   945,158
    Catalent Pharma Solutions, Inc.    
  704,675 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   707,317
    Endo Luxembourg Finance Co., S.a r.l.    
  1,452,750 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   1,398,272
    IQVIA, Inc.    
  524,008 3.70%, 03/07/2024, 3 mo. USD LIBOR + 2.000%   526,083

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Sunshine Luxembourg S.a.r.l.    
$ 1,980,000 6.20%, 10/01/2026, 1 mo. USD LIBOR + 4.250% $ 1,987,148
        6,693,517
    Real Estate - 0.2%    
    Fly Funding S.a.r.l.    
  500,600 3.65%, 08/09/2025, 3 mo. USD LIBOR + 1.750%   501,226
    KFC Holding Co.    
  1,088,788 3.41%, 04/03/2025, 1 mo. USD LIBOR + 1.750%   1,091,706
    VICI Properties LLC    
  1,345,909 3.41%, 12/20/2024, 1 mo. USD LIBOR + 2.000%   1,346,084
        2,939,016
    REITS - 0.1%    
    MGM Growth Properties Operating Partnership L.P.    
  1,502,082 3.57%, 03/21/2025, 1 mo. USD LIBOR + 2.000%   1,503,959
    Retail - 0.7%    
    B.C. Unlimited Liability Co.    
  1,794,927 3.40%, 11/19/2026   1,791,786
    Bass Pro Group LLC    
  1,780,175 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   1,772,022
    Belron Finance U.S. LLC    
  495,000 4.15%, 11/13/2025, 1 mo. USD LIBOR + 2.250%   495,619
    Buzz Merger Sub Ltd.    
  335,000 0.00%, 01/22/2027(11)   335,630
    Coty, Inc.    
EUR 783,075 2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%   859,784
$ 1,534,074 3.94%, 04/07/2025, 1 mo. USD LIBOR + 2.250%   1,517,782
    Michaels Stores, Inc.    
  1,023,632 4.15%, 01/30/2023, 1 mo. USD LIBOR + 2.500%   986,781
    Staples, Inc.    
  1,008,992 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   989,821
    U.S. Foods, Inc.    
  1,992,514 3.40%, 06/27/2023, 1 mo. USD LIBOR + 2.000%   1,996,240
        10,745,465
    Semiconductors - 0.2%    
    Entegris, Inc.    
  1,509,750 3.65%, 11/06/2025, 1 mo. USD LIBOR + 2.000%   1,514,777
    Microchip Technology, Inc.    
  1,087,922 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000%   1,090,414
    ON Semiconductor Corp.    
  569,293 3.65%, 09/19/2026, 1 mo. USD LIBOR + 2.000%   571,501
        3,176,692
    Software - 1.4%    
    AI Convoy (Luxembourg) S.a.r.l.    
  460,000 0.00%, 01/20/2027(11)   460,000
    Cobham plc    
EUR 300,000 0.00%, 01/20/2027(11)   332,715
    Almonde, Inc.    
$ 1,026,044 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   1,014,080
    Aristocrat Technologies, Inc.    
  1,425,381 3.58%, 10/19/2024, 3 mo. USD LIBOR + 1.750%   1,427,605
    CDW LLC    
  1,609,739 3.40%, 10/13/2026, 3 mo. USD LIBOR + 1.750%   1,616,790
    Change Healthcare Holdings LLC    
  1,123,015 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   1,122,835
    DCert Buyer, Inc.    
  1,370,000 5.65%, 10/16/2026, 1 mo. USD LIBOR + 4.000%   1,370,575
    EVO Payments International LLC    
  138,589 4.90%, 12/22/2023, 1 mo. USD LIBOR + 3.250%   139,152
    Go Daddy Operating Co. LLC    
  1,129,877 3.40%, 02/15/2024, 1 mo. USD LIBOR + 1.750%   1,131,289
    Hyland Software, Inc.    
  327,406 5.15%, 07/01/2024, 1 mo. USD LIBOR + 3.250%   328,581

 


 

The Hartford Short Duration Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Infor U.S., Inc.    
$ 558,128 4.70%, 02/01/2022, 1 mo. USD LIBOR + 2.750% $ 558,480
    MA FinanceCo. LLC    
  147,186 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500%   146,119
    Playtika Holding Corp.    
  970,000 7.65%, 12/10/2024   979,176
    Seattle Spinco, Inc.    
  993,985 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500%   986,778
    Sophos Group plc    
EUR 265,000 0.00%, 10/14/2026(11)   294,142
    SS&C Technologies Holdings Europe S.a.r.l.    
$ 313,824 3.90%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   313,758
    SS&C Technologies, Inc.    
  1,966,531 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   1,964,882
    Telenet Financing USD LLC    
  2,630,000 0.00%, 04/24/2028(11)   2,622,610
    Ultimate Software Group, Inc.    
  643,388 5.40%, 05/04/2026, 1 mo. USD LIBOR + 3.750%   645,697
    Verint Systems, Inc.    
  814,125 3.84%, 06/28/2024, 1 mo. USD LIBOR + 2.000%   818,196
    Western Digital Corp.    
  780,942 3.40%, 04/29/2023, 1 mo. USD LIBOR + 1.750%   780,614
    WEX, Inc.    
  2,152,410 3.90%, 05/15/2026, 1 mo. USD LIBOR + 2.250%   2,159,147
        21,213,221
    Telecommunications - 0.8%    
    Altice France S.A.    
  1,678,392 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688%   1,670,000
    CenturyLink, Inc.    
  1,030,000 0.00%, 03/15/2027(11)   1,028,393
    Ciena Corp.    
  1,732,500 3.41%, 09/26/2025, 1 mo. USD LIBOR + 2.000%   1,739,725
    Level 3 Financing, Inc.    
  1,344,926 3.40%, 03/01/2027, 1 mo. USD LIBOR + 1.750%   1,341,900
    Liberty Latin America Ltd.    
  735,000 6.68%, 10/22/2026, 1 mo. USD LIBOR + 5.000%   743,269
    Masmovil Holdphone S.A.    
EUR 1,037,234 2.63%, 05/07/2026   1,151,494
    Sprint Communications, Inc.    
$ 2,971,753 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   2,904,888
  539,550 4.69%, 02/02/2024, 1 mo. USD LIBOR + 3.000%   531,797
    Zayo Group LLC    
  708,419 3.90%, 01/19/2024, 1 mo. USD LIBOR + 2.250%   708,461
        11,819,927
    Transportation - 0.3%    
    B.C. Unlimited Liability Co.    
  318,182 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000%   319,509
    Boluda Corp. Maritima S.L.    
EUR 240,000 3.50%, 07/30/2026, 1 mo. EURIBOR + 3.500%   268,317
    Dynasty Acquisition Co., Inc.    
$ 591,818 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000%   594,286
    Genesee & Wyoming, Inc.    
  3,150,000 3.91%, 12/30/2026   3,164,427
    Savage Enterprises LLC    
  415,280 5.67%, 08/01/2025, 1 mo. USD LIBOR + 4.000%   419,345
        4,765,884
    Total Senior Floating Rate Interests    
    (cost $231,888,758) $ 231,651,426
U.S. Government Agencies - 9.5%    
    Mortgage-Backed Agencies - 9.5%    
    FHLMC - 2.0%    
$ 5,000,000 1.13%, 08/12/2021 $ 4,978,470
  6,376,232 1.25%, 07/15/2031   6,294,973
  1,755,499 1.50%, 01/15/2027   1,743,096

 


 

  The Hartford Short Duration Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 10,566,452 1.74%, 07/25/2021(2)(4) $ 189,034
  3,495,950 2.00%, 09/15/2041   3,512,207
  2,622,870 2.61%, 11/25/2048, 1 mo. USD LIBOR + 0.950%(1)(3)   2,622,869
  5,083,191 3.00%, 04/01/2031   5,264,136
  705,225 3.50%, 04/01/2027   739,349
  691,184 3.50%, 09/15/2043   716,342
  2,078,594 3.75%, 05/15/2039(5)   2,148,256
  1,375,824 3.81%, 05/25/2048(1)(2)   1,378,773
        29,587,505
    FNMA – 5.7%    
$ 4,307,117 1.50%, 08/25/2041 $ 4,260,699
  13,695,764 1.50%, 06/25/2042   13,856,094
  3,897,589 1.50%, 11/25/2042   3,866,882
  1,451,034 1.75%, 05/25/2040   1,450,443
  5,928,067 2.00%, 04/25/2034   5,931,337
  1,946,982 2.00%, 07/25/2039   1,960,552
  10,011,256 2.50%, 03/25/2035   10,094,414
  1,539,549 3.00%, 08/01/2027   1,590,031
  3,394,243 3.00%, 12/01/2030   3,513,119
  1,161,853 3.00%, 02/01/2031   1,202,531
  2,226,149 3.00%, 03/01/2031   2,304,115
  6,972,517 3.00%, 02/25/2043   7,219,986
  444,756 3.00%, 04/25/2043   460,979
  3,110,779 3.00%, 05/25/2047   3,202,229
  6,439,152 3.25%, 11/25/2043   6,742,252
  5,532,587 3.50%, 10/25/2035   5,878,171
  1,220,957 3.50%, 11/01/2026   1,274,415
  3,033,109 3.50%, 12/01/2026   3,166,032
  437,912 3.50%, 12/01/2028   459,023
  4,120,983 3.50%, 07/25/2045   4,255,367
  1,463,605 3.50%, 05/25/2056   1,548,398
        84,237,069
    GNMA - 1.4%    
$ 1,015,962 1.75%, 03/20/2039 $ 1,012,262
  3,852,578 2.00%, 05/20/2046   3,907,198
  8,060,563 2.50%, 10/20/2041   8,188,854
  3,338,224 2.50%, 07/20/2042   3,390,016
  2,293,450 3.00%, 08/20/2045   2,348,803
  1,681,872 3.50%, 05/20/2048   1,782,636
  165,373 5.00%, 08/20/2039   180,714
        20,810,483
    UMBS – 0.4%    
  5,600,000 3.50%, 02/18/2035(13) $ 5,841,880
    Total U.S. Government Agencies    
    (cost $136,662,894) $ 140,476,937
  U.S. Government Securities - 1.4%    
    U.S. Treasury Note – 1.4%    
  20,000,000 1.63%, 11/30/2020   20,010,938
    Total U.S. Government Securities    
    (cost $19,852,244) $ 20,010,938
    Total Long-Term Investments    
    (cost $1,417,416,341) $ 1,443,868,155
  Short-Term Investments - 1.7%    
    Other Investment Pools & Funds - 1.6%    
  23,036,163 Fidelity Institutional Government Fund, Institutional Class, 1.48%(14) $ 23,036,163
    Securities Lending Collateral - 0.1%    
  94,337 Citibank NA DDCA, 1.58%, 2/3/2020(14)   94,337
    Fidelity Investments Money Market Funds, Government Portfolio,    
  440,134 Institutional Class, 1.50%(14)   440,134
    Goldman Sachs Financial Square Funds, Government Fund, Institutional    
  371,890 Class, 1.72%(14)   371,890
  135,262 JPMorgan Prime Money Market Fund, 1.69%(14)   135,262

 


 

The Hartford Short Duration Fund        
 
Schedule of Investments – (continued)        
January 31, 2020 (Unaudited)        
 
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional        
355,051 Class, 1.71%(14)       355,051
  State Street Institutional Liquid Reserves Fund, Institutional Class,        
490,216 1.71 %(14)     490,216
          1,886,890
  Total Short-Term Investments        
  (cost $24,923,053)   $   24,923,053
  Total Investments        
  (cost $1,442,339,394)   99.1 % $ 1,468,791,208
  Other Assets and Liabilities   0.9 % 13,788,195
  Total Net Assets   100.0 % $ 1,482,579,403
 
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, 2020, the aggregate value of these securities was $470,866,404, representing 31.8% 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, 2020. Base lending rates may be subject to a floor or cap.
(4)      Securities disclosed are interest-only strips.
(5)      Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(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, 2020, the aggregate value of this security was $2,877,644, representing 0.2% of net assets.
(9)      Security is a zero-coupon bond.
(10)      Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(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, 2020, the aggregate value of
the      unfunded commitment was $196,500, which rounds to 0.0% of total net assets.
(13)      Represents or includes a TBA transaction.
(14)      Current yield as of period end.
  Futures Contracts Outstanding at January 31, 2020    
        Value and
  Number   Current Unrealized
  of   Notional Appreciation/
Description Contracts Expiration Date Amount (Depreciation)

 

Long position contracts:

U.S. Treasury 2-Year Note Future 1,255 03/31/2020 $ 271,531,017 $ 977,733

 


 

The Hartford Short Duration Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Short position contracts:                  
U.S. Treasury 5-Year Note Future   1,539 03/31/2020 $ 185,172,962 $ (1,808,136 )
U.S. Treasury 10-Year Note Future   148 03/20/2020   19,485,125   (318,115 )
U.S. Treasury Long Bond Future     7 03/20/2020   1,144,719   (29,641 )
 
 
Total               $ (2,155,892 )
 
Total futures contracts             $ (1,178,159 )
 
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
2,614,000 EUR 2,879,059 USD BCLY 02/05/20 $ 20,873 $  
2,928,027 USD 2,614,000 EUR BCLY 02/05/20   28,095    
1,123,351 USD 1,015,000 EUR MSC 02/28/20     (4,201 )
15,949,926 USD 14,450,000 EUR CBK 02/28/20     (102,419 )
2,884,184 USD 2,614,000 EUR BCLY 03/05/20     (21,004 )
Total           $ 48,968 $ (127,624 )

 

  • 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 CBK MSC

Barclays Citibank NA Morgan Stanley

 
Currency Abbreviations:  
EUR Euro
USD United States Dollar
 
Index Abbreviations:  
CPI Consumer Price Index
ICE Intercontinental Exchange, Inc.
 

Other Abbreviations:

CLO CMO DDCA EURIBOR FHLMC FNMA GNMA LIBOR SOFR TBA UMBS

Collateralized Loan Obligation Collateralized Mortgage Obligation Dollars on Deposit in Custody Account Euro Interbank Offered Rate Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate Secured Overnight Financing Rate To Be Announced Uniform Mortgage-Backed Securities

 
Municipal Abbreviations:  
Auth Authority
GO General Obligation

 


 

The Hartford Short Duration Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)  
Assets                          
Asset & Commercial Mortgage Backed Securities   $ 246,646,437   $   $ 246,646,437   $
Corporate Bonds     790,765,983         790,765,983    
Foreign Government Obligations     7,025,325           7,025,325    
Municipal Bonds     7,291,109           7,291,109    
Senior Floating Rate Interests     231,651,426         231,651,426    
U.S. Government Agencies     140,476,937         140,476,937    
U.S. Government Securities     20,010,938           20,010,938    
Short-Term Investments     24,923,053     24,923,053          
Foreign Currency Contracts(2)     48,968           48,968    
Futures Contracts(2)     977,733     977,733          
 
Total $ 1,469,817,909   $ 25,900,786   $ 1,443,917,123   $
Liabilities                          
Foreign Currency Contracts(2)   $ (127,624 ) $   $   (127,624 ) $
Futures Contracts(2)     (2,155,892 )   (2,155,892 )        
Total   $ (2,283,516 ) $ (2,155,892 ) $   (127,624 ) $

 

(1) For the period ended January 31, 2020, 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 Small Cap Value Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 99.6%    
  Automobiles & Components - 1.4%    
54,607 Cooper Tire & Rubber Co. $ 1,446,539
  Banks - 20.1%    
62,160 Bank OZK   1,689,509
107,049 Cadence Bancorp   1,673,176
20,793 Federal Agricultural Mortgage Corp. Class C   1,586,506
59,889 First Hawaiian, Inc.   1,740,374
42,359 First Interstate BancSystem, Inc. Class A   1,630,821
118,638 FNB Corp.   1,384,505
56,280 Great Western Bancorp, Inc.   1,663,074
72,553 Hilltop Holdings, Inc.   1,642,600
67,689 Opus Bank   1,802,897
101,200 Radian Group, Inc.   2,478,388
89,471 Umpqua Holdings Corp.   1,512,060
57,746 Univest Financial Corp.   1,434,411
      20,238,321
  Capital Goods - 13.0%    
35,334 Argan, Inc.   1,487,915
24,258 EnerSys   1,745,606
70,620 JELD-WEN Holding, Inc.*   1,686,406
58,915 Kennametal, Inc.   1,843,450
20,192 Moog, Inc. Class A   1,809,405
64,126 nVent Electric plc   1,596,737
137,824 REV Group, Inc.   1,378,240
76,358 Triumph Group, Inc.   1,559,994
      13,107,753
  Commercial & Professional Services - 6.8%    
88,084 BrightView Holdings, Inc.*   1,391,727
39,878 Deluxe Corp.   1,922,120
42,036 Kforce, Inc.   1,557,434
79,110 Knoll, Inc.   1,958,763
      6,830,044
  Consumer Durables & Apparel - 5.3%    
55,007 Kontoor Brands, Inc.*   2,097,967
87,788 Movado Group, Inc.   1,511,709
34,706 Sturm Ruger & Co., Inc.   1,718,641
      5,328,317
  Consumer Services - 4.0%    
60,781 Adtalem Global Education, Inc.*   2,097,552
81,015 Carriage Services, Inc.   1,917,625
      4,015,177
  Diversified Financials - 5.3%    
97,578 Greenhill & Co., Inc.(1)   1,528,071
128,945 Navient Corp.   1,854,229
54,749 PRA Group, Inc.*   1,935,925
      5,318,225
  Food, Beverage & Tobacco - 1.6%    
123,838 Hostess Brands, Inc.*   1,661,906
  Health Care Equipment & Services - 1.5%    
49,078 Natus Medical, Inc.*   1,535,651
  Household & Personal Products - 5.2%    
64,413 Edgewell Personal Care Co.*   1,663,144
38,835 Energizer Holdings, Inc.   1,796,507
18,729 Medifast, Inc.(1)   1,809,783
      5,269,434
  Insurance - 5.0%    
193,362 Lancashire Holdings Ltd.   1,909,902
172,884 MBIA, Inc.*   1,566,329

 


 

Hartford Small Cap Value Fund      
 
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
 
141,272 Third Point Reinsurance Ltd.*   $ 1,538,452
        5,014,683
  Materials - 3.7%      
32,642 Compass Minerals International, Inc.     1,889,646
52,203 Schweitzer-Mauduit International, Inc.     1,828,671
        3,718,317
  Media & Entertainment - 2.0%      
119,676 TEGNA, Inc.     2,022,524
  Real Estate - 5.1%      
109,208 CoreCivic, Inc. REIT     1,741,868
62,438 Outfront Media, Inc. REIT     1,856,906
63,450 Pebblebrook Hotel Trust REIT     1,505,034
        5,103,808
  Retailing - 2.4%      
25,776 Children's Place, Inc.(1)     1,538,054
173,455 Michaels Cos., Inc.*     855,133
        2,393,187
  Semiconductors & Semiconductor Equipment - 6.8%      
53,004 Ichor Holdings Ltd.*     1,769,804
41,601 Silicon Motion Technology Corp. ADR     1,909,070
79,047 Tower Semiconductor Ltd.*     1,753,262
85,668 Xperi Corp.     1,378,398
        6,810,534
  Software & Services - 5.6%      
172,729 Conduent, Inc.*     739,280
35,979 CSG Systems International, Inc.     1,792,474
52,139 EVERTEC, Inc.     1,750,306
185,870 TiVo Corp.     1,353,134
        5,635,194
  Technology Hardware & Equipment - 4.8%      
205,479 Avid Technology, Inc.*     1,727,051
29,082 InterDigital, Inc.     1,606,781
52,914 Plantronics, Inc.     1,519,690
        4,853,522
  Total Common Stocks      
  (cost $98,193,044)   $ 100,303,136
Short-Term Investments - 4.4%      
  Other Investment Pools & Funds - 0.4%      
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,      
463,096 1.49 %(2)   463,096
  Securities Lending Collateral - 4.0%      
200,404 Citibank NA DDCA, 1.58%, 2/3/2020(2)     200,404
  Fidelity Investments Money Market Funds, Government Portfolio,      
934,988 Institutional Class, 1.50%(2)     934,988
  Goldman Sachs Financial Square Funds, Government Fund, Institutional      
790,017 Class, 1.72%(2)     790,017
287,340 JPMorgan Prime Money Market Fund, 1.69%(2)     287,340
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional      
754,245 Class, 1.71%(2)     754,245
  State Street Institutional Liquid Reserves Fund, Institutional Class,      
1,041,380 1.71 %(2)   1,041,380
        4,008,374
  Total Short-Term Investments      
  (cost $4,471,470)   $ 4,471,470

 


 

Hartford Small Cap Value Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $102,664,514) 104.0 % $ 104,774,606  
Other Assets and Liabilities (4.0 )% (4,014,520 )
Total Net Assets 100.0 % $ 100,760,086  
 
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

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

Hartford Small Cap Value Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Automobiles & Components $ 1,446,539 $ 1,446,539 $ $
Banks   20,238,321   20,238,321    
Capital Goods   13,107,753   13,107,753    
Commercial & Professional Services   6,830,044   6,830,044    
Consumer Durables & Apparel   5,328,317   5,328,317    
Consumer Services   4,015,177   4,015,177    
Diversified Financials   5,318,225   5,318,225    
Food, Beverage & Tobacco   1,661,906   1,661,906    
Health Care Equipment & Services   1,535,651   1,535,651    
Household & Personal Products   5,269,434   5,269,434    
Insurance   5,014,683   5,014,683    
Materials   3,718,317   3,718,317    
Media & Entertainment   2,022,524   2,022,524    
Real Estate   5,103,808   5,103,808    
Retailing   2,393,187   2,393,187    
Semiconductors & Semiconductor Equipment   6,810,534   6,810,534    
Software & Services   5,635,194   5,635,194    
Technology Hardware & Equipment   4,853,522   4,853,522    
Short-Term Investments   4,471,470   4,471,470    
 
Total $ 104,774,606 $ 104,774,606 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

The Hartford Small Company Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 95.8%    
  Banks - 3.4%    
112,597 Ameris Bancorp $ 4,525,273
232,929 BancorpSouth Bank   6,654,781
305,759 MGIC Investment Corp.   4,216,417
322,403 Sterling Bancorp   6,448,060
      21,844,531
  Capital Goods - 10.0%    
225,252 Advanced Drainage Systems, Inc.   9,363,726
150,987 Argan, Inc.   6,358,063
51,555 Axon Enterprise, Inc.*   3,959,939
88,656 Chart Industries, Inc.*   5,672,211
58,810 Curtiss-Wright Corp.   8,552,738
61,543 EnerSys   4,428,634
127,514 ITT, Inc.   8,553,639
400,938 Rexnord Corp.*   13,090,626
92,287 Rush Enterprises, Inc. Class A   3,968,341
      63,947,917
  Commercial & Professional Services - 3.4%    
77,795 Brink's Co.   6,549,561
84,145 McGrath Rent Corp.   6,506,092
155,819 TriNet Group, Inc.*   8,891,032
      21,946,685
  Consumer Durables & Apparel - 9.6%    
158,149 Acushnet Holdings Corp.   4,897,875
213,821 BRP, Inc.   10,915,631
82,088 Carter's, Inc.   8,707,074
39,643 Cavco Industries, Inc.*   8,880,825
193,558 Peloton Interactive, Inc. Class A*   6,263,537
308,632 Skyline Champion Corp.*   8,873,170
291,158 Under Armour, Inc. Class C*   5,229,198
210,020 YETI Holdings, Inc.*   7,636,327
      61,403,637
  Consumer Services - 6.9%    
146,923 Cheesecake Factory, Inc.(1)   5,641,843
259,414 Chegg, Inc.*   10,695,639
580,284 DraftKings, Inc.*(2)(3)(4)   1,985,732
37,075 Grand Canyon Education, Inc.*   2,902,231
91,739 Marriott Vacations Worldwide Corp.   11,030,698
149,843 Planet Fitness, Inc. Class A*   12,105,816
      44,361,959
  Diversified Financials - 1.6%    
160,422 Ares Management Corp. Class A   5,784,817
132,208 PRA Group, Inc.*   4,674,875
      10,459,692
  Food & Staples Retailing - 1.4%    
176,099 Performance Food Group Co.*   9,120,167
  Food, Beverage & Tobacco - 0.8%    
14,329 Boston Beer Co., Inc. Class A*   5,106,569
  Health Care Equipment & Services - 13.3%    
27,602 ABIOMED, Inc.*   5,141,977
60,520 Amedisys, Inc.*   10,681,175
125,516 Globus Medical, Inc. Class A*   6,561,976
89,437 Haemonetics Corp.*   9,604,639
53,638 Hill-Rom Holdings, Inc.   5,711,911
60,974 Insulet Corp.*   11,831,395
64,412 Novocure Ltd.*   5,247,001
136,264 Omnicell, Inc.*   11,075,538
192,144 Tandem Diabetes Care, Inc.*   14,610,630

 


 

The Hartford Small Company Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
51,774 Teladoc Health, Inc.*(1) $ 5,265,934
      85,732,176
  Insurance - 0.8%    
125,411 James River Group Holdings Ltd.   5,385,148
  Materials - 2.0%    
71,656 Carpenter Technology Corp.   2,847,610
82,305 Ingevity Corp.*   5,367,932
158,030 Louisiana-Pacific Corp.   4,848,360
      13,063,902
  Media & Entertainment - 1.0%    
74,691 Cardlytics, Inc.*   6,268,069
  Pharmaceuticals, Biotechnology & Life Sciences - 15.4%    
55,724 ACADIA Pharmaceuticals, Inc.*   2,225,617
67,245 Acceleron Pharma, Inc.*   6,104,501
77,014 Aerie Pharmaceuticals, Inc.*   1,577,247
427,441 Amicus Therapeutics, Inc.*   3,778,579
133,985 Apellis Pharmaceuticals, Inc.*   5,508,123
121,106 Arena Pharmaceuticals, Inc.*   5,533,333
25,157 Ascendis Pharma A/S ADR*   3,398,711
87,516 Blueprint Medicines Corp.*   5,552,890
71,100 Forty Seven, Inc.*   2,621,457
89,900 G1 Therapeutics, Inc.*   1,740,464
22,708 Galapagos N.V. ADR*(1)   5,061,159
46,347 Global Blood Therapeutics, Inc.*   3,024,605
155,191 Heron Therapeutics, Inc.*   3,237,284
664,886 ImmunoGen, Inc.*   3,141,586
172,316 Iovance Biotherapeutics, Inc.*   3,746,150
76,060 Karyopharm Therapeutics, Inc.*   1,228,369
35,530 Kodiak Sciences, Inc.*   2,169,817
33,132 Mirati Therapeutics, Inc.*   2,876,852
67,037 MyoKardia, Inc.*   4,560,527
219,546 Orchard Therapeutics plc*   2,726,761
63,090 PRA Health Sciences, Inc.*   6,391,648
68,078 Principia Biopharma, Inc.*   3,584,307
69,144 PTC Therapeutics, Inc.*   3,560,916
20,156 Reata Pharmaceuticals, Inc. Class A*   4,409,931
179,436 Revance Therapeutics, Inc.*   4,013,983
37,721 Sage Therapeutics, Inc.*   2,500,148
141,758 Y-mAbs Therapeutics, Inc.*   4,676,596
      98,951,561
  Real Estate - 2.6%    
139,567 Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT   4,757,839
111,513 NexPoint Residential Trust, Inc. REIT   5,441,835
81,295 Redfin Corp.*   1,977,907
242,020 Xenia Hotels & Resorts, Inc. REIT   4,523,354
      16,700,935
  Retailing - 3.1%    
3,136,600 Allstar Co.(2)(3)(4)   1,254,640
39,632 Etsy, Inc.*   1,934,438
43,228 Five Below, Inc.*   4,894,274
145,138 Floor & Decor Holdings, Inc. Class A*   7,156,755
50,195 Ollie's Bargain Outlet Holdings, Inc.*   2,662,343
26,907 Tory Burch LLC*(2)(3)(4)   1,746,293
      19,648,743
  Semiconductors & Semiconductor Equipment - 3.0%    
170,152 Entegris, Inc.   8,807,067
469,515 Tower Semiconductor Ltd.*   10,413,843
      19,220,910
  Software & Services - 13.7%    
7,900 Alteryx, Inc. Class A*   1,101,813
113,028 Endava plc ADR*   5,218,503

 


 

The Hartford Small Company Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
16,661 EPAM Systems, Inc.* $ 3,801,041
29,821 Everbridge, Inc.*   2,702,975
10,627 Fair Isaac Corp.*   4,276,092
89,026 Five9, Inc.*   6,385,835
61,905 Guidewire Software, Inc.*   6,964,312
33,794 HubSpot, Inc.*   6,114,686
44,987 j2 Global, Inc.   4,312,454
169,499 LiveRamp Holdings, Inc.*   6,820,640
254,048 Mimecast Ltd.*   12,964,069
48,700 Proofpoint, Inc.*   5,980,847
89,104 PROS Holdings, Inc.*   5,346,240
160,654 Rapid7, Inc.*   9,539,635
73,189 Science Applications International Corp.   6,423,799
      87,952,941
  Technology Hardware & Equipment - 2.4%    
65,725 Lumentum Holdings, Inc.*   4,979,983
53,473 Novanta, Inc.*   4,851,605
22,538 Zebra Technologies Corp. Class A*   5,387,033
      15,218,621
  Telecommunication Services - 0.7%    
60,875 Bandwidth, Inc. Class A*   4,319,690
  Transportation - 0.7%    
48,986 Saia, Inc.*   4,266,681
  Total Common Stocks    
  (cost $516,656,161) $ 614,920,534
Convertible Preferred Stocks - 0.7%    
  Retailing - 0.3%    
47,489 Honest Co., Inc. Series E*(2)(3)(4)   1,851,121
  Software & Services - 0.4%    
263,189 MarkLogic Corp. Series F*(2)(3)(4)   2,518,718
  Total Convertible Preferred Stocks    
  (cost $5,229,589) $ 4,369,839
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 $521,885,750) $ 619,343,703
Short-Term Investments - 6.7%    
  Other Investment Pools & Funds - 4.3%    
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,    
27,387,594 Institutional Class, 1.49%(6)   27,387,594
  Securities Lending Collateral - 2.4%    
786,558 Citibank NA DDCA, 1.58%, 2/3/2020(6)   786,558
  Fidelity Investments Money Market Funds, Government Portfolio,    
3,669,702 Institutional Class, 1.50%(6)   3,669,702
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
3,100,708 Class, 1.72%(6)   3,100,708
1,127,771 JPMorgan Prime Money Market Fund, 1.69%(6)   1,127,771
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
2,960,307 Class, 1.71%(6)   2,960,307
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
4,087,275 1.71%(6)   4,087,275
      15,732,321
  Total Short-Term Investments    
  (cost $43,119,915) $ 43,119,915

 


 

The Hartford Small Company Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $565,005,665) 103.2 % $ 662,463,618  
Other Assets and Liabilities (3.2 )% (20,509,617 )
Total Net Assets 100.0 % $ 641,954,001  
 
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)      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, 2020, the aggregate fair value of these securities was $9,409,834, 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.
(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 $9,409,834 or 1.5% 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 $ 1,254,640
12/2014 DraftKings, Inc. 580,284   2,187,550   1,985,732
  Honest Co., Inc. Series E          
08/2015 Convertible Preferred 47,489   2,172,859   1,851,121
  MarkLogic Corp. Series F          
04/2015 Convertible Preferred 263,189   3,056,730   2,518,718
11/2013 Tory Burch LLC 26,907   2,108,912   1,746,293
04/2017 Veracode, Inc. 98,033     53,330
 
      $ 10,890,530 $ 9,409,834

 

(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

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford Small Company Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total     Level 1 Level 2 Level 3(1)
Assets                
Common Stocks                
Banks $ 21,844,531 $ 21,844,531 $ $
Capital Goods   63,947,917   63,947,917    
Commercial & Professional Services   21,946,685   21,946,685    
Consumer Durables & Apparel   61,403,637   61,403,637    
Consumer Services   44,361,959   42,376,227     1,985,732
Diversified Financials   10,459,692   10,459,692    
Food & Staples Retailing   9,120,167   9,120,167    
Food, Beverage & Tobacco   5,106,569   5,106,569    
Health Care Equipment & Services   85,732,176   85,732,176    
Insurance   5,385,148   5,385,148    
Materials   13,063,902   13,063,902    
Media & Entertainment   6,268,069   6,268,069    
Pharmaceuticals, Biotechnology & Life Sciences   98,951,561   98,951,561    
Real Estate   16,700,935   16,700,935    
Retailing   19,648,743   16,647,810     3,000,933
Semiconductors & Semiconductor Equipment   19,220,910   19,220,910    
Software & Services   87,952,941   87,952,941    
Technology Hardware & Equipment   15,218,621   15,218,621    
Telecommunication Services   4,319,690   4,319,690    
Transportation   4,266,681   4,266,681    
Convertible Preferred Stocks   4,369,839       4,369,839
Escrows   53,330       53,330
 
Short-Term Investments   43,119,915   43,119,915    
Total $ 662,463,618 $ 653,053,784 $ $ 9,409,834

 

(1) For the period ended January 31, 2020, 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, 2020:

        Convertible          
    Common   Preferred          
    Stocks   Stocks     Escrows   Total
Beginning balance $ 4,054,012 $ 4,382,507   $ 53,330 $ 8,489,849
Net change in unrealized appreciation/depreciation   932,653   (12,668 )   -   919,985
Transfers in to Level 3   -   -     -   -
Transfers out of Level 3   -   -     -   -
Ending balance $ 4,986,665 $ 4,369,839   $ 53,330 $ 9,409,834

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2020 was $919,985.


 

  The Hartford Strategic Income Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Asset & Commercial Mortgage Backed Securities - 11.1%    
    Asset-Backed - Automobile - 0.2%    
    Exeter Automobile Receivables Trust    
$ 475,000 2.73%, 12/15/2025(1) $ 480,758
    Westlake Automobile Receivables Trust    
  1,370,000 3.28%, 12/15/2022(1)   1,384,543
        1,865,301
    Asset-Backed - Finance & Insurance - 1.5%    
    Apidos CLO    
  250,000 4.82%, 01/19/2025, 3 mo. USD LIBOR + 3.000%(1)(2)   249,816
    Avery Point CLO Ltd.    
  29,437 2.94%, 01/18/2025, 3 mo. USD LIBOR + 1.120%(1)(2)   29,429
    Bayview Opportunity Master Fund Trust    
  59,625 3.50%, 01/28/2055(1)(3)   60,594
  100,562 3.50%, 06/28/2057(1)(3)   102,687
  122,892 3.50%, 01/28/2058(1)(3)   125,294
  56,006 4.00%, 11/28/2053(1)(3)   57,658
  111,390 4.00%, 10/28/2064(1)(3)   114,489
    Bellemeade Re Ltd.    
  354,176 2.76%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)   354,452
    Domino's Pizza Master Issuer LLC    
  659,950 4.12%, 07/25/2048(1)   691,218
    Eagle RE Ltd.    
  392,306 3.36%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2)   393,008
    Equity One Mortgage Pass-Through Trust    
  19,279 5.46%, 12/25/2033(3)   17,516
    GSAMP Trust    
  1,489,793 1.75%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(2)   993,786
    Madison Park Funding Ltd.    
  250,000 2.97%, 07/23/2029, 3 mo. USD LIBOR + 1.160%(1)(2)   250,096
    MFA Trust    
  1,648,603 3.35%, 11/25/2047(1)(4)   1,651,604
    OneMain Financial Issuance Trust    
  211,110 2.37%, 09/14/2032(1)   211,296
    Radnor RE Ltd.    
  200,672 2.91%, 02/25/2029, 1 mo. USD LIBOR + 1.250%(1)(2)   200,643
    SoFi Consumer Loan Program LLC    
  25,001 2.50%, 05/26/2026(1)   25,089
  20,948 2.77%, 05/25/2026(1)   21,068
  15,841 3.05%, 12/26/2025(1)   15,874
  72,852 3.09%, 10/27/2025(1)   73,045
  25,858 3.28%, 01/26/2026(1)   25,948
    Springleaf Funding Trust    
  310,000 2.68%, 07/15/2030(1)   310,818
  27,948 2.90%, 11/15/2029(1)   27,965
    Towd Point Mortgage Trust    
  215,865 2.75%, 10/25/2056(1)(3)   218,446
  51,201 2.75%, 04/25/2057(1)(3)   51,740
  1,793,304 2.75%, 06/25/2057(1)(3)   1,826,620
  114,886 2.75%, 07/25/2057(1)(3)   116,525
  1,336,789 2.75%, 10/25/2057(1)(3)   1,356,721
    Vericrest Opportunity Loan Trust    
  465,000 5.19%, 09/25/2049(1)(4)   468,279
    Wendy's Funding LLC    
  583,100 3.88%, 03/15/2048(1)   608,576
    Wingstop Funding LLC    
  387,075 4.97%, 12/05/2048(1)   399,322
        11,049,622
    Asset-Backed - Home Equity - 0.9%    
    GSAA Home Equity Trust    
  595,652 1.73%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(2)   283,685
$ 972,444 1.74%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2) $ 447,517
  1,001,989 1.84%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)   430,717

 


 

The Hartford Strategic Income Fund  
 
Schedule of Investments – (continued)  
January 31, 2020 (Unaudited)  
 
 
786,008 1.89%, 04/25/2047, 1 mo. USD LIBOR + 0.230%(2) 503,399
  Legacy Mortgage Asset Trust  
1,445,500 3.25%, 11/25/2059(1)(4) 1,456,191
  Morgan Stanley Mortgage Loan Trust  
2,277,301 1.83%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2) 990,186
  Soundview Home Loan Trust  
2,251,000 1.90%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2) 2,095,460
115,000 1.91%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2) 107,976
    6,315,131
  Collateralized - Mortgage Obligations - 0.3%  
  Homeward Opportunities Fund Trust  
628,819 2.70%, 09/25/2059(1)(3) 632,823
  Natixis Commercial Mortgage Securities Trust  
1,700,000 4.30%, 10/15/2036(1) 1,714,224
    2,347,047
  Commercial Mortgage - Backed Securities - 2.3%  
  BAMLL Commercial Mortgage Securities Trust  
2,060,000 3.84%, 11/05/2032(1)(3) 1,775,992
  BX Commercial Mortgage Trust  
1,000,000 4.25%, 12/15/2029, 1 mo. USD LIBOR + 2.500%(1)(2) 1,004,063
  CAMB Commercial Mortgage Trust  
2,260,000 4.93%, 12/15/2037, 1 mo. USD LIBOR + 3.250%(1)(2) 2,278,382
  Citigroup Commercial Mortgage Trust  
180,000 4.76%, 03/10/2047(1)(3) 180,742
  Commercial Mortgage Trust  
376,133 2.06%, 07/10/2046(1)(3)(5) 964
560,000 4.75%, 10/15/2045(1)(3) 28,000
981,000 4.75%, 10/15/2045(1)(3) 741,656
  Credit Suisse First Boston Mortgage Securities Corp.  
5,264 4.88%, 04/15/2037 5,234
  GS Mortgage Securities Trust  
4,046,237 0.11%, 07/10/2046(3)(5) 11,348
7,569,000 0.68%, 02/13/2053(3)(5) 417,094
366,346 1.50%, 08/10/2044(1)(3)(5) 5,257
565,333 3.67%, 04/10/2047(1) 209,482
2,190,000 4.90%, 11/10/2045(1)(3) 2,256,384
175,000 5.13%, 04/10/2047(1)(3) 160,103
  JP Morgan Chase Commercial Mortgage Securities Trust  
860,000 2.73%, 10/15/2045(1)(3) 540,871
485,000 4.57%, 12/15/2047(1)(3) 463,815
765,000 5.60%, 08/15/2046(1)(3) 784,699
  Morgan Stanley Capital Trust  
465,000 5.42%, 07/15/2049(1)(3) 432,113
4,551 5.77%, 10/12/2052(1)(3) 1,137
  MTRO Commercial Mortgage Trust  
255,000 3.73%, 12/15/2033, 1 mo. USD LIBOR + 2.05%(1)(2) 254,840
  PRPM  
369,371 4.75%, 10/25/2024(1)(3) 372,411
  Securitized Term Auto Loan Receivables Trust  
1,437,993 4.57%, 03/25/2026(1) 1,444,141
  VNDO Mortgage Trust  
870,000 4.08%, 12/13/2029(1)(3) 875,426
  Wells Fargo Commercial Mortgage Trust  
15,000 4.29%, 05/15/2048(3) 15,558
  Wells Fargo N.A.  
6,592,621 0.72%, 11/15/2062(3)(5) 334,540
5,373,852 0.82%, 12/15/2052(3)(5) 318,530
  WF-RBS Commercial Mortgage Trust  
900,599 3.02%, 11/15/2047(1) 494,634
2,125,000 4.97%, 11/15/2045(1)(3) 1,990,332
215,000 5.00%, 06/15/2044(1)(3) 183,912
    17,581,660

 


 

  The Hartford Strategic Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Other ABS - 1.7%    
    Domino's Pizza Master Issuer LLC    
$ 478,800 3.67%, 10/25/2049(1) $ 497,133
    Marlette Funding Trust    
  1,234,794 2.69%, 09/17/2029(1)   1,240,615
    OnDeck Asset Securitization Trust LLC    
  1,295,000 2.65%, 11/18/2024(1)   1,295,390
    Pretium Mortgage Credit Partners LLC    
  1,379,227 3.11%, 07/27/2059(1)(4)   1,380,253
    Vericrest Opportunity Loan Trust    
  1,810,000 5.19%, 10/25/2049(1)(4)   1,824,653
    VOLT LXIII LLC    
  1,650,000 4.34%, 02/25/2050   1,650,000
    VOLT LXIV LLC    
  1,570,000 4.63%, 10/25/2047(1)(4)   1,573,341
    VOLT LXXX LLC    
  1,455,000 5.07%, 10/25/2049(1)(4)   1,466,278
    VOLT LXXXIII LLC    
  410,000 4.95%, 11/26/2049(1)(4)   412,850
    VOLT LXXXV LLC    
  1,160,000 4.46%, 01/25/2050(1)(4)   1,163,449
        12,503,962
    Whole Loan Collateral CMO - 4.2%    
    Alternative Loan Trust    
  244,720 1.98%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2)   230,036
  148,559 2.20%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)   144,215
  830,800 5.75%, 05/25/2036   604,104
  756,085 6.00%, 05/25/2036   611,428
    Arroyo Mortgage Trust    
  1,117,967 2.96%, 10/25/2048(1)(3)   1,129,730
    Banc of America Mortgage Trust    
  205,751 4.05%, 09/25/2035(3)   204,801
    Bear Stearns Adjustable Rate Mortgage Trust    
  216,974 4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)   223,640
    Bear Stearns Alt-A Trust    
  88,474 2.16%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)   102,360
    Bellemeade Re Ltd.    
  145,008 2.86%, 10/25/2028, 1 mo. USD LIBOR + 1.200%(1)(2)   145,031
    Chase Mortgage Finance Trust    
  855,171 5.50%, 11/25/2035   828,671
    CHL Mortgage Pass-Through Trust    
  490,498 3.79%, 09/25/2047(3)   473,010
    COLT Mortgage Loan Trust    
  919,005 2.76%, 08/25/2049(1)(3)   922,449
    Connecticut Avenue Securities Trust    
  1,000,000 3.76%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)   1,009,115
  537,990 3.81%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)   542,820
  1,037,153 3.96%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)   1,048,236
    CSMC Trust    
  103,657 3.25%, 04/25/2047(1)(3)   105,200
    Deephaven Residential Mortgage Trust    
  27,189 2.45%, 06/25/2047(1)(3)   27,213
  85,547 2.81%, 10/25/2047(1)(3)   85,856
  1,622,076 2.96%, 07/25/2059(1)(3)   1,633,071
    Fannie Mae Connecticut Avenue Securities    
  2,356,008 3.86%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(2)   2,400,274
  525,000 5.21%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(2)   554,005
  1,518,000 5.91%, 04/25/2029, 1 mo. USD LIBOR + 4.250%(2)   1,627,960
  873,666 6.01%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)   925,107
  337,874 6.56%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)   372,555
  178,971 7.36%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)   198,774
  147,179 7.66%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2)   162,055
    GMACM Mortgage Loan Trust    
  50,094 3.97%, 04/19/2036(3)   46,585

 


 

  The Hartford Strategic Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    GSR Mortgage Loan Trust    
  571,033 3.93%, 01/25/2036(3)   581,813
    HarborView Mortgage Loan Trust    
$ 1,481,310 1.89%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2) $ 1,416,268
    Impac CMB Trust    
  34,420 3.91%, 02/25/2036, 1 mo. USD LIBOR + 2.250%(2)   35,106
    IndyMac IMSC Mortgage Loan Trust    
  459,311 1.81%, 03/25/2047, 1 mo. USD LIBOR + 0.150%(2)   380,909
    JP Morgan Mortgage Trust    
  205,703 3.93%, 11/25/2035(3)   199,355
  295,956 4.05%, 05/25/2036(3)   296,595
  45,787 4.26%, 04/25/2037(3)   42,930
    LSTAR Securities Investment Trust    
  1,112,196 3.48%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)   1,107,882
    MASTR Adjustable Rate Mortgages Trust    
  95,600 4.69%, 11/21/2034(3)   98,321
    MFA Trust    
  43,242 2.59%, 02/25/2057(1)(3)   43,107
    Mortgage Insurance-Linked Notes    
  1,125,000 3.56%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2)   1,129,368
    New Residential Mortgage Loan Trust    
  150,162 3.16%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)   152,471
  124,951 3.75%, 11/26/2035(1)(3)   130,740
  113,401 3.75%, 11/25/2056(1)(3)   118,428
  1,799,619 3.75%, 11/25/2058(1)(3)   1,881,162
  173,779 4.00%, 02/25/2057(1)(3)   183,138
  170,513 4.00%, 03/25/2057(1)(3)   180,507
  127,966 4.00%, 04/25/2057(1)(3)   134,583
  146,889 4.00%, 05/25/2057(1)(3)   155,465
    Nomura Asset Acceptance Corp. Alternative Loan Trust    
  307,312 4.36%, 06/25/2036(3)   270,514
    PMT Credit Risk Transfer Trust    
  735,111 3.81%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)   732,397
    Residential Accredit Loans, Inc.    
  887,960 3.38%, 11/25/2037(3)   834,281
    Structured Agency Credit Risk Trust    
  212,928 3.31%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(2)   213,832
  355,000 3.76%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(2)   359,420
    Structured Asset Mortgage Investments Trust    
  1,185,003 1.89%, 02/25/2036, 1 mo. USD LIBOR + 0.230%(2)   1,093,936
    Towd Point Mortgage Trust    
  84,876 2.25%, 04/25/2056(1)(3)   84,984
  79,317 2.75%, 08/25/2055(1)(3)   80,378
    Vericrest Opportunity Loan Trust    
  1,530,301 3.28%, 11/25/2049(1)(4)   1,532,577
  805,000 4.34%, 02/25/2050(1)(4)   805,000
    WaMu Mortgage Pass-Through Certificates Trust    
  28,939 2.08%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(2)   28,262
    Washington Mutual Mortgage Pass-Through Certificates WMALT Trust    
  527,652 2.26%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)   350,956
    Wells Fargo N.A.    
  12,440,904 0.89%, 01/15/2063(3)(5)(6)   921,560
        31,934,546
    Whole Loan Collateral PAC - 0.0%    
    Alternative Loan Trust    
  42,904 2.16%, 12/25/2035, 1 mo. USD LIBOR + 0.500%(2)   25,563
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $83,443,508) $ 83,622,832
  Corporate Bonds - 22.4%    
    Aerospace/Defense - 0.1%    
    SSL Robotics LLC    
  475,000 9.75%, 12/31/2023(1) $ 521,313

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Agriculture - 0.7%    
    Kernel Holding S.A.    
  4,650,000 6.50%, 10/17/2024(1)   4,905,332
    Auto Manufacturers - 0.7%    
    General Motors Financial Co., Inc.    
$ 250,000 2.78%, 04/13/2020, 3 mo. USD LIBOR + 0.930%(2) $ 250,398
    General Motors Financial of Canada Ltd.    
CAD 3,085,000 3.08%, 05/22/2020(7)   2,338,133
    Honda Canada Finance, Inc.    
  1,085,000 2.35%, 08/28/2020, 3 mo. USD LIBOR + 0.380%(2)   821,580
    Volkswagen Group of America Finance LLC    
$ 1,075,000 2.68%, 11/13/2020, 3 mo. USD LIBOR + 0.770%(1)(2)   1,079,844
    VW Credit Canada, Inc.    
CAD 530,000 2.57%, 03/30/2020, 3 mo. CDOR + 0.500%(2)   400,796
        4,890,751
    Auto Parts & Equipment - 0.2%    
    Adient Global Holdings Ltd.    
EUR 850,000 3.50%, 08/15/2024(7)   905,550
    Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.    
  830,000 4.38%, 05/15/2026(7)   948,126
        1,853,676
    Beverages - 0.4%    
    Molson Coors International L.P.    
CAD 2,525,000 2.75%, 09/18/2020   1,913,898
    Sunshine Mid B.V.    
EUR 600,000 6.50%, 05/15/2026(7)   696,472
        2,610,370
    Chemicals - 0.6%    
    Alpek S.A.B. de C.V.    
$ 1,350,000 4.25%, 09/18/2029(1)   1,404,000
    Braskem Netherlands Finance B.V.    
  200,000 4.50%, 01/10/2028(7)   203,461
  905,000 4.50%, 01/31/2030(1)   909,706
  395,000 5.88%, 01/31/2050(1)   409,611
    OCP S.A.    
  200,000 4.50%, 10/22/2025(7)   215,942
    Syngenta Finance N.V.    
  400,000 5.68%, 04/24/2048(1)   444,657
    Yingde Gases Investment Ltd.    
  200,000 6.25%, 01/19/2023(7)   209,105
  530,000 6.25%, 01/19/2023(1)   554,129
        4,350,611
    Commercial Banks - 5.0%    
    Abanca Corp. Bancaria S.A.    
    6.13%, 01/18/2029, (6.13% fixed rate until 01/18/2024; 5 year EUR Swap + 5.927%    
EUR 400,000 thereafter)(7)(8)   505,904
    7.50%, 10/02/2023, (7.50% fixed rate until 10/02/2023; 5 year EUR Swap + 7.326%    
  400,000 thereafter)(7)(8)(9)   491,863
    Banca Monte dei Paschi di Siena S.p.A.    
    5.38%, 01/18/2028, (5.38% fixed rate until 01/18/2023; 5 year EUR    
  600,000 Swap + 5.005% thereafter)(7)(8)   616,354
    Banco BPM S.p.A.    
    8.75%, 06/18/2024, (8.75% fixed rate until 06/18/2024; 5 year EUR    
  225,000 Swap + 8.921% thereafter)(7)(8)(9)   280,104
    Banco Comercial Portugues S.A.    
    9.25%, 01/31/2024, (9.25% fixed rate until 01/31/2024; 5 year EUR    
  400,000 Swap + 9.414% thereafter)(7)(8)(9)   502,252
    Banco de Credito Social Cooperativo S.A.    
    7.75%, 06/07/2027, (7.75% fixed rate until 06/07/2022; 5 year EUR    
  600,000 Swap + 7.591% thereafter)(7)(8)   698,129
    Banco do Brasil S.A.    
$ 200,000 4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(1)   212,900
  225,000 4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(1)   238,781

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 5 year EUR Swap + 7.362%    
  365,000 thereafter)(7)(8)(9)   422,488
    Banco Mercantil del Norte S.A.    
    7.50%, 06/27/2029, (7.50% fixed rate until 06/27/2029; 10 year USD    
$ 900,000 CMT + 5.470% thereafter)(1)(8)(9) $ 1,020,375
    Bancolombia S.A.    
    4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD    
  200,000 CMT + 2.944% thereafter)(8)   205,750
    Bank of America Corp.    
  1,000,000 2.56%, 10/01/2021, 3 mo. USD LIBOR + 0.650%(2)   1,003,729
    Bank of China Hong Kong Ltd.    
  485,000 5.55%, 02/11/2020(7)   485,291
    Barclays plc    
    2.00%, 02/07/2028, (2.00% fixed rate until 02/07/2023; 5 year EUR    
EUR 480,000 Swap + 1.900% thereafter)(7)(8)   547,143
    BBVA Bancomer S.A.    
    5.13%, 01/18/2033, (5.13% fixed rate until 01/17/2028; 12 mo. USD CMT + 2.650%    
$ 520,000 thereafter)(1)(8)   553,800
    5.88%, 09/13/2034, (5.88% fixed rate until 09/13/2029; 5 year USD CMT + 4.308%    
  350,000 thereafter)(1)(8)   386,225
    BBVA Global Finance Ltd.    
  310,000 7.00%, 12/01/2025   371,949
    Caixa Geral de Depositos S.A.    
    10.75%, 03/30/2022, (10.8% fixed rate until 03/30/2022; 5 year EUR    
EUR 400,000 Swap + 10.925% thereafter)(7)(8)(9)   523,471
    Capital One Financial Corp.    
$ 275,000 2.66%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(2)   275,363
    Credit Agricole S.A.    
    6.88%, 09/23/2024, (6.88% fixed rate until 09/23/2024; 5 year USD    
  495,000 Swap + 4.319% thereafter)(7)(8)(9)(10)   546,356
    Credit Mutuel Arkea S.A.    
EUR 400,000 3.38%, 03/11/2031(7)   531,516
    Credit Suisse Group AG    
    6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD    
$ 2,590,000 Swap + 3.455% thereafter)(1)(8)(9)   2,855,330
    Credit Suisse Group Funding Guernsey Ltd.    
  950,000 4.11%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(2)   972,890
    Credit Suisse New York    
  1,155,000 2.05%, 02/04/2022   1,155,347
    Danske Bank A/S    
  1,065,000 5.00%, 01/12/2022(1)   1,122,070
  1,665,000 5.38%, 01/12/2024(1)   1,852,209
    7.00%, 06/26/2025, (7.00% fixed rate until 06/26/2025; 12 mo. USD CMT + 4.130%    
  730,000 thereafter)(7)(8)(9)   813,038
    Erste Group Bank AG    
    6.50%, 04/15/2024, (6.50% fixed rate until 04/15/2024; 5 year EUR    
EUR 600,000 Swap + 6.204% thereafter)(7)(8)(9)   779,551
    Goldman Sachs Bank USA    
$ 200,000 2.16%, 05/24/2021, 3 mo. SOFR + 0.600%(2)   200,196
    Grupo Aval Ltd.    
  200,000 4.75%, 09/26/2022(7)   207,575
    IKB Deutsche Industriebank AG    
    4.00%, 01/31/2028, (4.00% fixed rate until 01/31/2023; 5 year EUR    
EUR 300,000 Swap + 3.617% thereafter)(7)(8)   336,142
    Industrial & Commercial Bank of China Ltd.    
$ 400,000 2.59%, 04/16/2021, 3 mo. USD LIBOR + 0.750%(2)(7)   400,977
  488,000 2.62%, 10/12/2020, 3 mo. USD LIBOR + 0.770%(2)(7)   489,000
  400,000 2.62%, 06/14/2021, 3 mo. USD LIBOR + 0.730%(2)(7)   400,880
  2,290,000 2.65%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(7)   2,295,705
  200,000 4.88%, 09/21/2025(7)   222,335
    ING Groep N.V.    
    6.50%, 04/16/2025, (6.50% fixed rate until 04/16/2025; 5 year USD    
  475,000 Swap + 4.446% thereafter)(8)(9)   523,070
    Itau Unibanco Holding S.A.    
  310,000 2.90%, 01/24/2023(1)   310,868

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD CMT + 3.981%    
  500,000 thereafter)(1)(8)(9)   525,375
    Metro Bank plc    
    5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458%    
GBP 2,030,000 thereafter)(7)(8) $ 2,143,741
    9.50%, 10/08/2025, (9.50% fixed rate until 10/08/2024; GUKG1 + 9.220%    
  275,000 thereafter)(7)(8)   389,465
    Novo Banco S.A.    
EUR 365,000 3.50%, 01/23/2043   392,444
  570,000 3.50%, 02/19/2043(7)   613,193
  775,000 3.50%, 03/18/2043(7)   833,384
    Raiffeisen Bank International AG    
  500,000 6.00%, 10/16/2023(7)   662,380
6.13%, 12/15/2022, (6.13% fixed rate until 12/15/2022; 12 year EUR Swap +
  600,000 5.954% thereafter)(7)(8)(9)   724,487
    Stichting AK Rabobank Certificaten    
  250,000 6.50%, 12/29/2049(7)(9)   367,539
    UBS Group Funding Switzerland AG    
    7.00%, 02/19/2025, (7.00% fixed rate until 02/19/2025; 5 year USD    
$ 1,100,000 Swap + 4.866% thereafter)(7)(8)(9)   1,253,230
    UniCredit S.p.A.    
    5.86%, 06/19/2032, (5.86% fixed rate until 06/19/2027; 5 year USD ICE Swap +    
  520,000 3.703% thereafter)(7)(8)   556,956
  2,970,000 6.57%, 01/14/2022(1)   3,195,763
    Volksbank Wien AG    
    7.75%, 04/09/2024, (7.75% fixed rate until 04/09/2024; EUAMDB05    
EUR 400,000 + 7.880% thereafter)(7)(8)(9)   496,434
    Westpac Banking Corp.    
$ 425,000 2.19%, 05/15/2020, 3 mo. USD LIBOR + 0.280%(2)   425,358
        37,936,675
    Commercial Services - 0.6%    
    APX Group, Inc.    
  1,000,000 8.75%, 12/01/2020(10)   1,001,563
    Atento Luxco 1 S.A.    
  860,000 6.13%, 08/10/2022(1)(10)   867,525
    Jasa Marga Persero Tbk PT    
IDR 4,400,000,000 7.50%, 12/11/2020(1)   319,622
    La Financiere Atalian SASU    
EUR 1,235,000 4.00%, 05/15/2024(7)   1,143,680
    Penske Truck Leasing Canada, Inc.    
CAD 900,000 2.95%, 06/12/2020   682,107
    Refinitiv U.S. Holdings, Inc.    
EUR 525,000 6.88%, 11/15/2026(7)   660,080
        4,674,577
    Diversified Financial Services - 0.9%    
    CSN Islands Corp.    
$ 385,000 6.75%, 01/28/2028(1)   382,420
    International Finance Corp,    
INR 8,100,000 5.85%, 11/25/2022   112,023
    LeasePlan Corp. N.V.    
    7.38%, 05/29/2024, (7.38% fixed rate until 05/29/2024; EUAMDB05    
EUR 495,000 + 7.556% thereafter)(7)(8)(9)   625,837
    LHC3 plc    
  540,000 4.13%, 08/15/2024(7)(11)   615,476
    Minejesa Capital B.V.    
$ 240,000 5.63%, 08/10/2037(7)   261,031
    Power Finance Corp. Ltd.    
  4,370,000 3.95%, 04/23/2030(1)   4,376,145
    Unifin Financiera S.A.B. de C.V.    
  200,000 7.00%, 01/15/2025(7)   209,260
        6,582,192
    Electric - 1.2%    
    Abu Dhabi National Energy Co. PJSC    
  225,000 4.38%, 04/23/2025(7)   243,412

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Centrais Eletricas Brasileiras S.A.    
  315,000 3.63%, 02/04/2025   317,133
  1,065,000 4.63%, 02/04/2030   1,072,455
    Eskom Holdings SOC Ltd.    
$ 1,400,000 5.75%, 01/26/2021(7) $ 1,401,697
  200,000 6.75%, 08/06/2023(7)   202,370
    Georgia Power Co.    
  250,000 4.75%, 09/01/2040   303,879
    Instituto Costarricense de Electricidad    
  200,000 6.95%, 11/10/2021(7)   208,500
    Israel Electric Corp. Ltd.    
  1,000,000 4.25%, 08/14/2028(1)(7)   1,096,720
    Mong Duong Finance Holdings B.V.    
  300,000 5.13%, 05/07/2029(7)   309,420
  2,205,000 5.13%, 05/07/2029(1)   2,274,239
    Perusahaan Listrik Negara PT    
  470,000 6.15%, 05/21/2048(7)   598,122
    State Grid Overseas Investment Ltd.    
  250,000 2.25%, 05/04/2020(7)   250,111
    Termocandelaria Power Ltd.    
  1,035,000 7.88%, 01/30/2029(1)   1,134,619
        9,412,677
    Energy-Alternate Sources - 0.4%    
    Adani Green Energy (UP) Ltd.    
  2,760,000 6.25%, 12/10/2024(1)   2,984,167
    Engineering & Construction - 1.1%    
    Aeropuerto Internacional de Tocumen S.A.    
  200,000 6.00%, 11/18/2048(7)   252,626
    Aeropuertos Dominicanos Siglo S.A.    
  785,000 6.75%, 03/30/2029(7)   870,369
    Bioceanico Sovereign Certificate Ltd.    
  395,000 0.00%, 06/05/2034(1)(12)   278,080
    Ellaktor Value plc    
EUR 560,000 6.38%, 12/15/2024(1)   636,465
    IHS Netherlands Holdco B.V.    
$ 420,000 7.13%, 03/18/2025(1)   445,293
  1,915,000 8.00%, 09/18/2027(1)   2,068,200
    International Airport Finance S.A.    
  2,940,000 12.00%, 03/15/2033(1)   3,226,650
    Mexico City Airport Trust    
  200,000 4.25%, 10/31/2026(7)   214,961
    SBA Tower Trust    
  265,000 3.17%, 04/09/2047(1)   269,656
        8,262,300
    Food - 0.8%    
    BRF S.A.    
  1,230,000 4.88%, 01/24/2030(1)   1,258,905
  485,000 4.88%, 01/24/2030(7)   496,397
    Conagra Brands, Inc.    
  500,000 2.55%, 10/22/2020, 3 mo. USD LIBOR + 0.750%(2)   500,050
    Minerva Luxembourg S.A.    
  550,000 5.88%, 01/19/2028(7)   579,590
  200,000 6.50%, 09/20/2026(7)   212,111
    NBM U.S. Holdings, Inc.    
  2,980,000 6.63%, 08/06/2029(1)   3,207,225
        6,254,278
    Forest Products & Paper - 0.1%    
    Celulosa Arauco y Constitucion S.A.    
  200,000 4.20%, 01/29/2030(1)   203,940
  200,000 4.50%, 08/01/2024   211,800
    Suzano Austria GmbH    
  200,000 7.00%, 03/16/2047(1)   238,960
        654,700

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Healthcare-Services - 0.7%    
    Constantin Investissement SASU    
EUR 525,000 5.38%, 04/15/2025(7)   599,686
    Rede D'or Finance S.a.r.l.    
$ 4,475,000 4.50%, 01/22/2030(1) $ 4,501,850
  400,000 4.95%, 01/17/2028(1)   421,000
        5,522,536
    Home Builders - 0.3%    
    Adams Homes, Inc.    
  1,500,000 7.50%, 02/15/2025(1)   1,541,250
    Ashton Woods USA LLC / Ashton Woods Finance Co.    
  450,000 6.63%, 01/15/2028(1)   458,438
        1,999,688
    Household Products/Wares - 0.1%    
    Diamond (BC) B.V.    
EUR 580,000 5.63%, 08/15/2025(7)   631,091
    Insurance - 0.4%    
    Aegon N.V.    
  43,000 0.02%, 04/15/2020, 10 year GNTH + 0.100%(2)(9)   39,463
    Assicurazioni Generali S.p.A.    
    5.50%, 10/27/2047, (5.50% fixed rate until 10/27/2027; 3 mo.    
  525,000 EURIBOR + 5.350% thereafter)(7)(8)   718,329
    AXA S.A.    
    3.38%, 07/06/2047, (3.38% fixed rate until 07/06/2027; 3 mo.    
  425,000 EURIBOR + 3.750% thereafter)(7)(8)   544,696
    Genworth Holdings, Inc.    
$ 375,000 4.80%, 02/15/2024   374,062
  750,000 6.50%, 06/15/2034   758,749
    Intesa Sanpaolo Vita S.p.A.    
    4.75%, 12/17/2024, (4.75% fixed rate until 12/17/2024; 6 Mo. EUR    
EUR 700,000 LIBOR + 4.817% thereafter)(7)(8)(9)   867,343
        3,302,642
    Investment Company Security - 0.4%    
    Greenko Mauritius Ltd.    
$ 2,930,000 6.25%, 02/21/2023(1)   3,022,181
    Iron/Steel - 0.8%    
    CSN Resources S.A.    
  1,321,000 7.63%, 04/17/2026(1)   1,387,472
    Metinvest B.V.    
EUR 1,825,000 5.63%, 06/17/2025(1)   2,113,315
$ 2,145,000 7.75%, 10/17/2029(1)   2,257,913
        5,758,700
    Leisure Time - 0.0%    
    Saga plc    
GBP 220,000 3.38%, 05/12/2024(7)   265,148
    Media - 0.7%    
    Altice Luxembourg S.A.    
EUR 725,000 6.25%, 02/15/2025(7)   831,045
    Cable Onda S.A.    
$ 1,405,000 4.50%, 01/30/2030(7)   1,452,475
    Discovery Communications LLC    
  500,000 2.80%, 06/15/2020   501,337
    Houghton Mifflin Harcourt Publishers, Inc.    
  2,700,000 9.00%, 02/15/2025(1)   2,808,000
        5,592,857
    Mining - 0.1%    
    Gold Fields Orogen Holdings BVI Ltd.    
  430,000 5.13%, 05/15/2024(1)   462,250
  450,000 6.13%, 05/15/2029(1)   513,014
        975,264

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Multi-National - 0.0%    
    International Finance Corp.    
INR 9,490,000 7.10%, 03/21/2031   138,222
    Oil & Gas - 2.7%    
    Canadian Natural Resources Ltd.    
CAD 3,105,000 2.05%, 06/01/2020 $ 2,346,605
  430,000 2.89%, 08/14/2020   326,402
    CNOOC Finance Ltd.    
$ 345,000 2.88%, 09/30/2029   352,507
    Ecopetrol S.A.    
  115,000 5.88%, 09/18/2023   128,283
    Frontera Energy Corp.    
  375,000 9.70%, 06/25/2023(1)(10)   401,250
    Hunt Oil Co. of Peru LLC Sucursal Del Peru    
  570,000 6.38%, 06/01/2028(1)   618,279
  440,000 6.38%, 06/01/2028(7)   477,268
    NAK Naftogaz Ukraine via Kondor Finance plc    
  4,975,000 7.63%, 11/08/2026(1)   5,296,239
    Occidental Petroleum Corp.    
  950,000 2.85%, 02/08/2021, 3 mo. USD LIBOR + 0.950%(2)   956,897
    Petrobras Global Finance B.V.    
  1,005,000 5.09%, 01/15/2030(1)   1,102,837
  265,000 5.09%, 01/15/2030(7)   290,798
  100,000 6.90%, 03/19/2049   121,850
  60,000 7.25%, 03/17/2044   75,841
    Petroleos de Venezuela S.A.    
  290,000 6.00%, 05/16/2024(7)(13)   23,200
  125,000 9.00%, 11/17/2021(7)(13)   10,000
    Petroleos Mexicanos    
  165,000 5.35%, 02/12/2028   166,493
  360,000 5.95%, 01/28/2031(1)   365,310
  385,000 6.50%, 01/23/2029   410,410
  1,515,000 6.84%, 01/23/2030(1)   1,641,502
  300,000 6.95%, 01/28/2060(1)   304,059
  812,000 7.69%, 01/23/2050(1)   892,063
    Saudi Arabian Oil Co.    
  600,000 2.75%, 04/16/2022(1)   608,535
    Sinopec Group Overseas Development Ltd.    
  640,000 2.50%, 08/08/2024(1)   646,678
    State Oil Co. of the Azerbaijan Republic    
  350,000 6.95%, 03/18/2030(7)   432,796
    Tullow Oil plc    
  1,073,000 7.00%, 03/01/2025(1)   867,810
    YPF S.A.    
  1,260,000 6.95%, 07/21/2027(7)   1,074,150
  470,000 7.00%, 12/15/2047(1)   367,775
  80,000 8.50%, 03/23/2021(7)   79,536
ARS 27,918,777 16.50%, 05/09/2022(1)   245,481
        20,630,854
    Packaging & Containers - 0.1%    
    ARD Finance S.A. (5.00% Cash, 5.75% PIK)    
EUR 610,000 5.00%, 06/30/2027(1)(11)   688,096
    Pharmaceuticals - 0.6%    
    Bausch Health Cos., Inc.    
$ 665,000 5.00%, 01/30/2028(1)   673,312
    Cigna Corp.    
  430,000 2.25%, 03/17/2020, 3 mo. USD LIBOR + 0.350%(2)   430,194
    Teva Pharmaceutical Finance Netherlands B.V.    
  3,130,000 3.15%, 10/01/2026   2,672,081
EUR 850,000 4.50%, 03/01/2025   950,941
        4,726,528
    Pipelines - 0.2%    
    Enbridge, Inc.    
CAD 1,535,000 4.53%, 03/09/2020   1,162,652

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    MPLX L.P.    
  140,000 2.79%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(2)   140,514
    Peru LNG Srl    
$ 200,000 5.38%, 03/22/2030(1) $ 195,261
    Transportadora de Gas Internacional S.A. ESP    
  200,000 5.55%, 11/01/2028(1)   231,861
        1,730,288
    Real Estate - 0.1%    
    Arabian Centres Co., Ltd.    
  825,000 5.38%, 11/26/2024(1)   852,857
    REITS - 0.2%    
    Trust F    
  835,000 4.87%, 01/15/2030(1)   907,645
  580,000 6.39%, 01/15/2050(1)   667,000
        1,574,645
    Retail - 0.3%    
    Nissan Canada, Inc.    
CAD 1,487,000 1.75%, 04/09/2020   1,123,194
    PetSmart, Inc.    
$ 850,000 8.88%, 06/01/2025(1)   873,375
        1,996,569
    Telecommunications - 1.8%    
    Altice France S.A.    
EUR 675,000 5.88%, 02/01/2027(7)   828,148
    AT&T, Inc.    
$ 755,000 2.66%, 06/01/2021, 3 mo. USD LIBOR + 0.750%(2)   760,292
CAD 880,000 3.83%, 11/25/2020   674,676
    CenturyLink, Inc.    
$ 1,055,000 4.00%, 02/15/2027(1)   1,063,651
    Millicom International Cellular S.A.    
  200,000 5.13%, 01/15/2028(1)   209,039
    SoftBank Group Corp.    
    6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD    
  3,730,000 ICE Swap + 4.226% thereafter)(7)(8)(9)   3,622,763
    Telecom Argentina S.A.    
  2,130,000 8.00%, 07/18/2026(1)   2,085,291
    Telefonica Celular del Paraguay S.A.    
  2,335,000 5.88%, 04/15/2027(1)   2,494,445
    Verizon Communications, Inc.    
  536,000 2.45%, 05/22/2020, 3 mo. USD LIBOR + 0.550%(2)   536,760
    Vodafone Group plc    
    7.00%, 04/04/2079, (7.00% fixed rate until 01/04/2029; 5 year USD    
  1,235,000 Swap + 4.873% thereafter)(8)   1,456,088
        13,731,153
    Transportation - 0.1%    
    Lima Metro Line 2 Finance Ltd.    
  200,000 4.35%, 04/05/2036(1)   214,626
    Rumo Luxembourg S.a.r.l.    
  200,000 5.88%, 01/18/2025(7)   215,000
  365,000 7.38%, 02/09/2024(7)   391,692
        821,318
    Total Corporate Bonds    
    (cost $165,400,094) $ 169,854,256
Foreign Government Obligations - 23.0%    
    Angola - 0.1%    
    Angolan Government International Bond    
$ 200,000 8.00%, 11/26/2029(1) $ 211,404
  200,000 9.38%, 05/08/2048(7)   216,634
        428,038
    Argentina - 1.4%    
    Argentine Republic Government International Bond    

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
CHF 1,480,000 3.38%, 10/12/2020(7)   913,414
EUR 100,000 3.38%, 01/15/2023   49,075
$ 1,090,000 3.38%, 12/31/2038(2)(4) $ 495,634
  2,140,000 3.75%, 12/31/2038(2)(4)   900,940
  820,000 4.63%, 01/11/2023   378,028
EUR 820,000 5.25%, 01/15/2028(7)   378,546
$ 160,000 5.63%, 01/26/2022   78,720
  2,698,000 5.88%, 01/11/2028   1,180,375
  962,000 6.63%, 07/06/2028   427,609
  225,000 6.88%, 04/22/2021   119,925
  3,260,000 6.88%, 01/26/2027   1,468,630
  1,325,000 6.88%, 01/11/2048   559,813
  275,000 7.13%, 07/06/2036   118,800
  335,000 7.50%, 04/22/2026   152,593
    Bonos De La Nacion Argentina En Moneda Dua    
  4,700,000 4.50%, 02/13/2020   3,035,025
    Provincia de Cordoba    
  300,000 7.13%, 08/01/2027(7)   205,500
  150,000 7.45%, 09/01/2024(7)   107,102
        10,569,729
    Armenia - 0.0%    
    Republic of Armenia International Bond    
  250,000 7.15%, 03/26/2025(7)   295,315
    Azerbaijan - 0.3%    
    Republic of Azerbaijan International Bond    
  375,000 3.50%, 09/01/2032(7)   377,729
  780,000 4.75%, 03/18/2024(7)   840,634
    Southern Gas Corridor CJSC    
  830,000 6.88%, 03/24/2026(7)   993,424
        2,211,787
    Bahrain - 0.2%    
    Bahrain Government International Bond    
  1,635,000 5.63%, 09/30/2031(1)   1,741,281
    Bermuda - 0.0%    
    Bermuda Government International Bond    
  200,000 4.75%, 02/15/2029(1)   230,000
    Brazil - 0.5%    
    Brazil Letras do Tesouro Nacional    
BRL 3,242,000 5.35%, 01/01/2022   689,647
    Brazil Notas do Tesouro Nacional    
  1,164,000 10.00%, 01/01/2021   284,791
  4,061,000 10.00%, 01/01/2023   1,057,641
  826,000 10.00%, 01/01/2029   233,878
    Brazilian Government International Bond    
$ 1,140,000 4.50%, 05/30/2029   1,238,051
  255,000 5.00%, 01/27/2045   275,785
        3,779,793
    Canada - 0.5%    
    City of Quebec Canada    
CAD 150,000 2.00%, 07/07/2020   113,408
    Ontario Hydro Corp. Coupon Strip    
  400,000 0.00%, 02/06/2020(12)   302,224
  250,000 0.00%, 11/26/2020(12)   186,123
    Ontario Hydro Residual Strip    
  500,000 0.00%, 02/06/2020(12)   377,781
    Ontario T-Bill    
  1,000,000 1.78%, 02/19/2020(14)   754,957
    Province of Manitoba Canada T-Bill    
  700,000 1.74%, 02/12/2020(14)   528,650
    Province of Quebec Coupon Strip    
  600,000 0.00%, 04/01/2020(12)   452,190

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Quebec T-Bill    
  1,000,000 1.76%, 05/15/2020(14)   751,889
        3,467,222
    Colombia - 0.4%    
    Colombia Government International Bond    
$ 735,000 5.00%, 06/15/2045 $ 893,025
    Colombian TES    
COP 995,700,000 7.50%, 08/26/2026   323,375
  5,216,700,000 10.00%, 07/24/2024   1,819,742
        3,036,142
    Croatia - 0.1%    
    Croatia Government International Bond    
EUR 205,000 1.13%, 06/19/2029(7)   236,589
  170,000 2.75%, 01/27/2030(7)   225,818
  480,000 3.00%, 03/20/2027(7)   623,534
        1,085,941
    Dominican Republic - 0.3%    
    Dominican Republic International Bond    
$ 2,460,000 6.40%, 06/05/2049(1)   2,650,650
    Ecuador - 0.0%    
    Ecuador Government International Bond    
  200,000 9.50%, 03/27/2030(1)   171,500
  200,000 9.65%, 12/13/2026(7)   177,500
        349,000
    Egypt - 0.3%    
    Egypt Government International Bond    
  480,000 5.58%, 02/21/2023(1)   503,908
  300,000 6.59%, 02/21/2028(1)   319,391
  400,000 7.60%, 03/01/2029(1)   447,720
  400,000 7.60%, 03/01/2029(7)   447,720
  215,000 7.90%, 02/21/2048(7)   232,200
  495,000 8.50%, 01/31/2047(7)   565,779
        2,516,718
    Ethiopia - 0.1%    
    Ethiopia International Bond    
  405,000 6.63%, 12/11/2024(7)   437,481
    France - 0.0%    
    Dexia Credit Local S.A.    
  250,000 2.22%, 09/04/2020, 3 mo. USD LIBOR +0.32%(2)(7)   250,415
    Gabon - 0.1%    
    Gabon Government International Bond    
  200,000 6.38%, 12/12/2024(7)   214,741
  200,000 6.63%, 02/06/2031   201,241
  200,000 6.95%, 06/16/2025(7)   215,783
        631,765
    Ghana - 0.2%    
    Ghana Government International Bond    
  1,140,000 7.63%, 05/16/2029(7)   1,161,592
  600,000 8.13%, 01/18/2026(7)   666,750
        1,828,342
    Greece - 0.1%    
    Hellenic Republic Government Bond    
EUR 325,000 3.50%, 01/30/2023(7)   395,720
    Hungary - 0.1%    
    Hungary Government International Bond    
$ 526,000 5.75%, 11/22/2023   598,672
    India - 0.1%    
    India Government Bond    
INR 27,270,000 8.15%, 11/24/2026   409,873

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Indonesia - 0.6%    
    Indonesia Government International Bond    
$ 420,000 4.63%, 04/15/2043(7)   481,263
  1,395,000 4.75%, 01/08/2026(7)   1,562,163
$ 920,000 5.13%, 01/15/2045(7) $ 1,124,515
    Indonesia Treasury Bond    
IDR 8,048,000,000 8.38%, 09/15/2026   651,166
    Perusahaan Penerbit SBSN Indonesia III    
$ 280,000 4.15%, 03/29/2027(7)   303,808
  200,000 4.33%, 05/28/2025(7)   218,876
        4,341,791
    Israel - 0.0%    
    State of Israel    
  230,000 2.50%, 01/15/2030   235,943
    Italy - 0.4%    
    Italy Buoni Ordinari del Tesoro BOT    
EUR 1,415,000 0.00%, 03/13/2020(7)(12)   1,569,943
  1,320,000 0.00%, 05/14/2020(7)(12)   1,465,456
    Italy Certificati di Credito del Tesoro    
  140,000 0.00%, 03/30/2020(12)   155,349
        3,190,748
    Ivory Coast - 0.4%    
    Ivory Coast Government International Bond    
  205,000 5.25%, 03/22/2030(7)   235,881
  1,095,000 5.88%, 10/17/2031(1)   1,285,428
  1,070,000 6.63%, 03/22/2048(7)   1,205,966
        2,727,275
    Jamaica - 0.0%    
    Jamaica Government International Bond    
$ 195,000 8.00%, 03/15/2039(10)   268,125
    Japan - 7.1%    
    Japan Bank for International Cooperation    
  500,000 2.39%, 06/01/2020, 3 mo. USD LIBOR + 0.480%(2)   500,739
    Japan Treasury Discount Bill    
JPY 113,400,000 0.10%, 03/30/2020(14)   1,046,753
  499,650,000 0.11%, 04/06/2020(14)   4,612,216
  499,800,000 0.12%, 03/16/2020(14)   4,613,224
  57,000,000 0.12%, 04/13/2020(14)   526,176
  249,450,000 0.12%, 04/27/2020(14)   2,302,857
  670,800,000 0.12%, 05/07/2020(14)   6,192,908
  651,250,000 0.15%, 02/17/2020(14)   6,010,616
  1,007,250,000 0.17%, 02/10/2020(14)   9,296,088
  299,800,000 0.18%, 03/09/2020(14)   2,767,131
  671,050,000 0.19%, 02/03/2020(14)   6,193,120
  563,500,000 0.21%, 02/25/2020(14)   5,200,855
  389,650,000 0.22%, 03/02/2020(14)   3,596,355
  75,000,000 0.29%, 03/10/2020(14)   692,247
        53,551,285
    Jordan - 0.1%    
    Jordan Government International Bond    
$ 200,000 5.75%, 01/31/2027(7)   213,624
  430,000 6.13%, 01/29/2026(7)   464,520
  200,000 7.38%, 10/10/2047(7)   219,463
        897,607
    Kenya - 0.1%    
    Kenya Government International Bond    
  470,000 7.00%, 05/22/2027(7)   499,200
  225,000 7.00%, 05/22/2027(1)   238,979
        738,179

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Macedonia - 0.1%    
    Former Yugoslav Republic of Macedonia    
EUR 405,000 3.98%, 07/24/2021(7)   472,008
    Malaysia - 0.3%    
    Malaysia Government Bond    
MYR 3,060,000 3.76%, 04/20/2023   765,143
  1,266,000 3.80%, 09/30/2022 $ 315,864
  4,725,000 4.05%, 09/30/2021   1,175,413
        2,256,420
    Mexico - 0.8%    
    Mexican Bonos    
MXN 9,936,900 7.50%, 06/03/2027   552,560
  6,121,800 7.75%, 05/29/2031   350,529
    Mexico Government International Bond    
$ 510,000 3.25%, 04/16/2030   518,925
  200,000 4.50%, 04/22/2029   223,900
  3,795,000 4.50%, 01/31/2050   4,259,888
        5,905,802
    Mongolia - 0.5%    
    Trade & Development Bank of Mongolia LLC    
  3,516,000 9.38%, 05/19/2020(7)   3,566,607
    Morocco - 0.0%    
    Morocco Government International Bond    
  200,000 5.50%, 12/11/2042(7)   251,757
    Oman - 0.3%    
    Oman Government International Bond    
  215,000 4.75%, 06/15/2026(7)   217,231
  200,000 4.88%, 02/01/2025(7)   206,250
  215,000 6.00%, 08/01/2029(7)   224,714
  620,000 6.50%, 03/08/2047(7)   611,475
  615,000 6.75%, 01/17/2048(1)   612,884
  680,000 6.75%, 01/17/2048(7)   677,661
        2,550,215
    Panama - 0.2%    
    Panama Government International Bond    
  210,000 3.16%, 01/23/2030   221,760
  510,000 4.50%, 04/16/2050   630,620
    Panama Notas del Tesoro    
  295,000 3.75%, 04/17/2026(1)   312,995
        1,165,375
    Paraguay - 0.1%    
    Paraguay Government International Bond    
  305,000 4.63%, 01/25/2023(7)   321,775
  200,000 5.60%, 03/13/2048(1)   239,500
        561,275
    Poland - 0.3%    
    Republic of Poland Government Bond    
PLN 4,613,000 2.00%, 04/25/2021   1,199,091
  1,185,000 3.25%, 07/25/2025   326,731
  2,270,000 4.00%, 10/25/2023   633,225
        2,159,047
    Qatar - 0.2%    
    Qatar Government International Bond    
$ 510,000 2.38%, 06/02/2021(7)   512,295
  200,000 4.00%, 03/14/2029(1)   225,511
  600,000 4.50%, 04/23/2028(7)   694,421
        1,432,227
    Romania - 1.0%    
    Romanian Government International Bond    
EUR 50,000 2.00%, 01/28/2032(1)   57,064

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  255,000 2.12%, 07/16/2031(1)   294,343
  65,000 2.50%, 02/08/2030(7)   78,691
  130,000 3.38%, 02/08/2038(7)   161,672
  55,000 3.38%, 02/08/2038(1)   68,393
  1,711,000 3.38%, 01/28/2050(1)   2,011,439
  1,205,000 3.88%, 10/29/2035(7)   1,590,322
  655,000 4.63%, 04/03/2049(1)   928,948
  1,158,000 4.63%, 04/03/2049(7) $ 1,642,324
$ 484,000 6.13%, 01/22/2044(7)   644,997
        7,478,193
    Russia - 1.4%    
    Russian Federal Bond - OFZ    
RUB 15,115,000 6.90%, 05/23/2029   249,641
  55,750,000 7.00%, 08/16/2023   909,474
  29,007,000 7.10%, 10/16/2024   477,060
  51,910,000 7.75%, 09/16/2026   889,422
  18,650,000 7.95%, 10/07/2026   322,552
    Russian Foreign Bond - Eurobond    
$ 400,000 4.25%, 06/23/2027(1)   441,699
  600,000 4.25%, 06/23/2027(7)   662,549
  600,000 4.38%, 03/21/2029(1)   676,781
  600,000 4.38%, 03/21/2029(7)   676,781
  800,000 4.75%, 05/27/2026(7)   903,600
  600,000 5.10%, 03/28/2035(1)   731,803
  1,200,000 5.10%, 03/28/2035(7)   1,463,606
  1,800,000 5.25%, 06/23/2047(7)   2,354,706
        10,759,674
    Senegal - 0.2%    
    Senegal Government International Bond    
  1,205,000 6.25%, 05/23/2033(7)   1,284,976
  205,000 6.75%, 03/13/2048(7)   209,877
        1,494,853
    Serbia - 0.0%    
    Serbia International Bond    
EUR 120,000 1.50%, 06/26/2029(1)   136,697
    South Africa - 0.3%    
    Republic of South Africa Government Bond    
ZAR 31,595,000 6.25%, 03/31/2036   1,507,881
  8,015,000 7.75%, 02/28/2023   549,197
  2,965,000 8.25%, 03/31/2032   181,400
    Republic of South Africa Government International Bond    
$ 345,000 5.75%, 09/30/2049   339,380
        2,577,858
    South Korea - 0.4%    
    Export-Import Bank of Korea    
  1,000,000 2.48%, 06/01/2021, 3 mo. USD LIBOR + 0.575%(2)   1,003,855
    Korea Development Bank    
  900,000 2.37%, 02/27/2020, 3 mo. USD LIBOR + 0.450%(2)   900,260
  1,500,000 2.44%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(2)   1,503,167
        3,407,282
    Supranational - 0.7%    
    European Bank for Reconstruction & Development    
IDR21,407,000,000 6.45%, 12/13/2022(7)   1,605,799
    International Bank for Reconstruction & Development    
  300,000,000 7.45%, 08/20/2021   22,438
    International Finance Corp.    
MXN 22,900,000 0.00%, 02/22/2038(12)   346,055
INR 83,250,000 6.30%, 11/25/2024   1,183,461
  22,830,000 6.45%, 08/10/2020   320,401
MXN 23,210,000 7.75%, 01/18/2030   1,296,041
IDR 1,800,000,000 8.00%, 10/09/2023   140,331

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
INR 15,200,000 8.25%, 06/10/2021   218,959
        5,133,485
    Thailand - 0.3%    
    Thailand Government Bond    
THB 16,750,000 1.88%, 06/17/2022   546,844
  8,590,000 3.63%, 06/16/2023   298,200
  35,828,000 3.85%, 12/12/2025 $ 1,320,564
        2,165,608
    Tunisia - 0.4%    
    Banque Centrale de Tunisie International Bond    
EUR 2,595,000 6.38%, 07/15/2026(1)   2,832,454
  100,000 6.75%, 10/31/2023(1)   114,509
        2,946,963
    Turkey - 1.4%    
    Turkey Government Bond    
TRY 6,595,000 9.40%, 07/08/2020   1,099,764
  1,390,000 10.70%, 02/17/2021   234,347
  5,194,000 11.00%, 03/02/2022   886,966
    Turkey Government International Bond    
$ 215,000 3.25%, 03/23/2023   212,786
  200,000 4.88%, 10/09/2026   200,250
  1,030,000 4.88%, 04/16/2043   921,288
  1,271,000 5.13%, 02/17/2028   1,272,652
  200,000 5.60%, 11/14/2024   210,560
  1,720,000 5.75%, 03/22/2024   1,823,200
  920,000 5.75%, 05/11/2047   887,616
  715,000 6.00%, 03/25/2027   756,112
  835,000 6.00%, 01/14/2041   842,515
  1,060,000 6.35%, 08/10/2024   1,147,450
  5,000 6.88%, 03/17/2036   5,550
  120,000 7.38%, 02/05/2025   135,591
        10,636,647
    Ukraine - 0.5%    
    Ukraine Government International Bond    
  205,000 7.38%, 09/25/2032(1)   226,525
  730,000 7.38%, 09/25/2032(7)   806,650
  1,100,000 7.75%, 09/01/2022(7)   1,195,634
  675,000 7.75%, 09/01/2024(7)   751,714
  150,000 7.75%, 09/01/2026(7)   169,875
  400,000 7.75%, 09/01/2027(7)   452,888
        3,603,286
    United Arab Emirates - 0.0%    
    Abu Dhabi Government International Bond    
  325,000 2.13%, 09/30/2024(1)   326,625
    Venezuela - 0.1%    
    Venezuela Government International Bond    
  1,224,000 7.75%, 10/13/2019(7)(13)   149,940
  380,000 9.00%, 05/07/2023(7)(13)   46,550
  800,000 9.25%, 05/07/2028(7)(13)   98,000
  1,355,300 12.75%, 08/23/2022(7)(13)   166,024
        460,514
    Total Foreign Government Obligations    
    (cost $178,119,266) $ 174,313,255
Municipal Bonds - 0.9%      
    Education - 0.4%    
    Chicago, IL, Board of Education, GO    
$ 630,000 5.18%, 12/01/2021 $ 643,835
  380,000 6.04%, 12/01/2029   424,600
  1,110,000 6.14%, 12/01/2039   1,283,704
  660,000 6.32%, 11/01/2029   759,845
        3,111,984

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    General - 0.1%    
    Chicago, IL, Transit Auth    
  665,000 6.90%, 12/01/2040   933,447
    General Obligation - 0.1%    
    State of Illinois, GO    
  644,073 4.95%, 06/01/2023   677,249
$ 70,000 5.00%, 01/01/2023 $ 75,009
  150,000 5.56%, 02/01/2021   154,602
        906,860
    Nursing Homes - 0.3%    
    Seminole Cnty. Industrial Dev Auth    
  2,000,000 6.00%, 11/15/2025   2,010,060
    Total Municipal Bonds    
    (cost $6,591,350) $ 6,962,351
Senior Floating Rate Interests - 24.6%(15)    
    Advertising - 0.3%    
    Clear Channel Outdoor Holdings, Inc.    
$ 1,411,463 5.15%, 08/21/2026, 1 mo. USD LIBOR + 3.500% $ 1,415,429
    Entravision Communications Corp.    
  648,404 4.40%, 11/29/2024, 1 mo. USD LIBOR + 2.750%   639,488
        2,054,917
    Aerospace/Defense - 0.4%    
    Circor International, Inc.    
  908,554 5.18%, 12/11/2024, 1 mo. USD LIBOR + 3.500%   909,971
    Maverick Purchaser Sub LLC    
  525,000 0.00%, 01/22/2027(16)   525,656
    TransDigm, Inc.    
  347,348 4.15%, 06/09/2023, 1 mo. USD LIBOR + 2.500%   346,915
  1,358,247 4.15%, 05/30/2025, 1 mo. USD LIBOR + 2.500%   1,356,889
        3,139,431
    Airlines - 0.1%    
    Kestrel Bidco, Inc.    
  925,000 4.68%, 12/11/2026, 1 mo. USD LIBOR + 3.000%   930,143
    Asset-Backed - Finance & Insurance - 0.0%    
    Evertec Group LLC    
  272,250 5.15%, 11/27/2024, 1 mo. USD LIBOR + 3.500%   273,611
    Auto Manufacturers - 0.1%    
    Navistar International Corp.    
  993,108 5.17%, 11/06/2024, 1 mo. USD LIBOR + 3.500%   993,853
    Auto Parts & Equipment - 0.8%    
    Adient U.S. LLC    
  651,725 6.18%, 05/06/2024, 1 mo. USD LIBOR + 4.250%   651,999
    AL Alpine AT Bidco GmbH    
EUR 260,000 3.00%, 10/31/2025, 3 mo. EURIBOR + 3.000%   282,817
$ 202,950 4.62%, 10/31/2025, "3 mo. USD LIBOR +2.750%3 mo. USD LIBOR +2.750%   199,906
    Altra Industrial Motion Corp.    
  1,002,599 3.65%, 10/01/2025, 1 mo. USD LIBOR + 2.000%   1,004,604
    IAA, Inc.    
  155,200 3.94%, 06/28/2026, 1 mo. USD LIBOR + 2.250%   156,170
    Panther BF Aggregator L.P.    
EUR 1,910,000 3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%   2,130,422
$ 1,266,825 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   1,274,109
        5,700,027
    Beverages - 0.1%    
    Sunshine Investments B.V.    
  415,000 0.00%, 03/28/2025(16)   414,481
    Chemicals - 0.7%    
    Axalta Coating Systems U.S. Holdings, Inc.    
  608,709 3.70%, 06/01/2024, 3 mo. USD LIBOR + 1.750%   608,076
    Cabot Microelectronics Corp.    
  181,776 3.69%, 11/17/2025, 1 mo. USD LIBOR + 2.000%   182,572

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    CTC AcquiCo GmbH    
EUR 385,920 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%   422,984
    Hexion, Inc.    
$ 626,850 5.41%, 07/01/2026, 1 mo. USD LIBOR + 3.500%   630,768
    LTI Holdings, Inc.    
  286,375 5.15%, 09/06/2025, 1 mo. USD LIBOR + 3.500%   262,572
    Minerals Technologies, Inc.    
$ 240,423 3.96%, 02/14/2024, 1 mo. USD LIBOR + 2.250% $ 240,798
    Starfruit Finco B.V.    
EUR 100,000 3.25%, 10/01/2025, 3 mo. EURIBOR + 3.750%   111,161
$ 1,198,377 4.70%, 10/01/2025, 1 mo. USD LIBOR + 3.250%   1,196,879
    Tronox Finance LLC    
  909,251 4.52%, 09/23/2024, 3 mo. USD LIBOR + 2.750%   909,106
    Univar, Inc.    
  250,000 3.65%, 07/01/2026   250,885
  244,502 3.90%, 07/01/2024, 1 mo. USD LIBOR + 2.250%   244,883
    WR Grace & Co.    
  232,063 3.70%, 04/03/2025, 3 mo. USD LIBOR + 1.750%   232,759
        5,293,443
    Coal - 0.0%    
    Foresight Energy LLC    
  952,727 7.66%, 03/28/2022, 3 mo. USD LIBOR + 5.750%   323,222
    Commercial Services - 2.1%    
    Allied Universal Holdco LLC    
  58,013 0.00%, 07/10/2026, 1 mo. USD LIBOR + 4.250%   58,279
  585,927 5.90%, 07/10/2026, 3 mo. USD LIBOR + 4.250%   588,610
    APX Group, Inc.    
  632,000 8.75%, 04/01/2024, 2 mo. USD LIBOR + 5.000%   632,398
    Ascend Learning LLC    
  234,600 4.65%, 07/12/2024, 1 mo. USD LIBOR + 3.000%   235,552
    Belron Finance U.S. LLC    
  345,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   346,080
    Blackhawk Network Holdings, Inc.    
  1,230,410 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   1,230,189
    BrightView Landscapes LLC    
  833,169 4.19%, 08/15/2025, 1 mo. USD LIBOR + 2.500%   835,777
    Ceridian HCM Holding, Inc.    
  719,336 4.65%, 04/30/2025, 3 mo. USD LIBOR +3.000%   722,033
    Dun & Bradstreet Corp.    
  1,595,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   1,603,374
    Energizer Holdings, Inc.    
  52,470 4.06%, 12/17/2025, 1 mo. USD LIBOR + 2.250%   52,558
    Garda World Security Corp.    
  257,650 6.66%, 10/30/2026, 1 mo. USD LIBOR + 4.750%   259,100
    Hertz Corp.    
  310,190 4.40%, 06/30/2023, 3 mo. USD LIBOR + 2.750%   311,629
    KAR Auction Services, Inc.    
  448,875 3.94%, 09/19/2026, 1 mo. USD LIBOR + 2.250%   451,869
    LGC Group Holdings Ltd.    
EUR 640,000 0.00%, 01/22/2027(16)   711,389
    PSAV Holdings LLC    
$ 1,655,000 6.18%, 10/15/2026, 1 mo. USD LIBOR + 4.500%   1,659,137
    Quikrete Holdings, Inc.    
  1,579,701 4.15%, 02/01/2027, 1 mo. USD LIBOR + 2.750%   1,579,701
    Russell Investments U.S. Inst'l Holdco, Inc.    
  478,716 4.90%, 06/01/2023, 3 mo. USD LIBOR + 3.250%   478,596
    Techem Verwaltungsgesellschaft 675 mbH    
EUR 463,332 2.88%, 07/15/2025   516,623
    Tempo Acquisition LLC    
$ 1,619,065 4.40%, 05/01/2024, 1 mo. USD LIBOR + 3.000%   1,622,611
    Trans Union LLC    
  851,137 3.40%, 11/16/2026   853,725
    US Ecology, Inc.    
  320,000 4.15%, 11/01/2026, 1 mo. USD LIBOR + 2.500%   322,000

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Verisure Holding AB    
EUR 305,000 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%   340,080
    Weight Watchers International, Inc.    
$ 225,468 6.72%, 11/29/2024, 3 mo. USD LIBOR + 4.750%   225,328
        15,636,638
    Construction Materials - 0.2%    
    Advanced Drainage Systems, Inc.    
$ 222,257 4.06%, 07/31/2026, 1 mo. USD LIBOR + 2.250% $ 223,553
    Brookfield WEC Holdings, Inc.    
  784,125 4.65%, 08/01/2025   785,348
    Hamilton Holdco LLC    
  261,033 3.95%, 01/02/2027, 1 mo. USD LIBOR + 2.000%   261,033
    NCI Building Systems, Inc.    
  443,250 5.43%, 04/12/2025, 3 mo. USD LIBOR + 3.750%   441,313
        1,711,247
    Distribution/Wholesale - 0.4%    
    American Builders & Contractors Supply Co., Inc.    
  598,500 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   598,871
    Beacon Roofing Supply, Inc.    
  1,153,544 3.90%, 01/02/2025, 1 mo. USD LIBOR + 2.250%   1,153,544
    Sage BorrowCo LLC    
  462,675 6.40%, 06/20/2026, 1 mo. USD LIBOR + 4.750%   463,254
    SRS Distribution, Inc.    
  497,475 4.90%, 05/23/2025, 1 mo. USD LIBOR + 3.250%   494,057
  354,113 6.15%, 05/23/2025, 1 mo. USD LIBOR + 4.500%   354,778
        3,064,504
    Diversified Financial Services - 1.0%    
    AlixPartners LLP    
EUR 178,650 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%   198,833
$ 1,359,372 4.15%, 04/04/2024, 3 mo. USD LIBOR + 2.750%   1,358,529
    Aretec Group, Inc.    
  815,172 5.90%, 10/01/2025, 3 mo. USD LIBOR + 4.250%   808,382
    Crown Finance U.S., Inc.    
  1,310,272 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   1,297,169
    Financial & Risk U.S. Holdings, Inc.    
EUR 438,500 3.25%, 10/01/2025, 3 mo. EURIBOR + 4.000%   489,562
$ 336,600 4.90%, 10/01/2025, 1 mo. USD LIBOR + 3.750%   339,727
    GreenSky Holdings LLC    
  838,856 4.94%, 03/31/2025, 1 mo. USD LIBOR + 3.250%   841,482
    Minotaur Acquisition, Inc.    
  173,688 6.65%, 03/27/2026, 1 mo. USD LIBOR + 5.000%   172,675
    Nets Holding A/S    
EUR 379,236 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   420,646
    NFP Corp.    
$ 121,250 4.65%, 01/08/2024, 1 mo. USD LIBOR + 3.000%   121,012
    RP Crown Parent LLC    
  194,000 4.40%, 10/12/2023, 1 mo. USD LIBOR + 2.750%   194,646
    UFC Holdings LLC    
  303,151 4.90%, 04/29/2026, 1 mo. USD LIBOR + 3.250%   303,861
    Victory Capital Holdings, Inc.    
  817,745 4.10%, 07/01/2026   822,652
        7,369,176
    Electric - 0.0%    
    Seadrill Partners Finco LLC    
  321,083 7.95%, 02/21/2021, 3 mo. USD LIBOR + 6.000%   151,044
    Electrical Components & Equipment - 0.3%    
    Virgin Media Bristol LLC    
  1,125,000 4.18%, 01/31/2028, 1 mo. USD LIBOR + 2.500%   1,124,719
    Virgin Media SFA Finance Ltd.    
EUR 700,000 2.50%, 01/31/2029, 1 mo. EURIBOR + 2.500%   776,435
        1,901,154

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Electronics - 0.1%    
    Pitney Bowes, Inc.    
$ 725,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(16)   720,469
    Energy-Alternate Sources - 0.2%    
    BCP Renaissance Parent LLC    
  753,278 5.45%, 10/31/2024, 3 mo. USD LIBOR + 3.500%   680,775
    Medallion Midland Acquisition LLC    
$ 1,057,265 4.90%, 10/30/2024, 1 mo. USD LIBOR + 3.250% $ 1,041,406
        1,722,181
    Engineering & Construction - 0.2%    
    Brand Energy & Infrastructure Services, Inc.    
  1,025,487 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   1,023,774
    DG Investment Intermediate Holdings, Inc.    
  164,389 4.65%, 02/03/2025, 3 mo. USD LIBOR + 3.000%   163,156
        1,186,930
    Entertainment - 0.4%    
    CityCenter Holdings LLC    
  692,893 3.90%, 04/18/2024, 1 mo. USD LIBOR + 2.250%   693,212
    Motion Finco S.a.r.l.    
  58,081 0.00%, 11/04/2026, 1 mo. USD LIBOR + 3.250%(16)(17)   58,604
  441,919 0.00%, 11/13/2026, 1 mo. USD LIBOR + 3.250%(16)   445,896
EUR 335,000 3.00%, 11/13/2026, 1 mo. EURIBOR + 3.000%   373,902
    Scientific Games International, Inc.    
$ 1,153,911 4.40%, 08/14/2024, 2 mo. USD LIBOR + 2.750%   1,149,872
    Wyndham Hotels & Resorts, Inc.    
  232,063 3.40%, 05/30/2025, 1 mo. USD LIBOR + 1.750%   233,388
        2,954,874
    Environmental Control - 0.2%    
    Advanced Disposal Services, Inc.    
  888,054 3.82%, 11/10/2023, 1 Week USD LIBOR + 2.250%   887,957
    Fluidra Finco SLU    
EUR 325,050 0.00%, 07/02/2025, 1 mo. EURIBOR + 2.750%   360,677
        1,248,634
    Food - 0.7%    
    Atkins Nutritionals Holdings, Inc.    
$ 376,190 5.43%, 07/07/2024   379,952
    B&G Foods, Inc.    
  319,200 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   319,864
    Froneri International plc    
EUR 770,000 0.00%, 01/29/2027(16)   854,967
$ 835,000 0.00%, 01/29/2027(16)   837,087
    Hostess Brands LLC    
  1,366,118 3.99%, 08/03/2025, 1 mo. USD LIBOR + 2.250%   1,366,541
    IRB Holding Corp.    
  748,096 0.00%, 02/05/2025, 1 mo. USD LIBOR + 3.250%(16)   749,129
    U.S. Foods, Inc.    
  912,713 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   915,615
        5,423,155
    Food Service - 0.2%    
    8th Avenue Food & Provisions, Inc.    
  222,750 5.43%, 10/01/2025, 3 mo. USD LIBOR + 3.750%   223,028
  135,000 9.43%, 10/01/2026, 1 mo. USD LIBOR + 7.750%   131,625
    Aramark Services, Inc.    
  228,502 3.40%, 03/11/2025, 3 mo. USD LIBOR + 1.750%   229,131
  490,000 3.47%, 01/15/2027   490,613
    CHG PPC Parent LLC    
  698,147 4.40%, 03/31/2025, 1 mo. USD LIBOR + 2.750%   700,471
        1,774,868
    Gas - 0.1%    
    Messer Industries GmbH    
EUR 100,000 2.50%, 03/01/2026, 3 mo. EURIBOR + 2.750%   111,164

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 645,125 4.45%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   645,125
        756,289
    Healthcare-Products - 0.2%    
    Avantor, Inc.    
  124,826 3.90%, 11/21/2024, 3 mo. USD LIBOR +3.000%   125,502
    Grifols S.A.    
EUR 325,000 2.25%, 11/15/2027 $ 363,040
    Lifescan Global Corp.    
$ 465,000 8.06%, 10/01/2024, 3 mo. USD LIBOR + 6.000%   442,912
    Parexel International Corp.    
  899,431 4.40%, 09/27/2024, 1 mo. USD LIBOR + 2.750%   885,382
        1,816,836
    Healthcare-Services - 1.6%    
    CDRH Parent, Inc.    
  170,550 6.15%, 07/01/2021, 3 mo. USD LIBOR + 4.250%   124,836
    CPI Holdco LLC    
  205,000 6.20%, 11/04/2026, 1 mo. USD LIBOR + 4.250%   206,025
    DentalCorp Perfect Smile ULC    
  637,543 5.40%, 06/06/2025, 1 mo. USD LIBOR + 3.750%   637,945
    DuPage Medical Group Ltd.    
  475,746 4.40%, 08/15/2024, 1 mo. USD LIBOR + 2.750%   472,920
  205,599 8.65%, 08/15/2025, 1 mo. USD LIBOR + 7.000%   199,431
    Emerald TopCo, Inc.    
  453,863 5.15%, 07/24/2026, 1 mo. USD LIBOR + 3.500%   455,424
    Ensemble RCM LLC    
  244,388 5.66%, 08/03/2026, 1 mo. USD LIBOR + 3.750%   244,876
    Envision Healthcare Corp.    
  589,050 5.40%, 10/10/2025, 1 mo. USD LIBOR + 3.750%   494,024
    Gentiva Health Services, Inc.    
  407,076 4.94%, 07/02/2025   408,094
    Global Medical Response, Inc.    
  487,530 4.91%, 04/28/2022, 1 mo. USD LIBOR + 3.250%   475,800
    IQVIA, Inc.    
EUR 586,075 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%   654,049
    Jaguar Holding Co.    
$ 495,267 4.15%, 08/18/2022, 3 mo. USD LIBOR + 2.500%   494,787
    MED ParentCo L.P.    
  194,510 4.60%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(17)   194,712
  777,429 5.90%, 08/31/2026, 1 mo. USD LIBOR + 4.250%   778,238
    MPH Acquisition Holdings LLC    
  1,606,700 4.70%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   1,577,378
    NVA Holdings, Inc.    
  248,750 7.25%, 02/02/2025, 1 mo. USD LIBOR + 3.500%   248,596
    Sound Inpatient Physicians    
  251,175 4.40%, 06/27/2025, 1 mo. USD LIBOR + 2.750%   251,803
    Surgery Center Holdings, Inc.    
  185,725 4.90%, 09/02/2024, 1 mo. USD LIBOR + 3.250%   184,989
    Syneos Health, Inc.    
  706,786 3.65%, 08/01/2024, 1 mo. USD LIBOR + 2.000%   708,553
    Team Health Holdings, Inc.    
  369,550 4.40%, 02/06/2024, 1 mo. USD LIBOR + 2.750%   294,716
    Verscend Holding Corp.    
  222,188 6.15%, 08/27/2025, 1 mo. USD LIBOR + 4.500%   222,965
    Wink Holdco, Inc.    
  357,700 4.65%, 12/02/2024, 1 mo. USD LIBOR + 3.000%   356,137
    Zelis Healthcare Corp.    
  2,595,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   2,612,854
        12,299,152
    Household Products - 0.3%    
    Diamond (BC) B.V.    
EUR 627,127 3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%   679,421
$ 1,058,449 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   1,026,696
    Revlon Consumer Products Corp.    
  208,013 5.41%, 09/07/2023, 1 mo. USD LIBOR + 3.500%   162,597

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Reynolds Consumer Products, Inc.    
  455,000 0.00%, 01/29/2027(16)   456,897
        2,325,611
    Housewares - 0.1%    
    Hayward Industries, Inc.    
$ 725,607 5.15%, 08/05/2024, 1 mo. USD LIBOR + 3.500% $ 717,139
    Insurance - 1.3%    
    Acrisure LLC    
  992,386 6.20%, 11/22/2023, 1 mo. USD LIBOR + 4.250%   992,386
    Asurion LLC    
  1,179,715 4.65%, 08/04/2022, 1 mo. USD LIBOR + 3.000%   1,181,485
  1,927,783 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   1,929,228
  518,986 4.65%, 11/03/2024, 1 mo. USD LIBOR + 3.000%   519,204
  1,550,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   1,573,002
    Hub International Ltd.    
  1,289,761 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   1,285,814
  540,000 5.90%, 04/25/2025, 1 mo. USD LIBOR + 4.000%   543,715
    Sedgwick Claims Management Services, Inc.    
  1,306,800 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250%   1,306,330
  661,675 5.65%, 09/03/2026, 1 mo. USD LIBOR + 4.000%   665,400
        9,996,564
    IT Services - 0.1%    
    NAB Holdings LLC    
  244,397 4.95%, 07/01/2024, 3 mo. USD LIBOR + 3.000%   244,194
    Sophos Group plc    
  300,000 0.00%, 01/15/2027(16)   300,189
        544,383
    Leisure Time - 0.7%    
    Caesars Resort Collection LLC    
  1,170,046 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   1,168,840
    Delta (LUX) S.a.r.l.    
  1,205,843 4.15%, 02/01/2024, 1 mo. USD LIBOR + 2.500%   1,203,589
    Eldorado Resorts LLC    
  230,892 3.94%, 04/17/2024, 2 mo. USD LIBOR + 2.250%   230,675
    Golden Entertainment, Inc.    
  1,164,976 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   1,166,432
    Penn National Gaming, Inc.    
  999,900 3.90%, 10/15/2025, 3 mo. USD LIBOR + 2.250%   1,003,230
    SRAM LLC    
  753,044 4.46%, 03/15/2024, 2 mo. USD LIBOR + 2.750%   754,926
        5,527,692
    Lodging - 0.2%    
    Boyd Gaming Corp.    
  671,469 3.81%, 09/15/2023, 1 week USD LIBOR + 2.250%   672,940
    Caesars Entertainment Operating Co.    
  1,041,221 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   1,041,950
        1,714,890
    Machinery-Construction & Mining - 0.1%    
    Pike Corp.    
  203,800 4.90%, 07/24/2026, 1 mo. USD LIBOR + 3.250%   204,993
    Utility One Source L.P.    
  263,494 7.15%, 04/18/2023, 1 mo. USD LIBOR + 5.500%   263,494
        468,487
    Machinery-Diversified - 0.2%    
    Gardner Denver, Inc.    
EUR 1,006,825 3.00%, 07/30/2024, 1 mo. EURIBOR + 3.000%   1,118,015
$ 201,388 4.40%, 07/30/2024, 3 mo. USD LIBOR + 2.750%   201,666
    Pro Mach Group, Inc.    
  358,613 4.41%, 03/07/2025, 3 mo. USD LIBOR +2.750%   352,875
        1,672,556

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Media - 2.7%    
    Advantage Sales & Marketing, Inc.    
$ 461,138 4.90%, 07/23/2021, 1 mo. USD LIBOR + 3.250%   445,994
    Altice Financing S.A.    
EUR 127,075 2.75%, 01/31/2026, 3 mo.EURIBOR + 2.750%   140,521
$ 786,888 4.41%, 01/31/2026, 3 mo. USD LIBOR + 2.750% $ 778,035
    AVSC Holding Corp.    
  995,364 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   990,387
    Charter Communications Operating LLC    
  941,210 3.40%, 02/01/2027, 3 mo. USD LIBOR + 1.750%   944,570
    CSC Holdings LLC    
  248,087 3.93%, 07/17/2025, 1 mo. USD LIBOR + 2.250%   248,263
  1,826,919 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   1,830,919
    E.W. Scripps Co.    
  416,855 4.15%, 05/01/2026, 1 mo. USD LIBOR + 2.500%   418,835
    Gray Television, Inc.    
  849,643 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   852,829
    Houghton Mifflin Harcourt Publishing Co.    
  800,000 7.91%, 11/22/2024   802,664
    ION Media Networks, Inc.    
  2,283,443 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   2,285,338
    Maxar Technologies Ltd.    
  725,200 4.40%, 10/04/2024, 1 mo. USD LIBOR + 2.750%   698,650
    MTN Infrastructure TopCo, Inc.    
  939,958 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   940,353
    NASCAR Holdings, Inc.    
  174,569 4.41%, 10/19/2026, 1 mo. USD LIBOR + 2.750%   175,660
    NEP/NCP Holdco, Inc.    
  99,000 4.90%, 10/20/2025, 1 mo. USD LIBOR + 3.250%   96,855
  210,000 8.65%, 10/19/2026, 1 mo. USD LIBOR + 7.000%   192,501
    Nexstar Broadcasting, Inc.    
  1,800,488 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   1,807,689
    Numericable Group S.A.    
  277,163 4.40%, 07/31/2025, 1 mo. USD LIBOR + 2.750%   274,219
    PSAV Holdings LLC    
  310,000 9.16%, 09/01/2025, 3 mo. USD LIBOR + 7.250%   303,800
    Shutterfly, Inc.    
  450,000 7.90%, 09/25/2026, 1 mo. USD LIBOR + 6.000%   424,575
    Sinclair Television Group, Inc.    
  774,844 4.18%, 09/30/2026, 1 mo. USD LIBOR + 2.500%   777,269
    Terrier Media Buyer, Inc.    
  970,000 6.15%, 12/17/2026   977,032
    Web.com Group, Inc.    
  754,429 5.41%, 10/10/2025, 3 mo. USD LIBOR + 3.750%   753,215
  347,609 9.41%, 10/09/2026, 1 mo. USD LIBOR + 7.750%   341,961
    William Morris Endeavor Entertainment LLC    
  1,096,901 4.40%, 05/18/2025, 1 mo. USD LIBOR + 2.750%   1,091,142
    Ziggo B.V.    
EUR 785,000 3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%   871,074
    Ziggo Financing Partnership    
$ 1,100,000 0.00%, 04/30/2028(16)   1,098,625
        20,562,975
    Metal Fabricate/Hardware - 0.1%    
    Rexnord LLC    
  867,129 3.41%, 08/21/2024, 1 mo. USD LIBOR + 1.750%   870,380
    Miscellaneous Manufacturing - 0.5%    
    Core & Main LP    
  1,275,622 4.57%, 08/01/2024, 6 mo. USD LIBOR + 2.750%   1,272,037
    H.B. Fuller Co.    
  426,585 3.66%, 10/20/2024, 1 mo. USD LIBOR + 2.000%   426,730
    Momentive Performance Materials, Inc.    
  373,125 4.90%, 05/15/2024, 3 mo. USD LIBOR + 3.250%   374,058
    Tamko Building Products, Inc.    
  204,488 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   205,254

 


 

  The Hartford Strategic Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    USI, Inc.    
  1,083,687 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   1,079,081
    Wilsonart LLC    
  496,183 5.20%, 12/19/2023, 3 mo. USD LIBOR + 3.250%   495,355
        3,852,515
    Oil & Gas - 0.4%    
    BCP Raptor LLC    
$ 268,125 5.90%, 06/24/2024, 2 mo. USD LIBOR + 4.250% $ 244,530
  228,850 6.40%, 11/03/2025, 1 mo. USD LIBOR + 4.750%   207,539
    California Resources Corp.    
  250,000 6.40%, 12/31/2022, 1 mo. USD LIBOR + 4.750%   225,548
  470,000 12.03%, 12/31/2021, 1 mo. USD LIBOR + 10.375%   325,672
    NorthRiver Midstream Finance L.P.    
  493,750 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250%   490,664
    PES Holdings LLC    
  83,660 5.87%, 12/31/2022, 1 mo. USD LIBOR + 6.990%(13)   32,174
    PowerTeam Services LLC    
  910,634 5.20%, 03/06/2025, 3 mo. USD LIBOR + 3.250%   834,141
    Traverse Midstream Partners LLC    
  385,125 5.65%, 09/27/2024, 3 mo. USD LIBOR + 4.000%   340,516
        2,700,784
    Oil & Gas Services - 0.3%    
    Buckeye Partners L.P.    
  470,000 4.53%, 11/01/2026, 1 mo. USD LIBOR + 2.750%   473,723
    Lower Cadence Holdings LLC    
  358,200 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   349,023
    UGI Energy Services LLC    
  1,666,625 5.40%, 08/13/2026, 1 mo. USD LIBOR + 3.750%   1,668,708
        2,491,454
    Packaging & Containers - 1.1%    
    BellRing Brands LLC    
  919,000 6.65%, 10/21/2024, 1 mo. USD LIBOR + 5.000%   932,785
    Berlin Packaging LLC    
  1,400,732 4.80%, 11/07/2025, 1 mo. USD LIBOR + 3.000%   1,396,067
    Berry Global, Inc.    
  723,174 3.68%, 10/01/2022, 3 mo. USD LIBOR + 2.000%   725,813
  995,000 3.78%, 07/01/2026   998,632
    Flex Acquisition Co., Inc.    
  1,014,475 4.91%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   1,000,952
  1,027,229 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   1,011,820
    Pregis TopCo Corp.    
  410,000 5.65%, 07/31/2026, 1 mo. USD LIBOR + 4.000%   410,000
    Proampac PG Borrower LLC    
  292,228 5.30%, 11/20/2023, 1 mo. USD LIBOR + 3.500%   287,754
    Reynolds Group Holdings, Inc.    
  1,262,310 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   1,263,320
        8,027,143
    Pharmaceuticals - 0.7%    
    Bausch Health Companies, Inc.    
  666,808 4.42%, 11/27/2025, 1 mo. USD LIBOR + 2.750%   668,756
  1,008,328 4.67%, 06/02/2025, 1 mo. USD LIBOR + 3.000%   1,011,857
    Catalent Pharma Solutions, Inc.    
  317,600 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   318,791
    Endo Luxembourg Finance Co., S.a r.l.    
  809,250 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   778,903
    NVA Holdings, Inc.    
  533,527 6.50%, 02/02/2025, 3 mo. USD LIBOR + 2.750%   532,860
    Sunshine Luxembourg S.a.r.l.    
  2,175,000 6.20%, 10/01/2026, 1 mo. USD LIBOR + 4.250%   2,182,852
        5,494,019
    Real Estate - 0.3%    
    Fly Funding S.a.r.l.    
  594,237 3.65%, 08/11/2025, 3 mo. USD LIBOR + 1.750%   594,980

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    VICI Properties LLC    
  1,381,591 3.41%, 12/20/2024, 1 mo. USD LIBOR + 2.000%   1,381,771
        1,976,751
    REITS - 0.1%    
    Iron Mountain, Inc.    
$ 161,619 3.40%, 01/02/2026, 3 mo. USD LIBOR + 1.750% $ 161,081
    MGM Growth Properties Operating Partnership L.P.    
  576,458 3.57%, 03/21/2025, 1 mo. USD LIBOR + 2.000%   577,178
        738,259
    Retail - 1.1%    
    B.C. Unlimited Liability Co.    
  902,774 3.40%, 11/19/2026   901,194
    Bass Pro Group LLC    
  845,488 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   841,616
    Belron Finance U.S. LLC    
  248,120 4.15%, 11/13/2025, 1 mo. USD LIBOR + 2.250%   248,431
    Buzz Merger Sub Ltd.    
  285,000 0.00%, 01/22/2027(16)   285,536
    Carrols Restaurant Group, Inc.    
  318,400 4.92%, 04/30/2026, 1 mo. USD LIBOR + 3.250%   309,112
    Coty, Inc.    
EUR 235,906 2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%   259,015
$ 282,755 3.94%, 04/07/2025, 1 mo. USD LIBOR + 2.250%   279,752
    Harbor Freight Tools USA, Inc.    
  557,058 4.15%, 08/18/2023, 1 mo. USD LIBOR + 2.500%   552,234
    J. Crew Group, Inc.    
  495,051 4.76%, 03/05/2021, 3 mo. USD LIBOR + 3.000%   442,244
    Michaels Stores, Inc.    
  997,567 4.15%, 01/30/2023, 1 mo. USD LIBOR + 2.500%   961,655
    Neiman Marcus Group Ltd. LLC    
  279,007 7.73%, 10/25/2023, 1 mo. USD LIBOR + 6.000%   235,992
    Rodan & Fields LLC    
  334,900 5.68%, 06/16/2025, 1 mo. USD LIBOR + 4.000%   229,741
    Staples, Inc.    
  894,132 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   877,143
    U.S. Foods, Inc.    
  1,523,667 3.40%, 06/27/2023, 1 mo. USD LIBOR + 2.000%   1,526,516
        7,950,181
    Semiconductors - 0.0%    
    Microchip Technology, Inc.    
  281,697 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000%   282,342
    Software - 2.2%    
    AI Convoy (Luxembourg) S.a.r.l.    
  415,000 0.00%, 01/29/2027(16)   415,000
    Cobham plc    
EUR 365,000 0.00%, 01/29/2027(16)   404,803
    Almonde, Inc.    
$ 612,841 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   605,695
    Change Healthcare Holdings LLC    
  720,702 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   720,586
    Cypress Intermediate Holdings, Inc.    
  1,119,049 4.40%, 04/29/2024, 1 mo. USD LIBOR + 2.750%   1,119,922
    DCert Buyer, Inc.    
  1,250,000 5.65%, 10/16/2026, 1 mo. USD LIBOR + 4.000%   1,250,525
    Epicor Software Corp.    
  777,822 4.90%, 06/01/2022, 1 mo. USD LIBOR + 3.250%   779,549
    EVO Payments International LLC    
  814,935 4.90%, 12/22/2023, 1 mo. USD LIBOR + 3.250%   818,243
    Fluidra S.A.    
  187,150 3.66%, 07/02/2025   187,229
    Go Daddy Operating Co. LLC    
  1,008,673 3.40%, 02/15/2024, 1 mo. USD LIBOR + 1.750%   1,009,934
    Hyland Software, Inc.    
  236,113 5.15%, 07/01/2024, 1 mo. USD LIBOR + 3.250%   236,961

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  200,000 8.65%, 07/07/2025, 1 mo. USD LIBOR + 7.000%   201,834
    Infor U.S., Inc.    
  1,004,135 4.70%, 02/01/2022, 1 mo. USD LIBOR + 2.750%   1,004,768
    MA FinanceCo. LLC    
$ 126,534 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500% $ 125,617
    McAfee LLC    
  129,020 5.40%, 09/30/2024, 1 mo. USD LIBOR + 3.750%   129,392
    Navicure, Inc.    
  830,000 5.65%, 10/22/2026, 1 mo. USD LIBOR + 4.000%   835,187
    Playtika Holding Corp.    
  1,460,000 7.65%, 12/10/2024   1,473,812
    Quest Software U.S. Holdings, Inc.    
  385,125 6.03%, 05/16/2025, 3 mo. USD LIBOR + 4.250%   384,231
    Seattle Spinco, Inc.    
  854,518 4.15%, 06/21/2024, 1 mo. USD LIBOR + 2.500%   848,323
    Sophos Group plc    
EUR 125,000 0.00%, 01/15/2027(16)   138,746
    SS&C Technologies Holdings Europe S.a.r.l.    
$ 462,326 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   462,229
    SS&C Technologies, Inc.    
  1,161,840 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   1,161,180
    Telenet Financing USD LLC    
  1,000,000 0.00%, 04/30/2028(16)   997,190
    Ultimate Software Group, Inc.    
  384,038 5.40%, 05/04/2026, 1 mo. USD LIBOR + 3.750%   385,416
    WEX, Inc.    
  1,216,240 3.90%, 05/15/2026, 1 mo. USD LIBOR + 2.250%   1,220,047
        16,916,419
    Telecommunications - 1.2%    
    Altice France S.A.    
  1,146,956 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688%   1,141,221
    CenturyLink, Inc.    
  715,000 0.00%, 03/15/2027(16)   713,885
    Level 3 Financing, Inc.    
  472,259 3.40%, 03/01/2027, 1 mo. USD LIBOR + 1.750%   471,196
    Liberty Latin America Ltd.    
  630,000 6.68%, 10/22/2026, 1 mo. USD LIBOR + 5.000%   637,087
    Masmovil Holdphone S.A.    
EUR 691,489 2.63%, 05/07/2026   767,663
    Sprint Communications, Inc.    
$ 2,057,767 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   2,011,467
  767,250 4.69%, 02/02/2024, 1 mo. USD LIBOR + 3.000%   756,225
    Univision Communications, Inc.    
  841,892 4.40%, 03/15/2024, 1 mo. USD LIBOR + 2.750%   831,267
    Zacapa LLC    
  291,313 6.95%, 07/02/2025, 1 mo. USD LIBOR + 5.000%   292,041
    Zayo Group LLC    
  707,410 3.90%, 01/19/2024, 1 mo. USD LIBOR + 2.250%   707,453
        8,329,505
    Textiles - 0.1%    
    ASP Unifrax Holdings, Inc.    
  843,609 5.70%, 12/12/2025, 3 mo. USD LIBOR + 3.750%   790,706
  125,000 10.39%, 12/14/2026, 3 mo. USD LIBOR + 8.500%   112,709
        903,415
    Transportation - 0.4%    
    B.C. Unlimited Liability Co.    
  146,853 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000%   147,465
    Boluda Corp. Maritima S.L.    
EUR 235,000 3.50%, 07/30/2026, 1 mo. EURIBOR + 3.500%   262,727
    Dynasty Acquisition Co., Inc.    
$ 273,147 5.95%, 04/06/2026, 1 mo. USD LIBOR + 4.000%   274,286
    Genesee & Wyoming, Inc.    
  2,000,000 3.91%, 12/30/2026   2,009,160

 


 

  The Hartford Strategic Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Savage Enterprises LLC    
$ 450,250 5.67%, 08/01/2025, 1 mo. USD LIBOR + 4.000% $ 454,658
        3,148,296
    Total Senior Floating Rate Interests    
    (cost $187,408,555) $ 186,072,039
  U.S. Government Agencies - 11.7%    
    Mortgage-Backed Agencies - 11.7%    
    FHLMC - 2.3%    
$ 5,171 0.00%, 11/15/2036(12)(18) $ 4,668
  4,391,229 0.29%, 10/25/2020(3)(5)   2,094
  2,658,480 1.93%, 11/25/2047(3)(5)   388,297
  4,759,080 2.02%, 10/25/2047(3)(5)   728,150
  3,345,000 2.08%, 09/25/2047(3)(5)   384,636
  1,150,193 2.09%, 01/25/2046(3)(5)   183,068
  1,890,000 2.17%, 01/25/2030(3)(5)   309,474
  3,870,000 2.23%, 05/25/2047(3)(5)   464,029
  2,605,748 2.32%, 07/25/2029(3)(5)   452,073
  38,894 3.00%, 03/15/2033(5)   4,155
  735,000 3.51%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)   738,220
  1,080,000 3.71%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)   1,089,171
  430,000 3.81%, 05/25/2048(1)(3)   426,355
  88,406 4.00%, 07/15/2027(5)   6,025
  2,195,797 4.01%, 04/25/2030, 1 mo. USD LIBOR + 2.350%(2)   2,247,933
  1,765,000 4.01%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)   1,788,066
  338,666 4.11%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)   343,626
  2,345,000 4.16%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2)   2,429,307
  81,479 4.50%, 03/15/2041   95,986
  98,556 4.75%, 07/15/2039   110,518
  2,203,000 5.11%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(2)   2,372,133
  9,777 5.50%, 08/15/2033   11,086
  1,730,000 5.56%, 04/25/2029, 1 mo. USD LIBOR + 3.900%(2)   1,861,206
  828,455 5.66%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(2)   883,649
  34,590 6.50%, 07/15/2036   39,302
        17,363,227
    FNMA - 0.1%    
$ 45,862 0.00%, 06/25/2036(12)(18) $ 41,569
  128,614 2.25%, 04/25/2055(3)(5)   7,758
  5,000 2.44%, 01/01/2023   5,115
  31,601 2.50%, 06/25/2028(5)   1,988
  198,440 3.00%, 01/25/2028(5)   13,627
  28,973 3.16%, 12/01/2026   31,295
  23,516 3.24%, 12/01/2026   25,504
  9,187 3.45%, 01/01/2024   9,734
  9,130 3.47%, 01/01/2024   9,728
  64,033 3.50%, 05/25/2030(5)   6,109
  22,765 3.67%, 08/01/2023   24,190
  10,000 3.76%, 03/01/2024   10,769
  14,777 3.86%, 12/01/2025   16,359
  5,000 3.86%, 11/01/2023   5,372
  22,533 3.87%, 10/01/2025   24,812
  32,848 3.89%, 05/01/2030   37,248
  33,444 3.93%, 10/01/2023   35,884
  9,152 3.96%, 05/01/2034   10,543
  31,304 4.00%, 03/25/2042(5)   3,280
  23,064 4.50%, 07/25/2027(5)   1,808
  11,158 5.47%, 05/25/2042(3)(5)   1,094
  73,199 5.50%, 04/25/2035   84,149
  24,500 5.50%, 04/25/2037   28,016
  271,821 5.50%, 06/25/2042(5)   59,180
 
        495,131
    GNMA - 4.7%    
$ 34,500,000 3.00%, 02/01/2050(19) $ 35,481,094
  27,733 4.00%, 05/16/2042(5)   4,002

 


 

  The Hartford Strategic Income Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
$ 69,737 5.00%, 10/16/2041(5) $ 12,359
        35,497,455
    UMBS - 4.6%    
$ 34,400,000 3.00%, 02/15/2050(19) $ 35,179,686
    Total U.S. Government Agencies    
    (cost $87,648,155) $ 88,535,499

 

U.S. Government Securities - 11.0%

U.      S. Treasury Securities - 11.0%
U.      S. Treasury Bonds - 3.7%
$ 1,595,867 1.00%, 02/15/2048(20) $ 1,903,024
  2,155,000 3.00%, 02/15/2049   2,624,386
  920,000 3.13%, 02/15/2043(21)   1,112,230
  6,740,000 3.38%, 05/15/2044   8,503,458
  5,980,000 3.63%, 02/15/2044(21)(22)   7,824,690
  4,220,000 3.75%, 11/15/2043   5,618,204
        27,585,992
    U.S. Treasury Notes - 7.3%    
  5,622,144 0.38%, 01/15/2027(20)   5,829,754
  1,631,919 0.50%, 01/15/2028(20)   1,714,544
  4,013,481 0.88%, 01/15/2029(20)   4,374,724
  24,075,000 1.63%, 05/15/2026(21)(23)   24,390,984
  17,340,000 2.63%, 02/15/2029   18,983,913
        55,293,919
    Total U.S. Government Securities    
    (cost $80,144,934) $ 82,879,911
  Convertible Bonds - 1.2%    
    Biotechnology - 0.2%    
    Apellis Pharmaceuticals, Inc.    
  903,000 3.50%, 09/15/2026(1) $ 1,210,245
    Food - 0.1%    
    Chefs' Warehouse, Inc.    
  1,070,000 1.88%, 12/01/2024(1)   1,136,300
    Healthcare-Products - 0.2%    
    Insulet Corp.    
  1,187,000 0.38%, 09/01/2026(1)   1,330,772
    Internet - 0.1%    
    Proofpoint, Inc.    
  979,000 0.25%, 08/15/2024(1)   1,045,372
    IT Services - 0.2%    
    Lumentum Holdings, Inc.    
  1,422,000 0.50%, 12/15/2026(1)   1,503,960
    Pharmaceuticals - 0.2%    
    Aerie Pharmaceuticals, Inc.    
  1,085,000 1.50%, 10/01/2024(1)   1,183,595
    Software - 0.2%    
    Alteryx, Inc.    
  135,000 0.50%, 08/01/2024(1)   144,528
  162,000 1.00%, 08/01/2026(1)   173,932
    Allscripts Healthcare Solutions, Inc.    
  1,770,000 0.88%, 01/01/2027(1)   1,615,688
        1,934,148
    Total Convertible Bonds    
    (cost $8,794,587) $ 9,344,392
  Common Stocks - 0.1%      
    Energy - 0.1%    
  32,328 Ascent Resources - Marcellus LLC Class A*(24)(25) $ 40,410
  83,644,001 KCA Deutag*(24)(25)(26)   324,957
  3,682 Philadelphia Energy Solutions Class A*   460

 


 

The Hartford Strategic Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
19,531 Templar Energy LLC Class A* $ 196
    366,023
Total Common Stocks    
(cost $1,434,548) $ 366,023

 

Preferred Stocks - 0.1%

    Health Care Equipment & Services - 0.1%    
  10,460 Change Healthcare, Inc. , 6.00%(10)   599,986
    Total Preferred Stocks    
    (cost $523,000) $ 599,986
Convertible Preferred Stocks - 0.5%    
    Capital Goods - 0.3%    
  2,000 Fortive Corp. Series A, 5.00%   1,927,200
    Utilities - 0.2%    
  36,400 DTE Energy Co. , 6.25%   1,866,228
    Total Convertible Preferred Stocks    
    (cost $3,790,370) $ 3,793,428
Warrants - 0.0%      
    Energy - 0.0%    
  8,370 Ascent Resources - Marcellus LLC Expires 3/30/23*(24)(25)   84
    Total Warrants    
    (cost $670) $ 84
    Total Long-Term Investments    
    (cost $803,299,037) $ 806,344,056
Short-Term Investments - 4.9%    
    Certificates of Deposit - 0.1%    
    Credit Agricole Corporate and Investment Bank    
  730,000 2.34%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(2)   731,467
    Commercial Paper - 2.8%    
    Bank of China Ltd.    
  500,000 2.15%, 02/28/2020(14)   499,179
  500,000 2.19%, 02/28/2020(14)   499,160
    Bank of Nova Scotia    
CAD 295,000 1.67%, 02/07/2020(14)   222,839
  635,000 1.91%, 03/02/2020(14)   479,049
  1,660,000 1.91%, 03/06/2020(14)   1,252,054
    BAT International Finance plc    
$ 300,000 1.66%, 03/04/2020(14)   299,550
    Boeing Co.    
  400,000 2.17%, 03/04/2020(14)   399,218
    CNPC Finance    
  750,000 1.94%, 02/11/2020(14)   749,563
    Daimler Canada Finance, Inc.    
CAD 650,000 1.93%, 03/02/2020(14)   490,355
  500,000 1.99%, 04/09/2020(14)   376,400
  250,000 1.99%, 04/09/2020(14)   188,199
    Embridge Pipeline, Inc.    
  325,000 1.90%, 02/14/2020(14)   245,401
    ENI Finance USA, Inc.    
$ 1,000,000 1.89%, 02/12/2020(14)   999,380
  425,000 1.90%, 04/15/2020(14)   423,366
  1,000,000 2.01%, 04/07/2020(14)   996,561
    General Electric Co.    
  1,500,000 2.00%, 04/28/2020(14)   1,493,330
    Industrial and Commercial Bank of China Ltd.    
  750,000 1.93%, 02/11/2020(14)   749,565
    Intesa Funding LLC    
  600,000 2.08%, 02/19/2020(14)   599,352
  250,000 2.14%, 06/29/2020(14)   247,823
  1,200,000 2.23%, 04/20/2020(14)   1,194,579
    Korea Development Bank    
  500,000 1.92%, 05/07/2020(14)   497,770

 


 

The Hartford Strategic Income Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
    Ontario Power Generation, Inc.          
$ 300,000 1.79%, 02/28/2020(14)   $   299,588  
    Royal Bank of Canada          
CAD 1,610,000 1.37%, 02/04/2020(14)       1,216,381  
  1,365,000 1.58%, 02/05/2020(14)       1,031,211  
  1,835,000 1.92%, 07/13/2020(14)       1,375,376  
  1,140,000 1.93%, 03/26/2020(14)       858,917  
    TransCanada PipeLines Ltd.          
$ 1,000,000 1.86%, 04/27/2020(14)       995,607  
  2,145,000 2.05%, 03/10/2020(14)       2,140,313  
    VW CR, Inc.          
  500,000 1.34%, 02/03/2020(14)       499,945  
            21,320,031  
    Foreign Government Obligations - 0.2%          
    Newfoundland Treasury Bill          
CAD 700,000 1.75%, 04/16/2020       527,036  
  1,000,000 1.79%, 04/02/2020       753,416  
            1,280,452  
    Other Investment Pools & Funds - 1.5%          
  11,755,364 Fidelity Institutional Government Fund, Institutional Class, 1.48%(27)       11,755,364  
    Securities Lending Collateral - 0.3%          
  106,225 Citibank NA DDCA, 1.58%, 2/3/2020(27)       106,225  
    Fidelity Investments Money Market Funds, Government Portfolio,          
  495,596 Institutional Class, 1.50%(27)       495,596  
    Goldman Sachs Financial Square Funds, Government Fund, Institutional          
  418,753 Class, 1.72%(27)       418,753  
  152,307 JPMorgan Prime Money Market Fund, 1.69%(27)       152,307  
    Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
  399,792 Class, 1.71%(27)       399,792  
    State Street Institutional Liquid Reserves Fund, Institutional Class,          
  551,990 1.71 %(27)     551,990  
            2,124,663  
    Total Short-Term Investments          
    (cost $37,341,890)   $   37,211,977  
    Total Investments Excluding Purchased Options          
    (cost $840,640,927)   111.5 % $ 843,556,033  
    Total Purchased Options          
    (cost $152,429)   0.0 % $ 80,869  
    Total Investments          
    (cost $840,793,356)   111.5 % $ 843,636,902  
    Other Assets and Liabilities   (11.5 )% (86,836,464 )
 
    Total Net Assets   100.0 % $ 756,800,438  
 
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, 2020, the aggregate value of these securities was $182,254,677, representing 24.1% of net assets.

 

The Hartford Strategic Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(3)      Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4)      Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5)      Securities disclosed are interest-only strips.
(6)      This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $921,560 at January 31, 2020.
(7)      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, 2020, the aggregate value of these securities was $94,078,573, representing 12.4% of net assets.
(8)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(9)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(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)      Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(12)      Security is a zero-coupon bond.
(13)      Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(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, 2020, the aggregate value of the unfunded commitment was $253,316, which rounds to 0.0% of total net assets.
(18)      Securities disclosed are principal-only strips.
(19)      Represents or includes a TBA transaction.
(20)      The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(21)      All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of January 31, 2020, the market value of securities pledged was $2,533,289.
(22)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $2,957,157.
(23)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $3,343,313.
(24)      Investment valued using significant unobservable inputs.
(25)      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, 2020, the aggregate fair value of these securities was $365,451,
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.     
(26)      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 $324,957 or 0.0% 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 $ 324,957  
(27) Current yield as of period end.                  
 
    OTC Swaption Contracts Outstanding at January 31, 2020      
 
    Exercise Pay/           Premiums  
    Price/FX Receive           Paid Unrealized
  Counter- Rate/ Floating Expiration   Number of Market (Received) Appreciation/
Description party Rate Rate Date Notional Amount Contracts Value † by Fund (Depreciation)
Purchased swaption contracts:                  

 


 

The Hartford Strategic Income Fund                                          
 
Schedule of Investments – (continued)                                          
January 31, 2020 (Unaudited)                                          
 
 
Puts                                                
3 Month USD-LIBOR-                                                
BBA-Interest Rate Swap                                              
Expiring 08/04/57 * BOA   1.70% Pay 11/23/20 USD 6,085,000   6,085,000   $ 80,869   $ 152,429   $   (71,560 )
 
 
Total purchased swaption contracts             $     80,869   $ 152,429 $ (71,560 )
 
 
* Swaptions with forward premiums.                                          
 
      Futures Contracts Outstanding at January 31, 2020                              
                                      Value and  
            Number             Current           Unrealized  
            of             Notional           Appreciation/  
Description           Contracts Expiration Date       Amount           (Depreciation)  
 
Long position contracts:                                              
Euro-Schatz Future           4 03/06/2020 $     497,231     $       617  
U.S. Treasury 2-Year Note Future       496 03/31/2020       107,314,250         407,262  
U.S. Treasury 5-Year Note Future       527 03/31/2020       63,408,805         726,988  
U.S. Treasury 10-Year Note Future       498 03/20/2020       65,564,812         1,010,520  
U.S. Treasury 10-Year Ultra Future       19 03/20/2020       2,767,419         89,653  
U.S. Treasury Long Bond Future       74 03/20/2020       12,101,313         322,838  
Total                                     $   2,557,878  
Short position contracts:                                              
Euro-BOBL Future           45 03/06/2020 $     6,735,480     $   (49,318 )
Euro-BUXL 30-Year Bond Future       8 03/06/2020       1,871,188         (68,392 )
Euro-Bund Future           28 03/06/2020       5,435,585         (94,777 )
Long Gilt Future           1 03/27/2020       178,188         (2,746 )
U.S. Treasury Ultra Bond Future         6 03/20/2020       1,162,125         (24,667 )
 
 
Total                                     $   (239,900 )
 
Total futures contracts                                   $   2,317,978  
 
  OTC Credit Default Swap Contracts Outstanding at January 31, 2020                              
 
              Periodic Upfront Upfront               Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums Premiums     Market   Appreciation/  
Reference Entity party Amount (a) Fixed Rate   Date Frequency   Paid Received     Value †   (Depreciation)  
 
Credit default swaps on indices:                                              
Buy protection:                                                
ABX.HE.AAA.07 GSC USD 340,185 (0.09 %) 08/25/37 Monthly $ 71,874 $     —$           8,074   $   (63,800 )
ABX.HE.AAA.07 CSI USD 971,520 (0.09 %) 08/25/37 Monthly   236,013                 23,056       (212,957 )
ABX.HE.PENAAA                                                
.06 JPM USD 213,468 (0.11 %) 05/25/46 Monthly   23,163                 12,803       (10,360 )
ABX.HE.PENAAA                                                
.06 CSI USD 335,392 (0.11 %) 05/25/46 Monthly   36,475                 20,117       (16,358 )
PrimeX.ARM.2 (24) MSC USD 96,843 (4.58 %) 12/25/37 Monthly         (201 )         (94 )     107  
 
Total               $ 367,525 $   (201 ) $   63,956 $ (303,368 )
Sell protection:                                                
ABX.HE.AAA.07 MSC USD 340,185 0.09 % 08/25/37 Monthly $ 3,003 $     —$           (8,073 ) $ (11,076 )
ABX.HE.AAA.07 MSC USD 971,520 0.09 % 08/25/37 Monthly   8,630                 (23,056 )     (31,686 )
ABX.HE.PENAAA                                                
.06 BCLY USD 548,861 0.11 % 05/25/46 Monthly         (13,638 )         (32,921 )     (19,283 )
CMBX.NA.AAA.1                                                
2 MSC USD 3,525,000 0.50 % 08/17/61 Monthly $ $     (28,281 ) $   (7,927 ) $   20,354  
CMBX.NA.AAA.1                                                
2 GSC USD 4,195,000 0.50 % 08/17/61 Monthly   4,102                 (9,549 )     (13,651 )
CMBX.NA.BB.6 CSI USD 970,000 5.00 % 05/11/63 Monthly   (191,577 )         (134,618 )     56,959  
CMBX.NA.BB.6 MSC USD 1,491,000 5.00 % 05/11/63 Monthly   (257,587 )         (207,042 )     50,545  
CMBX.NA.BB.6 GSC USD 1,155,000 5.00 % 05/11/63 Monthly   (200,082 )         (160,292 )     39,790  
CMBX.NA.BB.6 CSI USD 555,000 5.00 % 05/11/63 Monthly   (105,792 )         (77,024 )     28,768  
CMBX.NA.BB.6 CSI USD 830,000 5.00 % 05/11/63 Monthly   (143,383 )         (115,206 )     28,177  

 


 

The Hartford Strategic Income Fund                      
 
Schedule of Investments – (continued)                      
January 31, 2020 (Unaudited)                        
 
 
CMBX.NA.BB.6 CSI USD 730,000 5.00 % 05/11/63 Monthly (126,108 ) (101,310 ) 24,798  
CMBX.NA.BB.6 CSI USD 730,000 5.00 % 05/11/63 Monthly (126,108 ) (101,310 ) 24,798  
CMBX.NA.BB.6 CSI USD 730,000 5.00 % 05/11/63 Monthly (126,108 ) (101,310 ) 24,798  
CMBX.NA.BB.6 CSI USD 85,000 5.00 % 05/11/63 Monthly (15,754 ) (11,796 ) 3,958  
CMBX.NA.BB.6 CSI USD 51,000 5.00 % 05/11/63 Monthly (8,810 ) (7,078 ) 1,732  
CMBX.NA.BB.6 CSI USD 130,000 5.00 % 05/11/63 Monthly (18,132 ) (18,042 ) 90  
CMBX.NA.BB.6 JPM USD 65,000 5.00 % 05/11/63 Monthly (9,066 ) (9,022 ) 44  
CMBX.NA.BB.6 GSC USD 82,000 5.00 % 05/11/63 Monthly (8,938 ) (11,380 ) (2,442 )
CMBX.NA.BB.6 GSC USD 550,000 5.00 % 05/11/63 Monthly (56,493 ) (76,330 ) (19,837 )
CMBX.NA.BB.8 CSI USD 1,470,000 5.00 % 10/17/57 Monthly (383,069 ) (172,825 ) 210,244  
CMBX.NA.BB.8 CSI USD 1,325,000 5.00 % 10/17/57 Monthly (345,283 ) (155,759 ) 189,524  
CMBX.NA.BB.8 MSC USD 1,006,000 5.00 % 10/17/57 Monthly (262,172 ) (118,320 ) 143,852  
CMBX.NA.BB.8 GSC USD 580,000 5.00 % 10/17/57 Monthly (164,329 ) (68,176 ) 96,153  
CMBX.NA.BB.8 GSC USD 462,000 5.00 % 10/17/57 Monthly (107,799 ) (54,306 ) 53,493  
CMBX.NA.BB.8 DEUT USD 365,000 5.00 % 10/17/57 Monthly (85,544 ) (42,904 ) 42,640  
CMBX.NA.BB.8 CSI USD 34,000 5.00 % 10/17/57 Monthly (8,860 ) (3,996 ) 4,864  
CMBX.NA.BBB-.6 DEUT USD 3,475,000 3.00 % 05/11/63 Monthly (534,667 ) (214,929 ) 319,738  
CMBX.NA.BBB-.6 MSC USD 1,875,000 3.00 % 05/11/63 Monthly (294,003 ) (115,969 ) 178,034  
CMBX.NA.BBB-.6 DEUT USD 1,924,000 3.00 % 05/11/63 Monthly (295,382 ) (118,999 ) 176,383  
CMBX.NA.BBB-.6 CSI USD 2,370,000 3.00 % 05/11/63 Monthly (318,051 ) (146,584 ) 171,467  
CMBX.NA.BBB-.6 DEUT USD 888,000 3.00 % 05/11/63 Monthly (120,367 ) (54,923 ) 65,444  
CMBX.NA.BBB-.6 MSC USD 1,445,000 3.00 % 05/11/63 Monthly (205,868 ) (89,373 ) 116,495  
CMBX.NA.BBB-.6 DEUT USD 1,205,000 3.00 % 05/11/63 Monthly (173,492 ) (74,529 ) 98,963  
CMBX.NA.BBB-.6 CSI USD 850,000 3.00 % 05/11/63 Monthly (118,425 ) (52,573 ) 65,852  
PrimeX.ARM.2 (24) JPM USD 96,843 4.58 % 12/25/37 Monthly 3,463   94   (3,369 )

 

Total $ 19,198 $ (4,853,168) $ (2,697,357) $ 2,136,613
Total traded indices $ 386,723 $ (4,853,369) $ (2,633,401) $ 1,833,245
Total OTC contracts $ 386,723 $ (4,853,369) $ (2,633,401) $ 1,833,245

 

(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, 2020

            Periodic               Unrealized  
    Notional (Pay)/Receive   Expiration Payment               Appreciation/  
Reference Entity   Amount (a) Fixed Rate   Date Frequency Cost Basis     Value †     (Depreciation)  
Credit default swaps on indices:                              
Buy protection:                              
CDX.EMS.32.V1 USD 12,221,000 (1.00 %) 12/20/24 Quarterly $ 546,653   $ 517,596   $ (29,057 )
CDX.NA.HY.33.V2 USD 3,014,550 (5.00 %) 12/20/24 Quarterly (286,627 )   (266,892 )   19,735  
CDX.NA.IG.32.V1 USD 3,010,000 (1.00 %) 12/20/24 Quarterly   (76,662 )   (73,318 )   3,344  
CDX.NA.IG.32.V1 USD 13,942,000 (1.00 %) 06/20/24 Quarterly (248,924 )   (342,161 )   (93,237 )
 
Total             $ (65,560 ) $ (164,775 ) $ (99,215 )
Credit default swaps on single-name issues:                            
Buy protection:                              
Argentine Republic                              
Government                              
 
 
International Bond USD 82,000 (5.00 %) 06/20/24 Quarterly $ 42,667   $ 48,714   $ 6,047  
 
 
Total single-name issues             $ 42,667   $ 48,714   $ 6,047  
 
Total             $ (22,893 ) $ (116,061 ) $ (93,168 )

 

(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, 2020 (Unaudited)                              
 
 
 
  Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2020                
 
  Payments       Periodic Upfront     Upfront           Unrealized  
Payments made by received by     Expiration Payment Premiums Premiums           Appreciation/  
Fund Fund Notional Amount Date Frequency Paid     Received     Value †     (Depreciation)  
  3 Mo. USD                              
1.72% Fixed LIBOR USD 1,180,000 10/29/29 Semi-Annual$   $   $ (32,711 ) $ (32,711 )
  3 Mo. USD                              
1.72% Fixed LIBOR USD 2,300,000 10/29/29 Semi-Annual         (64,843 )   (64,843 )
  3 Mo. USD                              
1.73% Fixed LIBOR USD 3,820,000 10/29/29 Semi-Annual         (109,858 )   (109,858 )
  3 Mo. USD                              
1.76% Fixed LIBOR USD 1,910,000 10/30/29 Semi-Annual         (61,806 )   (61,806 )
  3 Mo. USD                              
1.76% Fixed LIBOR USD 1,910,000 10/30/29 Semi-Annual         (62,616 )   (62,616 )
  3 Mo. USD                              
1.77% Fixed LIBOR USD 1,730,000 10/30/29 Semi-Annual         (56,144 )   (56,144 )
  3 Mo. USD                              
1.77% Fixed LIBOR USD 1,755,000 10/30/29 Semi-Annual         (57,701 )   (57,701 )
  3 Mo. USD                              
2.35% Fixed LIBOR USD 9,205,000 04/09/24 Semi-Annual         (443,407 )   (443,407 )
  3 Mo. USD                              
2.36% Fixed LIBOR USD 6,460,000 04/09/24 Semi-Annual         (311,463 )   (311,463 )
  3 Mo. USD                              
2.36% Fixed LIBOR USD 6,720,000 04/09/24 Semi-Annual         (325,031 )   (325,031 )
  3 Mo. USD                              
2.36% Fixed LIBOR USD 6,900,000 04/09/24 Semi-Annual         (332,980 )   (332,980 )
  3 Mo. USD                              
2.75% Fixed LIBOR USD 4,640,000 12/20/47 Semi-Annual     (96,832 )   (1,144,171 )   (1,047,339 )
 
Total         $ $ (96,832 ) $ (3,002,731 ) $ (2,905,899 )

 

    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
175,000 AUD 122,661 USD BOA 03/18/20 $ $ (5,412 )
228,000 BRL 55,353 USD MSC 03/03/20     (2,207 )
532,000 BRL 129,865 USD DEUT 03/03/20     (5,856 )
760,000 BRL 186,279 USD JPM 03/03/20     (9,124 )
160,000 CAD 122,531 USD RBC 03/18/20     (1,634 )
225,000 CHF 234,659 USD RBS 10/13/20   2,948    
420,000 CHF 446,918 USD SGG 10/13/20     (3,386 )
15,791,000 CNH 2,235,324 USD MSC 03/18/20   16,892    
1,259,500,000 COP 372,553 USD DEUT 03/18/20     (5,363 )
4,223,000 CZK 183,382 USD CBK 03/18/20   2,297    
8,895,000 CZK 390,158 USD GSC 03/18/20   944    
1,728,000 CZK 75,541 USD BOA 03/18/20   437    
2,304,000 CZK 101,033 USD BCLY 03/18/20   271    
30,305,000 EGP 1,798,923 USD GSC 03/18/20   90,287    
2,205,000 EGP 132,781 USD DEUT 03/18/20   4,678    
599,000 EUR 660,674 USD JPM 02/28/20   4,749    
91,620 EUR 101,000 USD BCLY 02/28/20   780    
814,000 EUR 904,750 USD CBK 03/18/20   1,106   (383 )
7,000 EUR 7,729 USD GSC 03/18/20   57    
5,000 EUR 5,518 USD SSG 03/18/20   44    
7,000 EUR 7,760 USD UBS 03/18/20   27    
162,000 EUR 181,191 USD MSC 03/18/20   6   (992 )
349,000 EUR 390,927 USD BNP 03/18/20 $ $ (2,708 )
1,967,000,000 IDR 137,533 USD BNP 03/18/20   5,902    
516,000,000 IDR 36,552 USD UBS 03/18/20   1,075    
361,200,000 IDR 25,588 USD HUS 03/18/20   751    
154,800,000 IDR 10,959 USD MSC 03/18/20   329    
1,568,000 MXN 81,578 USD JPM 03/18/20   814    
392,000 MXN 20,365 USD SSG 03/18/20   234    
190,000 NZD 127,927 USD HSBC 03/18/20     (5,034 )

 


 

The Hartford Strategic Income Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
2,841,000 PHP 55,969 USD BCLY 03/18/20     (173 )
3,788,000 PHP 74,582 USD MSC 03/18/20     (186 )
12,311,000 PHP 242,448 USD JPM 03/18/20     (662 )
291,000 PLN 75,825 USD BOA 03/18/20     (700 )
940,000 PLN 243,410 USD MSC 03/18/20     (738 )
291,000 PLN 76,110 USD GSC 03/18/20     (985 )
388,000 PLN 101,494 USD BCLY 03/18/20     (1,327 )
970,000 PLN 253,853 USD CBK 03/18/20     (3,436 )
1,049,000 RUB 16,569 USD GSC 03/18/20     (254 )
1,398,000 RUB 22,082 USD BCLY 03/18/20     (339 )
4,543,000 RUB 71,923 USD BOA 03/18/20     (1,267 )
754,000 TRY 126,527 USD BOA 03/18/20     (1,882 )
1,401,000 TRY 234,432 USD GSC 03/18/20     (2,832 )
3,107,676 USD 4,545,000 AUD TDB 03/18/20   62,544    
113,239 USD 164,000 AUD DEUT 03/18/20   3,359    
45,586 USD 66,000 AUD SCB 03/18/20   1,366    
34,514 USD 50,000 AUD SSG 03/18/20   1,014    
34,416 USD 50,000 AUD JPM 03/18/20   916    
81,900 USD 350,000 BRL DEUT 03/03/20   315    
252,669 USD 1,084,000 BRL MSC 03/03/20     (11 )
1,221,800 USD 1,610,000 CAD HSBC 02/04/20   5,252    
1,051,611 USD 1,365,000 CAD SSG 02/05/20   20,194    
692,139 USD 900,000 CAD SSG 02/06/20   12,086    
224,852 USD 295,000 CAD HSBC 02/07/20   1,946    
529,020 USD 700,000 CAD BNP 02/12/20   94    
249,053 USD 325,000 CAD SSG 02/14/20   3,481    
769,968 USD 1,000,000 CAD BNP 02/19/20   14,365    
987,922 USD 1,285,000 CAD MSC 03/02/20   16,981    
1,277,366 USD 1,660,000 CAD UBS 03/06/20   23,074    
935,550 USD 1,230,000 CAD HSBC 03/09/20   6,164    
232,286 USD 305,000 CAD MSC 03/09/20   1,829    
3,055,118 USD 4,020,000 CAD RBC 03/18/20   17,597    
281,613 USD 370,000 CAD JPM 03/18/20   2,039    
877,237 USD 1,140,000 CAD BNP 03/26/20   15,847    
405,266 USD 530,000 CAD HSBC 03/30/20   4,795    
459,291 USD 600,000 CAD SSG 04/01/20   5,927    
769,529 USD 1,000,000 CAD BOA 04/02/20   13,922    
564,681 USD 737,000 CAD MSC 04/09/20   7,797    
383,317 USD 500,000 CAD SSG 04/09/20   5,513    
756,559 USD 1,000,000 CAD HSBC 04/09/20   951    
535,464 USD 700,000 CAD MSC 04/16/20   6,538    
769,580 USD 1,000,000 CAD HSBC 05/15/20   13,979    
483,856 USD 635,000 CAD MSC 05/22/20   4,053    
355,645 USD 470,000 CAD DEUT 05/22/20   515    
752,589 USD 1,000,000 CAD NAB 05/22/20     (3,006 )
737,335 USD 980,000 CAD GSC 05/22/20     (3,149 )
1,609,899 USD 2,105,000 CAD BNP 06/01/20   19,386    
384,883 USD 500,000 CAD BMO 06/01/20   7,089    
375,290 USD 500,000 CAD UBS 06/01/20     (2,504 )
678,008 USD 900,000 CAD JPM 06/12/20     (2,014 )
113,101 USD 150,000 CAD MSC 07/07/20     (233 )
1,405,166 USD 1,835,000 CAD MSC 07/13/20   18,721    
327,196 USD 430,000 CAD CBK 08/14/20   2,326    
837,034 USD 1,085,000 CAD DEUT 08/28/20   17,339    
1,922,914 USD 2,525,000 CAD MSC 09/18/20   15,448    
665,683 USD 880,000 CAD HSBC 11/25/20   998    
190,176 USD 250,000 CAD MSC 11/27/20   1,345    
1,052,748 USD 980,000 CHF BNP 10/13/20   17,840    
535,932 USD 500,000 CHF HSBC 10/13/20 $ 7,917 $  
95,882 USD 328,500,000 COP GSC 03/18/20   112    
200,238 USD 4,590,000 CZK GSC 03/18/20     (1,579 )
106,000 USD 95,232 EUR BNP 02/28/20   208    
48,980 USD 44,000 EUR HSBC 02/28/20   101    
142,102 USD 128,042 EUR UBS 02/28/20     (138 )
1,218,552 USD 1,102,000 EUR MSC 02/28/20     (5,647 )
14,547,000 USD 13,193,529 EUR BCLY 02/28/20     (109,545 )

 


 

The Hartford Strategic Income Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                  
 
 
24,993,798 USD 22,643,389 EUR CBK   02/28/20     (160,492 )
1,213,710 USD 1,085,000 EUR MSC   03/13/20   7,192    
371,352 USD 330,000 EUR BMO   03/13/20   4,393    
23,693,257 USD 21,224,051 EUR CBK   03/18/20   84,166    
1,572,581 USD 1,412,000 EUR JPM   03/18/20   2,607   (698 )
154,547 USD 138,000 EUR GSC   03/18/20   1,056   (16 )
242,262 USD 217,000 EUR UBS   03/18/20   884   (8 )
644,626 USD 579,000 EUR SSG   03/18/20   623   (62 )
340,883 USD 306,000 EUR ANZ   03/18/20   497    
227,196 USD 204,000 EUR BCLY   03/18/20   879   (606 )
123,741 USD 112,000 EUR MSC   03/18/20     (845 )
155,251 USD 140,000 EUR JPM   03/30/20     (608 )
1,479,484 USD 1,320,000 EUR JPM   05/14/20   6,269    
18,467 USD 14,000 GBP UBS   02/28/20     (33 )
244,838 USD 188,000 GBP GSC   02/28/20     (3,595 )
7,317,735 USD 5,594,000 GBP MSC   03/18/20     (78,772 )
112,305 USD 1,547,000,000 IDR MSC   03/18/20     (504 )
6,216,505 USD 671,050,000 JPY JPM   02/03/20   22,317    
9,383,603 USD 1,007,250,000 JPY JPM   02/10/20   82,502    
5,998,542 USD 651,250,000 JPY MSC   02/18/20     (17,521 )
5,223,076 USD 563,500,000 JPY MSC   02/25/20   15,864    
3,609,013 USD 389,650,000 JPY BCLY   03/02/20   7,011    
2,755,787 USD 299,800,000 JPY MSC   03/09/20     (16,813 )
710,679 USD 75,000,000 JPY MSC   03/10/20   17,024    
4,626,397 USD 499,800,000 JPY HSBC   03/16/20   2,179    
5,310,736 USD 573,500,000 JPY RBC   03/18/20   3,985    
1,050,854 USD 113,400,000 JPY CIBC   03/30/20   760    
4,627,653 USD 499,650,000 JPY JPM   04/06/20     (654 )
522,981 USD 57,000,000 JPY JPM   04/13/20     (5,216 )
2,289,837 USD 249,450,000 JPY JPM   04/27/20     (23,476 )
6,181,093 USD 670,800,000 JPY JPM   05/07/20     (42,870 )
90,901 USD 1,720,000 MXN SSG   03/18/20   522    
84,231 USD 1,655,000 MXN RBC   03/18/20     (2,733 )
401,834 USD 615,000 NZD TDB   03/18/20   4,049    
108,471 USD 164,000 NZD CIBC   03/18/20   2,395    
66,106 USD 100,000 NZD JPM   03/18/20   1,425    
43,692 USD 66,000 NZD MSC   03/18/20   1,003    
98,085 USD 5,020,000 PHP SCB   03/18/20     (507 )
192,578 USD 750,000 PLN BCLY   03/18/20     (1,043 )
89,713 USD 5,730,000 RUB BOA   03/18/20   596    
328,988 USD 21,362,000 RUB BCLY   03/18/20     (3,251 )
107,102 USD 650,000 TRY CBK   03/18/20     (350 )
247,070 USD 1,505,000 TRY GSC   03/18/20     (1,722 )
96,103 USD 1,430,000 ZAR GSC   03/18/20   1,435    
1,901,000 ZAR 129,566 USD BOA   03/18/20     (3,716 )
3,529,000 ZAR 241,793 USD GSC   03/18/20     (8,167 )
Total             $ 789,544 $ (558,984 )
 
    Foreign Cross Currency Contracts Outstanding at January 31, 2020        
                    Unrealized  
Contract Amount   Counterparty   Delivery Date Contract Amount   Appreciation  
EUR 1,024,012 DEUT     02/28/20 GBP   1,030,733 $ (6,721 )

 

  • 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 BCLY BMO BNP BOA

CBK CIB

Australia and New Zealand Banking Group Barclays Bank of Montreal BNP Paribas Securities Services Banc of America Securities LLC

Citibank NA Credit Agricole

 


 

The Hartford Strategic Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

CIBC CSI DEUT GSC

HSBC JPM MSC NAB RBC RBS SCB SGG SSG TDB UBS

Currency Abbreviations:

ARS AUD BRL CAD CHF CNH COP CZK EGP EUR GBP IDR INR JPY MXN MYR NZD PHP PLN RUB THB TRY USD ZAR

Index Abbreviations:

ABX.HE

ABX.HE.PEN CDX.EM CDX.NA.HY CDX.NA.IG CMBX.NA CMT

CPI

EUAMDB05

GUKG1 ICE

PrimeX.ARM

Canadian Imperial Bank of Commerce Credit Suisse International Deutsche Bank Securities, Inc. Goldman Sachs & Co.

HSBC Bank USA JP Morgan Chase & Co. Morgan Stanley National Australia Bank Limited RBC Dominion Securities, Inc. RBS Greenwich Capital Standard Chartered Bank Societe Generale Group State Street Global Markets LLC Toronto-Dominion Bank UBS AG

Argentine Peso Australian Dollar Brazilian Real Canadian Dollar Swiss Franc Chinese Renminbi Colombian Peso Czech Koruna Egyptian Pound Euro British Pound Indonesian Rupiah Indian Rupee Japanese Yen Mexican Peso Malaysian Ringgit New Zealand Dollar Philippine Peso Polish Zloty Russian Ruble Thai Baht Turkish Lira United States Dollar South African Rand

Markit Asset Backed Security Home Equity

Markit Asset Backed Security Home Equity Penultimate Credit Derivatives Emerging Markets Credit Derivatives North American High Yield Credit Derivatives North American Investment Grade Markit Commercial Mortgage Backed North American Constant Maturity Treasury Index

Consumer Price Index

European Union Advisory Mission

UK Government Bond 1 Year Note Generic Bid Yield Intercontinental Exchange, Inc.

Markit PrimeX Adjustable Rate Mortgage Backed Security

Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield

iBoxx

Other Abbreviations:

CDOR CJSC CLO CMO DDCA EURIBOR FHLMC

Bond Markets

Canadian Dollar Offered Rate Closed Joint Stock Company Collateralized Loan Obligation Collateralized Mortgage Obligation Dollars on Deposit in Custody Account Euro Interbank Offered Rate Federal Home Loan Mortgage Corp.

 


 

The Hartford Strategic Income Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

FNMA GNMA

GUKG5 LIBOR OTC PAC PIK PJSC PT TBA UMBS

Municipal Abbreviations:

Auth Dev GO

Federal National Mortgage Association Government National Mortgage Association

UK Government Bonds 5 Year Note Generic Bid Yield London Interbank Offered Rate Over-the-Counter Planned Amortization Class Payment-in-kind Private Joint Stock Company Perseroan Terbatas To Be Announced Uniform Mortgage-Backed Securities

Authority Development General Obligation

 


 

The Hartford Strategic Income Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)    
Assets                        
Asset & Commercial Mortgage Backed Securities $ 83,622,832   $   $ 83,622,832   $  
Corporate Bonds   169,854,256         169,854,256      
Foreign Government Obligations   174,313,255         174,313,255      
Municipal Bonds   6,962,351         6,962,351      
Senior Floating Rate Interests   186,072,039         186,072,039      
U.S. Government Agencies   88,535,499         88,535,499      
U.S. Government Securities   82,879,911         82,879,911      
Convertible Bonds   9,344,392         9,344,392      
Common Stocks                        
Energy   366,023         656     365,367  
Preferred Stocks   599,986     599,986          
Convertible Preferred Stocks   3,793,428     3,793,428          
Warrants   84             84  
Short-Term Investments   37,211,977     13,880,027     23,331,950      
Purchased Options   80,869         80,869      
Foreign Currency Contracts(2)   789,544         789,544      
Futures Contracts(2)   2,557,878     2,557,878          
 
Swaps - Credit Default(2)   2,267,190         2,267,083     107  
 
Total $ 849,251,514   $ 20,831,319   $ 828,054,637   $ 365,558  
Liabilities                        
Foreign Currency Contracts(2) $ (565,705 ) $   $ (565,705 ) $  
Futures Contracts(2)   (239,900 )   (239,900 )        
Swaps - Credit Default(2)   (527,113 )       (523,744 )   (3,369 )
Swaps - Interest Rate(2)   (2,905,899 )       (2,905,899 )    
Total $ (4,238,617 ) $ (239,900 ) $ (3,995,348 ) $ (3,369 )

 

(1) For the period ended January 31, 2020, 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, 2020 is not presented.


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Asset & Commercial Mortgage Backed Securities - 24.1%    
    Asset-Backed - Automobile - 0.8%    
    AmeriCredit Automobile Receivables Trust    
$ 2,320,000 2.58%, 09/18/2025 $ 2,348,568
    CIG Automobile Receivables Trust    
  191,633 2.71%, 05/15/2023(1)   191,912
    Credit Acceptance Auto Loan Trust    
  1,740,338 2.65%, 06/15/2026(1)   1,745,618
    Drive Auto Receivables Trust    
  2,000,000 2.70%, 02/16/2027   2,022,022
    Exeter Automobile Receivables Trust    
  4,600,000 2.58%, 09/15/2025(1)   4,639,141
    Westlake Automobile Receivables Trust    
  3,400,000 2.72%, 11/15/2024(1)   3,425,722
  4,310,000 3.28%, 12/15/2022(1)   4,355,751
        18,728,734
    Asset-Backed - Finance & Insurance - 5.3%    
    AIMCO CLO Ltd.    
  1,540,000 2.68%, 01/15/2028, 3 mo. USD LIBOR + 0.850%(1)(2)   1,540,308
    Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through    
    Certificates    
  2,313 5.82%, 11/25/2035(3)   2,302
    Apex Credit CLO Ltd.    
  3,970,000 3.27%, 04/24/2029, 3 mo. USD LIBOR + 1.470%(1)(2)   3,967,987
    Atrium    
  6,225,000 2.63%, 04/22/2027, 3 mo. USD LIBOR + 0.830%(1)(2)   6,228,000
    Avery Point CLO Ltd.    
  1,428,074 2.89%, 04/25/2026, 3 mo. USD LIBOR + 1.100%(1)(2)   1,427,779
  281,885 2.94%, 01/18/2025, 3 mo. USD LIBOR + 1.120%(1)(2)   281,807
    Babson CLO Ltd.    
  291,986 2.97%, 07/20/2025, 3 mo. USD LIBOR + 1.150%(1)(2)   291,936
    Bayview Koitere Fund Trust    
  4,664,654 3.50%, 07/28/2057(1)(4)   4,773,648
    Bayview Opportunity Master Fund Trust    
  1,940,527 3.50%, 01/28/2055(1)(4)   1,972,075
  2,329,693 3.50%, 06/28/2057(1)(4)   2,378,926
  4,427,547 3.50%, 10/28/2057(1)(4)   4,508,034
  3,075,167 3.50%, 01/28/2058(1)(4)   3,135,272
  1,730,584 4.00%, 11/28/2053(1)(4)   1,781,638
  3,444,513 4.00%, 10/28/2064(1)(4)   3,540,351
    Bellemeade Re Ltd.    
  18,150 2.61%, 08/25/2028, 1 mo. USD LIBOR + 0.950%(1)(2)   18,152
  1,212,785 2.76%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)   1,213,731
    Cal Funding Ltd.    
  254,375 3.47%, 10/25/2027(1)   254,990
    Carlyle Global Market Strategies CLO Ltd.    
  3,723,758 2.57%, 04/27/2027, 3 mo. USD LIBOR + 0.780%(1)(2)   3,724,734
    CIFC Funding Ltd.    
  171,973 2.69%, 07/16/2030, 3 mo. USD LIBOR + 0.850%(1)(2)   172,033
    Cirrus Funding Ltd.    
  4,140,000 4.80%, 01/25/2037(1)   4,373,740
    Domino's Pizza Master Issuer LLC    
  3,245,575 4.12%, 07/25/2048(1)   3,399,350
    First Franklin Mortgage Loan Trust    
  2,250,478 1.90%, 04/25/2036, 1 mo. USD LIBOR + 0.240%(2)   2,115,927
  1,065,000 2.10%, 09/25/2036, 1 mo. USD LIBOR + 0.310%(2)   986,671
    Madison Park Funding Ltd.    
  1,592,658 3.08%, 07/20/2026, 3 mo. USD LIBOR + 1.260%(1)(2)   1,595,786
    MFA Trust    
  3,737,139 3.35%, 11/25/2047(1)(3)   3,743,943
    NRZ Excess Spread-Collateralized Notes    
  5,462,749 3.19%, 01/25/2023(1)   5,487,120
  2,085,009 3.27%, 02/25/2023(1)   2,090,522

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    OCP CLO Ltd.    
$ 2,226,222 2.69%, 04/17/2027, 3 mo. USD LIBOR + 0.850%(1)(2) $ 2,225,621
    OneMain Financial Issuance Trust    
  5,206,895 2.37%, 09/14/2032(1)   5,211,484
    Preston Ridge Partners Mortgage Trust LLC    
  1,636,112 3.35%, 07/25/2024(1)(3)   1,640,587
    Pretium Mortgage Credit Partners LLC    
  2,739,703 3.72%, 01/25/2059(1)(3)   2,746,883
    Seasoned Credit Risk Transfer Trust    
  979,782 3.50%, 08/25/2058   1,058,424
    Seneca Park CLO Ltd.    
  861,203 2.96%, 07/17/2026, 3 mo. USD LIBOR + 1.120%(1)(2)   861,374
    SoFi Consumer Loan Program LLC    
  575,034 2.50%, 05/26/2026(1)   577,040
  281,754 2.77%, 05/25/2026(1)   283,358
  369,931 3.05%, 12/26/2025(1)   370,708
  288,883 3.09%, 10/27/2025(1)   289,650
  374,596 3.28%, 01/26/2026(1)   375,895
    Sound Point CLO Ltd.    
  6,850,000 2.71%, 01/20/2028, 3 mo. USD LIBOR + 0.890%(1)(2)   6,843,376
    Springleaf Funding Trust    
  7,215,000 2.68%, 07/15/2030(1)   7,234,040
  667,370 2.90%, 11/15/2029(1)   667,778
    Symphony CLO Ltd.    
  3,681,840 2.79%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2)   3,682,698
    Thacher Park CLO Ltd.    
  1,208,230 2.98%, 10/20/2026, 3 mo. USD LIBOR + 1.160%(1)(2)   1,208,074
    Towd Point Mortgage Trust    
  3,401,650 2.75%, 10/25/2056(1)(4)   3,442,314
  1,393,177 2.75%, 04/25/2057(1)(4)   1,407,836
  2,465,165 2.75%, 06/25/2057(1)(4)   2,510,963
  2,705,560 2.75%, 07/25/2057(1)(4)   2,744,161
    Voya CLO Ltd.    
  3,520,000 2.72%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2)   3,509,010
    Wendy's Funding LLC    
  1,337,700 3.88%, 03/15/2048(1)   1,396,144
    Wingstop Funding LLC    
  1,677,325 4.97%, 12/05/2048(1)   1,730,396
    Zais CLO Ltd.    
  5,625,000 3.36%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)   5,618,160
        122,642,736
    Asset-Backed - Home Equity - 1.3%    
    CPT Mortgage Trust    
  5,630,000 2.87%, 11/13/2039(1)   5,918,557
    GSAA Home Equity Trust    
  23,581 1.73%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(2)   11,231
  2,901,852 1.74%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)   1,335,426
  923,778 1.75%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)   414,967
  1,543,673 1.76%, 03/25/2037, 1 mo. USD LIBOR + 0.100%(2)   696,086
  1,360,459 1.84%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)   584,809
  1,355,939 5.99%, 06/25/2036(4)   593,149
    Legacy Mortgage Asset Trust    
  3,524,681 3.00%, 06/25/2059(1)(3)   3,543,967
  4,420,367 3.25%, 11/25/2059(1)(3)   4,453,061
  7,066,753 4.00%, 03/25/2058(1)(3)   7,098,494
    Morgan Stanley Asset-Backed Securities Capital, Inc. Trust    
  38,478 1.81%, 06/25/2036, 1 mo. USD LIBOR + 0.150%(2)   32,976
    Morgan Stanley Mortgage Loan Trust    
  1,255,163 1.83%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2)   545,754
    Renaissance Home Equity Loan Trust    
  487,079 5.91%, 04/25/2037(3)   224,040
    Soundview Home Loan Trust    
  2,826,734 1.84%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2)   2,573,856
  830,000 1.90%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2)   772,648

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,110,000 1.91%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2) $ 1,042,203
        29,841,224
    Collateralized - Mortgage Obligations - 0.2%    
    Homeward Opportunities Fund Trust    
  2,128,943 2.70%, 09/25/2059(1)(4)   2,142,499
    Structured Agency Credit Risk Trust    
  1,518,287 2.41%, 09/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)   1,518,742
        3,661,241
    Commercial Mortgage - Backed Securities - 5.0%    
    1211 Avenue of the Americas Trust    
  3,215,000 3.90%, 08/10/2035(1)   3,522,025
    Banc of America Commercial Mortgage Trust    
  30,030,927 0.88%, 11/15/2050(4)(5)   1,472,002
    BBCMS Mortgage Trust    
  23,550,386 1.67%, 02/15/2050(4)(5)   1,937,851
  7,661,000 2.53%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2)   7,639,450
    Benchmark Mortgage Trust    
  3,859,834 0.69%, 07/15/2051(4)(5)   132,337
  59,622,088 0.80%, 04/10/2051(4)(5)   2,251,294
  34,223,417 0.83%, 01/15/2052(4)(5)   1,678,043
  8,490,343 1.21%, 08/15/2052(4)(5)   636,003
  3,000,000 3.04%, 08/15/2052   3,181,886
    BX Commercial Mortgage Trust    
  5,310,000 2.60%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2)   5,326,780
    CAMB Commercial Mortgage Trust    
  2,535,000 4.23%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2)   2,552,504
    CD Commercial Mortgage Trust    
  4,145,000 2.46%, 08/10/2049   4,246,585
    Citigroup Commercial Mortgage Trust    
  11,428,558 1.10%, 07/10/2047(4)(5)   435,821
  15,199,806 1.23%, 04/10/2048(4)(5)   610,274
  415,000 4.76%, 03/10/2047(1)(4)   416,711
    Commercial Mortgage Trust    
  3,594,674 0.82%, 08/10/2046(4)(5)   76,323
  2,411,928 2.06%, 07/10/2046(1)(4)(5)   6,181
  380,000 2.54%, 12/10/2045   386,604
  4,500,000 2.58%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2)   4,499,995
  687,000 2.77%, 12/10/2045   703,905
  939,511 2.85%, 10/15/2045   959,298
  745,000 2.94%, 01/10/2046   766,341
  735,000 3.10%, 03/10/2046   759,955
  760,372 3.21%, 03/10/2046   788,629
  309,559 3.33%, 06/10/2046   323,851
  3,050,000 3.42%, 03/10/2031(1)   3,196,766
  905,000 3.61%, 06/10/2046(4)   955,013
  657,843 4.02%, 07/10/2045   702,996
  420,000 4.07%, 02/10/2047(4)   453,667
  390,000 4.21%, 08/10/2046   418,439
  660,000 4.21%, 08/10/2046(4)   710,858
  595,000 4.36%, 07/10/2045(4)   641,127
  805,000 4.75%, 10/15/2045(1)(4)   40,250
  1,825,000 4.75%, 10/15/2045(1)(4)   1,379,736
    Credit Suisse First Boston Mortgage Securities Corp.    
  39,166 4.88%, 04/15/2037   38,942
    CSAIL Commercial Mortgage Trust    
  26,607,723 0.90%, 06/15/2057(4)(5)   874,000
  1,368,950 0.98%, 04/15/2050(4)(5)   48,337
  5,027,992 1.10%, 11/15/2048(4)(5)   183,663
  7,908,354 2.06%, 01/15/2049(4)(5)   670,744
    DBJPM Mortgage Trust    
  3,600,000 2.89%, 08/10/2049   3,785,792
    DBUBS Mortgage Trust    
  2,069,705 0.88%, 11/10/2046(1)(4)(5)   5,727

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Four Times Square Trust Commercial Mortgage Pass-Through    
    Certificates    
$ 1,582,694 5.40%, 12/13/2028(1) $ 1,616,855
    FREMF Mortgage Trust    
  2,710,000 5.44%, 09/25/2043(1)(4)   2,729,160
    GE Business Loan Trust    
  197,758 2.68%, 05/15/2034, 1 mo. USD LIBOR + 1.000%(1)(2)   186,631
    GS Mortgage Securities Corp.    
  2,010,000 2.95%, 11/05/2034(1)   2,054,756
  2,845,000 4.11%, 07/10/2051(4)   3,173,220
    GS Mortgage Securities Trust    
  23,019,695 0.11%, 07/10/2046(4)(5)   64,559
  3,052,881 1.50%, 08/10/2044(1)(4)(5)   43,809
  3,980,000 3.04%, 07/10/2052   4,223,815
  695,000 3.67%, 04/10/2047(1)   257,529
  825,000 4.07%, 01/10/2047   888,030
  1,310,000 5.13%, 04/10/2047(1)(4)   1,198,486
    JP Morgan Chase Commercial Mortgage Securities Trust    
  1,325,000 2.73%, 10/15/2045(1)(4)   833,319
  788,273 2.84%, 12/15/2047   805,144
  730,000 4.57%, 12/15/2047(1)(4)   698,114
  970,000 5.60%, 08/15/2046(1)(4)   994,978
    JPMBB Commercial Mortgage Securities Trust    
  10,687,023 0.79%, 09/15/2047(4)(5)   264,005
  4,000,017 0.90%, 05/15/2048(4)(5)   98,890
  237,306 3.36%, 07/15/2045   247,495
    Morgan Stanley Bank of America Merrill Lynch Trust    
  6,539,303 1.15%, 12/15/2047(4)(5)   249,880
  4,134,972 1.17%, 10/15/2048(4)(5)   190,975
  700,000 2.92%, 02/15/2046   719,696
  1,465,000 3.13%, 12/15/2048   1,514,910
  880,000 3.18%, 08/15/2045   904,858
  730,173 4.26%, 10/15/2046(4)   788,581
    Morgan Stanley Capital I Trust    
  13,252,340 0.52%, 09/15/2047(1)(4)(5)   14,029
  2,641,020 1.59%, 06/15/2050(4)(5)   192,481
  2,605,000 3.47%, 08/11/2033(1)   2,661,496
  885,000 5.42%, 07/15/2049(1)(4)   822,409
  37,927 5.77%, 10/12/2052(1)(4)   9,475
    MTRO Commercial Mortgage Trust    
  2,165,000 3.48%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)   2,162,283
    Natixis Commercial Mortgage Securities Trust    
  1,385,000 2.91%, 10/15/2036(1)   1,399,560
    Oaktown Re II Ltd.    
  2,140,148 3.21%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(2)   2,141,521
    Stanwich Mortgage Loan Trust    
  6,264,548 3.48%, 11/16/2024(1)(3)   6,264,768
    UBS Commercial Mortgage Trust    
  5,543,887 1.24%, 08/15/2050(4)(5)   351,314
    UBS-Barclays Commercial Mortgage Trust    
  920,000 2.85%, 12/10/2045   943,040
  2,215,000 3.09%, 08/10/2049   2,275,170
    Wells Fargo Commercial Mortgage Trust    
  10,094,633 1.27%, 05/15/2048(4)(5)   464,849
  10,000 3.17%, 02/15/2048   10,600
  255,000 4.29%, 05/15/2048(4)   264,493
    Wells Fargo N.A.    
  20,838,179 0.72%, 11/15/2062(4)(5)   1,057,425
  10,607,072 0.77%, 11/15/2062(4)(5)   593,985
  16,866,398 0.82%, 12/15/2052(4)(5)   999,741
  19,513,724 0.97%, 09/15/2062(4)(5)   1,320,427
  11,631,650 1.05%, 05/15/2062(4)(5)   824,927
    WF-RBS Commercial Mortgage Trust    
  1,676,935 1.39%, 03/15/2047(4)(5)   64,159
  802,927 2.87%, 11/15/2045   822,407
  1,490,000 3.00%, 08/15/2045   1,528,431

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,545,000 3.02%, 11/15/2047(1) $ 848,556
  740,000 3.07%, 03/15/2045   764,520
  350,000 3.35%, 05/15/2045   363,542
  225,000 4.05%, 03/15/2047   242,878
  1,070,000 4.15%, 08/15/2046(4)   1,144,596
  345,000 5.00%, 06/15/2044(1)(4)   295,114
  770,000 5.77%, 04/15/2045(1)(4)   811,775
        115,824,371
    Other ABS - 1.6%    
    Domino's Pizza Master Issuer LLC    
  1,506,225 3.67%, 10/25/2049(1)   1,563,898
    OnDeck Asset Securitization Trust LLC    
  4,465,000 2.65%, 11/18/2024(1)   4,466,345
    Pretium Mortgage Credit Partners LLC    
  4,516,638 3.11%, 07/27/2059(1)(3)   4,519,998
    Seasoned Credit Risk Transfer Trust    
  5,377,048 3.50%, 03/25/2058   5,696,774
    Vericrest Opportunity Loan Trust    
  1,971,369 3.35%, 08/25/2049(1)(3)   1,975,768
  1,609,116 3.97%, 03/25/2049(1)(3)   1,619,939
    VOLT LXIV LLC    
  1,995,081 3.38%, 10/25/2047(1)(3)   1,995,837
    VOLT LXXX LLC    
  4,687,250 3.23%, 10/25/2049(1)(3)   4,699,911
    VOLT LXXXIII LLC    
  2,033,420 3.33%, 11/26/2049(1)(3)   2,039,712
    VOLT LXXXIV LLC    
  7,625,000 3.43%, 12/27/2049(1)(3)   7,628,741
        36,206,923
    Whole Loan Collateral CMO - 9.9%    
    Adjustable Rate Mortgage Trust    
  162,228 2.20%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)   161,340
    Alternative Loan Trust    
  417,227 1.98%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2)   392,193
  1,621,030 2.20%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)   1,573,622
  1,002,170 3.50%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)   913,557
  292,432 5.75%, 05/25/2036   212,638
  224,742 6.00%, 05/25/2036   181,743
  154,145 6.00%, 12/25/2036   102,579
    Angel Oak Mortgage Trust LLC    
  5,309,269 2.93%, 05/25/2059(1)(4)   5,327,823
  1,230,425 3.63%, 03/25/2049(1)(4)   1,248,073
    Banc of America Funding Trust    
  483,733 1.95%, 05/20/2047, 1 mo. USD LIBOR + 0.300%(2)   481,726
  1,663,363 5.77%, 05/25/2037(4)   1,651,333
  63,528 5.85%, 01/25/2037(3)   65,123
    Bear Stearns Adjustable Rate Mortgage Trust    
  301,577 4.02%, 02/25/2036(4)   263,551
  392,431 4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)   404,487
    Bear Stearns Alt-A Trust    
  1,588,959 2.16%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)   1,838,346
    Bear Stearns Mortgage Funding Trust    
  543,639 1.84%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2)   515,175
    Bellemeade Re Ltd.    
  568,860 2.86%, 10/25/2028, 1 mo. USD LIBOR + 1.200%(1)(2)   568,951
  1,171,026 2.96%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)   1,171,840
  7,495,000 3.06%, 10/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)   7,499,599
    Chase Mortgage Finance Trust    
  423,071 3.79%, 12/25/2035(4)   423,816
    CHL Mortgage Pass-Through Trust    
  495,678 2.34%, 03/25/2035, 1 mo. USD LIBOR + 0.680%(2)   461,988
  666,523 3.43%, 11/20/2035(4)   615,639
  845,869 3.79%, 09/25/2047(4)   815,711
  213,676 4.15%, 06/20/2035(4)   219,457
  490,893 4.31%, 04/20/2036(4)   395,951

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    CIM Trust    
$ 4,258,832 3.00%, 04/25/2057(1)(4) $ 4,305,585
    Citigroup Mortgage Loan Trust    
  1,817,087 3.23%, 11/25/2070(1)(3)   1,817,992
    Colombia Cent CLO Ltd.    
  1,915,000 2.94%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2)   1,916,701
    COLT Mortgage Loan Trust    
  3,701,534 2.58%, 11/25/2049(1)(4)   3,731,241
  3,040,658 2.76%, 08/25/2049(1)(4)   3,052,052
  2,228,367 3.34%, 05/25/2049(1)(4)   2,245,279
    Credit Suisse First Boston Mortgage Securities Corp.    
  785,912 5.50%, 06/25/2035   761,665
    CSMC Trust    
  1,988,674 3.25%, 04/25/2047(1)(4)   2,018,275
  2,719,404 4.13%, 07/25/2058(1)(4)   2,744,654
    Deephaven Residential Mortgage Trust    
  629,887 2.45%, 06/25/2047(1)(4)   630,427
  5,542,092 2.96%, 07/25/2059(1)(4)   5,579,658
    DSLA Mortgage Loan Trust    
  152,809 2.01%, 01/19/2045, 1 mo. USD LIBOR + 0.360%(2)   138,023
    Fannie Mae Connecticut Avenue Securities    
  3,060,000 3.76%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)   3,087,893
  1,693,499 3.81%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)   1,708,703
  3,163,705 3.96%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)   3,197,512
  1,434,554 6.01%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)   1,519,020
    GMACM Mortgage Loan Trust    
  368,412 3.94%, 09/19/2035(4)   361,424
  73,255 3.97%, 04/19/2036(4)   68,125
    GSR Mortgage Loan Trust    
  2,170,686 1.96%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2)   844,798
  1,163,251 3.93%, 01/25/2036(4)   1,185,213
  130,037 4.23%, 10/25/2035(4)   103,873
    HarborView Mortgage Loan Trust    
  743,313 1.84%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)   707,827
  1,375,776 1.89%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)   1,315,368
    Home Re Ltd.    
  1,386,555 3.26%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2)   1,388,491
    IndyMac Index Mortgage Loan Trust    
  456,244 3.78%, 03/25/2036(4)   422,025
  1,215,300 3.92%, 04/25/2037(4)   935,260
  358,584 4.01%, 01/25/2036(4)   361,287
    JP Morgan Mortgage Trust    
  299,300 4.05%, 05/25/2036(4)   299,946
  106,704 4.26%, 04/25/2037(4)   100,046
  285,840 4.32%, 09/25/2035(4)   293,338
    LCM XX L.P.    
  2,840,000 2.86%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2)   2,843,084
    Lehman XS Trust    
  493,440 1.87%, 07/25/2046, 1 mo. USD LIBOR + 0.210%(2)   492,239
    LSTAR Securities Investment Ltd.    
  1,820,720 3.28%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)   1,820,894
  4,259,823 3.28%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)   4,262,240
    LSTAR Securities Investment Trust    
  560,074 3.28%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)   557,235
  2,837,173 3.48%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)   2,826,166
    Luminent Mortgage Trust    
  2,466,065 1.85%, 05/25/2046, 1 mo. USD LIBOR + 0.190%(2)   2,260,510
    MetLife Securitization Trust    
  1,621,007 3.00%, 04/25/2055(1)(4)   1,654,116
  3,441,291 3.75%, 03/25/2057(1)(4)   3,614,058
    MFA Trust    
  871,336 2.59%, 02/25/2057(1)(4)   868,610
    Mill City Mortgage Loan Trust    
  3,260,508 2.75%, 01/25/2061(1)(4)   3,294,153
    Morgan Stanley Mortgage Loan Trust    
  530,285 4.14%, 05/25/2036(4)   383,300

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Mortgage Insurance-Linked Notes    
$ 3,525,000 3.56%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2) $ 3,538,686
    New Residential Advance Receivables Trust    
  4,970,000 2.33%, 10/15/2051(1)   4,984,493
    New Residential Mortgage LLC    
  4,441,123 3.79%, 07/25/2054(1)   4,458,449
    New Residential Mortgage Loan Trust    
  4,734,680 2.41%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)   4,729,178
  2,056,964 2.49%, 09/25/2059(1)(4)   2,071,609
  3,604,823 3.16%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)   3,660,254
  3,435,991 3.50%, 08/25/2059(1)(4)   3,538,179
  2,796,641 3.75%, 11/26/2035(1)(4)   2,926,198
  2,673,999 3.75%, 11/25/2056(1)(4)   2,792,555
  5,962,852 3.75%, 11/25/2058(1)(4)   6,233,037
  5,281,142 4.00%, 02/25/2057(1)(4)   5,565,553
  5,346,243 4.00%, 03/25/2057(1)(4)   5,659,594
  3,566,979 4.00%, 04/25/2057(1)(4)   3,751,431
  3,462,373 4.00%, 05/25/2057(1)(4)   3,664,524
  4,189,787 4.00%, 08/27/2057(1)(4)   4,404,533
  592,272 4.00%, 12/25/2057(1)(4)   619,656
    Oaktown Re III Ltd.    
  3,732,946 3.06%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)   3,742,089
    OBX Trust    
  603,773 2.31%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2)   602,417
    OZLM Ltd.    
  3,765,000 2.82%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2)   3,766,585
  1,120,000 2.85%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(2)   1,118,321
    PMT Credit Risk Transfer Trust    
  2,708,774 3.81%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)   2,698,773
    Preston Ridge Partners Mortgage Trust LLC    
  1,678,957 3.50%, 10/25/2024(1)(4)   1,686,638
    Radnor RE Ltd.    
  2,152,223 2.86%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(2)   2,152,770
    RBSGC Mortgage Loan Trust    
  968,826 6.25%, 01/25/2037   965,778
    Residential Accredit Loans, Inc.    
  1,676,318 1.96%, 04/25/2036, 1 mo. USD LIBOR + 0.300%(2)   1,610,972
  1,326,837 3.38%, 11/25/2037(4)   1,246,627
  1,028,356 6.00%, 12/25/2035   1,013,928
    Residential Asset Securitization Trust    
  706,666 5.50%, 06/25/2035   643,674
    Residential Funding Mortgage Securities, Inc.    
  494,295 4.14%, 08/25/2035(4)   366,019
    Seasoned Credit Risk Transfer Trust    
  1,809,542 3.50%, 11/25/2057   1,947,501
  4,788,851 3.50%, 07/25/2058   5,168,707
  5,547,996 3.50%, 10/25/2058   5,899,810
    TBW Mortgage-Backed Trust    
  659,639 6.00%, 07/25/2036   462,699
    Towd Point Mortgage Trust    
  1,911,489 2.25%, 04/25/2056(1)(4)   1,913,921
  3,198,613 2.26%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2)   3,195,611
  1,723,171 2.75%, 08/25/2055(1)(4)   1,746,210
  168,430 3.00%, 03/25/2054(1)(4)   169,032
    Vericrest Opportunity Loan Trust    
  4,016,633 3.18%, 10/25/2049(1)(3)   4,025,911
  4,817,950 3.28%, 11/25/2049(1)(3)   4,825,118
    Verus Securitization Trust    
  4,319,407 2.78%, 07/25/2059(1)(3)   4,334,431
  2,595,757 3.21%, 05/25/2059(1)(4)   2,619,408
    WaMu Mortgage Pass-Through Certificates Trust    
  440,863 3.03%, 10/25/2046, 12 mo. USD MTA + 0.880%(2)   423,446
  361,286 3.13%, 07/25/2046, 12 mo. USD MTA + 0.980%(2)   345,185
  929,122 3.74%, 06/25/2037(4)   889,890
    Washington Mutual Mortgage Pass-Through Certificates WMALT Trust    
  1,074,809 2.26%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)   714,887

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 572,179 2.98%, 11/25/2046, 12 mo. USD MTA + 0.830%(2) $ 538,910
    Wells Fargo Commercial Mortgage Trust    
  25,503,458 1.27%, 09/15/2057(4)(5)   997,734
    Wells Fargo Mortgage-Backed Securities Trust    
  178,116 4.82%, 09/25/2036(4)   174,195
    Wells Fargo N.A.    
  38,014,864 0.89%, 01/15/2063(4)(5)(6)   2,815,951
        226,645,644
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $548,297,901) $ 553,550,873
Corporate Bonds - 25.9%    
    Advertising - 0.0%    
    Lamar Media Corp.    
  155,000 3.75%, 02/15/2028(1)(6)   156,035
    Aerospace/Defense - 0.5%    
    Boeing Co.    
  1,930,000 3.25%, 02/01/2035   1,999,824
    DAE Funding LLC    
  65,000 4.50%, 08/01/2022(1)   66,138
  70,000 5.00%, 08/01/2024(1)   73,237
    L3Harris Technologies, Inc.    
  2,565,000 2.90%, 12/15/2029   2,674,112
  2,105,000 3.85%, 06/15/2023(1)   2,237,178
    United Technologies Corp.    
  140,000 2.80%, 05/04/2024   145,521
  1,255,000 3.65%, 08/16/2023   1,335,597
  1,115,000 3.95%, 08/16/2025   1,230,445
  1,135,000 4.45%, 11/16/2038   1,398,355
  510,000 4.63%, 11/16/2048   670,982
        11,831,389
    Agriculture - 0.4%    
    Altria Group, Inc.    
  650,000 2.63%, 09/16/2026   658,829
  976,000 3.88%, 09/16/2046   945,083
  735,000 4.40%, 02/14/2026   811,917
  780,000 4.80%, 02/14/2029   884,040
  1,320,000 5.38%, 01/31/2044   1,537,834
  235,000 5.80%, 02/14/2039   284,423
  665,000 5.95%, 02/14/2049   835,071
    BAT Capital Corp.    
  2,525,000 2.79%, 09/06/2024   2,577,583
  475,000 4.39%, 08/15/2037   495,436
    Kernel Holding S.A.    
  335,000 6.50%, 10/17/2024(7)   353,395
        9,383,611
    Auto Manufacturers - 0.4%    
    Daimler Finance North America LLC    
  315,000 2.14%, 05/04/2020, 3 mo. USD LIBOR + 0.390%(1)(2)   315,216
    Ford Motor Co.    
  465,000 5.29%, 12/08/2046   459,438
    Ford Motor Credit Co. LLC    
  555,000 3.82%, 11/02/2027   546,371
  500,000 4.13%, 08/04/2025   513,305
  1,160,000 4.54%, 08/01/2026   1,207,124
  520,000 5.11%, 05/03/2029   544,135
    General Motors Co.    
  1,395,000 5.20%, 04/01/2045   1,457,308
  750,000 5.95%, 04/01/2049   857,538
  965,000 6.25%, 10/02/2043   1,140,439
  720,000 6.75%, 04/01/2046   880,371
    General Motors Financial of Canada Ltd.    
CAD 940,000 3.08%, 05/22/2020(7)   712,430

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Honda Canada Finance, Inc.    
  325,000 2.35%, 08/28/2020, 3 mo. USD LIBOR + 0.380%(2) $ 246,095
    Toyota Credit Canada, Inc.    
  600,000 1.80%, 02/19/2020(7)   453,328
    VW Credit Canada, Inc.    
  100,000 2.57%, 03/30/2020, 3 mo. CDOR + 0.500%(2)   75,622
        9,408,720
    Auto Parts & Equipment - 0.0%    
    Adient Global Holdings Ltd.    
$ 250,000 4.88%, 08/15/2026(1)   235,625
    Goodyear Tire & Rubber Co.    
  285,000 5.00%, 05/31/2026(8)   296,058
        531,683
    Beverages - 0.7%    
    Anheuser-Busch InBev Worldwide, Inc.    
  2,008,000 3.75%, 07/15/2042   2,167,673
  1,895,000 4.60%, 04/15/2048   2,284,234
  1,770,000 4.75%, 04/15/2058   2,182,997
  4,590,000 5.45%, 01/23/2039   5,962,256
    Constellation Brands, Inc.    
  815,000 2.65%, 11/07/2022   833,164
  415,000 4.40%, 11/15/2025   463,424
    Molson Coors Brewing Co.    
  2,040,000 3.00%, 07/15/2026   2,097,843
    Molson Coors International L.P.    
CAD 170,000 2.75%, 09/18/2020   128,857
        16,120,448
    Biotechnology - 0.1%    
    Amgen, Inc.    
$ 1,110,000 2.65%, 05/11/2022   1,129,774
    Chemicals - 0.6%    
    Alpek S.A.B. de C.V.    
  1,460,000 4.25%, 09/18/2029(1)   1,518,400
    Braskem Netherlands Finance B.V.    
  4,365,000 4.50%, 01/31/2030(1)   4,387,698
    Chemours Co.    
  225,000 5.38%, 05/15/2027   195,187
    DuPont de Nemours, Inc.    
  200,000 2.62%, 11/15/2020, 3 mo. USD LIBOR + 0.710%(2)   201,001
  2,940,000 4.21%, 11/15/2023   3,182,603
    Methanex Corp.    
  609,000 5.65%, 12/01/2044   620,194
    Olin Corp.    
  285,000 5.13%, 09/15/2027   297,021
    Sherwin-Williams Co.    
  1,340,000 2.95%, 08/15/2029   1,385,490
    Syngenta Finance N.V.    
  1,810,000 4.89%, 04/24/2025(1)   1,981,649
        13,769,243
    Commercial Banks - 7.1%    
    Bank of America Corp.    
    2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870%  
  2,175,000 thereafter)(9)   2,221,948
    3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180%  
  6,545,000 thereafter)(9)   6,946,411
    3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810%  
  5,830,000 thereafter)(9)   6,193,880
    3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512%  
  3,750,000 thereafter)(9)   4,092,781
    3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940%  
  1,070,000 thereafter)(9)   1,138,370
    3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210%  
  1,540,000 thereafter)(9)   1,728,054

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 2,485,000 7.75%, 05/14/2038 $ 4,004,764
    Bank of China Hong Kong Ltd.    
  365,000 5.55%, 02/11/2020(7)   365,219
    Bank of China Ltd.    
  805,000 2.68%, 02/14/2020, 3 mo. USD LIBOR + 0.770%(2)(7)   805,132
    Bank of New York Mellon Corp.    
  3,440,000 2.10%, 10/24/2024   3,482,898
    BNG Bank N.V.    
AUD 7,015,000 1.90%, 11/26/2025(7)   4,880,030
    Caixa Geral de Depositos S.A.    
    10.75%, 03/30/2022, (10.8% fixed rate until 03/30/2022; 5 year EUR    
EUR 200,000 Swap + 10.925% thereafter)(7)(9)(10)   261,736
    Capital One Financial Corp.    
$ 200,000 2.66%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(2)   200,264
  1,490,000 3.90%, 01/29/2024   1,595,306
    Citibank NA    
  270,000 2.08%, 05/01/2020, 3 mo. USD LIBOR + 0.320%(2)   270,110
    Citigroup, Inc.    
2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. SOFR + 0.867%
  4,270,000 thereafter)(9)   4,298,931
  450,000 2.70%, 10/27/2022   459,972
  2,680,000 3.00%, 05/17/2024, 3 mo. USD LIBOR + 1.100%(2)   2,724,614
  1,385,000 3.20%, 10/21/2026   1,466,551
    3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897%  
  2,500,000 thereafter)(9)   2,630,733
    3.52%, 10/27/2028, (3.52% fixed rate until 10/27/2027; 3 mo. USD LIBOR + 1.151%  
  1,010,000 thereafter)(9)   1,086,363
    3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338%  
  4,550,000 thereafter)(9)   5,085,369
    4.08%, 04/23/2029, (4.08% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.192%  
  835,000 thereafter)(9)   934,116
  880,000 4.45%, 09/29/2027   987,873
    Credit Suisse Group AG    
    6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD    
  4,615,000 Swap + 3.455% thereafter)(1)(9)(10)   5,087,779
    Credit Suisse Group Funding Guernsey Ltd.    
  360,000 4.11%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(2)   368,674
    Credit Suisse New York    
  360,000 2.05%, 02/04/2022   360,108
    Danske Bank A/S    
  1,615,000 5.00%, 01/12/2022(1)   1,701,542
  1,685,000 5.38%, 01/12/2024(1)   1,874,458
    Fifth Third Bancorp    
  1,635,000 2.38%, 01/28/2025   1,668,172
    Goldman Sachs Bank USA    
  200,000 2.16%, 05/24/2021, 3 mo. SOFR + 0.600%(2)   200,196
    Goldman Sachs Group, Inc.    
    2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821%  
  1,660,000 thereafter)(9)   1,688,658
    2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990%  
  2,720,000 thereafter)(9)   2,777,492
    3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158%  
  4,110,000 thereafter)(9)   4,520,947
    4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373%  
  1,165,000 thereafter)(9)   1,318,027
    4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301%  
  1,495,000 thereafter)(9)   1,686,535
  165,000 6.25%, 02/01/2041   241,555
  1,005,000 6.75%, 10/01/2037   1,435,861
    HSBC Holdings plc    
  1,125,000 2.95%, 05/25/2021   1,142,290
  1,360,000 3.40%, 03/08/2021   1,384,223
  1,125,000 3.60%, 05/25/2023   1,182,784
    4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535%  
  1,235,000 thereafter)(9)   1,410,301
    Industrial & Commercial Bank of China Ltd.    

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 200,000 2.62%, 10/12/2020, 3 mo. USD LIBOR + 0.770%(2)(7) $ 200,410
  250,000 2.65%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(2)(7)   250,623
  250,000 2.68%, 05/23/2020, 3 mo. USD LIBOR + 0.770%(2)(7)   250,205
    JP Morgan Chase & Co.    
    3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155%  
  3,765,000 thereafter)(9)   3,954,161
    3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945%  
  1,785,000 thereafter)(9)   1,936,044
    3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160%  
  2,290,000 thereafter)(9)   2,525,071
    3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890%  
  1,570,000 thereafter)(9)   1,668,351
    3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245%  
  4,305,000 thereafter)(9)   4,730,184
    4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120%  
  1,285,000 thereafter)(9)   1,436,702
    KeyCorp.    
  1,745,000 2.55%, 10/01/2029   1,752,332
    Metro Bank plc    
    5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 +    
GBP 2,110,000 4.458% thereafter)(7)(9)   2,228,224
    Morgan Stanley    
$ 300,000 2.45%, 02/10/2021, 3 mo. USD LIBOR + 0.550%(2)   300,035
  1,030,000 2.63%, 11/17/2021   1,046,139
2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. SOFR + 1.143%
  2,575,000 thereafter)(9)   2,616,853
  3,135,000 2.75%, 05/19/2022   3,201,963
    3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340%  
  5,165,000 thereafter)(9)   5,591,558
  635,000 3.63%, 01/20/2027   688,940
  2,710,000 4.00%, 07/23/2025   2,977,579
    4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628%  
  1,250,000 thereafter)(9)   1,442,047
    PNC Bank NA    
  595,000 2.70%, 10/22/2029   612,784
    PNC Financial Services Group, Inc.    
  2,725,000 2.20%, 11/01/2024   2,775,031
  3,015,000 2.55%, 01/22/2030   3,080,744
    Royal Bank of Canada    
  2,090,000 2.55%, 07/16/2024   2,153,416
    Santander Holdings USA, Inc.    
  1,375,000 3.70%, 03/28/2022   1,419,677
    State Street Corp.    
    2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. SOFR    
  2,145,000 + 0.940% thereafter)(9)   2,183,890
    UBS Group Funding Switzerland AG    
  1,620,000 2.65%, 02/01/2022(1)   1,645,217
    UniCredit S.p.A.    
  2,275,000 6.57%, 01/14/2022(1)   2,447,933
    Wells Fargo & Co.    
    2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825%  
  5,390,000 thereafter)(9)   5,473,796
  1,615,000 2.63%, 07/22/2022   1,646,931
  1,190,000 3.00%, 04/22/2026   1,243,747
  955,000 3.00%, 10/23/2026   999,072
  2,805,000 3.07%, 01/24/2023   2,867,643
    3.58%, 05/22/2028, (3.58% fixed rate until 05/22/2027; 3 mo. USD LIBOR + 1.310%  
  2,975,000 thereafter)(9)   3,216,415
  2,715,000 3.75%, 01/24/2024   2,899,627
  580,000 4.90%, 11/17/2045   729,340
  410,000 5.61%, 01/15/2044   556,303
        162,660,014
    Commercial Services - 0.3%    
    Ashtead Capital, Inc.    
  210,000 4.13%, 08/15/2025(1)   215,775

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,050,000 4.38%, 08/15/2027(1) $ 1,088,047
    Global Payments, Inc.    
  610,000 3.20%, 08/15/2029   637,901
    IHS Markit Ltd.    
  4,315,000 4.13%, 08/01/2023   4,594,180
    Service Corp. International    
  870,000 5.13%, 06/01/2029   926,463
    United Rentals North America, Inc.    
  265,000 5.50%, 07/15/2025   274,196
        7,736,562
    Construction Materials - 0.0%    
    Standard Industries, Inc.    
  145,000 5.00%, 02/15/2027(1)   151,163
  255,000 5.38%, 11/15/2024(1)   262,012
  435,000 6.00%, 10/15/2025(1)   454,031
        867,206
    Diversified Financial Services - 0.3%    
    ICBCIL Finance Co., Ltd.    
  805,000 3.00%, 04/05/2020(7)   805,685
    Navient Corp.    
  100,000 5.88%, 03/25/2021   103,125
  70,000 5.88%, 10/25/2024   73,844
  275,000 6.63%, 07/26/2021   289,809
  270,000 7.25%, 01/25/2022   289,575
  90,000 7.25%, 09/25/2023   99,450
    Power Finance Corp. Ltd.    
  4,450,000 3.95%, 04/23/2030(1)   4,456,258
        6,117,746
    Electric - 2.0%    
    AES Corp.    
  417,000 4.88%, 05/15/2023   422,213
    Berkshire Hathaway Energy Co.    
  950,000 3.25%, 04/15/2028   1,021,842
    Centrais Eletricas Brasileiras S.A.    
  1,020,000 3.63%, 02/04/2025   1,026,905
    Cleco Corporate Holdings LLC    
  1,105,000 3.38%, 09/15/2029(1)   1,119,127
  523,000 3.74%, 05/01/2026   549,257
  70,000 4.97%, 05/01/2046   82,433
    Commonwealth Edison Co.    
  1,335,000 3.65%, 06/15/2046   1,498,277
  360,000 4.00%, 03/01/2048   422,944
    Connecticut Light & Power Co.    
  365,000 4.00%, 04/01/2048   435,433
    Dominion Energy South Carolina, Inc.    
  400,000 5.10%, 06/01/2065   561,173
    Duke Energy Carolinas LLC    
  575,000 4.25%, 12/15/2041   682,549
    Duke Energy Florida LLC    
  1,595,000 3.40%, 10/01/2046   1,713,221
    Duke Energy Indiana LLC    
  1,215,000 3.25%, 10/01/2049   1,286,207
    Duke Energy Progress LLC    
  1,435,000 4.38%, 03/30/2044   1,749,663
    Evergy, Inc.    
  710,000 2.45%, 09/15/2024   722,237
  1,825,000 2.90%, 09/15/2029   1,871,339
    Exelon Corp.    
  370,000 2.45%, 04/15/2021   372,512
  1,880,000 2.85%, 06/15/2020   1,885,124
  2,095,000 3.95%, 06/15/2025   2,282,042
    Florida Power & Light Co.    
  350,000 3.99%, 03/01/2049   421,321
    Georgia Power Co.    

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 3,407,000 2.00%, 09/08/2020 $ 3,413,639
  2,745,000 2.10%, 07/30/2023   2,775,821
  1,590,000 4.30%, 03/15/2042   1,847,026
    IPALCO Enterprises, Inc.    
  1,230,000 3.70%, 09/01/2024   1,289,988
    MidAmerican Energy Co.    
  900,000 3.15%, 04/15/2050   945,774
  370,000 3.65%, 08/01/2048   419,096
    NextEra Energy Capital Holdings, Inc.    
  2,390,000 3.15%, 04/01/2024   2,511,587
    Northern States Power Co.    
  385,000 2.90%, 03/01/2050(8)   387,455
    Oglethorpe Power Corp.    
  1,175,000 5.05%, 10/01/2048   1,462,806
    Oncor Electric Delivery Co. LLC    
  350,000 3.10%, 09/15/2049   362,031
  495,000 5.75%, 03/15/2029   637,248
    PacifiCorp.    
  350,000 4.15%, 02/15/2050   420,603
    Public Service Electric & Gas Co.    
  385,000 3.80%, 03/01/2046   449,799
    Public Service Enterprise Group, Inc.    
  1,630,000 2.88%, 06/15/2024   1,686,279
    Puget Energy, Inc.    
  1,925,000 3.65%, 05/15/2025   2,038,071
    Sempra Energy    
  210,000 4.00%, 02/01/2048   232,012
    Southern California Edison Co.    
  1,320,000 2.85%, 08/01/2029   1,362,616
  506,000 4.00%, 04/01/2047   565,730
  299,000 4.13%, 03/01/2048   337,579
    Southern Co.    
  490,000 2.95%, 07/01/2023   507,043
  1,520,000 3.25%, 07/01/2026   1,617,940
  30,000 4.40%, 07/01/2046   34,835
    Union Electric Co.    
  370,000 4.00%, 04/01/2048   441,433
    Xcel Energy, Inc.    
  695,000 3.50%, 12/01/2049   734,125
        46,606,355
    Engineering & Construction - 0.5%    
    Fluor Corp.    
  2,095,000 4.25%, 09/15/2028(8)   2,154,436
    International Airport Finance S.A.    
  3,620,000 12.00%, 03/15/2033(1)   3,972,950
    SBA Tower Trust    
  4,130,000 3.17%, 04/09/2047(1)   4,202,565
  2,040,000 3.45%, 03/15/2048(1)   2,136,452
        12,466,403
    Entertainment - 0.1%    
    GLP Capital L.P. / GLP Financing II, Inc.    
  1,080,000 5.30%, 01/15/2029   1,245,586
    WMG Acquisition Corp.    
  425,000 4.88%, 11/01/2024(1)   437,750
  185,000 5.00%, 08/01/2023(1)   188,700
        1,872,036
    Environmental Control - 0.1%    
    Clean Harbors, Inc.    
  453,000 4.88%, 07/15/2027(1)   476,737
  105,000 5.13%, 07/15/2029(1)   111,825
    Waste Management, Inc.    
  1,035,000 3.20%, 06/15/2026   1,105,489
  410,000 3.45%, 06/15/2029   449,120

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 280,000 4.15%, 07/15/2049 $ 338,497
        2,481,668
    Food - 0.3%    
    Conagra Brands, Inc.    
  635,000 2.55%, 10/22/2020, 3 mo. USD LIBOR + 0.750%(2)   635,063
  655,000 4.30%, 05/01/2024   714,267
  240,000 4.60%, 11/01/2025   270,364
    NBM U.S. Holdings, Inc.    
  4,710,000 7.00%, 05/14/2026(1)   5,051,475
    TreeHouse Foods, Inc.    
  285,000 6.00%, 02/15/2024(1)   292,837
        6,964,006
    Food Service - 0.0%    
    Aramark Services, Inc.    
  580,000 5.00%, 02/01/2028(1)   607,550
    Forest Products & Paper - 0.2%    
    Suzano Austria GmbH    
  3,690,000 5.00%, 01/15/2030   3,895,902
    Gas - 0.3%    
    AmeriGas Partners L.P. / AmeriGas Finance Corp.    
  40,000 5.63%, 05/20/2024   42,508
  365,000 5.88%, 08/20/2026   399,492
    Dominion Energy Gas Holdings LLC    
  2,000,000 2.50%, 11/15/2024   2,031,523
    Sempra Energy    
  1,260,000 2.40%, 02/01/2020   1,260,000
  1,680,000 3.40%, 02/01/2028   1,782,210
  810,000 3.80%, 02/01/2038   882,666
        6,398,399
    Healthcare-Products - 0.2%    
    Alcon Finance Corp.    
  1,120,000 3.00%, 09/23/2029(1)   1,163,735
    Becton Dickinson and Co.    
  3,425,000 3.36%, 06/06/2024   3,607,597
    Hill-Rom Holdings, Inc.    
  125,000 4.38%, 09/15/2027(1)   127,812
    Thermo Fisher Scientific, Inc.    
  190,000 3.00%, 04/15/2023   196,729
        5,095,873
    Healthcare-Services - 0.8%    
    Aetna, Inc.    
  590,000 2.80%, 06/15/2023   605,959
    Anthem, Inc.    
  1,800,000 2.88%, 09/15/2029   1,815,983
  1,895,000 3.50%, 08/15/2024   2,007,285
  355,000 4.38%, 12/01/2047   399,517
  320,000 4.63%, 05/15/2042   372,119
    Centene Corp.    
  75,000 4.25%, 12/15/2027(1)   78,188
  80,000 4.63%, 12/15/2029(1)   85,992
    CHS/Community Health Systems, Inc.    
  480,000 5.13%, 08/01/2021   480,384
  75,000 6.25%, 03/31/2023   76,500
    CommonSpirit Health    
  1,130,000 3.35%, 10/01/2029   1,174,199
    HCA, Inc.    
  1,140,000 4.13%, 06/15/2029   1,233,702
    Rede D'or Finance S.a.r.l.    
  5,555,000 4.50%, 01/22/2030(1)   5,588,330
    UnitedHealth Group, Inc.    
  1,335,000 2.38%, 08/15/2024   1,364,295
  1,280,000 2.88%, 08/15/2029   1,331,096
  790,000 3.50%, 08/15/2039   849,350

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 780,000 3.70%, 12/15/2025 $ 855,036
  535,000 4.75%, 07/15/2045   669,747
        18,987,682
    Home Builders - 0.1%    
    Lennar Corp.    
  530,000 4.75%, 11/29/2027   586,975
    PulteGroup, Inc.    
  485,000 5.50%, 03/01/2026   541,988
    Toll Brothers Finance Corp.    
  475,000 4.88%, 11/15/2025   519,531
        1,648,494
    Insurance - 0.7%    
    Aon Corp.    
  1,580,000 2.20%, 11/15/2022   1,594,940
    CNO Financial Group, Inc.    
  660,000 5.25%, 05/30/2025   740,025
    Genworth Holdings, Inc.    
  10,000 4.80%, 02/15/2024   9,975
  350,000 4.90%, 08/15/2023   353,500
    Marsh & McLennan Cos., Inc.    
  1,275,000 3.88%, 03/15/2024   1,373,098
  815,000 4.38%, 03/15/2029   940,142
  1,025,000 4.75%, 03/15/2039   1,310,924
    Massachusetts Mutual Life Insurance Co.    
  282,000 3.73%, 10/15/2070(1)   291,630
    MGIC Investment Corp.    
  380,000 5.75%, 08/15/2023   419,900
    New York Life Global Funding    
  2,730,000 2.00%, 01/22/2025(1)   2,755,159
    Unum Group    
  595,000 4.00%, 06/15/2029   647,306
  1,120,000 4.50%, 12/15/2049   1,136,925
    Willis North America, Inc.    
  720,000 2.95%, 09/15/2029   734,918
  795,000 3.60%, 05/15/2024   846,087
  1,510,000 4.50%, 09/15/2028   1,716,066
        14,870,595
    Internet - 0.5%    
    Alibaba Group Holding Ltd.    
  2,680,000 3.40%, 12/06/2027   2,856,774
  815,000 4.00%, 12/06/2037   924,377
  640,000 4.20%, 12/06/2047   750,034
    Amazon.com, Inc.    
  2,030,000 3.88%, 08/22/2037   2,380,836
    Symantec Corp.    
  140,000 5.00%, 04/15/2025(1)   142,963
    Tencent Holdings Ltd.    
  1,105,000 3.60%, 01/19/2028(1)   1,178,310
  2,665,000 3.98%, 04/11/2029(1)   2,939,394
        11,172,688
    Iron/Steel - 0.1%    
    Commercial Metals Co.    
  285,000 5.38%, 07/15/2027   297,112
    Metinvest B.V.    
EUR 1,985,000 5.63%, 06/17/2025(1)   2,298,592
    Steel Dynamics, Inc.    
$ 200,000 5.50%, 10/01/2024   205,800
        2,801,504
    IT Services - 0.7%    
    Apple, Inc.    
  5,325,000 2.20%, 09/11/2029   5,366,436
  505,000 3.45%, 02/09/2045   553,920
  355,000 4.38%, 05/13/2045   443,298

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    IBM Credit LLC    
$ 250,000 2.38%, 11/30/2020, 3 mo. USD LIBOR + 0.47%(2) $ 250,867
    International Business Machines Corp.    
  1,800,000 3.00%, 05/15/2024   1,889,822
  3,275,000 3.30%, 05/15/2026   3,524,588
  2,900,000 3.50%, 05/15/2029   3,189,840
        15,218,771
    Leisure Time - 0.0%    
    VOC Escrow Ltd.    
  135,000 5.00%, 02/15/2028(1)   139,725
    Lodging - 0.1%    
    Hilton Domestic Operating Co., Inc.    
  310,000 4.25%, 09/01/2024   314,650
  230,000 5.13%, 05/01/2026   240,856
    Las Vegas Sands Corp.    
  910,000 3.50%, 08/18/2026   950,214
    Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.    
  50,000 5.25%, 05/15/2027(1)   51,875
  75,000 5.50%, 03/01/2025(1)   78,188
        1,635,783
    Machinery - Construction & Mining - 0.0%    
    BWX Technologies, Inc.    
  145,000 5.38%, 07/15/2026(1)   153,700
    Media - 1.3%    
    CCO Holdings LLC / CCO Holdings Capital Corp.    
  30,000 5.13%, 05/01/2027(1)   31,352
  170,000 5.75%, 02/15/2026(1)   178,388
    Charter Communications Operating LLC / Charter Communications Operating Capital  
  1,305,000 4.80%, 03/01/2050   1,396,519
  1,225,000 5.13%, 07/01/2049   1,366,892
  465,000 5.75%, 04/01/2048   556,068
  1,395,000 6.48%, 10/23/2045   1,812,685
    Comcast Corp.    
  545,000 3.20%, 07/15/2036   581,000
  2,055,000 3.25%, 11/01/2039   2,183,745
  570,000 3.95%, 10/15/2025   630,187
  40,000 4.05%, 11/01/2052   46,762
  860,000 4.25%, 10/15/2030   1,006,911
  630,000 4.60%, 10/15/2038   777,182
  280,000 4.65%, 07/15/2042   348,060
  430,000 4.95%, 10/15/2058   585,158
    Cox Communications, Inc.    
  4,245,000 3.15%, 08/15/2024(1)   4,440,775
  462,000 4.80%, 02/01/2035(1)   538,409
    CSC Holdings LLC    
  310,000 5.50%, 04/15/2027(1)   328,988
    Discovery Communications LLC    
  250,000 2.80%, 06/15/2020   250,668
  948,000 3.80%, 03/13/2024   1,010,826
  2,000 3.95%, 06/15/2025   2,158
  75,000 5.00%, 09/20/2037   87,019
  1,570,000 6.35%, 06/01/2040   2,082,498
    DISH DBS Corp.    
  505,000 5.88%, 11/15/2024   511,025
    NBCUniversal Media LLC    
  1,104,000 5.95%, 04/01/2041   1,585,459
    Time Warner Cable LLC    
  1,287,000 4.50%, 09/15/2042   1,349,577
    Time Warner Entertainment Co. L.P.    
  1,910,000 8.38%, 07/15/2033   2,810,774
    ViacomCBS, Inc.    
  1,480,000 4.25%, 09/01/2023   1,593,781
    5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895%  
  45,000 thereafter)(9)   47,284

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899%  
$ 50,000 thereafter)(9) $ 56,195
    Videotron Ltd.    
  70,000 5.13%, 04/15/2027(1)   73,339
  480,000 5.38%, 06/15/2024(1)   518,400
        28,788,084
    Mining - 0.2%    
    Anglo American Capital plc    
  680,000 4.50%, 03/15/2028(1)(8)   747,572
  970,000 4.75%, 04/10/2027(1)   1,079,160
  1,710,000 4.88%, 05/14/2025(1)   1,911,593
    Kaiser Aluminum Corp.    
  120,000 4.63%, 03/01/2028(1)   122,400
        3,860,725
    Miscellaneous Manufacturing - 0.0%    
    Ingersoll-Rand Global Holding Co., Ltd.    
  810,000 2.90%, 02/21/2021   818,991
    Office/Business Equipment - 0.0%    
    CDW LLC / CDW Finance Corp.    
  250,000 4.25%, 04/01/2028   260,313
    Oil & Gas - 0.8%    
    Aker BP ASA    
  150,000 5.88%, 03/31/2025(1)   157,313
    Canadian Natural Resources Ltd.    
CAD 450,000 2.05%, 06/01/2020   340,088
  840,000 2.89%, 08/14/2020   637,623
    Hess Corp.    
$ 76,000 6.00%, 01/15/2040   89,031
  1,211,000 7.13%, 03/15/2033   1,562,896
  1,010,000 7.30%, 08/15/2031   1,319,536
    MEG Energy Corp.    
  290,000 6.50%, 01/15/2025(1)   303,775
    Nabors Industries, Inc.    
  15,000 4.63%, 09/15/2021   15,000
    Occidental Petroleum Corp.    
  1,445,000 6.95%, 07/01/2024   1,715,720
    Petroleos Mexicanos    
  2,300,000 5.95%, 01/28/2031(1)   2,333,925
  1,465,000 6.63%, 06/15/2035   1,525,797
  3,860,000 6.84%, 01/23/2030(1)   4,182,310
  395,000 7.69%, 01/23/2050(1)   433,947
    QEP Resources, Inc.    
  285,000 5.25%, 05/01/2023   273,600
    Saudi Arabian Oil Co.    
  849,000 2.88%, 04/16/2024(1)   872,316
    SM Energy Co.    
  130,000 6.13%, 11/15/2022   128,700
  140,000 6.75%, 09/15/2026(8)   127,128
    Sunoco L.P. / Sunoco Finance Corp.    
  290,000 5.50%, 02/15/2026   298,340
    Tullow Oil plc    
  1,870,000 7.00%, 03/01/2025(1)(8)   1,512,400
    WPX Energy, Inc.    
  455,000 5.25%, 09/15/2024   476,612
    YPF S.A.    
ARS 81,010,352 16.50%, 05/09/2022(1)   712,298
        19,018,355
    Packaging & Containers - 0.1%    
    Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.    
$ 200,000 4.13%, 08/15/2026(1)   205,751
    Owens-Brockway Glass Container, Inc.    
  620,000 5.88%, 08/15/2023(1)   663,400

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds    
    Group Issuer Lu    
$ 265,000 5.13%, 07/15/2023(1) $ 270,435
        1,139,586
    Pharmaceuticals - 1.4%    
    AbbVie, Inc.    
  2,605,000 2.95%, 11/21/2026(1)   2,690,623
  4,420,000 3.20%, 11/21/2029(1)   4,590,103
  2,555,000 4.25%, 11/21/2049(1)   2,776,861
    Allergan Finance LLC    
  1,020,000 4.63%, 10/01/2042   1,139,201
    Bausch Health Cos., Inc.    
  245,000 6.50%, 03/15/2022(1)   249,547
  95,000 7.00%, 03/15/2024(1)   98,487
    Baxalta, Inc.    
  77,000 3.60%, 06/23/2022   79,518
    Bayer U.S. Finance LLC    
  2,580,000 4.25%, 12/15/2025(1)   2,846,054
    Bristol-Myers Squibb Co.    
  1,255,000 3.40%, 07/26/2029(1)   1,375,126
    Cigna Corp.    
  450,000 2.25%, 03/17/2020, 3 mo. USD LIBOR + 0.350%(2)   450,203
  5,230,000 4.38%, 10/15/2028   5,896,685
    CVS Health Corp.    
  1,860,000 5.05%, 03/25/2048   2,254,585
  1,420,000 5.13%, 07/20/2045   1,711,853
    GlaxoSmithKline Capital, Inc.    
  2,315,000 3.63%, 05/15/2025   2,522,747
    Mylan, Inc.    
  585,000 4.55%, 04/15/2028   645,831
    Shire Acquisitions Investments Ireland DAC    
  1,450,000 2.40%, 09/23/2021   1,462,827
    Teva Pharmaceutical Finance Netherlands B.V.    
  2,820,000 3.15%, 10/01/2026   2,407,434
        33,197,685
    Pipelines - 1.3%    
    Cheniere Corpus Christi Holdings LLC    
  270,000 5.88%, 03/31/2025   306,099
    Cheniere Energy Partners L.P.    
  55,000 4.50%, 10/01/2029(1)   55,962
    DCP Midstream Operating L.P.    
  100,000 3.88%, 03/15/2023   102,000
  200,000 4.95%, 04/01/2022   206,500
  70,000 5.60%, 04/01/2044   68,075
    Enbridge, Inc.    
CAD 760,000 4.53%, 03/09/2020   575,645
    Energy Transfer Operating L.P.    
$ 880,000 3.75%, 05/15/2030   897,247
  855,000 4.50%, 04/15/2024   919,407
  1,280,000 4.95%, 06/15/2028   1,422,697
  315,000 5.00%, 05/15/2050   324,430
  1,420,000 5.25%, 04/15/2029   1,608,406
  350,000 5.50%, 06/01/2027   401,939
  2,710,000 6.13%, 12/15/2045   3,132,656
  515,000 6.25%, 04/15/2049   610,591
    EQM Midstream Partners L.P.    
  1,174,000 4.13%, 12/01/2026   1,058,891
    MPLX L.P.    
  70,000 2.79%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(2)   70,257
  1,240,000 4.25%, 12/01/2027(1)   1,324,277
  1,165,000 4.70%, 04/15/2048   1,197,713
  265,000 5.20%, 03/01/2047   292,788
  230,000 5.20%, 12/01/2047(1)   248,242
  325,000 5.50%, 02/15/2049   371,709
  155,000 6.25%, 10/15/2022(1)   157,956

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    ONEOK, Inc.    
$ 790,000 3.40%, 09/01/2029 $ 808,000
    Phillips 66 Partners L.P.    
  610,000 3.15%, 12/15/2029   616,187
    Rockies Express Pipeline LLC    
  1,295,000 3.60%, 05/15/2025(1)   1,304,182
  1,295,000 4.80%, 05/15/2030(1)   1,272,855
    Sabine Pass Liquefaction LLC    
  595,000 4.20%, 03/15/2028   636,874
    Sunoco Logistics Partners Operations L.P.    
  1,205,000 4.00%, 10/01/2027   1,263,063
  165,000 5.30%, 04/01/2044   174,654
    Texas Eastern Transmission L.P.    
  665,000 3.50%, 01/15/2028(1)   695,632
    TransCanada PipeLines Ltd.    
  1,670,000 4.63%, 03/01/2034   1,963,482
  180,000 6.10%, 06/01/2040   241,076
    Valero Energy Partners L.P.    
  770,000 4.50%, 03/15/2028   857,384
    Westcoast Energy, Inc.    
CAD 200,000 4.57%, 07/02/2020   152,713
    Western Midstream Operating L.P.    
$ 710,000 4.05%, 02/01/2030   707,712
  685,000 4.50%, 03/01/2028   691,602
  1,040,000 4.75%, 08/15/2028   1,067,557
    Williams Cos., Inc.    
  75,000 4.90%, 01/15/2045   79,823
  145,000 5.10%, 09/15/2045   159,640
  275,000 5.80%, 11/15/2043   327,270
  255,000 6.30%, 04/15/2040   317,320
        28,690,513
    REITS - 0.2%    
    American Tower Corp.    
  1,140,000 2.40%, 03/15/2025   1,154,953
    Equinix, Inc.    
  290,000 5.88%, 01/15/2026   307,719
    SBA Tower Trust    
  2,245,000 2.84%, 01/15/2025(1)   2,323,718
    VICI Properties L.P. / VICI Note Co., Inc.    
  145,000 4.25%, 12/01/2026(1)   148,818
        3,935,208
    Retail - 0.3%    
    1011778 BC ULC / New Red Finance, Inc.    
  150,000 4.25%, 05/15/2024(1)   153,188
    Alimentation Couche-Tard, Inc.    
  410,000 2.95%, 01/25/2030(1)   414,528
  930,000 3.80%, 01/25/2050(1)   935,113
    Dollar Tree, Inc.    
  88,000 2.54%, 04/17/2020, 3 mo. USD LIBOR + 0.700%(2)   88,010
    Lowe's Cos., Inc.    
  2,660,000 3.38%, 09/15/2025   2,855,253
  210,000 3.70%, 04/15/2046   223,082
    McDonald's Corp.    
  1,495,000 3.35%, 04/01/2023   1,566,158
    Nissan Canada, Inc.    
CAD 737,000 1.75%, 04/09/2020   556,687
    Suburban Propane Partners L.P. / Suburban Energy Finance Corp.    
$ 285,000 5.88%, 03/01/2027   293,550
    United Rentals North America, Inc.    
  435,000 4.88%, 01/15/2028   453,488
    William Carter Co.    
  195,000 5.63%, 03/15/2027(1)   207,647
        7,746,704

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Semiconductors - 0.5%    
    Broadcom Corp. / Broadcom Cayman Finance Ltd.    
$ 4,960,000 3.88%, 01/15/2027 $ 5,234,066
    Broadcom, Inc.    
  1,500,000 4.75%, 04/15/2029(1)   1,680,929
    Entegris, Inc.    
  250,000 4.63%, 02/10/2026(1)   258,125
    Intel Corp.    
  840,000 4.10%, 05/19/2046   1,013,365
    NXP B.V. / NXP Funding LLC    
  2,695,000 4.88%, 03/01/2024(1)   2,965,233
    Qorvo, Inc.    
  230,000 5.50%, 07/15/2026   243,225
    Sensata Technologies B.V.    
  300,000 5.00%, 10/01/2025(1)   324,750
    Sensata Technologies UK Financing Co. plc    
  211,000 6.25%, 02/15/2026(1)   221,582
        11,941,275
    Software - 0.4%    
    CDK Global, Inc.    
  150,000 4.88%, 06/01/2027   157,343
  30,000 5.88%, 06/15/2026   31,875
    Fidelity National Information Services, Inc.    
  490,000 4.25%, 05/15/2028   560,045
    Fiserv, Inc.    
  1,560,000 3.20%, 07/01/2026   1,646,990
    Microsoft Corp.    
  145,000 3.30%, 02/06/2027   158,738
  830,000 3.70%, 08/08/2046   976,559
  1,025,000 3.95%, 08/08/2056   1,268,258
    MSCI, Inc.    
  225,000 4.00%, 11/15/2029(1)   229,781
  135,000 5.25%, 11/15/2024(1)   139,050
  2,410,000 5.38%, 05/15/2027(1)   2,611,838
  65,000 5.75%, 08/15/2025(1)   67,824
    Open Text Corp.    
  255,000 5.88%, 06/01/2026(1)   269,344
    Oracle Corp.    
  740,000 4.00%, 11/15/2047   867,320
    Western Digital Corp.    
  250,000 4.75%, 02/15/2026   266,875
        9,251,840
    Telecommunications - 2.0%    
    AT&T, Inc.    
  185,000 2.66%, 06/01/2021, 3 mo. USD LIBOR + 0.750%(2)   186,297
  2,200,000 2.80%, 02/17/2021   2,221,632
  1,760,000 3.80%, 02/15/2027   1,918,723
CAD 290,000 3.83%, 11/25/2020   222,336
$ 3,121,000 4.30%, 02/15/2030   3,530,116
  1,845,000 4.35%, 03/01/2029   2,081,055
  600,000 4.35%, 06/15/2045   663,634
  1,160,000 4.50%, 05/15/2035   1,335,007
    GTP Acquisition Partners LLC    
  4,500,000 3.48%, 06/15/2050(1)   4,711,253
    Nokia Oyj    
  10,000 4.38%, 06/12/2027   10,550
  455,000 6.63%, 05/15/2039   552,825
    SoftBank Group Corp.    
    6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD    
  4,535,000 ICE Swap + 4.226% thereafter)(7)(9)(10)   4,404,619
    Sprint Corp.    
  325,000 7.13%, 06/15/2024   335,676
    Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint    
    Spectrum Co. III LLC    
  2,315,000 5.15%, 09/20/2029(1)   2,523,350

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Telecom Italia Capital S.A.    
$ 145,000 6.00%, 09/30/2034 $ 162,973
  215,000 7.72%, 06/04/2038   279,296
    Telefonica Celular del Paraguay S.A.    
  3,065,000 5.88%, 04/15/2027(1)   3,274,294
    Telefonica Emisiones S.A.    
  525,000 4.67%, 03/06/2038   599,239
  1,035,000 4.90%, 03/06/2048   1,219,125
  775,000 5.21%, 03/08/2047   948,712
  840,000 5.52%, 03/01/2049   1,084,255
    Verizon Communications, Inc.    
  665,000 2.45%, 05/22/2020, 3 mo. USD LIBOR + 0.550%(2)   665,943
  855,000 3.88%, 02/08/2029   963,339
  985,000 4.02%, 12/03/2029   1,119,621
  1,971,000 4.27%, 01/15/2036   2,309,334
  465,000 4.40%, 11/01/2034   556,712
  1,525,000 4.50%, 08/10/2033   1,834,928
  2,020,000 4.81%, 03/15/2039   2,537,141
  845,000 5.01%, 08/21/2054   1,145,684
  735,000 5.25%, 03/16/2037   954,970
    Vodafone Group plc    
  805,000 4.25%, 09/17/2050   874,659
        45,227,298
    Transportation - 0.3%    
    CSX Corp.    
  1,035,000 2.40%, 02/15/2030   1,035,912
  1,370,000 3.25%, 06/01/2027   1,470,829
  405,000 3.35%, 09/15/2049   417,779
  395,000 4.30%, 03/01/2048   468,214
  210,000 4.50%, 03/15/2049   258,219
    Norfolk Southern Corp.    
  400,000 3.40%, 11/01/2049   418,250
    Union Pacific Corp.    
  325,000 3.84%, 03/20/2060(1)   346,194
  2,495,000 4.38%, 09/10/2038   2,945,193
        7,360,590
    Water - 0.0%    
    American Water Capital Corp.    
  840,000 4.15%, 06/01/2049   998,571
    Total Corporate Bonds    
    (cost $561,076,669) $ 594,965,303
Foreign Government Obligations - 4.4%    
    Argentina - 0.0%    
    Argentine Republic Government International Bond    
EUR 1,665,000 5.25%, 01/15/2028(7)   768,634
    Canada - 0.1%    
    City of Quebec Canada    
CAD 180,000 2.00%, 07/07/2020   136,089
    Ontario Hydro Residual Strip    
  300,000 0.00%, 02/06/2020(11)   226,668
    Province of Manitoba Canada T-Bill    
  950,000 1.74%, 02/12/2020(12)   717,453
    Province of Quebec Coupon Strip    
  623,000 0.00%, 04/01/2020(11)   469,524
    Quebec T-Bill    
  500,000 1.76%, 05/15/2020(12)   375,945
        1,925,679
    Chile - 0.1%    
    Chile Government International Bond    
$ 2,225,000 2.55%, 01/27/2032   2,258,375

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Dominican Republic - 0.2%    
    Dominican Republic International Bond    
$ 4,445,000 6.40%, 06/05/2049(1) $ 4,789,488
    Egypt - 0.0%    
    Egypt Government International Bond    
  725,000 8.50%, 01/31/2047(7)   828,666
    Ghana - 0.1%    
    Ghana Government International Bond    
  2,080,000 7.63%, 05/16/2029(7)   2,119,395
    Hungary - 0.0%    
    Hungary Government International Bond    
  580,000 6.38%, 03/29/2021   610,531
    Italy - 0.1%    
    Italy Buoni Ordinari del Tesoro BOT    
EUR 165,000 0.00%, 03/13/2020(7)(11)   183,068
  605,000 0.00%, 05/14/2020(7)(11)   671,667
    Italy Certificati di Credito del Tesoro    
  165,000 0.00%, 03/30/2020(11)   183,091
  170,000 0.00%, 11/27/2020(11)   188,989
        1,226,815
    Japan - 1.0%    
    Japan Bank for International Cooperation    
$ 400,000 2.21%, 07/21/2020, 3 mo. USD LIBOR + 0.390%(2)   400,581
    Japan Treasury Discount Bill    
JPY 24,300,000 0.10%, 03/30/2020(12)   224,304
  24,450,000 0.12%, 04/13/2020(12)   225,702
  29,950,000 0.12%, 03/16/2020(12)   276,443
  82,100,000 0.12%, 04/27/2020(12)   757,926
  23,850,000 0.12%, 05/07/2020(12)   220,186
  150,050,000 0.13%, 03/23/2020(12)   1,385,019
  124,350,000 0.14%, 04/06/2020(12)   1,147,861
  488,450,000 0.15%, 02/17/2020(12)   4,508,078
  490,200,000 0.17%, 02/10/2020(12)   4,524,142
  25,000,000 0.18%, 03/09/2020(12)   230,748
  23,850,000 0.19%, 02/03/2020(12)   220,112
  327,850,000 0.21%, 02/25/2020(12)   3,025,910
  448,500,000 0.22%, 03/02/2020(12)   4,139,524
  35,000,000 0.29%, 03/10/2020(12)   323,048
        21,609,584
    Mongolia - 0.2%    
    Trade & Development Bank of Mongolia LLC    
$ 3,941,000 9.38%, 05/19/2020(7)   3,997,724
    Panama - 0.1%    
    Panama Government International Bond    
  1,090,000 3.16%, 01/23/2030   1,151,040
    Romania - 0.5%    
    Romanian Government International Bond    
EUR 1,630,000 3.38%, 01/28/2050(1)   1,916,216
  1,305,000 3.88%, 10/29/2035(7)   1,722,298
  1,079,000 4.63%, 04/03/2049(1)   1,530,283
  3,473,000 4.63%, 04/03/2049(7)   4,925,552
$ 980,000 6.13%, 01/22/2044(7)   1,305,985
        11,400,334
    Senegal - 0.1%    
    Senegal Government International Bond    
  2,000,000 6.25%, 05/23/2033(7)   2,132,740
    South Korea - 0.0%    
    Korea Development Bank    
  200,000 2.37%, 02/27/2020, 3 mo. USD LIBOR + 0.450%(2)   200,058
  200,000 2.44%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(2)   200,422
        400,480

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Supranational - 1.7%    
    Asian Development Bank    
NZD 15,160,000 3.00%, 01/17/2023 $ 10,243,777
    Inter-American Development Bank    
CAD 14,070,000 1.70%, 10/10/2024   10,653,714
AUD 13,340,000 2.75%, 10/30/2025(7)   9,706,014
MXN 47,065,000 7.25%, 06/10/2021   2,464,688
    International Finance Corp.    
CAD 7,015,000 1.38%, 09/13/2024   5,235,488
        38,303,681
    Tunisia - 0.1%    
    Banque Centrale de Tunisie International Bond    
EUR 1,050,000 6.38%, 07/15/2026(1)   1,146,079
  1,685,000 6.75%, 10/31/2023(1)   1,929,483
        3,075,562
    United Arab Emirates - 0.1%    
    Abu Dhabi Government International Bond    
$ 2,595,000 3.13%, 09/30/2049(1)   2,593,386
    Uruguay - 0.0%    
    Uruguay Government International Bond    
  205,000 4.98%, 04/20/2055   255,022
    Total Foreign Government Obligations    
    (cost $99,281,882) $ 99,447,136
Municipal Bonds - 0.9%      
    Development - 0.0%    
    California State, GO Taxable    
  235,000 7.30%, 10/01/2039   375,727
  120,000 7.60%, 11/01/2040   208,800
  185,000 7.63%, 03/01/2040   311,268
        895,795
    Education - 0.2%    
    Chicago, IL, Board of Education, GO    
  380,000 6.04%, 12/01/2029   424,601
  1,145,000 6.14%, 12/01/2039   1,324,181
  1,660,000 6.32%, 11/01/2029   1,911,125
        3,659,907
    General - 0.3%    
    Philadelphia Auth for Industrial Dev    
  5,345,000 6.55%, 10/15/2028   6,846,999
    General Obligation - 0.3%    
    California State, GO Taxable    
  125,000 7.35%, 11/01/2039   201,082
  1,340,000 7.55%, 04/01/2039   2,264,908
    State of Illinois, GO    
  3,087,709 4.95%, 06/01/2023(8)   3,246,757
  210,000 5.00%, 01/01/2023   225,028
  520,000 5.56%, 02/01/2021   535,954
  840,000 6.88%, 07/01/2025   956,684
        7,430,413
    Utility - Electric - 0.1%    
    Municipal Electric Auth, GA    
  1,593,000 6.64%, 04/01/2057   2,281,638
    Total Municipal Bonds    
    (cost $19,641,910) $ 21,114,752
Senior Floating Rate Interests - 2.3%(13)    
    Advertising - 0.0%    
    Clear Channel Outdoor Holdings, Inc.    
  299,250 5.15%, 08/21/2026, 1 mo. USD LIBOR + 3.500%   300,091

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Aerospace/Defense - 0.0%    
    Circor International, Inc.    
$ 299,855 5.18%, 12/11/2024, 1 mo. USD LIBOR + 3.500% $ 300,323
    TransDigm, Inc.    
  439,643 4.15%, 05/30/2025, 1 mo. USD LIBOR + 2.500%   439,203
        739,526
    Airlines - 0.0%    
    Kestrel Bidco, Inc.    
  390,000 4.68%, 12/11/2026, 1 mo. USD LIBOR + 3.000%   392,168
    Auto Manufacturers - 0.0%    
    Navistar International Corp.    
  196,000 5.17%, 11/06/2024, 1 mo. USD LIBOR + 3.500%   196,147
    Auto Parts & Equipment - 0.1%    
    Adient U.S. LLC    
  223,875 6.18%, 05/06/2024, 1 mo. USD LIBOR + 4.250%   223,969
    Altra Industrial Motion Corp.    
  207,817 3.65%, 10/01/2025, 1 mo. USD LIBOR + 2.000%   208,233
    Panther BF Aggregator L.P.    
EUR 635,000 3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%   708,281
$ 413,963 5.16%, 04/30/2026, 1 mo. USD LIBOR + 3.500%   416,343
        1,556,826
    Chemicals - 0.1%    
    Cabot Microelectronics Corp.    
  97,539 3.69%, 11/17/2025, 1 mo. USD LIBOR + 2.000%   97,966
    CTC AcquiCo GmbH    
EUR 195,285 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%   214,040
    Hexion, Inc.    
$ 223,875 5.41%, 07/01/2026, 1 mo. USD LIBOR + 3.500%   225,274
    LTI Holdings, Inc.    
  123,438 5.15%, 09/06/2025, 1 mo. USD LIBOR + 3.500%   113,177
    Starfruit Finco B.V.    
EUR 100,000 3.25%, 10/01/2025, 3 mo. EURIBOR + 3.750%   111,161
$ 214,745 4.70%, 10/01/2025, 1 mo. USD LIBOR + 3.250%   214,476
    Univar, Inc.    
  140,000 3.65%, 07/01/2026   140,496
  351,676 3.90%, 07/01/2024, 1 mo. USD LIBOR + 2.250%   352,225
        1,468,815
    Coal - 0.0%    
    Foresight Energy LLC    
  623,840 7.66%, 03/28/2022, 3 mo. USD LIBOR + 5.750%   211,644
    Commercial Services - 0.2%    
    Allied Universal Holdco LLC    
  378,788 5.90%, 07/10/2026, 3 mo. USD LIBOR + 4.250%   380,523
    APX Group, Inc.    
  286,375 8.75%, 04/01/2024, 2 mo. USD LIBOR + 5.000%   286,556
    Ascend Learning LLC    
  210,163 4.65%, 07/12/2024, 1 mo. USD LIBOR + 3.000%   211,016
    Belron Finance U.S. LLC    
  110,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   110,344
    Blackhawk Network Holdings, Inc.    
  335,519 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   335,458
    Dun & Bradstreet Corp.    
  450,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   452,363
    Energizer Holdings, Inc.    
  31,800 4.06%, 12/17/2025, 1 mo. USD LIBOR + 2.250%   31,853
    Garda World Security Corp.    
  72,142 6.66%, 10/30/2026, 1 mo. USD LIBOR + 4.750%   72,548
    LGC Group Holdings Ltd.    
EUR 185,000 0.00%, 01/22/2027(14)   205,636
    Quikrete Holdings, Inc.    
$ 681,731 4.15%, 02/01/2027, 1 mo. USD LIBOR + 2.750%   681,731
    Techem Verwaltungsgesellschaft 675 mbH    
EUR 211,950 2.88%, 07/15/2025   236,327

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Tempo Acquisition LLC    
$ 867,750 4.40%, 05/01/2024, 1 mo. USD LIBOR + 3.000% $ 869,650
    Verisure Holding AB    
EUR 115,000 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%   128,227
    Weight Watchers International, Inc.    
$ 104,383 6.72%, 11/29/2024, 3 mo. USD LIBOR + 4.750%   104,318
        4,106,550
    Construction Materials - 0.1%    
    Advanced Drainage Systems, Inc.    
  92,607 4.06%, 07/31/2026, 1 mo. USD LIBOR + 2.250%   93,147
    Brookfield WEC Holdings, Inc.    
  419,259 4.65%, 08/01/2025   419,913
    Hamilton Holdco LLC    
  142,830 3.95%, 01/02/2027, 1 mo. USD LIBOR + 2.000%   142,830
    NCI Building Systems, Inc.    
  265,950 5.43%, 04/12/2025, 3 mo. USD LIBOR + 3.750%   264,788
        920,678
    Distribution/Wholesale - 0.1%    
    American Builders & Contractors Supply Co., Inc.    
  977,550 3.65%, 01/15/2027, 1 mo. USD LIBOR + 2.000%   978,156
    SRS Distribution, Inc.    
  194,513 6.15%, 05/23/2025, 1 mo. USD LIBOR + 4.500%   194,878
        1,173,034
    Diversified Financial Services - 0.1%    
    AlixPartners LLP    
EUR 99,250 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%   110,463
$ 358,225 4.15%, 04/04/2024, 3 mo. USD LIBOR + 2.750%   358,003
    Aretec Group, Inc.    
  163,350 5.90%, 10/01/2025, 3 mo. USD LIBOR + 4.250%   161,989
    Crown Finance U.S., Inc.    
EUR 31,605 2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%   35,129
$ 183,844 3.90%, 02/28/2025, 1 mo. USD LIBOR + 2.250%   182,006
    Financial & Risk U.S. Holdings, Inc.    
  252,450 4.90%, 10/01/2025, 1 mo. USD LIBOR + 3.750%   254,795
    Minotaur Acquisition, Inc.    
  138,950 6.65%, 03/27/2026, 1 mo. USD LIBOR + 5.000%   138,140
    Nets Holding A/S    
EUR 194,028 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   215,214
    RP Crown Parent LLC    
$ 257,050 4.40%, 10/12/2023, 1 mo. USD LIBOR + 2.750%   257,906
    UFC Holdings LLC    
  99,486 4.90%, 04/29/2026, 1 mo. USD LIBOR + 3.250%   99,719
    Victory Capital Holdings, Inc.    
  293,877 4.10%, 07/01/2026   295,640
        2,109,004
    Electric - 0.0%    
    Seadrill Partners Finco LLC    
  273,481 7.95%, 02/21/2021, 3 mo. USD LIBOR + 6.000%   128,651
    Electronics - 0.0%    
    Pitney Bowes, Inc.    
  200,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(14)   198,750
    Energy-Alternate Sources - 0.0%    
    BCP Renaissance Parent LLC    
  241,325 5.45%, 10/31/2024, 3 mo. USD LIBOR + 3.500%   218,097
    Medallion Midland Acquisition LLC    
  98,000 4.90%, 10/30/2024, 1 mo. USD LIBOR + 3.250%   96,530
        314,627
    Engineering & Construction - 0.0%    
    Brand Energy & Infrastructure Services, Inc.    
  505,720 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   504,875

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Entertainment - 0.0%    
    Scientific Games International, Inc.    
$ 593,983 4.40%, 08/14/2024, 2 mo. USD LIBOR + 2.750% $ 591,905
    Wyndham Hotels & Resorts, Inc.    
  108,625 3.40%, 05/30/2025, 1 mo. USD LIBOR + 1.750%   109,245
        701,150
    Food - 0.1%    
    B&G Foods, Inc.    
  104,738 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   104,955
    Froneri International plc    
EUR 200,000 0.00%, 01/29/2027(14)   222,070
$ 180,000 0.00%, 01/29/2027(14)   180,450
    Hostess Brands LLC    
  541,250 3.99%, 08/03/2025, 1 mo. USD LIBOR + 2.250%   541,418
    U.S. Foods, Inc.    
  389,025 3.65%, 09/13/2026, 1 mo. USD LIBOR + 2.000%   390,262
        1,439,155
    Food Service - 0.0%    
    8th Avenue Food & Provisions, Inc.    
  99,000 5.43%, 10/01/2025, 3 mo. USD LIBOR + 3.750%   99,124
    Aramark Services, Inc.    
  107,256 3.40%, 03/11/2025, 3 mo. USD LIBOR + 1.750%   107,551
  300,000 3.47%, 01/15/2027   300,375
    CHG PPC Parent LLC    
  98,500 4.40%, 03/31/2025, 1 mo. USD LIBOR + 2.750%   98,828
        605,878
    Gas - 0.0%    
    Messer Industries GmbH    
  109,175 4.45%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   109,175
    Healthcare-Products - 0.0%    
    Grifols S.A.    
EUR 110,000 2.25%, 11/15/2027   122,875
    Lifescan Global Corp.    
$ 209,250 8.06%, 10/01/2024, 3 mo. USD LIBOR + 6.000%   199,311
    Parexel International Corp.    
  211,355 4.40%, 09/27/2024, 1 mo. USD LIBOR + 2.750%   208,054
        530,240
    Healthcare-Services - 0.2%    
    CDRH Parent, Inc.    
  180,025 6.15%, 07/01/2021, 3 mo. USD LIBOR + 4.250%   131,771
    CPI Holdco LLC    
  100,000 6.20%, 11/04/2026, 1 mo. USD LIBOR + 4.250%   100,500
    DentalCorp Perfect Smile ULC    
  130,212 5.40%, 06/06/2025, 1 mo. USD LIBOR + 3.750%   130,294
    Envision Healthcare Corp.    
  272,250 5.40%, 10/10/2025, 1 mo. USD LIBOR + 3.750%   228,331
    Global Medical Response, Inc.    
  287,397 4.91%, 04/28/2022, 1 mo. USD LIBOR + 3.250%   280,482
    IQVIA, Inc.    
EUR 334,900 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%   373,742
    Jaguar Holding Co.    
$ 333,802 4.15%, 08/18/2022, 3 mo. USD LIBOR + 2.500%   333,479
    MED ParentCo L.P.    
  57,209 4.60%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(15)   57,268
  228,656 5.90%, 08/31/2026, 1 mo. USD LIBOR + 4.250%   228,893
    MPH Acquisition Holdings LLC    
  464,601 4.70%, 06/07/2023, 3 mo. USD LIBOR + 2.750%   456,122
    Syneos Health, Inc.    
  221,266 3.65%, 08/01/2024, 1 mo. USD LIBOR + 2.000%   221,819
    Zelis Healthcare Corp.    
  900,000 6.40%, 09/30/2026, 1 mo. USD LIBOR + 4.750%   906,192
        3,448,893

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Household Products - 0.0%    
    Diamond (BC) B.V.    
$ 259,060 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000% $ 251,288
    Revlon Consumer Products Corp.    
  217,688 5.41%, 09/07/2023, 1 mo. USD LIBOR + 3.500%   170,160
    Reynolds Consumer Products, Inc.    
  180,000 0.00%, 01/29/2027(14)   180,750
        602,198
    Insurance - 0.1%    
    Asurion LLC    
  601,914 4.65%, 08/04/2022, 1 mo. USD LIBOR + 3.000%   602,817
  498,689 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000%   499,063
  370,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   375,491
    Hub International Ltd.    
  226,550 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   225,857
  135,000 5.90%, 04/25/2025, 1 mo. USD LIBOR + 4.000%   135,929
    Sedgwick Claims Management Services, Inc.    
  351,450 4.90%, 12/31/2025, 1 mo. USD LIBOR + 3.250%   351,323
  562,175 5.65%, 09/03/2026, 1 mo. USD LIBOR + 4.000%   565,340
        2,755,820
    IT Services - 0.0%    
    Sophos Group plc    
  100,000 0.00%, 01/15/2027(14)   100,063
    Leisure Time - 0.1%    
    Caesars Resort Collection LLC    
  290,040 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   289,742
    Delta (LUX) S.a.r.l.    
  663,717 4.15%, 02/01/2024, 1 mo. USD LIBOR + 2.500%   662,475
    Golden Entertainment, Inc.    
  714,100 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   714,993
    Penn National Gaming, Inc.    
  148,500 3.90%, 10/15/2025, 3 mo. USD LIBOR + 2.250%   148,994
        1,816,204
    Lodging - 0.0%    
    Boyd Gaming Corp.    
  294,459 3.81%, 09/15/2023, 1 week USD LIBOR + 2.250%   295,104
    Caesars Entertainment Operating Co.    
  497,150 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   497,498
        792,602
    Machinery - Construction & Mining - 0.0%    
    Pike Corp.    
  99,821 4.90%, 07/24/2026, 1 mo. USD LIBOR + 3.250%   100,405
    Machinery-Diversified - 0.0%    
    Gates Global LLC    
  224,522 4.40%, 04/01/2024, 3 mo. USD LIBOR + 2.750%   223,983
    Media - 0.3%    
    Altice Financing S.A.    
  180,838 4.41%, 01/31/2026, 3 mo. USD LIBOR + 2.750%   178,803
    AVSC Holding Corp.    
  625,870 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   622,741
    Charter Communications Operating LLC    
  910,843 3.40%, 02/01/2027, 3 mo. USD LIBOR + 1.750%   914,095
    CSC Holdings LLC    
  576,688 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   577,950
    Gray Television, Inc.    
  148,688 4.28%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%   149,245
    Houghton Mifflin Harcourt Publishing Co.    
  275,000 7.91%, 11/22/2024   275,916
    ION Media Networks, Inc.    
  813,629 4.69%, 12/18/2024, 1 mo. USD LIBOR + 3.000%   814,304
    MTN Infrastructure TopCo, Inc.    
  282,581 4.65%, 11/15/2024, 1 mo. USD LIBOR + 3.000%   282,700

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    NASCAR Holdings, Inc.    
$ 94,362 4.41%, 10/19/2026, 1 mo. USD LIBOR + 2.750% $ 94,951
    Nexstar Broadcasting, Inc.    
  498,750 4.53%, 09/18/2026, 1 mo. USD LIBOR + 2.750%   500,745
    Shutterfly, Inc.    
  275,000 7.90%, 09/25/2026, 1 mo. USD LIBOR + 6.000%   259,463
    Sinclair Television Group, Inc.    
  311,719 4.18%, 09/30/2026, 1 mo. USD LIBOR + 2.500%   312,694
    Terrier Media Buyer, Inc.    
  475,000 6.15%, 12/17/2026   478,444
    Web.com Group, Inc.    
  563,584 5.41%, 10/10/2025, 3 mo. USD LIBOR + 3.750%   562,677
    William Morris Endeavor Entertainment LLC    
  498,418 4.40%, 05/18/2025, 1 mo. USD LIBOR + 2.750%   495,801
        6,520,529
    Metal Fabricate/Hardware - 0.0%    
    Rexnord LLC    
  212,018 3.41%, 08/21/2024, 1 mo. USD LIBOR + 1.750%   212,814
    Miscellaneous Manufacturing - 0.0%    
    H.B. Fuller Co.    
  124,700 3.66%, 10/20/2024, 1 mo. USD LIBOR + 2.000%   124,742
    Tamko Building Products, Inc.    
  99,750 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   100,124
    USI, Inc.    
  419,829 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   418,045
        642,911
    Oil & Gas - 0.1%    
    BCP Raptor LLC    
  209,625 5.90%, 06/24/2024, 2 mo. USD LIBOR + 4.250%   191,178
  114,425 6.40%, 11/03/2025, 1 mo. USD LIBOR + 4.750%   103,770
    California Resources Corp.    
  485,000 12.03%, 12/31/2021, 1 mo. USD LIBOR + 10.375%   336,066
    Fieldwood Energy LLC    
  646,774 7.03%, 04/11/2022, 1 mo. USD LIBOR + 5.250%   550,081
    NorthRiver Midstream Finance L.P.    
  222,188 5.16%, 10/01/2025, 3 mo. USD LIBOR + 3.250%   220,799
    PES Holdings LLC    
  309,543 0.00%, 12/31/2022, 1 mo. USD LIBOR + 6.990%(14)(16)   119,044
    Traverse Midstream Partners LLC    
  108,625 5.65%, 09/27/2024, 3 mo. USD LIBOR + 4.000%   96,043
        1,616,981
    Oil & Gas Services - 0.0%    
    Lower Cadence Holdings LLC    
  129,350 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   126,036
    UGI Energy Services LLC    
  776,100 5.40%, 08/13/2026, 1 mo. USD LIBOR + 3.750%   777,070
        903,106
    Packaging & Containers - 0.1%    
    Berry Global, Inc.    
  366,827 3.68%, 10/01/2022, 3 mo. USD LIBOR + 2.000%   368,166
  278,600 3.78%, 07/01/2026   279,617
    Flex Acquisition Co., Inc.    
  561,524 4.91%, 12/29/2023, 3 mo. USD LIBOR + 3.000%   554,039
  97,852 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   96,384
    Proampac PG Borrower LLC    
  140,650 5.30%, 11/20/2023, 1 mo. USD LIBOR + 3.500%   138,497
    Reynolds Group Holdings, Inc.    
  628,546 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   629,049
        2,065,752
    Pharmaceuticals - 0.1%    
    Bausch Health Companies, Inc.    
  247,110 4.67%, 06/02/2025, 1 mo. USD LIBOR + 3.000%   247,975

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Catalent Pharma Solutions, Inc.    
$ 138,950 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250% $ 139,471
    Endo Luxembourg Finance Co., S.a r.l.    
  539,274 5.94%, 04/29/2024, 1 mo. USD LIBOR + 4.250%   519,051
    Sunshine Luxembourg S.a.r.l.    
  725,000 6.20%, 10/01/2026, 1 mo. USD LIBOR + 4.250%   727,617
        1,634,114
    Real Estate - 0.0%    
    VICI Properties LLC    
  375,682 3.41%, 12/20/2024, 1 mo. USD LIBOR + 2.000%   375,731
    Retail - 0.1%    
    Bass Pro Group LLC    
  581,613 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   578,949
    Buzz Merger Sub Ltd.    
  100,000 0.00%, 01/22/2027(14)   100,188
    Coty, Inc.    
  364,091 3.94%, 04/07/2025, 1 mo. USD LIBOR + 2.250%   360,224
    Harbor Freight Tools USA, Inc.    
  350,349 4.15%, 08/18/2023, 1 mo. USD LIBOR + 2.500%   347,315
    Neiman Marcus Group Ltd. LLC    
  338,548 7.73%, 10/25/2023, 1 mo. USD LIBOR + 6.000%   286,354
    Rodan & Fields LLC    
  157,600 5.68%, 06/16/2025, 1 mo. USD LIBOR + 4.000%   108,114
    Staples, Inc.    
  357,670 6.78%, 04/16/2026, 3 mo. USD LIBOR + 5.000%   350,874
    U.S. Foods, Inc.    
  305,732 3.40%, 06/27/2023, 1 mo. USD LIBOR + 2.000%   306,304
        2,438,322
    Semiconductors - 0.0%    
    Microchip Technology, Inc.    
  169,593 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000%   169,981
    Software - 0.2%    
    AI Convoy (Luxembourg) S.a.r.l.    
  100,000 0.00%, 01/29/2027(14)   100,000
    Almonde, Inc.    
  450,345 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   445,094
    Change Healthcare Holdings LLC    
  574,321 4.15%, 03/01/2024, 1 mo. USD LIBOR + 2.500%   574,229
    DCert Buyer, Inc.    
  325,000 5.65%, 10/16/2026, 1 mo. USD LIBOR + 4.000%   325,137
    Epicor Software Corp.    
  151,741 4.90%, 06/01/2022, 1 mo. USD LIBOR + 3.250%   152,077
    Hyland Software, Inc.    
  219,629 5.15%, 07/01/2024, 1 mo. USD LIBOR + 3.250%   220,418
    Infor U.S., Inc.    
  323,644 4.70%, 02/01/2022, 1 mo. USD LIBOR + 2.750%   323,848
    Playtika Holding Corp.    
  485,000 7.65%, 12/10/2024   489,588
    Quest Software U.S. Holdings, Inc.    
  246,875 6.03%, 05/16/2025, 3 mo. USD LIBOR + 4.250%   246,302
    SS&C Technologies Holdings Europe S.a.r.l.    
  58,632 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   58,619
    SS&C Technologies, Inc.    
  501,796 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   501,351
    Telenet Financing USD LLC    
  395,000 0.00%, 04/30/2028(14)   393,890
    Ultimate Software Group, Inc.    
  129,675 5.40%, 05/04/2026, 1 mo. USD LIBOR + 3.750%   130,141
    WEX, Inc.    
  1,081,068 3.90%, 05/15/2026, 1 mo. USD LIBOR + 2.250%   1,084,452
        5,045,146

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Telecommunications - 0.2%    
    Altice France S.A.    
$ 529,712 5.36%, 01/31/2026, 3 mo. USD LIBOR + 3.688% $ 527,064
    CenturyLink, Inc.    
  165,000 0.00%, 03/15/2027(14)   164,743
    Level 3 Financing, Inc.    
  195,650 3.40%, 03/01/2027, 1 mo. USD LIBOR + 1.750%   195,210
    Liberty Latin America Ltd.    
  190,000 6.68%, 10/22/2026, 1 mo. USD LIBOR + 5.000%   192,137
    Sprint Communications, Inc.    
  1,050,364 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   1,026,731
  99,000 4.69%, 02/02/2024, 1 mo. USD LIBOR + 3.000%   97,577
    Univision Communications, Inc.    
  524,659 4.40%, 03/15/2024, 1 mo. USD LIBOR + 2.750%   518,037
    Zacapa LLC    
  158,000 6.95%, 07/02/2025, 1 mo. USD LIBOR + 5.000%   158,395
    Zayo Group LLC    
  318,158 3.90%, 01/19/2024, 1 mo. USD LIBOR + 2.250%   318,177
        3,198,071
    Transportation - 0.0%    
    Boluda Corp. Maritima S.L.    
EUR 100,000 3.50%, 07/30/2026, 1 mo. EURIBOR + 3.500%   111,799
    Savage Enterprises LLC    
$ 281,591 5.67%, 08/01/2025, 1 mo. USD LIBOR + 4.000%   284,348
        396,147
    Total Senior Floating Rate Interests    
    (cost $53,916,530) $ 52,766,757
U.S. Government Agencies - 45.9%    
    Mortgage-Backed Agencies - 45.9%    
    FHLMC - 5.8%    
$ 76,758 0.00%, 11/15/2036(17) $ 69,288
  22,487,314 0.29%, 10/25/2020(4)(5)   10,724
  10,124,464 0.64%, 01/25/2034(4)(5)   534,464
  18,160,940 0.74%, 03/25/2027(4)(5)   697,573
  1,742,280 1.75%, 10/15/2042   1,728,450
  770,799 2.50%, 12/15/2026(5)   32,324
  763,956 2.50%, 03/15/2028(5)   46,788
  605,584 2.50%, 05/15/2028(5)   41,464
  1,550,382 3.00%, 03/15/2028(5)   106,121
  944,937 3.00%, 08/01/2029   982,211
  719,513 3.00%, 05/15/2032(5)   40,879
  499,782 3.00%, 03/15/2033(5)   53,398
  5,043,166 3.00%, 04/01/2033   5,213,731
  3,907,545 3.00%, 11/01/2036   4,035,734
  3,543,407 3.00%, 01/01/2037   3,659,635
  4,050,000 3.00%, 08/15/2043   4,191,545
  6,323,495 3.00%, 11/01/2046   6,564,639
  18,432,649 3.00%, 12/01/2046   19,048,641
  1,012,792 3.25%, 11/15/2041   1,066,370
  743,727 3.50%, 06/15/2026(5)   31,053
  307,925 3.50%, 09/15/2026(5)   23,610
  493,567 3.50%, 03/15/2027(5)   33,244
  2,084,161 3.50%, 08/01/2034   2,189,654
  2,448,808 3.50%, 03/15/2041(5)   190,699
  3,227,187 3.50%, 01/15/2043(5)   542,143
  903,649 3.50%, 06/01/2046   945,628
  4,831,999 3.50%, 10/01/2047   5,022,534
  7,975,660 3.50%, 01/01/2048   8,314,177
  2,859,321 3.50%, 03/01/2048   3,046,291
  556,187 3.50%, 04/01/2048   579,155
  8,880,451 3.50%, 08/01/2048   9,166,803
  2,305,000 3.51%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)   2,315,099
  1,557,081 4.00%, 08/01/2025   1,629,219
  282,302 4.00%, 08/15/2026(5)   19,192

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,596,086 4.00%, 07/15/2027(5) $ 113,988
  2,073,263 4.00%, 03/15/2028(5)   158,372
  504,042 4.00%, 06/15/2028(5)   40,272
  1,316,005 4.00%, 07/15/2030(5)   132,676
  881,616 4.00%, 11/15/2040   981,894
  2,060,854 4.00%, 05/01/2042   2,220,759
  542,662 4.00%, 08/01/2042   583,646
  761,439 4.00%, 09/01/2042   818,561
  133,081 4.00%, 07/01/2044   140,504
  973,021 4.00%, 02/01/2046   1,037,835
  496,989 4.00%, 09/01/2048   522,003
  8,548,023 4.00%, 12/01/2049   9,022,114
  5,480,000 4.01%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)   5,551,615
  1,034,304 4.11%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)   1,049,452
  333,124 4.50%, 02/01/2039   363,419
  3,589,824 4.50%, 05/01/2042   3,924,446
  532,480 4.50%, 09/01/2044   575,414
  1,467,453 4.75%, 07/15/2039   1,645,557
  88,706 5.00%, 03/01/2024   94,836
  110,655 5.00%, 02/01/2028   118,374
  106,974 5.00%, 04/01/2028   114,489
  223,456 5.00%, 01/01/2030   241,348
  7,333 5.00%, 09/01/2031   7,847
  779,789 5.00%, 09/15/2033(5)   139,715
  8,406 5.00%, 07/01/2035   9,335
  153,379 5.00%, 04/01/2038   168,398
  320,037 5.00%, 09/01/2039   355,235
  529,876 5.00%, 01/01/2040   588,853
  163,497 5.00%, 08/01/2040   181,635
  9,066 5.00%, 02/01/2041   10,067
  311,917 5.00%, 04/01/2044   345,816
  1,378,280 5.00%, 03/01/2047   1,487,644
  662,840 5.00%, 04/01/2047   712,595
  430,251 5.00%, 06/01/2047   461,463
  76,361 5.00%, 11/01/2047   84,616
  1,152,744 5.00%, 02/15/2048(5)   223,434
  935,930 5.00%, 09/01/2048   1,003,491
  499,394 5.00%, 10/01/2048   535,175
  1,091,735 5.00%, 03/01/2049   1,169,467
  7,012,703 5.00%, 10/01/2049   7,505,912
  699,548 5.50%, 04/15/2036(5)   134,385
  7,501 5.50%, 11/01/2037   8,435
  874 5.50%, 02/01/2038   981
  34,844 5.50%, 04/01/2038   39,115
  33,656 5.50%, 06/01/2038   37,800
  1,843,471 5.50%, 08/01/2038   2,072,157
  93,826 5.50%, 05/01/2040   105,343
  382,244 5.50%, 08/01/2040   429,071
  376,539 5.50%, 06/01/2041   422,459
  2,799,020 5.50%, 10/15/2046(5)   606,412
  1,413,349 5.50%, 12/15/2046(5)   242,007
  85,420 6.00%, 01/01/2023   88,583
  32,398 6.00%, 11/01/2032   36,070
  98,962 6.00%, 11/01/2033   113,985
  73,792 6.00%, 02/01/2034   84,993
  110,883 6.00%, 07/01/2034   127,689
  36,223 6.00%, 08/01/2034   41,692
  49,482 6.00%, 09/01/2034   56,545
  28,039 6.00%, 01/01/2035   31,176
  30,577 6.00%, 03/01/2035   35,218
  21,358 6.00%, 05/01/2038   23,606
  117,721 6.00%, 06/01/2038   132,392
  486,238 6.00%, 05/15/2039   553,839
  513,962 6.50%, 07/15/2036   583,977
        132,622,682

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    FNMA - 7.1%    
$ 83,831 0.00%, 03/25/2036(17) $ 73,318
  686,542 0.00%, 06/25/2036(17)   622,282
  9,212,507 0.35%, 01/25/2030(4)(5)   238,081
  11,587,099 1.57%, 05/25/2029(4)(5)   1,215,659
  2,050,065 1.75%, 12/25/2042   2,039,362
  1,381,946 2.00%, 09/25/2039   1,349,051
  1,039,853 2.00%, 08/25/2043   1,035,587
  2,039,088 2.18%, 05/25/2046(4)(5)   100,623
  1,873,243 2.25%, 04/25/2055(4)(5)   112,995
  1,517,109 2.33%, 06/25/2055(4)(5)   75,047
  1,757,851 2.49%, 08/25/2044(4)(5)   91,898
  490,690 2.50%, 06/25/2028(5)   30,861
  372,191 2.50%, 01/01/2043   375,541
  2,012,296 2.50%, 02/01/2043   2,040,787
  1,735,850 2.50%, 03/01/2043   1,760,425
  936,247 2.50%, 04/01/2043   949,503
  398,642 2.50%, 06/01/2043   404,179
  668,647 2.50%, 08/01/2043   678,114
  1,355,945 3.00%, 02/25/2027(5)   76,858
  471,265 3.00%, 09/25/2027(5)   33,759
  2,828,352 3.00%, 01/25/2028(5)   194,225
  708,037 3.00%, 01/01/2030   732,799
  3,430,229 3.00%, 03/01/2037   3,550,438
  1,495,561 3.00%, 05/25/2047   1,539,527
  5,533,623 3.00%, 09/25/2047   5,735,678
  4,538,780 3.00%, 06/25/2048   4,710,632
  5,769,684 3.00%, 08/25/2048   5,896,947
  4,142,551 3.00%, 10/25/2048   4,335,689
  3,997,291 3.00%, 08/25/2049   4,156,449
  4,400,000 3.13%, 01/01/2030   4,797,880
  247,483 3.24%, 12/01/2026   268,401
  636,516 3.30%, 12/01/2026   689,264
  534,017 3.41%, 11/01/2024   570,908
  1,417,097 3.50%, 05/25/2027(5)   111,063
  860,524 3.50%, 10/25/2027(5)   69,385
  839,059 3.50%, 05/25/2030(5)   80,044
  301,461 3.50%, 08/25/2030(5)   27,362
  685,752 3.50%, 02/25/2031(5)   48,759
  4,558,137 3.50%, 08/25/2033(5)   574,307
  626,574 3.50%, 09/25/2035(5)   75,291
  1,327,260 3.50%, 10/01/2044   1,415,249
  1,431,611 3.50%, 02/01/2045   1,500,578
  2,867,974 3.50%, 09/01/2046   2,991,936
  1,345,651 3.50%, 10/01/2046   1,404,272
  664,093 3.50%, 10/25/2046(5)   124,485
  965,880 3.50%, 11/01/2046   1,029,955
  1,241,137 3.50%, 09/01/2047   1,314,153
  4,458,738 3.50%, 11/25/2047   4,755,892
  887,217 3.50%, 12/01/2047   940,475
  5,227,236 3.50%, 01/01/2048   5,446,005
  963,294 3.50%, 02/01/2048   1,019,019
  1,382,388 3.50%, 02/25/2048   1,444,466
  7,849,086 3.50%, 09/01/2057   8,305,196
  4,143,208 3.50%, 05/01/2058   4,376,380
  4,488,855 3.50%, 12/25/2058   4,777,629
  3,545,000 3.66%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2)   3,563,343
  458,720 4.00%, 06/01/2025   479,496
  1,832,347 4.00%, 05/25/2027(5)   139,455
  1,666,778 4.00%, 01/25/2038(5)   236,194
  2,491,211 4.00%, 10/01/2040   2,683,691
  1,100,460 4.00%, 11/01/2040   1,185,419
  812,951 4.00%, 12/01/2040   875,630
  395,744 4.00%, 02/01/2041   426,299
  932,127 4.00%, 03/01/2041   1,004,210
  2,902,498 4.00%, 06/01/2041   3,104,213

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 372,519 4.00%, 03/25/2042(5) $ 39,028
  2,465,487 4.00%, 05/25/2042(5)   302,403
  364,192 4.00%, 08/01/2042   391,294
  819,453 4.00%, 09/01/2042   880,850
  211,345 4.00%, 11/25/2042(5)   30,223
  188,773 4.00%, 03/01/2045   201,379
  960,805 4.00%, 07/01/2045   1,041,154
  424,505 4.00%, 05/01/2046   450,732
  998,240 4.00%, 06/01/2046   1,057,322
  1,103,379 4.00%, 04/01/2047   1,195,428
  4,613,741 4.00%, 10/01/2047   4,876,580
  7,034,805 4.00%, 07/01/2048   7,365,593
  3,357,424 4.00%, 09/01/2048   3,518,706
  3,753,501 4.00%, 02/01/2049   3,931,261
  256,925 4.50%, 08/01/2024   268,757
  18,293 4.50%, 04/01/2025   19,292
  357,404 4.50%, 07/25/2027(5)   28,019
  682,158 4.50%, 09/01/2035   743,996
  181,765 4.50%, 08/01/2040   199,111
  2,054,835 4.50%, 10/01/2040   2,245,394
  897,343 4.50%, 10/01/2041   980,154
  820,432 4.50%, 09/01/2043   896,350
  5,476,487 4.50%, 01/01/2051   6,004,425
  68,876 5.00%, 01/01/2022   72,758
  200,520 5.00%, 04/25/2038   218,057
  3,484,608 5.00%, 12/25/2043(5)   532,706
  5,909,364 5.00%, 12/01/2048   6,327,272
  2,823,703 5.00%, 02/01/2049   3,026,253
  1,158,947 5.00%, 03/01/2049   1,242,672
  76,211 5.00%, 04/01/2049   81,706
  851,565 5.00%, 08/01/2049   911,830
  171,520 5.47%, 05/25/2042(4)(5)   16,811
  558 5.50%, 05/01/2020   558
  145,305 5.50%, 06/01/2022   148,346
  124,956 5.50%, 06/01/2033   139,617
  496,845 5.50%, 07/01/2033   555,063
  32,094 5.50%, 08/01/2033   35,128
  1,773,757 5.50%, 11/01/2035   2,001,830
  421,898 5.50%, 04/01/2036   476,031
  369,014 5.50%, 04/25/2037   421,971
  697,774 5.50%, 11/01/2037   784,943
  950,963 5.50%, 06/25/2042(5)   207,041
  1,481,978 5.50%, 09/25/2044(5)   322,344
  981,543 5.50%, 07/25/2045(5)   209,721
  9,236 6.00%, 11/01/2031   10,177
  135,969 6.00%, 12/01/2032   152,769
  171,897 6.00%, 03/01/2033   197,823
  372,754 6.00%, 02/01/2037   428,328
  239,102 6.00%, 12/01/2037   274,435
  139,071 6.00%, 03/01/2038   160,124
  104,283 6.00%, 10/01/2038   119,588
  2,213,344 6.00%, 01/25/2042(5)   374,832
  1,379,098 6.00%, 09/25/2047(5)   321,992
  2,075 7.50%, 12/01/2029   2,164
  11,077 7.50%, 03/01/2030   13,107
  11,471 7.50%, 09/01/2031   11,700
 
        162,479,766
    GNMA - 14.2%    
$ 1,548,473 1.75%, 09/20/2043 $ 1,546,935
  1,548,176 2.00%, 01/20/2042   1,556,205
  1,333,195 2.50%, 12/16/2039   1,370,135
  2,294,051 2.50%, 07/20/2041   2,363,508
  648,869 3.00%, 09/20/2028(5)   48,706
  156,919 3.00%, 11/15/2042   162,308
  460,110 3.00%, 02/16/2043(5)   65,793

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 150,068 3.00%, 06/15/2043 $ 154,849
  124,132 3.00%, 07/15/2043   127,734
  167,179 3.00%, 10/15/2044   172,254
  212,719 3.00%, 02/15/2045   219,054
  104,362 3.00%, 03/15/2045   107,589
  568,577 3.00%, 04/15/2045   585,941
  110,553 3.00%, 06/15/2045   113,732
  4,421,000 3.00%, 07/15/2045   4,549,091
  1,234,400 3.00%, 10/20/2047   1,265,853
  29,300,000 3.00%, 01/20/2050   30,155,071
  150,450,000 3.00%, 02/01/2050(18)   154,728,422
  264,119 3.50%, 02/16/2027(5)   20,556
  661,627 3.50%, 03/20/2027(5)   56,472
  688,699 3.50%, 07/20/2040(5)   54,565
  980,509 3.50%, 02/20/2041(5)   76,308
  1,758,182 3.50%, 04/20/2042(5)   156,738
  409,644 3.50%, 05/15/2042   435,941
  2,721,826 3.50%, 10/20/2042(5)   488,516
  1,150,283 3.50%, 12/15/2042   1,219,538
  1,097,594 3.50%, 03/15/2043   1,163,672
  911,256 3.50%, 04/15/2043   959,785
  2,972,295 3.50%, 05/15/2043   3,133,082
  350,464 3.50%, 05/20/2043(5)   68,110
  1,308,718 3.50%, 07/20/2043(5)   165,343
  8,222,347 3.50%, 08/20/2047   8,582,324
  1,905,827 3.50%, 03/20/2048   1,981,960
  8,563,109 3.50%, 11/20/2049   8,873,149
  27,008,000 3.50%, 02/01/2050(18)   27,860,440
  8,389,000 3.50%, 03/01/2050(18)   8,645,913
  188,451 4.00%, 12/16/2026(5)   15,535
  2,607,308 4.00%, 05/20/2029(5)   222,635
  2,003,443 4.00%, 09/20/2040   2,127,612
  238,737 4.00%, 10/20/2040   250,452
  564,639 4.00%, 12/20/2040   611,241
  235,732 4.00%, 05/16/2042(5)   34,023
  521,483 4.00%, 03/20/2043(5)   96,287
  180,904 4.00%, 01/20/2044(5)   37,741
  1,835,097 4.00%, 03/20/2047(5)   277,366
  2,853,551 4.00%, 07/20/2047(5)   385,947
  1,011,624 4.00%, 11/20/2047   1,071,566
  4,253,504 4.00%, 03/20/2048   4,464,257
  8,625,551 4.00%, 07/20/2048   8,996,357
  20,550,000 4.00%, 02/01/2050(18)   21,298,148
  31,719 4.50%, 07/15/2033   34,291
  88,112 4.50%, 05/15/2040   96,902
  459,144 4.50%, 06/15/2041   502,612
  1,239,345 4.50%, 06/20/2044   1,338,805
  1,043,154 4.50%, 10/20/2044   1,126,946
  775,029 4.50%, 04/20/2045(5)   161,789
  948,875 4.50%, 01/20/2046   1,025,026
  3,278,284 4.50%, 12/16/2046   451,017
  3,632,873 4.50%, 05/20/2048(5)   557,398
  935,000 4.50%, 02/01/2050(18)   982,225
  2,136,878 5.00%, 02/16/2040(5)   439,546
  684,763 5.00%, 06/15/2041   764,576
  836,842 5.00%, 10/16/2041(5)   148,308
  1,078,258 5.00%, 03/15/2044   1,204,054
  1,562,277 5.00%, 06/20/2046(5)   237,946
  507,669 5.00%, 01/16/2047(5)   110,051
  5,200,000 5.00%, 02/01/2050(18)   5,582,688
  424,696 5.50%, 05/15/2033   476,122
  32,116 5.50%, 06/15/2035   35,592
  44,600 5.50%, 04/15/2038   48,050
  1,573,182 5.50%, 03/20/2039(5)   311,759
  1,453,081 5.50%, 02/16/2047(5)   285,425
  881,110 5.50%, 02/20/2047(5)   154,485

 


 

  The Hartford Total Return Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,000,000 5.50%, 02/01/2050(18) $ 1,072,817
  1,635,324 5.85%, 07/20/2039(4)(5)   331,013
  64,293 6.00%, 02/15/2029   70,838
  107,929 6.00%, 11/15/2032   123,174
  113,538 6.00%, 02/15/2033   125,106
  23,071 6.00%, 07/15/2033   25,490
  36,365 6.00%, 10/15/2034   40,073
  224,453 6.00%, 03/15/2036   251,287
  4,348 6.00%, 05/15/2036   4,976
  95,616 6.00%, 10/15/2036   108,763
  56,187 6.00%, 01/15/2037   64,124
  110,630 6.00%, 02/15/2037   126,686
  186,317 6.00%, 06/15/2037   212,612
  72,278 6.00%, 11/15/2037   80,460
  59,638 6.00%, 06/15/2038   66,494
  98,957 6.00%, 08/15/2038   112,873
  199,746 6.00%, 10/15/2038   223,782
  135,500 6.00%, 11/15/2038   152,961
  79,339 6.00%, 12/15/2038   88,445
  64,161 6.00%, 01/15/2039   72,216
  2,682 6.00%, 03/15/2039   2,955
  152,389 6.00%, 04/15/2039   167,913
  240,258 6.00%, 08/15/2039   265,456
  5,815 6.00%, 09/15/2039   6,407
  33,827 6.00%, 11/15/2039   38,028
  11,380 6.00%, 06/15/2040   12,538
  1,898,349 6.00%, 09/20/2040(5)   377,992
  133,618 6.00%, 12/15/2040   152,253
  431,568 6.00%, 06/15/2041   493,719
  1,383,632 6.00%, 02/20/2046(5)   335,241
  12,956 6.50%, 09/15/2028   14,301
  2,041 6.50%, 10/15/2028   2,253
  4,368 6.50%, 12/15/2028   4,821
  37,426 6.50%, 05/15/2029   42,798
  62,913 6.50%, 08/15/2031   69,440
  3,488 6.50%, 09/15/2031   3,850
  36,446 6.50%, 10/15/2031   40,227
  122,491 6.50%, 11/15/2031   135,521
  24,880 6.50%, 01/15/2032   27,596
  18,402 6.50%, 03/15/2032   20,337
  6,173 6.50%, 04/15/2032   6,814
 
        324,775,022
    UMBS - 18.8%    
$ 34,130,000 2.50%, 02/15/2035(18) $ 34,743,273
  18,600,000 2.50%, 02/12/2050(18)   18,746,039
  23,895,000 3.00%, 02/15/2035(18)   24,615,584
  183,983,000 3.00%, 02/15/2050(18)   188,153,026
  69,934,000 3.50%, 02/15/2050(18)   72,190,464
  49,142,500 4.00%, 02/15/2050(18)   51,342,394
  36,580,000 4.50%, 02/12/2050(18)   38,701,926
  3,836,500 5.00%, 02/12/2050(18)   4,110,600
        432,603,306
    Total U.S. Government Agencies    
    (cost $1,041,722,248) $ 1,052,480,776
  U.S. Government Securities - 24.2%    
    U.S. Treasury Bonds - 10.3%    
$ 3,640,245 1.00%, 02/15/2048(19) $ 4,340,885
  5,060,000 2.25%, 08/15/2046(20)   5,287,305
  18,100,000 2.50%, 02/15/2046(20)(21)   19,824,449
  23,034,000 2.88%, 11/15/2046(22)   27,112,638
  4,635,000 3.00%, 08/15/2048   5,626,093
  4,685,000 3.00%, 02/15/2049   5,705,452
  985,000 3.13%, 02/15/2043   1,190,811
  55,100,000 3.13%, 08/15/2044   66,881,929

 


 

The Hartford Total Return Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 16,140,000 3.13%, 05/15/2048 $ 20,002,882
  53,695,000 3.38%, 05/15/2044(20)   67,743,793
  10,330,000 3.63%, 02/15/2044   13,516,563
        237,232,800
    U.S. Treasury Notes - 13.9%    
  11,771,364 0.38%, 01/15/2027(19)   12,206,048
  28,374,188 0.38%, 07/15/2027(19)   29,591,398
  3,420,253 0.50%, 01/15/2028(19)   3,593,420
  14,370,055 0.63%, 01/15/2026(19)   15,058,996
  9,799,413 0.88%, 01/15/2029(19)   10,681,432
  25,270,000 1.63%, 02/15/2026   25,600,682
  59,560,000 2.38%, 08/15/2024   62,298,364
  14,430,000 2.38%, 05/15/2029   15,510,559
  35,500,000 2.63%, 02/15/2029   38,865,566
  34,130,000 2.75%, 08/31/2025   36,647,088
  30,700,000 2.88%, 08/15/2028   34,116,574
  30,325,000 3.13%, 11/15/2028   34,384,523
        318,554,650
    Total U.S. Government Securities    
    (cost $519,441,591) $ 555,787,450
Common Stocks - 0.0%      
    Energy - 0.0%    
  38,914 Ascent Resources - Marcellus LLC Class A*(23)(24) $ 48,642
  13,623 Philadelphia Energy Solutions Class A*   1,703
  8,492 Templar Energy LLC Class A*   85
        50,430
    Total Common Stocks    
    (cost $312,530) $ 50,430
Preferred Stocks - 0.0%      
    Banks - 0.0%    
  469 U.S. Bancorp Series A, 3.50%(2)(10)   412,842
    Total Preferred Stocks    
    (cost $332,990) $ 412,842
Warrants - 0.0%      
    Energy - 0.0%    
  10,075 Ascent Resources - Marcellus LLC Expires 3/30/23*(23)(24)   101
    Total Warrants    
    (cost $806) $ 101
    Total Long-Term Investments    
    (cost $2,844,025,057) $ 2,930,576,420
Short-Term Investments - 1.4%    
    Certificates of Deposit - 0.0%    
    Credit Agricole Corporate and Investment Bank    
  440,000 2.34%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(2)(12)   440,885
    Commercial Paper - 0.4%    
    BAT International Finance plc    
  900,000 1.66%, 03/04/2020(12)   898,650
    Boeing Co.    
  250,000 2.17%, 03/04/2020(12)   249,511
    China Constr Bk Corp.    
  250,000 2.09%, 02/26/2020(12)   249,629
    CNPC Finance    
  250,000 2.34%, 03/16/2020(12)   249,282
    Embridge Pipeline, Inc.    
CAD 750,000 1.88%, 02/13/2020(12)   566,342
  655,000 1.90%, 02/14/2020(12)   494,578
    ENI Finance USA, Inc.    
$ 250,000 1.47%, 02/03/2020(12)   249,970
  640,000 1.90%, 04/15/2020(12)   637,540
  250,000 1.97%, 04/09/2020(12)   249,115
    Ford Motor Credit Co. LLC    
  500,000 3.19%, 04/20/2020(12)   497,092

 


 

The Hartford Total Return Bond Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
    General Electric Co.          
$ 730,000 2.00%, 04/28/2020(12)   $   726,754  
    Intesa Funding LLC          
  250,000 2.23%, 04/20/2020(12)       248,871  
  400,000 2.25%, 06/08/2020(12)       397,024  
    Royal Bank of Canada          
CAD 1,180,000 1.37%, 02/04/2020(12)       891,509  
  500,000 1.58%, 02/05/2020(12)       377,733  
  310,000 1.93%, 03/26/2020(12)       233,565  
    TransCanada PipeLines Ltd.          
$ 1,000,000 2.05%, 03/10/2020(12)       997,815  
    VW CR, Inc.          
  300,000 1.34%, 02/03/2020(12)       299,967  
            8,514,947  
    Foreign Government Obligations - 0.0%          
    Newfoundland Treasury Bill          
CAD 400,000 1.76%, 04/16/2020(12)       301,164  
    Other Investment Pools & Funds - 0.7%          
    Morgan Stanley Institutional Liquidity Funds, Government Portfolio,          
  15,068,595 Institutional Class, 1.49%(25)       15,068,595  
    Securities Lending Collateral - 0.3%          
  371,371 Citibank NA DDCA, 1.58%, 2/3/2020(25)       371,371  
    Fidelity Investments Money Market Funds, Government Portfolio,          
  1,732,639 Institutional Class, 1.50%(25)       1,732,639  
    Goldman Sachs Financial Square Funds, Government Fund, Institutional          
  1,463,990 Class, 1.72%(25)       1,463,990  
  532,474 JPMorgan Prime Money Market Fund, 1.69%(25)       532,474  
    Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
  1,397,700 Class, 1.71%(25)       1,397,700  
    State Street Institutional Liquid Reserves Fund, Institutional Class,          
  1,929,795 1.71 %(25)     1,929,795  
            7,427,969  
    Total Short-Term Investments          
    (cost $31,786,092)   $   31,753,560  
    Total Investments Excluding Purchased Options          
    (cost $2,875,811,149)   129.1 % $ 2,962,329,980  
    Total Purchased Options          
    (cost $2,752,503)   0.1 % $ 2,765,306  
    Total Investments          
    (cost $2,878,563,652)   129.2 % $ 2,965,095,286  
    Other Assets and Liabilities   (29.2 )% (670,651,799 )
 
    Total Net Assets   100.0 % $ 2,294,443,487  
 
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, 2020, the aggregate value of these securities was $578,352,350, representing 25.2% of net assets.

 

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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)      Securities disclosed are interest-only strips.
(6)      This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,970,951 at January 31, 2020.
(7)      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, 2020, the aggregate value of these securities was $44,332,779, representing 1.9% of net assets.
(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)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(10)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(11)      Security is a zero-coupon bond.
(12)      The rate shown represents current yield to maturity.
(13)      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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2020.
(14)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(15)      This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2020, the aggregate value of the unfunded commitment was $57,268, which rounds to 0.0% of total net assets.
(16)      Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(17)      Securities disclosed are principal-only strips.
(18)      Represents or includes a TBA transaction.
(19)      The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(20)      All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of January 31, 2020, the market value of securities pledged was $92,855,547.
(21)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the market value of securities pledged was $19,824,449.
(22)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $27,112,638.
(23)      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, 2020, the aggregate fair value of these securities was $48,743,
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.     
(24)      Investment valued using significant unobservable inputs.
(25)      Current yield as of period end.
    OTC Swaption Contracts Outstanding at January 31, 2020            
 
    Exercise   Pay/               Premiums    
    Price/FX Receive               Paid   Unrealized
  Counter- Rate/   Floating Expiration     Number of   Market   (Received)   Appreciation/
Description party Rate   Rate Date Notional Amount Contracts   Value †   by Fund   (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 $ 745,875 $ 379,925 $ 365,950
3 Month USD-LIBOR-                            
BBA-Interest Rate Swap                            
Expiring 08/04/57 * BCLY 2.45 % Pay 08/02/27 USD 1,650,000 1,650,000 $ 408,045   237,911 $ 170,134
3 Month USD-LIBOR-                            
BBA-Interest Rate Swap                            
Expiring 08/04/57 * JPM 2.45 % Pay 08/02/27 USD 2,500,000 2,500,000   618,250   256,750   361,500

 


 

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

3 Month USD-LIBOR-                                                      
BBA-Interest Rate Swap                                                      
Expiring 09/24/59 * DEUT 1.85 % Pay 09/20/29 USD 1,100,000   1,100,000   198,110   179,850     18,260  
 
Total Calls                           $ 1,970,280   $ 1,054,436   $ 915,844  
Puts                                                      
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 $ 142,968 $ 379,925   $ (236,957 )
3 Month USD-LIBOR-                                                      
BBA-Interest Rate Swap                                                      
Expiring 08/04/57 * BOA 1.70 % Pay 11/23/20 USD 12,750,000   12,750,000   169,447   319,387     (149,940 )
3 Month USD-LIBOR-                                                      
BBA-Interest Rate Swap                                                      
Expiring 08/04/57 * BCLY 2.45 % Receive 08/02/27 USD 1,650,000   1,650,000   127,941   324,904     (196,963 )
3 Month USD-LIBOR-                                                      
BBA-Interest Rate Swap                                                      
Expiring 08/04/57 * JPM 2.45 % Receive 08/02/27 USD 2,500,000   2,500,000   193,850   494,000     (300,150 )
3 Month USD-LIBOR-                                                      
BBA-Interest Rate Swap                                                      
Expiring 09/24/59 * DEUT 1.85 % Receive 09/20/29 USD 1,100,000   1,100,000   160,820   179,850     (19,030 )
 
 
Total Puts                         $   795,026   $ 1,698,066 $     (903,040 )
 
 
Total purchased swaption contracts                   $ 2,765,306   $ 2,752,502 $     12,804  
 
 
* Swaptions with forward premiums.                                                  
 
        Futures Contracts Outstanding at January 31, 2020                                  
                                            Value and  
          Number                 Current         Unrealized  
          of                   Notional         Appreciation/  
Description         Contracts Expiration Date       Amount         (Depreciation)  
 
Long position contracts:                                                      
U.S. Treasury 2-Year Note Future         508 03/31/2020   $   109,910,563   $     395,767  
U.S. Treasury Long Bond Future         19 03/20/2020       3,107,094         102,368  
U.S. Treasury Ultra Bond Future         13 03/20/2020       2,517,937         (3,680 )
Total                                           $     494,455  
Short position contracts:                                                      
Euro-BUXL 30-Year Bond Future         10 03/06/2020   $   2,338,985   $     (84,297 )
U.S. Treasury 5-Year Note Future         359 03/31/2020       43,194,992         (216,635 )
U.S. Treasury 10-Year Note Future         218 03/20/2020       28,701,063         (71,913 )
U.S. Treasury 10-Year Ultra Future         635 03/20/2020         92,491,719     (2,070,344 )
 
 
Total                                           $ (2,443,189 )
 
Total futures contracts                                         $ (1,948,734 )
 
    TBA Sale Commitments Outstanding at January 31, 2020                                  
                                  Unrealized          
          Principal                       Appreciation/          
Description         Amount Maturity Date   Market Value †   (Depreciation)          
UMBS, 3.00%       $ 10,135,000 02/15/2035 $   (10,440,634 ) $       (44,341 )      
UMBS, 5.00%         5,650,000 02/12/2050       (6,053,666 )           (9,049 )      
UMBS, 5.50%         5,650,000 02/12/2050     (6,084,146 )       3,729        
 
Total (proceeds receivable $22,528,785)       $     (22,578,446 ) $         (49,661 )      

 

At January 31, 2020, the aggregate market value of TBA Sale Commitments represents (1.0)% of total net assets.


 

The Hartford Total Return Bond Fund                                
 
Schedule of Investments – (continued)                                
January 31, 2020 (Unaudited)                                  
 
 
 
    OTC Credit Default Swap Contracts Outstanding at January 31, 2020                  
 
              Periodic Upfront   Upfront         Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums   Premiums   Market   Appreciation/  
Reference Entity party Amount (a) Fixed Rate   Date Frequency     Paid   Received   Value †   (Depreciation)  
Credit default swaps on indices:                                  
Buy protection:                                      
ABX.HE.AAA.06 CSI USD 1,903 (0.18 %) 07/25/45 Monthly $   29 $ —$   33   $   4  
ABX.HE.AAA.07 GSC USD 671,177 (0.09 %) 08/25/37 Monthly     141,805     15,929       (125,876 )
ABX.HE.AAA.07 CSI USD 1,455,748 (0.09 %) 08/25/37 Monthly     353,647     34,548       (319,099 )
ABX.HE.AAA.07-                                      
1 GSC USD 153,237 (0.09 %) 08/25/37 Monthly     32,210     3,637       (28,573 )
ABX.HE.PENAAA                                      
.06 MSC USD 199,189 (0.11 %) 05/25/46 Monthly     21,665     11,947       (9,718 )
ABX.HE.PENAAA                                      
.06 JPM USD 658,227 (0.11 %) 05/25/46 Monthly     71,422     39,479       (31,943 )
ABX.HE.PENAAA                                      
.06 GSC USD 531,037 (0.11 %) 05/25/46 Monthly     130,660     31,851       (98,809 )
PrimeX.ARM.2 * MSC USD 110,583 (4.58 %) 12/25/37 Monthly       (230 ) (108 )     122  
 
Total               $   751,438 $ (230) $ 137,316 $ (613,892 )
Sell protection:                                      
ABX.HE.AAA.06 MSC USD 1,903 0.18 % 07/25/45 Monthly $   $ —$   (33 ) $   (33 )
ABX.HE.AAA.07 MSC USD 671,176 0.09 % 08/25/37 Monthly     5,924     (15,929 )     (21,853 )
ABX.HE.AAA.07 MSC USD 1,455,747 0.09 % 08/25/37 Monthly     12,931     (34,548 )     (47,479 )
ABX.HE.AAA.07-                                      
1 MSC USD 153,237 0.09 % 08/25/37 Monthly     1,361     (3,637 )     (4,998 )
ABX.HE.PENAAA                                      
.06 BCLY USD 1,388,457 0.11 % 05/25/46 Monthly       (34,500 ) (83,280 )     (48,780 )
CMBX.NA.AAA.1                                      
2 MSC USD 7,755,000 0.50 % 08/17/61 Monthly       (62,218 ) (17,438 )     44,780  
CMBX.NA.AAA.1                                      
2 GSC USD 7,520,000 0.50 % 08/17/61 Monthly     7,353     (17,118 )     (24,471 )
CMBX.NA.BB.6 CSI USD 2,680,000 5.00 % 05/11/63 Monthly       (529,306 ) (371,934 )     157,372  
CMBX.NA.BB.6 CSI USD 1,835,000 5.00 % 05/11/63 Monthly       (316,998 ) (254,664 )     62,334  
CMBX.NA.BB.6 CSI USD 1,830,000 5.00 % 05/11/63 Monthly       (316,134 ) (253,970 )     62,164  
CMBX.NA.BB.6 CSI USD 1,830,000 5.00 % 05/11/63 Monthly       (316,134 ) (253,970 )     62,164  
CMBX.NA.BB.6 CSI USD 1,830,000 5.00 % 05/11/63 Monthly       (316,134 ) (253,970 )     62,164  
CMBX.NA.BB.6 GSC USD 243,000 5.00 % 05/11/63 Monthly       (42,095 ) (33,724 )     8,371  
CMBX.NA.BB.8 MSC USD 3,099,000 5.00 % 10/17/57 Monthly       (807,626 ) (364,268 )     443,358  
CMBX.NA.BB.8 GSC USD 2,890,000 5.00 % 10/17/57 Monthly       (674,325 ) (339,701 )     334,624  
CMBX.NA.BB.8 GSC USD 1,625,000 5.00 % 10/17/57 Monthly       (421,548 ) (191,009 )     230,539  
CMBX.NA.BB.8 MSC USD 1,485,000 5.00 % 10/17/57 Monthly       (397,896 ) (174,552 )     223,344  
CMBX.NA.BB.8 MSC USD 1,270,000 5.00 % 10/17/57 Monthly       (339,792 ) (149,281 )     190,511  
CMBX.NA.BB.8 GSC USD 890,000 5.00 % 10/17/57 Monthly       (245,045 ) (104,614 )     140,431  
CMBX.NA.BB.8 CSI USD 530,000 5.00 % 10/17/57 Monthly       (138,113 ) (62,298 )     75,815  
CMBX.NA.BBB-.6 MSC USD 360,000 3.00 % 05/11/63 Monthly       (29,782 ) (22,266 )     7,516  
CMBX.NA.BBB-.6 MSC USD 3,725,000 3.00 % 05/11/63 Monthly       (530,698 ) (230,392 )     300,306  
CMBX.NA.BBB-.6 GSC USD 2,790,000 3.00 % 05/11/63 Monthly       (298,409 ) (172,794 )     125,615  
CMBX.NA.BBB-.6 DEUT USD 1,270,000 3.00 % 05/11/63 Monthly       (182,851 ) (78,550 )     104,301  
CMBX.NA.BBB-.6 CSI USD 815,000 3.00 % 05/11/63 Monthly       (109,533 ) (50,408 )     59,125  
PrimeX.ARM.2 * JPM USD 110,583 4.58 % 12/25/37 Monthly     3,955     108       (3,847 )
 
 
Total               $   31,524 $ (6,109,137) $ (3,534,240) $ 2,543,373  
 
 
Total traded indices               $ 782,962 $ (6,109,367) $ (3,396,924) $ 1,929,481  
 
Total OTC contracts               $ 782,962 $ (6,109,367) $ (3,396,924) $ 1,929,481  

 

*      See Note 24 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.

 

The Hartford Total Return Bond Fund                              
 
Schedule of Investments – (continued)                              
January 31, 2020 (Unaudited)                                  
 
 
Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2020                  
 
            Periodic               Unrealized  
    Notional (Pay)/Receive   Expiration Payment               Appreciation/  
Reference Entity   Amount (a) Fixed Rate   Date Frequency Cost Basis     Value †   (Depreciation)  
Credit default swaps on indices:                                  
Sell protection:                                  
CDX.EM.32.V1 USD 8,270,000 1.00 % 12/20/24 Quarterly $ (363,686 ) $   (350,259 ) $ 13,427  
CDX.NA.HY.33.V2 USD 1,687,950 5.00 % 12/20/24 Quarterly   138,422     149,867       11,445  
CDX.NA.IG.33.V1 USD 6,835,000 1.00 % 12/20/24 Quarterly   174,797     166,487       (8,310 )
 
Total               $ (50,467 ) $ (33,905 ) $   16,562  
Total               $ (50,467 ) $ (33,905 ) $   16,562  

 

(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, 2020                
 
  Payments       Periodic   Upfront   Upfront           Unrealized  
Payments made by received by     Expiration Payment Premiums Premiums           Appreciation/  
Fund Fund Notional Amount Date Frequency   Paid   Received     Value †     (Depreciation)  
12 Mo. Federal Funds                                  
Rate 1.00% Fixed USD 6,875,000 09/29/26 Annual$ 138,842   $   $ 86,347   $ (52,495 )
12 Mo. Federal Funds                                  
Rate 1.62% Fixed USD 10,705,000 11/14/26 Annual           (326,483 )   (326,483 )
  3 Mo. USD                                
1.71% Fixed LIBOR USD 3,750,000 10/29/29 Semi-Annual           (103,955 )   (103,955 )
  3 Mo. USD                                
1.72% Fixed LIBOR USD 7,275,000 10/29/29 Semi-Annual           (205,102 )   (205,102 )
  3 Mo. USD                                
1.72% Fixed LIBOR USD 12,100,000 10/29/29 Semi-Annual           (347,978 )   (347,978 )
  3 Mo. USD                                
1.76% Fixed LIBOR USD 5,480,000 10/30/29 Semi-Annual           (177,844 )   (177,844 )
  3 Mo. USD                                
1.76% Fixed LIBOR USD 6,050,000 10/30/29 Semi-Annual           (195,772 )   (195,772 )
  3 Mo. USD                                
1.76% Fixed LIBOR USD 6,050,000 10/30/29 Semi-Annual           (198,340 )   (198,340 )
  3 Mo. USD                                
1.77% Fixed LIBOR USD 5,550,000 10/30/29 Semi-Annual           (182,472 )   (182,472 )
  3 Mo. USD                                
2.35% Fixed LIBOR USD 23,590,000 04/09/24 Semi-Annual           (1,137,372 )   (1,137,372 )
  3 Mo. USD                                
2.35% Fixed LIBOR USD 33,610,000 04/09/24 Semi-Annual           (1,619,003 )   (1,619,003 )
  3 Mo. USD                                
2.36% Fixed LIBOR USD 24,530,000 04/09/24 Semi-Annual           (1,186,459 )   (1,186,459 )
  3 Mo. USD                                
2.36% Fixed LIBOR USD 25,205,000 04/09/24 Semi-Annual           (1,216,343 )   (1,216,343 )
  3 Mo. USD                                
2.75% Fixed LIBOR USD 15,675,000 12/20/47 Semi-Annual       (327,122 )   (3,865,277 )   (3,538,155 )
3 Mo. USD LIBOR 2.00% Fixed USD 12,225,000 03/21/23 Semi-Annual   36,115         (309,815 )   (345,930 )
3 Mo. USD LIBOR 1.51% Fixed USD 13,805,000 04/09/24 Semi-Annual           (153,651 )   (153,651 )
3 Mo. USD LIBOR 2.88% Fixed USD 1,200,000 12/31/48 Semi-Annual           (342,684 )   (342,684 )
3 Mo. USD LIBOR 2.87% Fixed USD 600,000 01/28/49 Semi-Annual           (175,275 )   (175,275 )
3 Mo. USD LIBOR 2.38% Fixed USD 1,350,000 05/31/49 Semi-Annual           (228,779 )   (228,779 )
3 Mo. USD LIBOR 1.78% Fixed USD 490,000 09/24/49 Semi-Annual           (14,574 )   (14,574 )
 
Total           $ 174,957 $ (327,122 ) $ (11,900,831) $(11,748,666)  

 

    Foreign Currency Contracts Outstanding at January 31, 2020        
Amount and Description Amount and Description            
of Currency to be of Currency to be   Settlement        
Purchased Sold Counterparty Date   Appreciation   Depreciation
51,660,000 EGP 2,970,673 USD GSC 03/18/20 $ 249,804 $

 


 

The Hartford Total Return Bond Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
275,000 EUR 305,470 USD CBK 03/18/20   433    
14,481,561 USD 21,436,000 AUD RBC 02/28/20   125,321    
895,481 USD 1,180,000 CAD HSBC 02/04/20   3,850    
385,206 USD 500,000 CAD SSG 02/05/20   7,397    
230,713 USD 300,000 CAD SSG 02/06/20   4,029    
717,955 USD 950,000 CAD BNP 02/12/20   127    
573,673 USD 750,000 CAD JPM 02/13/20   6,967    
501,938 USD 655,000 CAD SSG 02/14/20   7,015    
459,633 USD 600,000 CAD MSC 02/19/20   6,271    
15,939,906 USD 20,997,000 CAD BMO 02/28/20   74,643    
201,823 USD 265,000 CAD MSC 03/09/20   1,589    
371,469 USD 495,000 CAD SSG 03/09/20     (2,552 )
238,547 USD 310,000 CAD BNP 03/26/20   4,309    
76,465 USD 100,000 CAD HSBC 03/30/20   904    
476,897 USD 623,000 CAD SSG 04/01/20   6,154    
373,112 USD 487,000 CAD MSC 04/09/20   5,131    
189,140 USD 250,000 CAD HSBC 04/09/20   238    
305,980 USD 400,000 CAD MSC 04/16/20   3,736    
384,790 USD 500,000 CAD HSBC 05/15/20   6,990    
174,039 USD 230,000 CAD DEUT 05/22/20   252    
221,953 USD 295,000 CAD GSC 05/22/20     (948 )
312,324 USD 415,000 CAD NAB 05/22/20     (1,248 )
338,389 USD 450,000 CAD HSBC 06/01/20     (1,626 )
151,258 USD 200,000 CAD RBS 07/02/20   145    
135,721 USD 180,000 CAD MSC 07/07/20     (280 )
244,896 USD 320,000 CAD JPM 08/14/20   3,132    
167,403 USD 220,000 CAD CBK 08/14/20   1,190    
226,199 USD 300,000 CAD MSC 08/14/20     (454 )
250,725 USD 325,000 CAD DEUT 08/28/20   5,194    
129,295 USD 170,000 CAD MSC 09/18/20   872    
219,373 USD 290,000 CAD HSBC 11/25/20   329    
221,350 USD 200,000 EUR MSC 02/28/20     (828 )
3,150,248 USD 2,854,000 EUR CBK 02/28/20     (20,229 )
184,573 USD 165,000 EUR MSC 03/13/20   1,093    
16,410,732 USD 14,705,000 EUR CBK 03/18/20   55,118   (1,852 )
1,108 USD 1,000 EUR UBS 03/18/20     (4 )
1,106 USD 1,000 EUR MSC 03/18/20     (6 )
3,311 USD 3,000 EUR SSG 03/18/20     (26 )
7,729 USD 7,000 EUR GSC 03/18/20     (58 )
183,064 USD 165,000 EUR MSC 03/30/20     (627 )
678,097 USD 605,000 EUR JPM 05/14/20   2,874    
190,261 USD 170,000 EUR MSC 11/27/20     (1,564 )
2,289,245 USD 1,750,000 GBP MSC 03/18/20     (24,643 )
220,943 USD 23,850,000 JPY JPM 02/03/20   793    
193,308 USD 20,750,000 JPY JPM 02/10/20   1,699    
4,335,529 USD 469,450,000 JPY SSG 02/10/20   556    
4,499,022 USD 488,450,000 JPY MSC 02/18/20     (13,141 )
3,038,838 USD 327,850,000 JPY MSC 02/25/20   9,230    
4,152,117 USD 448,500,000 JPY BCLY 03/02/20   7,187   (1,093 )
229,802 USD 25,000,000 JPY MSC 03/09/20     (1,402 )
331,650 USD 35,000,000 JPY MSC 03/10/20   7,944    
277,232 USD 29,950,000 JPY HSBC 03/16/20   131    
1,377,734 USD 150,050,000 JPY BCLY 03/23/20     (11,145 )
225,183 USD 24,300,000 JPY CIBC 03/30/20   163    
225,525 USD 24,350,000 JPY JPM 04/06/20     (31 )
913,278 USD 100,000,000 JPY SCB 04/06/20     (13,032 )
224,331 USD 24,450,000 JPY JPM 04/13/20     (2,238 )
753,640 USD 82,100,000 JPY JPM 04/27/20     (7,727 )
219,766 USD 23,850,000 JPY JPM 05/07/20     (1,524 )
2,318,930 USD 47,065,000 MXN GSC 06/10/21     (3,205 )
10,561,179 USD 16,144,000 NZD MSC 04/30/20 $ 113,430 $  
Total           $ 726,240 $ (111,483 )

 

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

 

The Hartford Total Return Bond Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY BMO

BNP BOA CBK

CIBC CITI

CSI DEUT GSC HSBC

JPM MSC NAB RBC RBS SCB SSG UBS

Currency Abbreviations:

ARS AUD CAD EGP EUR GBP JPY MXN NZD USD

Index Abbreviations:

ABX.HE

ABX.HE.PEN CDX.EM CDX.NA.HY CDX.NA.IG CMBX.NA CMT

CPI

ICE MSCI MTA

PrimeX.ARM

Other Abbreviations:

CD

CDOR CLO CMO DDCA EM EURIBOR FHLMC FNMA GNMA

GUKG5 LIBOR MSCI OTC PAC

Barclays Bank of Montreal

BNP Paribas Securities Services Banc of America Securities LLC Citibank NA

Canadian Imperial Bank of Commerce Citigroup Global Markets, Inc.

Credit Suisse International Deutsche Bank Securities, Inc. Goldman Sachs & Co. HSBC Bank USA

JP Morgan Chase & Co. Morgan Stanley National Australia Bank Limited RBC Dominion Securities, Inc. RBS Greenwich Capital Standard Chartered Bank State Street Global Markets LLC UBS AG

Argentine Peso Australian Dollar Canadian Dollar Egyptian Pound Euro British Pound Japanese Yen Mexican Peso New Zealand Dollar United States Dollar

Markit Asset Backed Security Home Equity

Markit Asset Backed Security Home Equity Penultimate Credit Derivatives Emerging Markets Credit Derivatives North American High Yield Credit Derivatives North American Investment Grade Markit Commercial Mortgage Backed North American Constant Maturity Treasury Index

Consumer Price Index

Intercontinental Exchange, Inc. Morgan Stanley Capital International Monthly Treasury Average Index

Markit PrimeX Adjustable Rate Mortgage Backed Security

Certificate of Deposit

Canadian Dollar Offered Rate Collateralized Loan Obligation Collateralized Mortgage Obligation Dollars on Deposit in Custody Account Emerging Markets Euro Interbank Offered Rate Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association

UK Government Bonds 5 Year Note Generic Bid Yield London Interbank Offered Rate Morgan Stanley Capital International Over-the-Counter Planned Amortization Class

 


 

The Hartford Total Return Bond Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

PT

SOFR TBA UMBS

Municipal Abbreviations:

Auth Dev GO

Perseroan Terbatas

Secured Overnight Financing Rate To Be Announced Uniform Mortgage-Backed Securities

Authority Development General Obligation

 


 

The Hartford Total Return Bond Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)    
Assets                          
Asset & Commercial Mortgage Backed Securities $ 553,550,873   $   $ 553,550,873   $  
Corporate Bonds   594,965,303         594,965,303      
Foreign Government Obligations   99,447,136           99,447,136      
Municipal Bonds   21,114,752           21,114,752      
Senior Floating Rate Interests   52,766,757           52,766,757      
U.S. Government Agencies   1,052,480,776         1,052,480,776      
U.S. Government Securities   555,787,450         555,787,450      
Common Stocks                          
Energy   50,430           1,788     48,642  
Preferred Stocks   412,842     412,842            
Warrants   101               101  
Short-Term Investments   31,753,560     22,496,564       9,256,996      
Purchased Options   2,765,306           2,765,306      
Foreign Currency Contracts(2)   726,240           726,240      
Futures Contracts(2)   498,135     498,135            
 
Swaps - Credit Default(2)   2,719,832           2,719,710     122  
 
Total $ 2,969,039,493   $ 23,407,541   $ 2,945,583,087   $ 48,865  
Liabilities                          
Foreign Currency Contracts(2) $ (111,483 ) $   $   (111,483 ) $  
Futures Contracts(2)   (2,446,869 )   (2,446,869 )          
Swaps - Credit Default(2)   (773,789 )         (769,942 )   (3,847 )
Swaps - Interest Rate(2)   (11,748,666 )         (11,748,666 )    
 
TBA Sale Commitments   (22,578,446 )         (22,578,446 )    
Total $ (37,659,253 ) $ (2,446,869 ) $   (35,208,537 ) $ (3,847 )

 

(1) For the period ended January 31, 2020, investments valued at $1,241,991 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.

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, 2020 is not presented.


 

  The Hartford World Bond Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Common Stocks - 0.0%      
    United States - 0.0%    
  47,282 Homer City Holdings LLC $ 189,128
    Total Common Stocks    
    (cost $2,698,660) $ 189,128
  Asset & Commercial Mortgage Backed Securities - 7.6%    
    Bermuda - 0.1%    
    Bellemeade Re Ltd.    
$ 2,976,000 3.66%, 04/25/2029, 1 mo. USD LIBOR + 2.000%(1)(2)   2,985,273
    Radnor RE Ltd.    
  395,727 2.91%, 02/25/2029, 1 mo. USD LIBOR + 1.250%(1)(2)   395,670
        3,380,943
    Canada - 0.1%    
    Canadian Pacer Auto Receivables Trust    
  785,000 3.63%, 01/19/2024(1)   808,745
    Master Credit Card Trust    
  175,000 3.74%, 07/21/2024(1)   180,198
  3,278,000 3.80%, 01/21/2022(1)   3,295,066
  1,499,000 4.02%, 07/21/2022(1)   1,515,323
        5,799,332
    Cayman Islands - 1.4%    
    ALM VII Ltd.    
  2,000,000 5.38%, 07/15/2029, 3 mo. USD LIBOR + 3.550%(1)(2)   2,000,188
    ALM XVIII Ltd.    
  2,960,000 3.48%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(2)   2,960,666
    Apidos CLO XII    
  2,125,000 4.43%, 04/15/2031, 3 mo. USD LIBOR + 2.600%(1)(2)   2,065,972
    Arbor Realty Commercial Real Estate Notes Ltd.    
  1,295,000 3.43%, 09/15/2034, 1 mo. USD LIBOR + 1.750%(1)(2)   1,298,243
    Atrium IX    
  500,000 5.51%, 05/28/2030, 3 mo. USD LIBOR + 3.600%(1)(2)   499,605
    Atrium XII    
  3,250,000 3.45%, 04/22/2027, 3 mo. USD LIBOR + 1.650%(1)(2)   3,249,977
    Bain Capital Credit CLO    
  1,330,000 3.59%, 07/25/2030, 3 mo. USD LIBOR + 1.800%(1)(2)   1,331,080
    BlueMountain CLO Ltd.    
  1,335,000 3.90%, 11/20/2028, 1 mo. USD LIBOR + 2.000%(1)(2)   1,332,311
    BSPRT Issuer Ltd.    
  2,350,000 2.73%, 09/15/2035, 3 mo. USD LIBOR + 1.050%(1)(2)   2,350,737
    Carbone CLO Ltd.    
  2,000,000 3.63%, 01/20/2031, 3 mo. USD LIBOR + 1.800%(1)(2)   1,954,080
    Carlyle Global Market Strategies CLO Ltd.    
  2,500,000 3.24%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(2)   2,487,655
    Carlyle U.S. CLO Ltd.    
  2,350,000 3.23%, 01/15/2030, 3 mo. USD LIBOR + 1.400%(1)(2)   2,345,779
    Cent CLO Ltd.    
  1,850,000 4.14%, 07/27/2030, 3 mo. USD LIBOR + 2.350%(1)(2)   1,849,726
  500,000 4.57%, 04/30/2031, 3 mo. USD LIBOR + 2.800%(1)(2)   486,354
    Clear Creek CLO    
  500,000 4.77%, 10/20/2030, 3 mo. USD LIBOR + 2.950%(1)(2)   492,138
    Covenant Credit Partners CLO Ltd.    
  1,015,000 3.68%, 10/15/2029, 3 mo. USD LIBOR + 1.850%(1)(2)   1,017,500
    Dryden CLO Ltd.    
  1,000,000 4.23%, 07/15/2030, 3 mo. USD LIBOR + 2.400%(1)(2)   1,001,805
    Falcon Aerospace Ltd.    
  2,226,504 3.60%, 09/15/2039(1)   2,234,819
    GoldentTree Loan Management US CLO 1 Ltd.    
  1,500,000 5.17%, 04/20/2029, 3 mo. USD LIBOR + 3.350%(1)(2)   1,501,626
    Highbridge Loan Management Ltd.    
  2,937,500 3.34%, 02/05/2031, 3 mo. USD LIBOR + 1.450%(1)(2)   2,932,421
    LCM L.P.    
  1,040,000 3.22%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(1)(2)   1,040,200
  2,240,000 3.77%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2)   2,239,980

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    LCM XXV Ltd.    
$ 3,010,000 3.03%, 07/20/2030, 3 mo. USD LIBOR + 1.210%(1)(2) $ 3,010,647
  3,948,000 3.47%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(2)   3,949,275
    Mach I    
  882,422 3.47%, 10/15/2039(1)   884,493
    Madison Park Funding Ltd.    
  1,000,000 3.42%, 10/21/2030, 3 mo. USD LIBOR + 1.600%(1)(2)   1,000,372
  1,750,000 3.72%, 04/20/2026, 3 mo. USD LIBOR + 1.900%(1)(2)   1,752,305
  3,000,000 3.72%, 04/19/2030, 3 mo. USD LIBOR + 1.900%(1)(2)   3,000,303
    Northwoods Capital Ltd.    
  2,935,000 3.21%, 06/20/2029, 3 mo. USD LIBOR + 1.300%(1)(2)   2,935,631
    Octagon Investment Partners Ltd.    
  2,140,000 3.70%, 01/22/2030, 3 mo. USD LIBOR + 1.900%(1)(2)   2,097,247
  2,765,000 4.05%, 10/24/2030, 3 mo. USD LIBOR + 2.250%(1)(2)   2,755,464
    OZLM Ltd.    
  1,500,000 3.68%, 04/15/2031, 3 mo. USD LIBOR + 1.850%(1)(2)   1,470,995
    Sound Point CLO II Ltd.    
  1,500,000 3.64%, 01/26/2031, 3 mo. USD LIBOR + 1.850%(1)(2)   1,476,006
    Stewart Park CLO Ltd.    
  1,000,000 3.63%, 01/15/2030, 3 mo. USD LIBOR + 1.800%(1)(2)   986,144
    Thunderbolt Aircraft Lease    
  922,857 4.15%, 09/15/2038(1)(3)   951,610
    Voya CLO Ltd.    
  3,692,000 3.09%, 04/17/2030, 3 mo. USD LIBOR + 1.250%(1)(2)   3,699,498
  2,500,000 3.73%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(2)   2,478,920
  2,390,000 4.03%, 10/15/2031, 3 mo. USD LIBOR + 2.200%(1)(2)   2,392,854
  1,295,000 4.07%, 10/18/2031, 3 mo. USD LIBOR + 2.250%(1)(2)   1,296,621
    Westcott Park CLO Ltd.    
  1,015,000 4.07%, 07/20/2028, 3 mo. USD LIBOR + 2.250%(1)(2)   1,015,447
    Zais CLO Ltd.    
  3,975,000 3.36%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)   3,970,166
        79,796,860
    United States - 6.0%    
    Aaset Trust    
  1,577,968 3.84%, 05/15/2039(1)   1,607,675
    Ajax Mortgage Loan Trust    
  984,733 3.16%, 09/25/2056(1)(4)   990,860
    Angel Oak Mortgage Trust LLC    
  3,222,401 2.92%, 10/25/2049(1)(4)   3,231,363
  4,762,257 2.93%, 11/25/2059(1)(4)   4,780,150
  870,263 3.50%, 07/25/2046(1)(3)   879,010
    BAMLL Commercial Mortgage Securities Trust    
  610,000 3.38%, 09/15/2034, 1 mo. USD LIBOR + 1.700%(1)(2)   611,911
    Banc of America Commercial Mortgage Trust    
  2,263,000 5.07%, 07/15/2049(4)   2,467,279
    Bellemeade Re Ltd.    
  873,725 2.96%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)   874,333
  5,470,000 3.61%, 07/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2)   5,498,378
    Benchmark Mortgage Trust    
  21,262,890 0.69%, 07/15/2051(4)(5)   729,015
  2,773,435 1.21%, 03/15/2052(4)(5)   220,051
    BF NYT Mortgage Trust    
  2,450,000 4.18%, 11/15/2035, 1 mo. USD LIBOR + 2.500%(1)(2)   2,466,913
    BX Commercial Mortgage Trust    
  1,780,000 3.00%, 12/15/2029, 1 mo. USD LIBOR + 1.250%(1)(2)(6)   1,783,892
  1,253,000 3.48%, 11/15/2035, 1 mo. USD LIBOR + 1.800%(1)(2)   1,257,776
  3,975,000 3.68%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2)   3,992,413
    BX Trust    
  2,499,852 3.65%, 09/15/2037, 1 mo. USD LIBOR + 1.975%(1)(2)   2,498,191
    CAMB Commercial Mortgage Trust    
  895,000 3.43%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(2)   898,402
  1,880,000 3.83%, 12/15/2037, 1 mo. USD LIBOR + 2.150%(1)(2)   1,889,402
    Cantor Commercial Real Estate    
  7,101,342 1.30%, 05/15/2052(4)(5)   593,752
    Citigroup Commercial Mortgage Trust    

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,120,000 4.68%, 01/10/2036(1) $ 1,209,091
  1,865,000 4.90%, 01/10/2036(1)(4)   2,003,915
    Citigroup Mortgage Loan Trust    
  2,086,679 3.23%, 11/25/2070(1)(3)   2,087,718
    COLT Mortgage Loan Trust    
  402,491 3.87%, 10/26/2048(1)(4)   405,245
    Commercial Mortgage Trust    
  24,964,152 0.76%, 02/10/2047(4)(5)   539,917
    Connecticut Avenue Securities Trust    
  2,275,000 3.76%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)   2,302,136
  3,700,000 3.81%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)   3,736,106
  3,660,000 4.11%, 07/25/2031, 1 mo. USD LIBOR + 2.450%(1)(2)   3,710,003
  485,000 4.94%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(1)(2)   490,313
  2,400,000 6.01%, 07/25/2031, 3 mo. USD LIBOR + 4.350%(1)(2)   2,642,610
  3,990,000 6.91%, 06/25/2039, 1 mo. USD LIBOR + 5.250%(1)(2)   4,506,552
    CSAIL Commercial Mortgage Trust    
  11,368,490 0.78%, 08/15/2051(4)(5)   491,801
  49,450,415 0.90%, 06/15/2057(4)(5)   1,624,327
  13,550,812 0.98%, 04/15/2050(4)(5)   478,478
  748,000 5.06%, 11/15/2051(4)   842,851
    CSMC Trust    
  932,911 3.25%, 04/25/2047(1)(4)   946,797
    DBUBS Mortgage Trust    
  551,375 0.88%, 11/10/2046(1)(4)(5)   1,526
    Domino's Pizza Master Issuer LLC    
  2,443,750 3.08%, 07/25/2047(1)   2,459,341
  1,376,550 3.67%, 10/25/2049(1)   1,429,258
    Eagle RE Ltd.    
  1,091,741 3.36%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2)   1,093,695
  875,000 3.46%, 04/25/2029, 1 mo. USD LIBOR + 1.800%(1)(2)   877,997
  9,650,000 3.48%, 01/25/2030, 1 mo. USD LIBOR + 1.800%(1)(2)(6)   9,647,451
    ExteNet LLC    
  1,315,000 3.20%, 07/26/2049(1)   1,345,164
    Fannie Mae Connecticut Avenue Securities    
  2,957,792 3.66%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)   2,981,192
  2,375,000 3.76%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)   2,396,649
  2,820,000 3.81%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(2)   2,871,508
  1,534,441 3.81%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)   1,548,217
  2,842,550 3.86%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(2)   2,883,613
  3,310,000 3.91%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(2)   3,373,195
  4,300,510 3.96%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)   4,346,466
  3,105,000 4.01%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2)   3,163,956
  3,000,000 4.21%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)   3,069,020
  4,329,931 4.46%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(2)   4,448,907
  1,730,000 4.66%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(2)   1,815,352
  3,549,673 5.91%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)   3,780,921
  3,650,000 5.91%, 01/25/2031, 1 mo. USD LIBOR + 4.250%(2)   4,099,576
  4,068,852 5.96%, 02/25/2025, 1 mo. USD LIBOR + 4.300%(2)   4,354,655
  2,824,176 6.01%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)   2,990,463
  827,000 6.11%, 05/25/2030, 1 mo. USD LIBOR + 4.450%(2)   924,495
  569,648 6.21%, 02/25/2025, 1 mo. USD LIBOR + 4.550%(2)   592,460
  708,020 6.56%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)   780,695
  2,162,264 6.66%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(2)   2,342,671
  2,017,538 6.66%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)   2,148,136
  857,487 6.91%, 10/25/2023, 1 mo. USD LIBOR + 5.250%(2)   945,663
  3,629,116 7.21%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)   3,893,791
  1,665,321 7.36%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)   1,849,583
  3,662,262 7.56%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2)   3,968,906
  1,689,969 8.61%, 08/25/2028, 1 mo. USD LIBOR + 6.950%(2)   1,849,354
    FCI Funding LLC    
  1,231,908 3.63%, 02/18/2031(1)   1,238,696
    Five Guys Funding LLC    
  2,039,588 4.60%, 07/25/2047(1)   2,157,264
    Freddie Mac Strips    
  1,441,429 5.00%, 09/15/2036(5)   277,756
    FREMF Mortgage Trust    

 


 

  The Hartford World Bond Fund      
 
  Schedule of Investments – (continued)      
  January 31, 2020 (Unaudited)      
 
 
$ 2,753,000 3.60%, 11/25/2023(1)(4)   $ 2,818,480
  1,855,000 3.88%, 07/25/2026(1)(4)     1,911,462
  2,500,000 4.01%, 02/25/2050(1)(4)     2,619,198
  1,546,000 4.05%, 06/25/2029(1)(4)     1,604,275
  3,309,000 4.07%, 06/25/2049(1)(4)     3,458,338
  880,000 4.10%, 07/25/2052(1)(4)     920,653
  920,000 4.11%, 04/25/2051(1)(4)     966,736
  2,175,000 4.17%, 07/25/2027(1)(4)     2,307,500
  2,180,000 4.22%, 09/25/2025(1)(4)     2,283,332
  3,155,000 4.30%, 04/25/2049(1)(4)     3,321,751
  762,000 4.53%, 02/25/2052(1)(4)     821,014
    GM Financial Automobile Leasing Trust      
  3,155,000 3.95%, 05/22/2023     3,211,608
    GS Mortgage Securities Corp. Trust      
  1,923,795 3.13%, 07/15/2025, 1 mo. USD LIBOR + 1.450%(1)(2)     1,921,456
  3,125,000 3.13%, 09/15/2031, 1 mo. USD LIBOR + 1.450%(1)(2)     3,121,179
  675,000 3.18%, 07/15/2032, 1 mo. USD LIBOR + 1.500%(1)(2)     675,636
    GS Mortgage Securities Trust      
  3,601,178 1.13%, 02/10/2052(4)(5)     264,446
  9,651,517 1.19%, 05/10/2050(4)(5)     638,602
    Hertz Vehicle Financing II L.P.      
  168,998 3.29%, 02/25/2024(1)     175,135
  2,940,000 3.71%, 03/25/2023(1)     3,049,120
    Horizon Aircraft Finance Ltd.      
  1,867,500 3.43%, 11/15/2039(1)     1,867,908
  2,161,918 4.46%, 12/15/2038(1)     2,251,754
    JP Morgan Chase Commercial Mortgage Securities Corp.      
  635,000 2.59%, 12/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2)(6)     635,201
    JP Morgan Mortgage Trust      
  395,832 3.00%, 09/25/2044(1)(4)     395,566
    JPMBB Commercial Mortgage Securities Trust      
  48,720,961 0.79%, 09/15/2047(4)(5)     1,203,569
    KNSQ Mortgage Trust      
  1,651,000 3.48%, 05/15/2036, 1 mo. USD LIBOR + 1.800%(1)(2)     1,642,717
    Legacy Mortgage Asset Trust      
  4,094,760 3.25%, 11/25/2059(1)(3)     4,125,046
    LSTAR Securities Investment Ltd.      
  2,283,468 3.28%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)     2,283,687
  3,164,568 3.28%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)     3,166,364
    LSTAR Securities Investment Trust      
  312,086 3.28%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)     310,504
  1,078,493 3.48%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)     1,074,309
    MF1 Ltd.    
  3,025,000 3.66%, 12/25/2034, 1 mo. USD LIBOR + 2.000%(1)(2)     3,037,301
    MFA Trust      
  2,235,839 3.35%, 11/25/2047(1)(3)     2,239,909
    Morgan Stanley Bank of America Merrill Lynch Trust      
  12,418,901 1.17%, 10/15/2048(4)(5)     573,572
    Morgan Stanley Capital I Trust      
  8,907,931 1.59%, 06/15/2050(4)(5)     649,222
  3,740,000 3.18%, 11/10/2036(1)     3,710,707
  1,620,000 3.92%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2)     1,617,674
    Mortgage Insurance-Linked Notes      
  1,040,000 4.56%, 11/26/2029, 1 mo. USD LIBOR + 2.900%(1)(2)     1,061,350
    Mosaic Solar Loans LLC      
  809,623 2.88%, 09/20/2040(1)     824,692
    MSCG Trust      
  1,305,000 2.86%, 10/15/2037, 1 mo. USD LIBOR + 1.180%(1)(2)     1,304,999
    MTRO Commercial Mortgage Trust      
  1,615,000 3.48%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)     1,612,973
    Nationstar HECM Loan Trust      
  664,465 2.65%, 06/25/2029(1)(4)     665,365
    Natixis Commercial Mortgage Securities Trust      
  800,000 4.46%, 01/15/2043(1)(4)     841,950
  2,637,500 4.93%, 06/17/2038(1)(4)     2,853,114

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    New Residential Mortgage LLC    
$ 971,601 4.09%, 07/25/2054(1) $ 976,425
    New Residential Mortgage Loan Trust    
  357,198 3.25%, 09/25/2056(1)(4)   368,319
  658,003 3.75%, 05/28/2052(1)(4)   687,905
  1,274,038 4.00%, 02/25/2057(1)(4)   1,342,650
  1,508,386 4.00%, 03/25/2057(1)(4)   1,596,794
    NRZ Excess Spread-Collateralized Notes    
  567,823 3.19%, 01/25/2023(1)   570,356
  255,307 3.27%, 02/25/2023(1)   255,982
    OneMain Financial Issuance Trust    
  615,000 4.57%, 02/20/2029(1)   618,575
    Planet Fitness Master Issuer LLC    
  1,673,812 4.26%, 09/05/2048(1)   1,715,089
    PMT Credit Risk Transfer Trust    
  2,089,498 3.81%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)   2,081,784
  1,022,152 4.35%, 10/27/2022, 1 mo. USD LIBOR + 2.700%(1)(2)   1,028,827
    Preston Ridge Partners Mortgage Trust LLC    
  1,612,805 3.35%, 07/25/2024(1)(3)   1,617,216
  1,317,342 3.35%, 11/25/2024(1)(3)   1,322,869
  1,587,814 3.50%, 10/25/2024(1)(4)   1,595,078
  1,318,253 4.00%, 08/25/2023(1)(2)(4)   1,326,645
  1,182,036 4.48%, 10/25/2023(1)(2)(4)   1,196,178
    Pretium Mortgage Credit Partners LLC    
  3,062,501 3.11%, 07/27/2059(1)(3)   3,064,779
    Santander Retail Auto Lease Trust    
  3,505,000 3.66%, 05/20/2024(1)   3,569,805
    Sonic Capital LLC    
  1,828,417 4.03%, 02/20/2048(1)   1,908,318
    START Ireland    
  2,958,072 3.54%, 11/15/2044(1)   2,992,995
    Starwood Mortgage Residential Trust    
  1,723,564 4.38%, 10/25/2048(1)(4)   1,759,556
    Store Master Funding LLC    
  1,110,558 3.96%, 10/20/2048(1)   1,171,487
    Structured Agency Credit Risk Trust    
  1,310,000 2.91%, 02/25/2047, 1 mo. USD LIBOR + 1.250%(1)(2)   1,312,884
  930,000 3.76%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(2)   941,579
    Towd Point Mortgage Trust    
  563,230 3.75%, 05/25/2058(1)(4)   588,206
  590,092 3.75%, 11/25/2058(1)(4)   594,166
    Toyota Auto Loan Extended Note Trust    
  1,195,000 2.56%, 11/25/2031(1)   1,237,889
    US Mortgage Trust    
  1,560,000 4.64%, 05/13/2038(1)(4)   1,682,126
    Vantage Data Centers Issuer LLC    
  1,065,542 3.19%, 07/15/2044(1)   1,090,854
  1,873,392 4.07%, 02/16/2043(1)   1,951,349
    Vericrest Opportunity Loan Trust    
  3,675,000 2.98%, 02/25/2050   3,675,000
  2,668,889 3.18%, 10/25/2049(1)(3)   2,675,054
  4,522,788 3.28%, 11/25/2049(1)(3)   4,529,517
  1,571,767 3.35%, 08/25/2049(1)(3)   1,575,275
  3,181,024 3.35%, 09/25/2049(1)(3)   3,187,856
  1,599,257 3.97%, 02/25/2049(1)(3)   1,606,569
  1,655,000 4.34%, 02/25/2050(1)(3)   1,655,000
    Verus Securitization Trust    
  3,054,545 3.00%, 11/25/2059(1)(3)   3,075,658
    Visio Trust    
  3,693,743 2.72%, 11/25/2054(1)(4)   3,727,544
    VOLT LXXII LLC    
  2,147,722 4.21%, 10/26/2048(1)(3)   2,153,144
    VOLT LXXX LLC    
  4,479,929 3.23%, 10/25/2049(1)(3)   4,492,030
    VOLT LXXXIII LLC    
  1,854,001 3.33%, 11/26/2049(1)(3)   1,859,738

 


 

The Hartford World Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    VOLT LXXXIV LLC    
$ 1,137,247 3.23%, 01/25/2050(1)(3) $ 1,137,394
  5,005,000 3.43%, 12/27/2049(1)(3)   5,007,455
    Wave USA    
  2,084,187 3.60%, 09/15/2044(1)   2,106,278
    Wells Fargo Commercial Mortgage Trust    
  2,000,000 3.07%, 08/15/2049(4)   1,993,689
    Wells Fargo N.A.    
  6,368,640 0.82%, 12/15/2052(4)(5)   377,495
  7,779,525 0.97%, 09/15/2062(4)(5)   526,414
  3,710,271 1.13%, 02/15/2052(4)(5)   261,236
  10,376,190 1.19%, 04/15/2052(4)(5)   834,101
  348,000 2.50%, 09/15/2061(1)   293,059
    Westlake Automobile Receivables Trust    
  975,000 3.28%, 12/15/2022(1)   985,350
  2,250,000 4.00%, 01/16/2024(1)   2,314,339
  3,790,000 4.53%, 05/15/2023(1)   3,871,870
    WF-RBS Commercial Mortgage Trust    
  11,476,972 1.39%, 03/15/2047(4)(5)   439,106
    Wingstop Funding LLC    
  1,344,838 4.97%, 12/05/2048(1)   1,387,388
        327,189,836
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $411,903,914) $ 416,166,971
Corporate Bonds - 8.3%    
    Canada - 0.4%    
    1011778 BC ULC / New Red Finance, Inc.    
  4,075,000 4.38%, 01/15/2028(1)   4,084,780
  2,600,000 5.00%, 10/15/2025(1)   2,682,420
    Bausch Health Cos., Inc.    
  975,000 5.00%, 01/30/2028(1)   987,187
  188,000 5.88%, 05/15/2023(1)   189,645
  3,570,000 6.13%, 04/15/2025(1)   3,672,173
  250,000 7.00%, 03/15/2024(1)   259,175
    Bombardier, Inc.    
  1,045,000 6.13%, 01/15/2023(1)   1,031,342
  2,595,000 7.88%, 04/15/2027(1)   2,458,633
    MEG Energy Corp.    
  1,130,000 6.38%, 01/30/2023(1)   1,143,447
  1,160,000 6.50%, 01/15/2025(1)   1,215,100
    Tervita Corp.    
  4,110,000 7.63%, 12/01/2021(1)   4,181,925
        21,905,827
    Cayman Islands - 0.2%    
    Noble Holding International Ltd.    
  1,916,000 7.88%, 02/01/2026(1)   1,369,940
    Park Aerospace Holdings Ltd.    
  3,950,000 5.25%, 08/15/2022(1)   4,225,394
    Transocean, Inc.    
  4,585,000 6.80%, 03/15/2038   2,934,400
        8,529,734
    France - 0.2%    
    Altice France S.A.    
EUR 5,610,000 2.50%, 01/15/2025(1)   6,213,990
  4,555,000 3.38%, 01/15/2028(1)   5,129,830
    La Financiere Atalian SASU    
  2,335,000 4.00%, 05/15/2024(7)   2,162,342
        13,506,162
    Germany - 0.1%    
    Techem Verwaltungsgesellschaft 675 mbH    
  6,271,000 2.00%, 07/15/2025(1)   6,937,462
    Ireland - 0.0%    
    Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.    

 


 

The Hartford World Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
$ 1,645,000 4.13%, 08/15/2026(1) $ 1,692,297
  685,000 5.25%, 08/15/2027(1)   718,394
        2,410,691
    Italy - 0.2%    
    UniCredit S.p.A.    
    6.75%, 09/10/2021, (6.75% fixed rate until 09/10/2021; 5 year EUR    
EUR 8,450,000 Swap + 6.100% thereafter)(2)(7)(8)(9)   10,039,185
    Jersey - 0.1%    
    Adient Global Holdings Ltd.    
  1,605,000 3.50%, 08/15/2024(7)   1,709,892
$ 2,090,000 4.88%, 08/15/2026(1)   1,969,825
        3,679,717
    Luxembourg - 0.8%    
    Altice Financing S.A.    
EUR 2,075,000 2.25%, 01/15/2025(1)   2,255,528
$ 2,920,000 7.50%, 05/15/2026(1)   3,120,604
    Altice Luxembourg S.A.    
EUR 1,045,000 8.00%, 05/15/2027(7)   1,309,621
    ARD Finance S.A.    
    (5.00% Cash, 5.75% PIK)    
  2,105,000 5.00%, 06/30/2027(1)(10)   2,374,494
    (6.50% Cash, 7.25% PIK)    
$ 1,720,000 6.50%, 06/30/2027(1)(10)   1,775,728
    Medtronic Global Holdings SCA    
EUR 17,480,000 0.00%, 03/07/2021(11)   19,431,898
  7,880,000 1.00%, 07/02/2031   9,219,902
    Rossini S.a.r.l.    
  1,203,000 3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(2)   1,344,447
        40,832,222
    Mult - 0.1%    
    Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.    
  1,115,000 4.38%, 05/15/2026(1)   1,273,688
$ 2,110,000 8.50%, 05/15/2027(1)   2,268,250
        3,541,938
    Netherlands - 0.2%    
    Constellium SE    
  1,415,000 5.88%, 02/15/2026(1)   1,460,987
    Diamond (BC) B.V.    
EUR 2,090,000 5.63%, 08/15/2025(7)   2,274,105
    LKQ European Holdings B.V.    
  2,565,000 3.63%, 04/01/2026(7)   2,944,704
    Teva Pharmaceutical Finance Netherlands B.V.    
$ 3,430,000 2.80%, 07/21/2023   3,189,317
  1,970,000 6.75%, 03/01/2028(12)   2,051,755
    Trivium Packaging Finance B.V.    
EUR 510,000 3.75%, 08/15/2026(1)   591,368
        12,512,236
    Spain - 0.4%    
    Banco de Sabadell S.A.    
  12,400,000 1.75%, 05/10/2024(7)   14,262,613
6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap +
  4,200,000 6.414% thereafter)(2)(7)(8)(9)   4,919,555
    Banco Santander S.A.    
  4,155,000 1.00%, 12/15/2024(4)(8)   4,246,826
        23,428,994
    Switzerland - 0.0%    
    Credit Suisse Group AG    
    6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD    
$ 1,995,000 Swap + 3.455% thereafter)(2)(7)(8)(9)   2,199,376

 


 

The Hartford World Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    United Kingdom - 0.1%    
    Ellaktor Value plc    
EUR 4,895,000 6.38%, 12/15/2024(1) $ 5,563,388
    United States - 5.5%    
    Acrisure LLC / Acrisure Finance, Inc.    
$ 1,850,000 7.00%, 11/15/2025(1)   1,813,000
  6,090,000 8.13%, 02/15/2024(1)   6,508,687
  1,050,000 10.13%, 08/01/2026(1)   1,147,125
    Adams Homes, Inc.    
  750,000 7.50%, 02/15/2025(1)(6)   770,625
    Adient U.S. LLC    
  485,000 7.00%, 05/15/2026(1)   531,076
    American Axle & Manufacturing, Inc.    
  305,000 6.25%, 04/01/2025   311,713
  820,000 6.50%, 04/01/2027   838,450
    AmeriGas Partners L.P. / AmeriGas Finance Corp.    
  342,000 5.50%, 05/20/2025   365,940
  411,000 5.75%, 05/20/2027   449,018
  3,177,000 5.88%, 08/20/2026   3,477,226
    APX Group, Inc.    
  1,405,000 7.63%, 09/01/2023(12)   1,373,388
  2,815,000 7.88%, 12/01/2022   2,862,892
  2,250,000 8.75%, 12/01/2020(12)   2,253,516
    B&G Foods, Inc.    
  2,310,000 5.25%, 09/15/2027(12)   2,304,225
    Ball Corp.    
EUR 4,345,000 0.88%, 03/15/2024   4,818,435
  3,735,000 1.50%, 03/15/2027   4,142,300
    Berry Global, Inc.    
$ 915,000 5.63%, 07/15/2027*(1)   972,188
    Berry Global, Inc.    
  2,760,000 4.88%, 07/15/2026(1)   2,883,792
    Boyd Gaming Corp.    
  2,160,000 4.75%, 12/01/2027(1)   2,208,600
  2,930,000 6.38%, 04/01/2026   3,115,322
    Brand Industrial Services, Inc.    
  1,285,000 8.50%, 07/15/2025(1)   1,288,045
    Caesars Entertainment Corp.    
  410,000 5.00%, 10/01/2024   790,788
    Cardtronics, Inc. / Cardtronics USA, Inc.    
  1,025,000 5.50%, 05/01/2025(1)   1,060,875
    Catalent Pharma Solutions, Inc.    
  460,000 4.88%, 01/15/2026(1)   472,650
    Centene Corp.    
  1,730,000 4.25%, 12/15/2027(1)   1,803,525
  1,810,000 4.63%, 12/15/2029(1)   1,945,569
    Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.    
  4,110,000 5.75%, 03/01/2025(1)   4,185,953
    Charles River Laboratories International, Inc.    
  990,000 4.25%, 05/01/2028(1)   1,004,434
    Chesapeake Energy Corp.    
  2,625,000 11.50%, 01/01/2025(1)(12)   2,112,337
    CHS/Community Health Systems, Inc.    
  4,415,000 6.63%, 02/15/2025(1)(6)   4,459,945
  1,580,000 8.13%, 06/30/2024(1)(12)   1,419,614
    Clearway Energy Operating LLC    
  2,565,000 4.75%, 03/15/2028(1)   2,639,000
    CNH Industrial Capital LLC    
  1,910,000 4.38%, 11/06/2020(12)   1,942,947
    Coty, Inc.    
  1,500,000 6.50%, 04/15/2026(1)(12)   1,563,750
    Credit Acceptance Corp.    
  4,350,000 5.13%, 12/31/2024(1)   4,545,750
    CSC Holdings LLC    
  1,424,000 10.88%, 10/15/2025(1)   1,577,365

 


 

The Hartford World Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    CVS Health Corp.    
$ 7,270,000 2.61%, 03/09/2021, 3 mo. USD LIBOR + 0.720%(2) $ 7,313,536
    Eldorado Resorts, Inc.    
  1,480,000 6.00%, 04/01/2025   1,548,716
  535,000 6.00%, 09/15/2026   586,494
    Endo Dac / Endo Finance LLC / Endo Finco, Inc.    
  2,615,000 6.00%, 07/15/2023(1)   2,000,475
  2,015,000 6.00%, 02/01/2025(1)   1,395,388
    Energy Transfer Operating L.P.    
  2,570,000 4.25%, 03/15/2023   2,704,301
    FelCor Lodging L.P.    
  3,190,000 6.00%, 06/01/2025   3,309,625
    Ferrellgas L.P. / Ferrellgas Finance Corp.    
  1,336,000 6.50%, 05/01/2021(12)   1,162,320
  865,000 6.75%, 01/15/2022(12)   735,250
    Fidelity National Information Services, Inc.    
EUR 10,900,000 0.63%, 12/03/2025   12,302,198
    Foresight Energy LLC / Foresight Energy Finance Corp.    
$ 2,025,000 11.50%, 04/01/2023(1)   49,359
    Freeport-McMoRan, Inc.    
  9,695,000 3.88%, 03/15/2023   9,888,900
    Genworth Holdings, Inc.    
  660,000 4.80%, 02/15/2024   658,350
  2,300,000 4.90%, 08/15/2023   2,323,000
  1,475,000 7.63%, 09/24/2021   1,556,125
    Gray Television, Inc.    
  1,785,000 5.13%, 10/15/2024(1)   1,843,012
  220,000 5.88%, 07/15/2026(1)   230,175
    HCA Healthcare, Inc.    
  1,800,000 6.25%, 02/15/2021   1,861,691
    HCA, Inc.    
  3,450,000 5.38%, 09/01/2026   3,881,422
  2,530,000 7.50%, 11/15/2095(12)   3,111,900
    Hill-Rom Holdings, Inc.    
  2,025,000 4.38%, 09/15/2027(1)   2,070,562
    iHeartCommunications, Inc.    
  1,810,000 4.75%, 01/15/2028(1)   1,844,879
  1,545,000 5.25%, 08/15/2027(1)   1,610,663
    Infor U.S., Inc.    
  1,730,000 6.50%, 05/15/2022   1,742,975
    IQVIA, Inc.    
EUR 2,755,000 2.25%, 01/15/2028(1)   3,100,016
    Jacobs Entertainment, Inc.    
$ 2,835,000 7.88%, 02/01/2024(1)   3,004,519
    Kaiser Aluminum Corp.    
  4,085,000 4.63%, 03/01/2028(1)   4,166,700
    L Brands, Inc.    
  4,110,000 5.63%, 02/15/2022   4,333,091
    Lamar Media Corp.    
  835,000 3.75%, 02/15/2028(1)(6)   840,578
    Las Vegas Sands Corp.    
  17,660,000 3.20%, 08/08/2024   18,230,979
    Lithia Motors, Inc.    
  1,465,000 4.63%, 12/15/2027(1)   1,497,963
  1,255,000 5.25%, 08/01/2025(1)   1,295,788
    M/I Homes, Inc.    
  2,075,000 4.95%, 02/01/2028(1)   2,137,250
    Mattel, Inc.    
  3,455,000 5.88%, 12/15/2027(1)   3,631,723
    MGIC Investment Corp.    
  1,025,000 5.75%, 08/15/2023   1,132,625
    Microchip Technology, Inc.    
  7,680,000 3.92%, 06/01/2021   7,866,434
    Micron Technology, Inc.    
  1,085,000 4.64%, 02/06/2024   1,184,122
    Navient Corp.    

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 1,300,000 5.88%, 03/25/2021 $ 1,340,625
  6,435,000 6.63%, 07/26/2021   6,781,525
  4,160,000 7.25%, 01/25/2022   4,461,600
    NextEra Energy Operating Partners L.P.    
  2,880,000 4.25%, 07/15/2024(1)   3,003,034
    Novelis Corp.    
  615,000 5.88%, 09/30/2026(1)   651,900
    Party City Holdings, Inc.    
  1,730,000 6.63%, 08/01/2026(1)(12)   1,228,300
    Penske Automotive Group, Inc.    
  1,190,000 3.75%, 08/15/2020   1,195,206
    Performance Food Group, Inc.    
  4,200,000 5.50%, 10/15/2027(1)   4,420,500
    Presidio Holdings, Inc.    
  3,155,000 8.25%, 02/01/2028(1)   3,241,762
    Prestige Brands, Inc.    
  4,800,000 5.13%, 01/15/2028(1)   5,016,000
    PTC, Inc.    
  1,545,000 3.63%, 02/15/2025   1,558,519
    QEP Resources, Inc.    
  2,965,000 5.25%, 05/01/2023   2,846,400
  1,800,000 5.63%, 03/01/2026   1,606,410
    Radian Group, Inc.    
  865,000 4.50%, 10/01/2024   921,398
    Revlon Consumer Products Corp.    
  3,070,000 6.25%, 08/01/2024   1,396,850
    Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu    
  1,660,000 5.13%, 07/15/2023(1)   1,694,047
  645,000 7.00%, 07/15/2024(1)   665,963
    SBA Tower Trust    
  1,665,000 2.84%, 01/15/2025(1)   1,723,381
    Sinclair Television Group, Inc.    
  3,090,000 5.63%, 08/01/2024(1)   3,178,837
    SM Energy Co.    
  1,310,000 5.00%, 01/15/2024   1,195,375
  265,000 6.13%, 11/15/2022   262,350
    Springleaf Finance Corp.    
  1,740,000 7.75%, 10/01/2021   1,872,710
    Sprint Capital Corp.    
  1,775,000 8.75%, 03/15/2032   1,965,812
    Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC    
  3,660,000 4.74%, 09/20/2029(1)   3,865,875
  4,660,000 5.15%, 09/20/2029(1)   5,079,400
    SS&C Technologies, Inc.    
  1,620,000 5.50%, 09/30/2027(1)   1,713,636
    Starwood Property Trust, Inc.    
  3,990,000 3.63%, 02/01/2021   4,004,962
    Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming    
    Finance Corp.    
  1,410,000 5.88%, 05/15/2025(1)   1,413,525
    Symantec Corp.    
  4,150,000 5.00%, 04/15/2025(1)   4,237,843
    Tempo Acquisition LLC / Tempo Acquisition Finance Corp.    
  3,160,000 6.75%, 06/01/2025(1)   3,270,600
    TransDigm, Inc.    
  3,405,000 5.50%, 11/15/2027(1)   3,425,941
    TriMas Corp.    
  410,000 4.88%, 10/15/2025(1)   420,250
    United Rentals North America, Inc.    
  6,190,000 4.63%, 10/15/2025   6,325,406
    VICI Properties L.P. / VICI Note Co., Inc.    
  8,110,000 3.50%, 02/15/2025(1)(6)   8,233,596
  2,525,000 4.25%, 12/01/2026(1)   2,591,483
  2,110,000 4.63%, 12/01/2029(1)   2,204,950
    Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.    
  1,820,000 8.75%, 04/15/2023(1)   946,400

 


 

The Hartford World Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Weight Watchers International, Inc.    
$ 1,050,000 8.63%, 12/01/2025(1) $ 1,097,250
    West Street Merger Sub, Inc.    
  2,050,000 6.38%, 09/01/2025(1)   2,019,250
    Western Digital Corp.    
  245,000 4.75%, 02/15/2026   261,538
    WMG Acquisition Corp.    
  1,126,000 5.50%, 04/15/2026(1)   1,185,115
    Xerox Corp.    
  3,270,000 4.13%, 03/15/2023   3,384,450
        302,023,143
    Total Corporate Bonds    
    (cost $451,789,006) $ 457,110,075
Foreign Government Obligations - 62.4%    
    Australia - 1.8%    
    Australia Government Bond    
AUD 84,654,000 3.00%, 03/21/2047(7) $ 74,926,929
    New South Wales Treasury Corp.    
  32,651,000 3.00%, 11/15/2028(7)   24,976,831
        99,903,760
    Canada - 19.1%    
    Billets A Terme Du Quebec Zero    
CAD 23,415,000 0.01%, 03/26/2020   17,647,238
    Canadian Government Bond    
  96,710,000 0.75%, 03/01/2021   72,460,154
  86,021,000 0.75%, 09/01/2021   64,272,000
  241,722,000 1.50%, 06/01/2026   185,054,136
  466,802,000 2.25%, 03/01/2024   365,734,464
  59,734,000 2.25%, 06/01/2029   48,995,963
  139,794,000 3.50%, 06/01/2020   106,260,975
    Ontario T-Bill    
  9,365,000 1.57%, 08/26/2020(13)   7,007,686
  35,122,000 1.62%, 02/26/2020(13)   26,506,574
    Province of Ontario Canada    
  103,274,000 1.95%, 01/27/2023   78,777,445
    Province of Saskatchewan    
  18,732,000 0.01%, 03/03/2020   14,133,077
    Quebec T-Bill    
  21,073,000 1.60%, 02/14/2020(13)   15,913,029
  44,860,000 1.61%, 02/21/2020(13)   33,863,978
  9,366,000 1.62%, 02/28/2020(13)   7,067,813
        1,043,694,532
    Denmark - 9.6%    
    Denmark Government Bond    
DKK 3,519,786,000 0.25%, 11/15/2020   526,366,786
    Germany - 1.3%    
    Kreditanstalt fuer Wiederaufbau    
EUR 60,453,000 0.01%, 05/05/2027(7)   68,642,591
    Japan - 11.6%    
    Japan Government Ten Year Bond    
JPY 6,558,100,000 0.10%, 12/20/2029   61,503,484
    Japan Treasury Discount Bill    
  15,140,800,000 0.11%, 04/06/2020(13)   139,763,106
  13,043,950,000 0.12%, 04/13/2020(13)   120,410,756
  13,220,150,000 0.12%, 04/20/2020(13)   122,041,189
  8,818,400,000 0.12%, 04/27/2020(13)   81,409,176
  11,483,600,000 0.17%, 02/10/2020(13)   105,984,169
        631,111,880
    Netherlands - 1.4%    
    Nederlandse Waterschapsbank N.V.    
EUR 30,478,000 1.00%, 09/03/2025(7)   36,350,253

 


 

The Hartford World Bond Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Netherlands Government Bond    
  30,512,000 0.50%, 01/15/2040(1)(7) $ 37,096,953
        73,447,206
    New Zealand - 5.5%    
    New Zealand Government Bond    
NZD 174,139,000 2.75%, 04/15/2025(7)   121,902,816
  73,347,000 2.75%, 04/15/2037(7)   54,898,714
  167,848,000 3.00%, 04/20/2029   124,282,144
        301,083,674
    Singapore - 2.0%    
    Singapore Government Bond    
SGD 82,960,000 1.75%, 04/01/2022   61,189,535
  67,543,000 2.25%, 06/01/2021   50,012,082
        111,201,617
    South Korea - 6.5%    
    Korea Treasury Bond    
KRW154,138,790,000 1.38%, 09/10/2024   129,145,808
  137,329,970,000 2.00%, 12/10/2021   116,662,300
  126,083,280,000 2.25%, 06/10/2025   109,985,258
        355,793,366
    Sweden - 3.6%    
    Kommuninvest I Sverige AB    
SEK 1,346,430,000 1.00%, 11/13/2023(7)   144,195,793
    Sweden Government Bond    
  480,050,000 0.75%, 11/12/2029(1)(7)   53,780,918
        197,976,711
    Total Foreign Government Obligations    
    (cost $3,390,343,496) $ 3,409,222,123
Senior Floating Rate Interests - 3.0%(14)    
    Canada - 0.1%    
    B.C. Unlimited Liability Co.    
$ 3,777,239 3.40%, 11/19/2026 $ 3,770,629
    Denmark - 0.0%    
    Nets Holding A/S    
EUR 2,332,742 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%   2,587,463
    France - 0.1%    
    Numericable Group S.A.    
$ 4,377,494 4.40%, 07/31/2025, 1 mo. USD LIBOR + 2.750%   4,331,005
    Luxembourg - 0.1%    
    Almonde, Inc.    
  3,687,132 5.28%, 06/13/2024, 3 mo. USD LIBOR + 3.500%   3,644,140
    Netherlands - 0.1%    
    Jacobs Douwe Egberts International B.V.    
  5,375,762 3.81%, 11/01/2025, 3 mo. USD LIBOR + 1.750%   5,384,148
    United Kingdom - 0.1%    
    Froneri International plc    
EUR 2,545,000 0.00%, 01/29/2027(15)   2,825,833
$ 730,000 0.00%, 01/29/2027(15)   731,825
EUR 100,000 0.00%, 01/31/2028(15)   112,707
$ 100,000 0.00%, 01/31/2028(15)   101,500
    LGC Group Holdings Ltd.    
EUR 585,000 0.00%, 01/22/2027(15)   650,254
    LGC Ltd.    
$ 2,750,000 0.00%, 01/22/2027(15)   2,753,437
    Sophos Group plc    
  1,295,000 0.00%, 01/15/2027(15)   1,295,816
        8,471,372
    United States - 2.5%    
    Advanced Drainage Systems, Inc.    
  569,534 4.06%, 07/31/2026, 1 mo. USD LIBOR + 2.250%   572,854

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Asurion LLC    
$ 2,878,594 4.65%, 11/03/2023, 1 mo. USD LIBOR + 3.000% $ 2,880,753
  2,605,325 4.65%, 11/03/2024, 1 mo. USD LIBOR + 3.000%   2,606,419
  2,520,000 8.15%, 08/04/2025, 1 mo. USD LIBOR + 6.500%   2,557,397
    AVSC Holding Corp.    
  6,022,725 4.99%, 03/03/2025, 3 mo. USD LIBOR + 3.250%   5,992,611
    B&G Foods, Inc.    
  1,206,975 4.15%, 10/10/2026, 1 mo. USD LIBOR + 2.500%   1,209,486
    Bass Pro Group LLC    
  2,219,324 6.65%, 09/25/2024, 1 mo. USD LIBOR + 5.000%   2,209,159
    BCP Raptor LLC    
  3,184,810 5.90%, 06/24/2024, 2 mo. USD LIBOR + 4.250%   2,904,547
  3,208,875 6.40%, 11/03/2025, 1 mo. USD LIBOR + 4.750%   2,910,065
    BellRing Brands LLC    
  2,235,000 6.65%, 10/21/2024, 1 mo. USD LIBOR + 5.000%   2,268,525
    Belron Finance U.S. LLC    
  1,215,000 4.27%, 10/30/2026, 1 mo. USD LIBOR + 2.500%   1,218,803
    Blackhawk Network Holdings, Inc.    
  2,950,075 4.65%, 06/15/2025, 1 mo. USD LIBOR + 3.000%   2,949,544
    Brand Energy & Infrastructure Services, Inc.    
  2,238,012 6.09%, 06/21/2024, 3 mo. USD LIBOR + 4.250%   2,234,274
    Caesars Entertainment Operating Co.    
  3,409,428 3.65%, 10/07/2024, 1 mo. USD LIBOR + 2.000%   3,411,814
    Caesars Resort Collection LLC    
  4,307,761 4.40%, 12/23/2024, 1 mo. USD LIBOR + 2.750%   4,303,324
    Catalent Pharma Solutions, Inc.    
  2,466,363 3.90%, 05/18/2026, 1 mo. USD LIBOR + 2.250%   2,475,611
    CHG PPC Parent LLC    
  940,675 4.40%, 03/31/2025, 1 mo. USD LIBOR + 2.750%   943,807
    Core & Main LP    
  6,441,812 4.57%, 08/01/2024, 6 mo. USD LIBOR + 2.750%   6,423,711
    CSC Holdings LLC    
  1,762,688 4.18%, 04/15/2027, 1 mo. USD LIBOR + 2.500%   1,766,548
    Cypress Intermediate Holdings, Inc.    
  6,508,312 4.40%, 04/29/2024, 1 mo. USD LIBOR + 2.750%   6,513,389
    Diamond (BC) B.V.    
  2,239,337 4.78%, 09/06/2024, 2 mo. USD LIBOR + 3.000%   2,172,157
    Dun & Bradstreet Corp.    
  3,485,000 6.66%, 02/06/2026, 1 mo. USD LIBOR + 5.000%   3,503,296
    EVO Payments International LLC    
  4,321,998 4.90%, 12/22/2023, 1 mo. USD LIBOR + 3.250%   4,339,545
    Flex Acquisition Co., Inc.    
  3,410,136 5.16%, 06/29/2025, 1 mo. USD LIBOR + 3.250%   3,358,984
    Golden Entertainment, Inc.    
  3,831,050 4.67%, 10/21/2024, 1 mo. USD LIBOR + 3.000%   3,835,839
    Hostess Brands LLC    
  3,425,150 3.99%, 08/03/2025, 1 mo. USD LIBOR + 2.250%   3,426,212
    Hub International Ltd.    
  6,445,204 4.55%, 04/25/2025, 2 mo. USD LIBOR + 3.000%   6,425,482
    Hyland Software, Inc.    
  2,563,792 5.15%, 07/01/2024, 1 mo. USD LIBOR + 3.250%   2,572,996
    Level 3 Financing, Inc.    
  2,749,222 3.40%, 03/01/2027, 1 mo. USD LIBOR + 1.750%   2,743,036
    Lower Cadence Holdings LLC    
  1,835,775 5.65%, 05/22/2026, 1 mo. USD LIBOR + 4.000%   1,788,742
    Medallion Midland Acquisition LLC    
  4,231,818 4.90%, 10/30/2024, 1 mo. USD LIBOR + 3.250%   4,168,341
    Messer Industries GmbH    
  843,625 4.45%, 03/01/2026, 1 mo. USD LIBOR + 2.500%   843,625
    Microchip Technology, Inc.    
  1,391,238 3.65%, 05/29/2025, 1 mo. USD LIBOR + 2.000%   1,394,424
    Pitney Bowes, Inc.    
  2,405,000 0.00%, 01/17/2025, 1 mo. USD LIBOR + 4.000%(15)   2,389,969
    PSAV Holdings LLC    
  2,930,000 6.18%, 10/15/2026, 1 mo. USD LIBOR + 4.500%   2,937,325

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Quikrete Holdings, Inc.    
$ 5,076,923 4.15%, 02/01/2027, 1 mo. USD LIBOR + 2.750% $ 5,076,923
    Rexnord LLC    
  884,615 3.41%, 08/21/2024, 1 mo. USD LIBOR + 1.750%   887,933
    Reynolds Consumer Products, Inc.    
  2,085,000 0.00%, 01/29/2027(15)   2,093,694
    Reynolds Group Holdings, Inc.    
  4,107,653 4.40%, 02/05/2023, 1 mo. USD LIBOR + 2.750%   4,110,939
    Sprint Communications, Inc.    
  4,313,910 4.19%, 02/02/2024, 1 mo. USD LIBOR + 2.500%   4,216,847
    SS&C Technologies Holdings Europe S.a.r.l.    
  547,452 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   547,337
    SS&C Technologies, Inc.    
  4,853,187 3.40%, 04/16/2025, 1 mo. USD LIBOR + 2.250%   4,848,859
    Syneos Health, Inc.    
  2,008,800 3.65%, 08/01/2024, 1 mo. USD LIBOR + 2.000%   2,013,822
    Tamko Building Products, Inc.    
  1,630,913 5.12%, 06/01/2026, 1 mo. USD LIBOR + 3.250%   1,637,028
    USI, Inc.    
  3,709,613 4.95%, 05/16/2024, 3 mo. USD LIBOR + 3.000%   3,693,847
    Weight Watchers International, Inc.    
  2,676,383 6.72%, 11/29/2024, 3 mo. USD LIBOR + 4.750%   2,674,724
        136,054,567
    Total Senior Floating Rate Interests    
    (cost $164,048,514) $ 164,243,324
  U.S. Government Agencies - 3.0%    
    Mortgage-Backed Agencies - 2.9%    
    FHLMC - 1.0%    
$ 31,891,133 0.42%, 11/25/2027(4)(5) $ 670,364
  2,709,712 1.77%, 01/25/2048(4)(5)   287,187
  3,690,853 1.78%, 09/25/2041(4)(5)   201,081
  3,197,220 1.93%, 11/25/2047(4)(5)   466,986
  5,823,080 2.02%, 10/25/2047(4)(5)   890,945
  6,340,248 2.07%, 10/25/2044(4)(5)   844,037
  11,435,000 2.08%, 02/25/2041(4)(5)   212,166
  1,479,915 2.09%, 01/25/2046(4)(5)   235,548
  2,075,000 2.17%, 01/25/2030(4)(5)   339,767
  7,245,592 2.18%, 06/25/2044(4)(5)   866,552
  6,087,872 2.28%, 01/25/2042(4)(5)   463,281
  3,742,315 2.39%, 12/25/2045(4)(5)   633,864
  1,070,000 2.39%, 01/25/2051(4)(5)   182,163
  9,396,703 3.00%, 05/15/2034(5)   847,087
  2,535,000 3.06%, 02/25/2049, 1 mo. USD LIBOR + 1.400%(1)(2)   2,542,058
  4,624,865 3.50%, 01/15/2033(5)   553,466
  1,905,023 3.50%, 05/15/2036(5)   248,500
  2,915,000 3.51%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)   2,927,772
  1,955,000 3.55%, 01/25/2050, 1 mo. USD LIBOR + 1.900%(1)(2)(6)   1,958,770
  105,000 3.71%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)   105,879
  1,565,000 3.71%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)   1,578,289
  1,465,000 3.81%, 11/25/2048, 1 mo. USD LIBOR + 2.150%(1)(2)   1,468,363
  595,000 3.96%, 01/25/2050, 1 mo. USD LIBOR + 2.300%(1)(2)   596,009
  3,000,000 3.96%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)   3,052,397
  1,130,000 3.96%, 10/25/2048, 1 mo. USD LIBOR + 2.300%(1)(2)   1,152,422
  4,111,359 4.01%, 04/25/2030, 1 mo. USD LIBOR + 2.350%(2)   4,208,976
  785,000 4.01%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)   795,259
  761,086 4.11%, 12/25/2042, 1 mo. USD LIBOR + 2.450%(2)   769,624
  1,794,013 4.11%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)   1,820,289
  3,120,000 4.16%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2)   3,232,170
  2,737,000 4.31%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(2)   2,826,782
  1,885,000 4.44%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)   1,928,363
  2,570,000 4.61%, 11/25/2049, 1 mo. USD LIBOR + 2.950%(1)(2)   2,655,656
  957,285 5.00%, 02/15/2048(5)   185,549
  1,095,000 6.01%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(2)   1,218,655
  1,168,774 6.31%, 10/25/2028, 1 mo. USD LIBOR + 4.650%(2)   1,257,992
  2,775,000 6.41%, 12/25/2029, 1 mo. USD LIBOR + 4.750%(2)   3,187,584

 


 

  The Hartford World Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 3,065,000 6.81%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(2) $ 3,384,260
        50,796,112
    FNMA - 0.2%    
  5,872,831 3.00%, 01/25/2028(5) $ 431,873
  5,346,587 3.50%, 04/25/2028(5)   426,266
  1,995,000 3.66%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2)   2,005,322
  1,990,000 3.76%, 09/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)   2,012,338
  4,517,113 4.00%, 01/25/2028(5)   398,849
  1,643,407 4.00%, 04/25/2032(5)   204,456
  4,015,199 4.06%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)   4,067,223
  550,000 5.41%, 09/25/2039, 1 mo. USD LIBOR + 3.750%(1)(2)   575,991
  2,539,295 5.50%, 09/25/2044(5)   552,321
  1,157,199 5.50%, 06/25/2048(5)   228,973
  3,845,157 6.50%, 03/25/2045(5)   1,035,723
        11,939,335
    GNMA - 0.3%    
  7,145,000 3.00%, 02/01/2050(16) $ 7,348,186
  4,842,625 3.50%, 10/20/2029(5)   459,469
  4,432,935 3.50%, 01/20/2030(5)   447,817
  4,776,591 3.50%, 11/20/2031(5)   502,873
  1,287,750 4.00%, 01/16/2046(5)   261,415
  5,504,026 4.50%, 12/16/2039(5)   1,136,328
  318,542 4.50%, 04/20/2045(5)   50,371
  3,034,274 4.50%, 05/20/2048(5)   465,554
  1,643,103 5.00%, 05/16/2044(5)   335,719
  1,578,542 5.00%, 07/16/2044(5)   312,536
  1,550,445 5.00%, 12/16/2045(5)   316,705
  2,637,889 5.00%, 07/16/2047(5)   586,814
  1,239,493 5.00%, 09/20/2047(5)   243,405
  1,322,464 5.00%, 11/16/2047(5)   226,895
  2,698,583 5.00%, 06/20/2048(5)   593,849
  5,101,319 5.50%, 11/16/2046(5)   1,217,932
  1,057,291 5.50%, 02/20/2047(5)   231,280
  1,929,904 5.85%, 07/20/2039(4)(5)   390,641
  2,204,174 6.00%, 09/20/2045(5)   441,231
        15,569,020
    UMBS - 1.4%    
  10,375,000 2.50%, 02/15/2035(16) $ 10,561,426
  14,175,000 3.00%, 02/15/2035(16)   14,602,465
  24,650,000 3.00%, 02/15/2050(16)   25,208,699
  11,710,000 4.00%, 02/15/2050(16)   12,234,205
  13,900,000 5.00%, 02/12/2050(16)   14,893,090
        77,499,885
 
        155,804,352
    SLC Student Loan Trust - 0.0%    
 
  834,356 2.79%, 06/15/2021, 3 mo. USD LIBOR + 0.900%(2)   817,954
 
    SLM Student Loan Trust - 1.0%    
 
  361,102 2.31%, 05/26/2026, 1 mo. USD LIBOR + 0.650%(2)   348,882
  1,574,096 2.54%, 04/25/2023, 3 mo. USD LIBOR + 0.750%(2)   1,514,293
  1,621,504 3.29%, 04/25/2023, 3 mo. USD LIBOR + 1.500%(2)   1,630,509
  2,412,369 3.49%, 07/25/2023, 3 mo. USD LIBOR + 1.700%(2)   2,434,222
        5,927,906
    Total U.S. Government Agencies    
    (cost $161,965,533) $ 162,550,212
  U.S. Government Securities - 14.1%    
    U.S. Treasury Bonds - 1.4%    
  33,087,346 0.75%, 02/15/2045(17) $ 36,759,378
  18,429,000 2.25%, 08/15/2049   19,400,842

 


 

The Hartford World Bond Fund      
 
Schedule of Investments – (continued)      
January 31, 2020 (Unaudited)      
 
 
19,284,000 3.00%, 02/15/2047     23,256,805
        79,417,025
  U.S. Treasury Notes - 12.7%      
133,135,723 0.13%, 04/15/2022(17)   $ 133,398,264
103,535,030 0.38%, 07/15/2027(17)     107,976,529
116,435,000 1.38%, 04/30/2020(18)     116,362,228
91,100,000 1.75%, 04/30/2022(19)(20)     91,946,946
74,488,000 2.00%, 05/31/2024(18)     76,597,523
159,800,000 2.13%, 07/31/2024(18)     165,368,032
        691,649,522
  Total U.S. Government Securities      
  (cost $753,076,184)   $ 771,066,547
Convertible Bonds - 0.1%      
  Electronics - 0.1%      
  Fortive Corp.      
2,585,000 0.88%, 02/15/2022(1)     2,601,853
  Software - 0.0%      
  Western Digital Corp.      
1,959,000 1.50%, 02/01/2024     1,962,673
  Total Convertible Bonds      
  (cost $4,558,120)   $ 4,564,526
Preferred Stocks - 0.0%        
  United States - 0.0%      
21,100 GMAC Capital Trust Series 2, 7.70%(2)     562,315
  Total Preferred Stocks      
  (cost $552,899)   $ 562,315
Convertible Preferred Stocks - 0.1%      
  United States - 0.1%      
27,708 DTE Energy Co. , 6.25%     1,420,589
24,850 Elanco Animal Health, Inc. , 5.00%     1,360,811
  Total Convertible Preferred Stocks      
  (cost $2,627,900)   $ 2,781,400
  Total Long-Term Investments      
  (cost $5,343,564,226)   $ 5,388,456,621
Short-Term Investments - 3.4%      
  Other Investment Pools & Funds - 3.1%      
  BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class,      
172,053,249 1.49 %(21)   172,053,249
  Securities Lending Collateral - 0.3%      
699,552 Citibank NA DDCA, 1.58%, 2/3/2020(21)     699,552
  Fidelity Investments Money Market Funds, Government Portfolio,      
3,263,773 Institutional Class, 1.50%(21)     3,263,773
  Goldman Sachs Financial Square Funds, Government Fund, Institutional      
2,757,720 Class, 1.72%(21)     2,757,720
1,003,021 JPMorgan Prime Money Market Fund, 1.69%(21)     1,003,021
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional      
2,632,849 Class, 1.71%(21)     2,632,849
  State Street Institutional Liquid Reserves Fund, Institutional Class,      
3,635,157 1.71 %(21)   3,635,157
        13,992,072
  Total Short-Term Investments      
  (cost $186,045,321)   $ 186,045,321

 


 

The Hartford World Bond Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments Excluding Purchased Options          
(cost $5,529,609,547) 102.0 % $ 5,574,501,942  
Total Purchased Options          
(cost $7,306,165) 0.3 % $ 14,453,077  
Total Investments          
(cost $5,536,915,712) 102.3 % $ 5,588,955,019  
Other Assets and Liabilities (2.3 )%   (124,496,759 )
 
Total Net Assets 100.0 % $ 5,464,458,260  
 
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, 2020, the aggregate value of these securities was $672,148,533, representing 12.3% of net assets.
(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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)      Securities disclosed are interest-only strips.
(6)      This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $28,130,000 at January 31, 2020.
(7)      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, 2020, the aggregate value of these securities was $658,593,191, representing 12.1% of net assets.
(8)      Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(9)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(10)      Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(11)      Security is a zero-coupon bond.
(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)      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. Base lending rates may be subject to a
floor      or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of
January      31, 2020.
(15)      Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(16)      Represents or includes a TBA transaction.
(17)      The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the
inflation-adjusted      principal amount.
(18)      All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of January 31, 2020,
the      market value of securities pledged was $106,556,935.
(19)      All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2020, the
market      value of securities pledged was $12,671,722.

 

The Hartford World Bond Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(20)      All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of January 31, 2020, the market value of securities pledged was $12,565,746.
(21)      Current yield as of period end.

OTC Swaption Contracts Outstanding at January 31, 2020

    Exercise   Pay/                   Premiums          
    Price/FX Receive                         Paid       Unrealized  
  Counter- Rate/   Floating Expiration         Number of   Market   (Received) Appreciation/  
Description party Rate   Rate Date Notional Amount Contracts   Value †         by Fund   (Depreciation)  
Purchased swaption contracts:                                          
Calls                                            
3 Month USD-LIBOR-                                            
BBA Interest Rate Swap                                            
Expiring 05/06/57 * JPM 2.38 % Receive 05/04/27 USD 6,000,000     6,000,000 $ 1,404,600   $ 636,000 $ 768,600  
3 Month USD-LIBOR-                                            
BBA-Interest Rate Swap                                            
Expiring 08/04/57 * BOA 2.45 % Receive 08/02/27 USD 1,195,000     1,195,000   295,524     102,770   192,754  
3 Month USD-LIBOR-                                            
BBA-Interest Rate Swap                                            
Expiring 08/04/57 * JPM 2.45 % Pay 08/02/27 USD 3,200,000     3,200,000   791,360     328,640   462,720  
3 Month USD-LIBOR-                                            
BBA-Interest Rate Swap                                            
Expiring 09/24/59 * DEUT 1.85 % Pay 09/20/29 USD 2,345,000     2,345,000   422,334     383,407   38,927  
 
Total Calls                     $ 2,913,818       $ 1,450,817   1,463,001  
Puts                                            
3 Month USD-LIBOR-                                            
BBA Interest Rate Swap                                 1,248,00      
Expiring 05/06/57 * JPM 2.38 % Pay 05/04/27 USD 6,000,000     6,000,000 $ 486,000     $   0 $ (762,000 )
3 Month USD-LIBOR-                                            
BBA-Interest Rate Swap                                            
Expiring 08/04/57 * BOA 2.45 % Pay 08/02/27 USD 1,195,000     1,195,000   92,661     273,656   (180,995 )
3 Month USD-LIBOR-                                            
BBA-Interest Rate Swap                                            
Expiring 08/04/57 * JPM 2.45 % Receive 08/02/27 USD 3,200,000     3,200,000   248,128     632,320   (384,192 )
3 Month USD-LIBOR-                                            
BBA-Interest Rate Swap                                            
Expiring 09/24/59 * DEUT 1.85 % Receive 09/20/29 USD 2,345,000     2,345,000   342,839     383,407   (40,568 )
              199,825,00                              
CDX.NA.33.V1 * MSC 52.50 % Pay 04/15/20 USD 0     199,825,000   464,767     337,205   127,562  
              178,275,00                              
ITRAXX.EUR.32.V1 * BCLY 50.00 % Pay 04/15/20 EUR 0     178,275,000   337,833     328,845   8,988  
 
 
Total Puts                   $   1,972,228 $ 3,203,433 $ (1,231,205 )
 
 
Total purchased swaption contracts             $ 4,886,046 $ 4,654,250 $ 231,796  
 
 
* Swaptions with forward premiums.                                        
 
    OTC Swaption Contracts Outstanding at January 31, 2020                        
 
    Exercise   Pay/                   Premiums          
    Price/FX Receive                         Paid       Unrealized  
  Counter- Rate/   Floating Expiration         Number of   Market   (Received) Appreciation/  
Description party Rate   Rate Date Notional Amount Contracts   Value †         by Fund   (Depreciation)  
Written swaption contracts:                                          
Puts                                            
              (199,825,00                   (129,88      
CDX.NA.33.V1 MSC 67.50 USD Receive 04/15/20 USD 0 )   (199,825,000) $ (187,206)     $   6 ) $ (57,320 )
              (178,275,00                   (118,85      
ITRAXX.EUR.32.V1 BCLY 65.00 EUR Receive 04/15/20 USD 0 )   (178,275,000) $ (115,053)         9 ) 3,806  
                                  (248,745      
Total Puts                     $ (302,259 )   $   )$   (53,514 )

 


 

The Hartford World Bond Fund                                                  
 
Schedule of Investments – (continued)                                                
January 31, 2020 (Unaudited)                                                  
 
 
                            $ (302,259 (248,745            
Total written swaption contracts                       $       ) $   ) $     (53,514 )    
 
  Exchange-Traded Option Contracts Outstanding at January 31, 2020                                    
 
                                  Premiums            
                                    Paid     Unrealized      
  Exercise Price/FX Rate/   Expiration   Number of   Notional     Market (Received) Appreciation/      
Description Rate     Date   Contracts   Amount     Value †   by Fund     (Depreciation)      
Purchased option contracts:                                                    
Calls                                                    
U.S. Treasury 5-Year Futures               17,494,00                                
 
Options   120.00 USD 02/21/20   17,494 USD 0   $ 9,567,031 $ 2,651,915     6,915,116      
 
                                        2,651,            
Total purchased option contracts                         $ 9,567,031 $ 915 $   6,915,116      
 
  Exchange-Traded Options Contracts Outstanding at January 31, 2020                          
                                    Premiums            
                                    Paid     Unrealized      
    Exercise Price/   Expiration   Number of   Notional         Market (Received) Appreciation/      
Description   FX Rate/ Rate   Date   Contracts   Amount         Value † by Fund (Depreciation)      
Written option contracts:                                                    
Calls                                                    
                          (2,596,766                      
U.S. Treasury 5-Year Futures Options 120.50 USD 02/21/20 (8,747 ) USD (8,747,000 )   $   ) $ (596,918 )   (1,999,848 )    
                          (4,783,516                      
U.S. Treasury 5-Year Futures Options 120.00 USD 02/21/20 (8,747 ) USD (8,747,000 )       )     (607,867 )   (4,175,649 )    
                                              (1,204,78  
Total Calls                         $             (7,380,282 ) $ )  
 
                                        (1,204,7            
Total written option contracts                         $ (7,380,282 ) $ 85 ) $ (6,175,497 )
 
    Futures Contracts Outstanding at January 31, 2020                                    
                                        Value and      
        Number               Current         Unrealized      
        of                 Notional         Appreciation/      
Description       Contracts Expiration Date         Amount         (Depreciation)      
 
Long position contracts:                                                    
Australian 3-Year Bond Future     3,562 03/16/2020   $     276,549,090 $   519,123      
Australian 10-Year Bond Future       908 03/16/2020             89,887,937     454,349      
Euro BUXL 30-Year Bond Future       118 03/06/2020             27,600,028     1,176,640      
Euro-BTP Future         208 03/06/2020             34,147,901     1,358,073      
Euro-Schatz Future         43 03/06/2020             5,345,236           2,104      
U.S. Treasury 10-Year Ultra Future       13 03/20/2020             1,893,531           41,632      
Total                                   $   3,551,921      
Short position contracts:                                                    
Canadian Government 10-Year Bond Future     169 03/20/2020   $         18,155,304 $         (45,835 )    
Euro-BOBL Future       1,065 03/06/2020         159,406,348     (1,142,605 )    
Euro-Bund Future         515 03/06/2020             99,975,934     (1,182,939 )    
Long Gilt Future         557 03/27/2020             99,250,854     (358,580 )    
U.S. Treasury 2-Year Note Future       438 03/31/2020             94,765,407           (72,662 )    
U.S. Treasury 5-Year Note Future     2,596 03/31/2020         312,351,533     (1,514,510 )    
U.S. Treasury 10-Year Note Future       276 03/20/2020             36,337,125     (529,943 )    
U.S. Treasury Long Bond Future       88 03/20/2020             14,390,750     (447,817 )    
U.S. Treasury Ultra Bond Future       156 03/20/2020             30,215,250     (1,139,582 )    
 
 
Total                                   $   (6,434,473 )    
 
Total futures contracts                                   $   (2,882,552 )    

 


 

The Hartford World Bond Fund                  
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                  
 
 
TBA Sale Commitments Outstanding at January 31, 2020
                Unrealized  
    Principal           Appreciation/  
Description   Amount Maturity Date Market Value †     (Depreciation)  
UMBS, 3.50% $ 18,455,000 02/15/2050 $ (19,050,462 ) $ (59,114 )
Total (proceeds receivable $18,991,348)       $ (19,050,462 ) $ (59,114 )

 

At January 31, 2020, the aggregate market value of TBA Sale Commitments represents (0.3)% of total net assets.

    OTC Credit Default Swap Contracts Outstanding at January 31, 2020                    
 
              Periodic   Upfront   Upfront             Unrealized  
  Counter- Notional (Pay)/Receive Expiration Payment Premiums   Premiums     Market   Appreciation/  
Reference Entity   party Amount (a) Fixed Rate   Date Frequency   Paid   Received     Value †   (Depreciation)  
Credit default swaps on indices:                                    
Buy protection:                                        
CMBX.NA.BBB-                                        
 
 
.11 MSC USD 3,750,000 (3.00 %) 11/18/54 Monthly $ 182,367 $ —$     39,459       (142,908 )
 
Total traded indices               $ 182,367 $   $ 39,459 $ (142,908 )
Credit default swaps on single-name issues:                                  
Buy protection:                                        
Algeco Global                                        
Finance plc GSC EUR 920,000 (5.00 %) 12/20/24 Quarterly   $ $ (18,864 ) $   (17,231 )$ 1,633  
Banco                                        
Santander S.A. BNP EUR 4,370,000 (1.00 %) 06/20/23 Quarterly       (52,512 )   (95,710 )     (43,198 )
Banco                                        
Santander S.A. BNP EUR 6,880,000 (1.00 %) 06/20/23 Quarterly       (82,673 )   (150,683 )     (68,010 )
Deutsche Bank                                        
AG MSC EUR 5,470,000 (1.00 %) 12/20/24 Quarterly   685,099       320,796       (364,303 )
Ineos Group                                        
Holdings S.A. BOA EUR 6,800,000 (5.00 %) 12/20/24 Quarterly       (988,643 )   (1,053,099 )     (64,456 )
Loxam S.A.S. GSC EUR 970,000 (5.00 %) 12/20/24 Quarterly     17,940       (15,083 )     (33,023 )
MDC Holdings,                                        
Inc. JPM USD 3,075,000 (1.00 %) 03/20/20 Quarterly     2,864       (7,508 )     (10,372 )
Naturgy Energy                                        
Group S.A. GSC EUR 14,200,000 (1.00 %) 12/20/23 Quarterly       (152,736 )   (452,090 )     (299,354 )
Tesco plc BCLY EUR 15,550,000 (1.00 %) 06/20/23 Quarterly       (30,661 )   (334,669 )     (304,008 )
 
Total                 $ 705,903 $ (1,326,089) $ (1,805,277) $ (1,185,091)  
Credit default swaps on single-name issues:                                  
Sell protection:                                        
Liberty                                        
Interactive LLC GSC USD 1,425,000 5.00 % 03/20/20 Quarterly   $ 4,353 $ — $     17,705 $ 13,352  
Liberty                                        
Interactive LLC BCLY USD 850,000 5.00 % 03/20/20 Quarterly     2,237       10,561       8,324  
 
 
Total                 $ 6,590 $   $ 28,266 $ 21,676  
 
 
Total single-name issues             $ 712,493 $ (1,326,089) $(1,777,011)$ (1,163,415)  
 
Total OTC contracts               $ 894,860 $ (1,326,089) $(1,737,552)$ (1,306,323)  

 

(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, 2020    
 
      Periodic   Unrealized
  Notional (Pay)/Receive Expiration Payment   Appreciation/
Reference Entity Amount (a) Fixed Rate Date Frequency Cost Basis Value † (Depreciation)

 


 

The Hartford World Bond Fund                            
 
Schedule of Investments – (continued)                          
January 31, 2020 (Unaudited)                              
 
 
Credit default swaps on indices:                              
Sell protection:                              
                (7,391,545              
 
CDX.NA.HY.33.V2 USD 83,488,680 (5.00 %) 12/20/24 Quarterly   $ )   $ (7,400,257 ) (8,712 )
Credit default swaps on single-name issues:                            
Buy protection:                              
Dillard's, Inc. USD 3,670,000 (5.00 %) 12/20/24 Quarterly $ (544,906 )   $ (694,830 ) (149,924 )
Kohl’s Corp. USD 4,080,000 (1.00 %) 12/20/24 Quarterly   87,319       67,343   (19,976 )
                (1,062,264              
Navient Corp. USD 8,070,000 (5.00 %) 12/20/24 Quarterly   )       (974,239 ) 88,025  
Rexel S.A. EUR 820,000 (5.00 %) 12/20/24 Quarterly   (157,913 )     (178,537 ) (20,624 )
Tenet Healthcare                              
Corp. USD 8,240,000 (5.00 %) 12/20/24 Quarterly   (262,691 )     (923,095 ) (660,404 )
United States Steel                              
Corp. USD 9,560,000 (5.00 %) 12/20/24 Quarterly   486,676       505,273   18,597  
 
 
Total             $ (1,453,779) $ (2,198,085) $   (744,306 )
 
 
Total single-name issues             $ (1,453,779) $ (2,198,085) $   (744,306 )
 
Total             $ (8,845,324) $ (9,598,342) $   (753,018 )

 

(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, 2020                
 
      Payments         Periodic Upfront Upfront         Unrealized  
Counter- Payments made received by Notional Expiration Payment Premiums Premiums         Appreciation/  
party by Fund   Fund Amount   Date Frequency Paid Received     Value †   (Depreciation)  
    3 Mo. KRW   14,479,301,00                        
BOA 1.41% Fixed KSDA KRW   0 03/18/25 Quarterly $   $ — $     (78,386 ) $ (78,386 )
    3 Mo. KRW   29,555,622,00                        
GSC 1.37% Fixed KSDA KRW   0 03/18/25 Quarterly         (109,466 ) (109,466 )
    3 Mo. KRW                              
GSC 1.45% Fixed KSDA KRW 7,635,202,000 03/18/30 Quarterly         (87,964 ) (87,964 )
    3 Mo. KRW   22,351,797,00                        
JPM 1.43% Fixed KSDA KRW   0 03/18/25 Quarterly         (137,759 ) (137,759 )
    3 Mo. KRW                              
JPM 1.45% Fixed KSDA KRW 7,679,528,000 03/18/30 Quarterly         (87,118 ) (87,118 )
    3 Mo. KRW   19,040,932,00                        
JPM 1.46% Fixed KSDA KRW   0 03/18/30 Quarterly         (237,861 ) (237,861 )
 
Total               $ $   $ (738,554 ) (738,554 )
 
    Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2020              
 
      Payments         Periodic Upfront Upfront         Unrealized  
Payments made by   received by       Expiration Payment Premiums Premiums         Appreciation/  
  Fund   Fund Notional Amount Date Frequency Paid Received     Value †   (Depreciation)  
3 Mo. CAD CDOR 2.09% Fixed CAD 35,851,000 09/15/24 Semi-Annual$ $ (7,145 ) $ (391,184 ) (384,039 )
3 Mo. CAD CDOR 1.97% Fixed CAD 49,803,000 06/17/25 Semi-Annual   5,447       (638,822 ) (644,269 )
3 Mo. CAD CDOR 1.78% Fixed CAD 11,572,000 03/18/30 Semi-Annual   18,259       (62,069 ) (80,328 )
3 Mo. NZD NZDBBR                                  
FRA   1.77% Fixed NZD 105,105,000 06/16/23 Semi-Annual         879,293   879,293  
3 Mo. NZD NZDBBR                                  
FRA   1.80% Fixed NZD 72,320,000 06/16/23 Semi-Annual         629,075   629,075  
3 Mo. NZD NZDBBR                                  
FRA   1.77% Fixed NZD 17,890,000 06/16/23 Semi-Annual         148,873   148,873  
3 Mo. NZD NZDBBR                                  
FRA   1.39% Fixed NZD 102,266,930 09/15/23 Semi-Annual         339,284   339,284  
3 Mo. NZD NZDBBR                                  
FRA   1.40% Fixed NZD 52,714,620 09/15/23 Semi-Annual         182,652   182,652  
3 Mo. NZD NZDBBR                                  
FRA   1.39% Fixed NZD 52,100,450 09/15/23 Semi-Annual         175,592   175,592  

 


 

The Hartford World Bond Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

3 Mo. NZD NZDBBR
  FRA 1.07% Fixed
3 Mo. NZD NZDBBR
  FRA 1.07% Fixed
3 Mo. NZD NZDBBR
  FRA 1.00% Fixed
3 Mo. NZD NZDBBR
  FRA 0.96% Fixed
3 Mo. NZD NZDBBR
  FRA 2.19% Fixed
3 Mo. NZD NZDBBR
  FRA 1.13% Fixed
3 Mo. NZD NZDBBR
  FRA 2.97% Fixed
3 Mo. NZD NZDBBR
  FRA 1.44% Fixed
  3 Mo. SEK STIBOR 0.72% Fixed
  3 Mo. SEK STIBOR 0.34% Fixed
  3 Mo. SEK STIBOR 1.72% Fixed
  3 Mo. SEK STIBOR 0.50% Fixed
  3 Mo. SEK STIBOR 0.34% Fixed
  3 Mo. USD LIBOR 1.78% Fixed
  3 Mo. USD LIBOR 1.53% Fixed
  3 Mo. USD LIBOR 2.79% Fixed
  3 Mo. USD LIBOR 1.84% Fixed
  3 Mo. USD LIBOR 2.88% Fixed
  3 Mo. USD LIBOR 2.87% Fixed
  3 Mo. USD LIBOR 2.39% Fixed
  3 Mo. USD LIBOR 1.79% Fixed
  3 Mo. ZAR JIBAR 7.66% Fixed
  6 Mo. AUD BBSW 1.84% Fixed
  6 Mo. AUD BBSW 1.03% Fixed
  6 Mo. AUD BBSW 2.25% Fixed
  6 Mo. AUD BBSW 1.34% Fixed
 

6 Mo. EUR EURIBOR 0.41% Fixed 6 Mo. EUR EURIBOR 0.00% Fixed 6 Mo. EUR EURIBOR 1.16% Fixed 6 Mo. EUR EURIBOR 0.00% Fixed

  6 Mo. GBP LIBOR 0.81% Fixed
  6 Mo. GBP LIBOR 1.06% Fixed
  6 Mo. JPY LIBOR 0.00% Fixed
  6 Mo. NOK NIBOR 1.91% Fixed
  6 Mo. NOK NIBOR 1.72% Fixed
  6 Mo. NOK NIBOR 1.97% Fixed
  Total  

 

NZD 48,855,000 12/15/23 Semi-Annual $ $   $ (45,458 ) (45,458 )
 
NZD 73,965,000 12/15/23 Semi-Annual       (69,287 ) (69,287 )
 
NZD 49,595,000 12/15/23 Semi-Annual       (86,435 ) (86,435 )
 
NZD 83,457,000 12/15/23 Semi-Annual       (186,445 ) (186,445 )
 
NZD 39,109,000 09/15/24 Semi-Annual 23,934       753,303   729,369  
 
NZD 29,036,000 03/18/25 Semi-Annual   (16,489 )   (42,282 ) (25,793 )
 
NZD 27,960,000 06/19/29 Semi-Annual 2,039       1,122,019   1,119,980  
 
NZD 13,400,000 03/18/30 Semi-Annual   (10,674 )   (2,725 ) 7,949  
SEK 235,927,000 09/15/24 Annual   (1,177 )   362,971   364,148  
SEK 170,133,000 06/17/25 Annual   (2,074 )   94,376   96,450  
SEK 142,216,000 03/20/29 Annual   (1,585 )   849,757   851,342  
SEK 406,376,000 12/18/29 Annual 121,782       329,693   207,911  
SEK 78,379,000 03/18/30 Annual   (84,537 )   (80,447 ) 4,090  
USD 27,995,000 12/15/24 Semi-Annual 21,919       (403,135 ) (425,054 )
USD 38,139,000 03/18/25 Semi-Annual 92,438       (393,087 ) (485,525 )
USD 33,942,000 09/30/25 Semi-Annual       (2,941,407) (2,941,407)  
USD 8,689,000 06/17/30 Semi-Annual   (12,400 )   (303,540 ) (291,140 )
USD 1,475,000 12/31/48 Semi-Annual       (421,216 ) (421,216 )
USD 737,500 01/28/49 Semi-Annual       (215,442 ) (215,442 )
USD 1,450,000 05/31/49 Semi-Annual       (245,725 ) (245,725 )
USD 1,635,000 09/24/49 Semi-Annual       (48,630 ) (48,630 )
ZAR 1,011,035,000 03/18/30 Quarterly   (180,471 )   (756,807 ) (576,336 )
AUD 37,316,000 09/15/24 Semi-Annual       780,309   780,309  
AUD 27,046,000 06/17/25 Semi-Annual 37,532       205,645   168,113  
AUD 27,325,000 09/18/29 Semi-Annual 24,651       778,893   754,242  
AUD 12,368,000 03/18/30 Semi-Annual   (31,164 )   203,954   235,118  
EUR 21,843,000 09/15/24 Annual 28,425       510,645   482,220  
EUR 16,206,000 03/18/25 Annual   (9,070 )   (42,691 ) (33,621 )
EUR 14,858,000 09/18/29 Annual 873       857,047   856,174  
EUR 7,155,000 03/18/30 Annual   (103,951 )   (63,242 ) 40,709  
GBP 30,449,000 03/18/25 Semi-Annual 4,449       (296,820 ) (301,269 )
GBP 6,325,000 06/17/30 Semi-Annual   (14,053 )   (266,757 ) (252,704 )
JPY 2,811,383,000 12/15/24 Semi-Annual 9,663       57,153   47,490  
NOK 233,760,000 09/15/24 Annual   (809 )   (220,859 ) (220,050 )
NOK 348,391,000 03/18/25 Annual 58,511       (96,787 ) (155,298 )
NOK 81,815,000 06/17/30 Annual 8,390       (208,522 ) (216,912 )
 
      $ 458,312 $ (475,599 ) $ 730,713   748,000  

 

    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
6,925,000 AUD 4,674,576 USD GSC 02/05/20 $ $ (38,634 )
8,230,000 AUD 5,578,008 USD HSBC 02/05/20     (68,434 )
5,163,000 AUD 3,550,619 USD MSC 02/05/20     (94,249 )
12,797,000 AUD 8,794,692 USD BCLY 02/05/20     (227,739 )
39,089,000 AUD 26,831,112 USD CBK 02/05/20     (662,979 )
68,499,000 AUD 47,055,388 USD RBS 02/05/20     (1,198,729 )
147,229,000 AUD 100,907,518 USD CBA 02/05/20     (2,345,057 )
147,228,000 AUD 101,054,796 USD RBC 02/05/20     (2,493,004 )
157,873,000 AUD 108,512,574 USD DEUT 02/05/20     (2,824,486 )
314,277,000 AUD 214,400,667 USD JPM 02/05/20     (4,007,915 )
151,017,000 AUD 101,038,377 USD DEUT 03/05/20   115,581    
151,017,000 AUD 101,055,140 USD CBA 03/05/20   98,818    
784,000 AUD 524,774 USD CBK 03/05/20   364    
1,566,000 AUD 1,049,147 USD BCLY 03/05/20   495   (706 )
6,105,000 AUD 4,090,533 USD ANZ 03/05/20     (1,292 )

 


 

The Hartford World Bond Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
784,000 AUD 528,066 USD MSC 03/05/20 $ $ (2,928 )
151,017,000 AUD 101,241,042 USD BNP 03/05/20     (87,084 )
203,045,000 AUD 137,011,105 USD JPM 03/05/20     (1,007,837 )
52,075,000 BRL 12,196,979 USD MSC 02/04/20     (40,392 )
120,992,000 BRL 28,790,145 USD DEUT 02/04/20     (545,309 )
1,338,814,000 CAD 1,011,127,726 USD BNP 02/05/20   503,165    
854,000 CAD 648,919 USD CBK 02/05/20     (3,622 )
1,992,000 CAD 1,519,123 USD BCLY 02/05/20     (13,934 )
2,251,000 CAD 1,719,943 USD MSC 02/05/20     (19,049 )
5,629,000 CAD 4,293,370 USD JPM 02/05/20     (40,002 )
132,410,000 CAD 100,740,509 USD HSBC 02/05/20     (689,235 )
2,132,000 CAD 1,611,078 USD MSC 03/05/20   650   (795 )
712,000 CAD 538,165 USD JPM 03/05/20     (180 )
71,921,000 CAD 54,508,760 USD HSBC 03/05/20     (165,462 )
401,197,000 CHF 414,439,161 USD BCLY 02/05/20   2,228,099    
44,811,000 CHF 46,138,566 USD JPM 02/05/20   400,359    
11,000,000 CHF 11,331,544 USD CBK 02/05/20   92,619    
5,141,000 CHF 5,271,590 USD HSBC 02/05/20   67,648    
2,764,000 CHF 2,846,606 USD MSC 02/05/20   23,975    
265,570,000 CHF 272,856,945 USD HSBC 03/05/20   3,522,245    
6,351,000 CHF 6,544,087 USD MSC 03/05/20   65,410    
5,829,000 CHF 6,020,192 USD JPM 03/05/20   46,059    
1,798,000 CHF 1,850,672 USD BCLY 03/05/20   20,510    
682,600,000 CLP 897,213 USD GSC 02/05/20     (44,325 )
2,852,900,000 CLP 3,615,843 USD HSBC 02/05/20     (51,230 )
819,120,000 CLP 1,078,499 USD CBK 02/05/20     (55,033 )
2,069,000,000 CLP 2,680,399 USD MSC 02/05/20     (95,245 )
4,081,580,000 CLP 5,218,718 USD DEUT 02/05/20     (118,906 )
3,987,295,000 CLP 4,994,545 USD DEUT 03/05/20     (14,721 )
30,489,000 CNH 4,388,485 USD MSC 02/05/20     (33,371 )
74,061,000 CNH 10,664,545 USD JPM 02/05/20     (85,514 )
64,626,000 CNH 9,272,023 USD MSC 03/05/20     (50,890 )
7,360,532,000 COP 2,150,944 USD CBK 02/05/20   676    
3,555,644,000 DKK 523,312,091 USD MSC 02/05/20   4,574,465    
61,257,000 EUR 67,897,993 USD JPM 02/05/20   68,230   (8,615 )
2,229,000 EUR 2,469,912 USD MSC 02/05/20   4,340   (1,433 )
37,647,000 EUR 41,857,728 USD CBK 02/05/20   16,167   (108,870 )
772,522,000 EUR 862,588,198 USD BCLY 02/05/20   1,150,469   (6,714,205 )
1,037,000 EUR 1,144,642 USD CBK 02/28/20   7,350    
608,618,000 EUR 670,432,896 USD TDB 03/05/20   5,982,435    
9,924,000 EUR 10,935,097 USD UBS 03/05/20   94,392    
9,258,000 EUR 10,214,912 USD BCLY 03/05/20   74,388    
7,358,000 EUR 8,155,166 USD BOA 03/05/20   22,482    
30,997,000 GBP 40,602,334 USD BCLY 02/05/20   334,514    
20,850,000 GBP 27,329,534 USD CBK 02/05/20   206,462    
9,908,000 GBP 12,889,987 USD JPM 02/05/20   195,225    
3,718,000 GBP 4,879,317 USD BOA 02/05/20   30,939    
4,354,000 GBP 5,721,722 USD BNP 02/05/20   28,481    
993,000 GBP 1,290,742 USD MSC 02/05/20   20,685    
1,281,000 GBP 1,668,287 USD GSC 02/28/20   24,493    
4,940,000 GBP 6,456,655 USD JPM 03/05/20   72,616    
2,429,000 GBP 3,166,731 USD CBK 03/05/20   43,714    
910,000 GBP 1,184,194 USD MSC 03/05/20   18,566    
1,702,400,000 HUF 5,549,796 USD MSC 02/05/20   47,665    
6,320,620,000 HUF 20,750,264 USD BCLY 02/05/20   39,201   (7,378 )
2,843,300,000 HUF 9,292,741 USD JPM 03/05/20   66,241    
2,355,836,000 HUF 7,688,910 USD MSC 03/05/20   65,539    
155,983,000,00                    
0 IDR 11,165,569 USD JPM 02/05/20   252,585    
85,159,000,000 IDR 6,218,255 USD BCLY 03/05/20     (530 )
25,371,000 ILS 7,341,305 USD GSC 02/05/20   12,304    
14,016,000 ILS 4,055,491 USD CBK 03/05/20   12,073    
16,073,000 ILS 4,672,927 USD GSC 03/05/20     (8,403 )
1,851,313,000 INR 25,661,002 USD JPM 02/05/20   270,216    
254,350,000 INR 3,566,071 USD CSFB 02/05/20     (3,407 )
308,960,000 INR 4,353,389 USD SCB 02/05/20     (25,807 )

 


 

The Hartford World Bond Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
484,390,000 INR 6,814,716 USD CBK 02/05/20 $ $ (29,898 )
1,667,383,000 INR 23,244,619 USD HSBC 03/05/20   38,517    
27,481,268,000 JPY 249,698,570 USD JPM 02/05/20   4,000,378    
2,976,500,000 JPY 27,090,496 USD HSBC 02/05/20   387,673    
9,529,000,000 JPY 87,883,695 USD MSC 02/05/20   85,217    
101,820,270,00                    
0 JPY 942,729,627 USD ANZ 02/05/20   296,650   (3,051,625 )
75,641,065,000 JPY 696,047,337 USD ANZ 03/05/20   3,322,316    
767,384,000 JPY 7,052,355 USD JPM 03/05/20   42,801    
126,363,000 JPY 1,162,914 USD BCLY 03/05/20   5,426    
388,251,968,00                    
0 KRW 325,769,398 USD JPM 02/05/20   7,810    
77,128,996,000 KRW 66,310,447 USD CBK 02/05/20     (1,592,503 )
1,897,741,000 MXN 100,299,036 USD CBK 02/05/20   102,328   (42,232 )
152,378,000 MXN 8,033,001 USD JPM 02/05/20   25,277    
152,378,000 MXN 8,042,668 USD SSG 02/05/20   15,610    
386,251,000 MXN 20,343,153 USD CBK 03/05/20   2,266   (7,678 )
152,378,000 MXN 8,036,179 USD MSC 03/05/20     (12,836 )
152,378,000 MXN 8,045,938 USD SSG 03/05/20     (22,595 )
64,888,000 NOK 7,217,365 USD CBK 02/05/20     (162,580 )
77,404,000 NOK 8,610,376 USD BCLY 02/05/20     (194,820 )
131,215,000 NOK 14,659,339 USD JPM 02/05/20     (393,317 )
2,524,440,000 NOK 286,922,271 USD BNP 02/05/20     (12,458,856 )
100,675,000 NOK 10,926,977 USD JPM 03/05/20   22,290   (2,460 )
4,817,000 NOK 522,250 USD MSC 03/05/20   1,522    
50,290,000 NOK 5,492,405 USD SSG 03/05/20     (24,165 )
2,684,956,000 NOK 293,313,837 USD BNP 03/05/20     (1,367,449 )
817,000 NZD 535,270 USD MSC 02/05/20     (7,132 )
2,442,000 NZD 1,620,034 USD CBK 02/05/20     (41,439 )
5,383,000 NZD 3,542,347 USD BCLY 02/05/20     (62,585 )
480,541,000 NZD 310,717,811 USD BNP 02/05/20     (79,006 )
11,290,000 NZD 7,466,987 USD JPM 02/05/20     (168,730 )
1,648,000 NZD 1,069,950 USD MSC 03/05/20   212   (4,436 )
3,295,000 NZD 2,137,085 USD JPM 03/05/20     (6,280 )
2,627,000 NZD 1,706,586 USD BCLY 03/05/20     (7,762 )
17,278,000 PEN 5,215,055 USD CBK 02/05/20     (113,194 )
4,683,000 PEN 1,385,749 USD CBK 03/05/20     (4,608 )
44,561,000 PLN 11,444,972 USD DEUT 02/05/20   56,231    
9,814,000 PLN 2,591,087 USD CBK 02/05/20     (58,092 )
12,420,000 PLN 3,264,577 USD BOA 02/05/20     (58,973 )
9,814,000 PLN 2,521,129 USD DEUT 03/05/20   12,258    
1,113,740,000 RUB 17,831,816 USD CBK 02/05/20     (423,022 )
61,425,000 SEK 6,424,014 USD BCLY 02/05/20     (41,940 )
2,281,929,000 SEK 237,139,881 USD CBK 02/05/20   56,974   (103,821 )
280,150,000 SEK 29,242,487 USD JPM 02/05/20     (134,826 )
2,578,430,000 SEK 274,437,553 USD SSG 02/05/20     (6,537,986 )
2,583,483,000 SEK 268,728,255 USD CBK 03/05/20   70,912    
196,480,000 SEK 20,429,440 USD UBS 03/05/20   13,373    
59,355,000 SEK 6,163,157 USD JPM 03/05/20   12,449    
43,360,000 SEK 4,512,323 USD SSG 03/05/20     (920 )
7,050,000 SGD 5,221,333 USD JPM 02/05/20     (55,119 )
158,810,000 SGD 116,557,798 USD MSC 02/05/20     (182,418 )
22,483,000 SGD 16,678,041 USD BOA 02/05/20     (202,582 )
2,223,000 SGD 1,628,350 USD JPM 03/05/20   809    
879,000 SGD 643,745 USD CBK 03/05/20   443    
16,684,000 SGD 12,246,003 USD MSC 03/05/20     (18,888 )
426,182,000 THB 13,655,303 USD DEUT 02/05/20   18,463    
645,568,000 THB 21,426,087 USD JPM 02/05/20     (713,466 )
48,189,000 TRY 8,079,709 USD DEUT 02/05/20     (37,409 )
591,889,000 TRY 98,890,319 USD MSC 02/05/20     (109,504 )
46,837,000 TRY 7,943,726 USD BCLY 02/05/20     (127,063 )
186,081,000 TRY 31,289,821 USD GSC 02/05/20   17,754   (252,373 )
40,829,000 TRY 6,773,281 USD MSC 03/05/20     (4,026 )
290,643,000 TWD 9,685,517 USD CSFB 02/05/20     (62,851 )
290,643,000 TWD 9,621,710 USD MSC 03/05/20   10,603    
302,622,829 USD 444,387,000 AUD JPM 02/05/20   5,127,929    

 


 

The Hartford World Bond Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
4,424,372 USD 6,429,000 AUD BCLY 02/05/20 $ 120,477 $  
101,187,431 USD 151,017,000 AUD BNP 02/05/20   89,093    
1,079,301 USD 1,562,000 AUD CBK 02/05/20   33,619    
1,270,589 USD 1,881,000 AUD MSC 02/05/20   11,353    
101,001,227 USD 151,017,000 AUD CBA 02/05/20     (97,111 )
100,985,068 USD 151,017,000 AUD DEUT 02/05/20     (113,270 )
10,386,920 USD 15,375,000 AUD RBC 02/28/20   89,887    
270,382,168 USD 402,672,000 AUD BOA 03/05/20   665,074    
222,547,294 USD 331,295,000 AUD JPM 03/05/20   639,824    
1,796,151 USD 2,661,000 AUD BCLY 03/05/20   13,764    
1,162,584 USD 1,724,000 AUD MSC 03/05/20   7,817    
2,501,994 USD 3,735,000 AUD UBS 03/05/20   222    
12,729,940 USD 52,075,000 BRL MSC 02/04/20   573,353    
28,611,651 USD 120,992,000 BRL DEUT 02/04/20   366,816    
10,216,066 USD 43,145,000 BRL DEUT 03/03/20   159,003    
1,040,240,985 USD 1,354,038,000 CAD RBC 02/05/20   17,106,577    
79,884,258 USD 104,734,000 CAD UBS 02/05/20   745,445    
3,558,459 USD 4,620,000 CAD BNP 02/05/20   67,508    
7,338,408 USD 9,639,000 CAD BCLY 02/05/20   55,013    
3,825,996 USD 5,006,000 CAD JPM 02/05/20   43,375    
2,396,539 USD 3,130,000 CAD MSC 02/05/20   31,457    
599,703 USD 783,000 CAD CBK 02/05/20   8,055    
103,318,512 USD 136,431,000 CAD MSC 03/05/20   231,646    
5,479,021 USD 7,210,000 CAD SSG 03/05/20   31,166    
4,747,672 USD 6,265,000 CAD CSFB 03/05/20   13,856    
1,314,806 USD 1,739,000 CAD JPM 03/05/20   823    
1,011,086,491 USD 1,338,814,000 CAD BNP 03/05/20     (517,465 )
546,989 USD 529,000 CHF CBK 02/05/20     (2,409 )
3,198,285 USD 3,098,000 CHF MSC 02/05/20     (19,175 )
14,683,080 USD 14,211,000 CHF BCLY 02/05/20     (75,898 )
187,752,356 USD 181,505,000 CHF JPM 02/05/20   3,734   (755,256 )
272,315,919 USD 265,570,000 CHF HSBC 02/05/20     (3,494,529 )
544,725 USD 525,000 CHF MSC 03/05/20     (1,643 )
547,038 USD 529,000 CHF CBK 03/05/20     (3,493 )
1,202,670 USD 1,164,000 CHF BCLY 03/05/20     (8,707 )
2,731,449 USD 2,643,000 CHF JPM 03/05/20     (19,125 )
5,282,063 USD 5,141,000 CHF HSBC 03/05/20     (68,185 )
4,425,303 USD 3,358,805,000 CLP SCB 02/05/20   228,577    
4,086,040 USD 3,159,100,000 CLP GSC 02/05/20   138,840    
4,996,610 USD 3,987,295,000 CLP DEUT 02/05/20   14,604    
9,281,344 USD 64,626,000 CNH MSC 02/05/20   50,029    
5,720,426 USD 39,924,000 CNH GSC 02/05/20   17,597    
4,359,381 USD 30,396,000 CNH DEUT 03/05/20   22,341    
3,252,188 USD 22,778,000 CNH MSC 03/05/20   2,119    
2,261,265 USD 7,360,532,000 COP DEUT 02/05/20   109,645    
2,147,556 USD 7,360,532,000 COP CBK 03/05/20     (274 )
533,744,239 USD 3,555,644,000 DKK MSC 02/05/20   5,857,683    
524,348,131 USD 3,555,644,000 DKK MSC 03/05/20     (4,608,919 )
82,312,346 USD 73,815,000 EUR BCLY 02/05/20   518,610   (95,531 )
64,439,928 USD 57,850,000 EUR JPM 02/05/20   262,674   (677 )
36,455,692 USD 32,690,000 EUR ANZ 02/05/20   189,890    
42,989,534 USD 38,621,000 EUR CBK 02/05/20   143,969    
27,325,909 USD 24,538,000 EUR UBS 02/05/20   103,815    
5,455,943 USD 4,899,000 EUR SSG 02/05/20   21,065    
36,063,584 USD 32,624,000 EUR MSC 02/05/20   62,148   (191,145 )
669,236,353 USD 608,618,000 EUR TDB 02/05/20     (5,955,440 )
2,927,354 USD 2,645,000 EUR MSC 02/28/20     (10,947 )
10,233,272 USD 9,278,000 EUR JPM 02/28/20     (73,555 )
134,775,625 USD 122,101,369 EUR CBK 02/28/20     (865,432 )
541,191 USD 489,000 EUR MSC 03/05/20     (2,281 )
2,870,459 USD 2,588,000 EUR JPM 03/05/20     (5,832 )
154,438,473 USD 139,971,000 EUR BCLY 03/05/20     (1,124,672 )
3,244,587 USD 2,469,000 GBP BNP 02/05/20     (16,150 )
3,465,884 USD 2,643,000 GBP MSC 02/05/20     (24,651 )
3,522,282 USD 2,710,000 GBP DEUT 02/05/20     (56,737 )
11,285,447 USD 8,594,000 GBP BCLY 02/05/20   78   (64,482 )

 


 

The Hartford World Bond Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
16,384,776 USD 12,569,000 GBP JPM 02/05/20 $ $ (214,743 )
54,702,263 USD 41,835,000 GBP CBK 02/05/20     (548,020 )
2,767,455 USD 2,125,000 GBP GSC 02/28/20     (40,630 )
546,707 USD 414,000 GBP CBK 03/05/20     (483 )
1,728,116 USD 1,319,000 GBP BCLY 03/05/20     (15,226 )
1,632,596 USD 1,247,000 GBP MSC 03/05/20     (15,582 )
15,768,160 USD 12,068,000 GBP JPM 03/05/20     (182,292 )
18,993,005 USD 5,667,184,000 HUF BCLY 02/05/20   359,403    
7,679,987 USD 2,355,836,000 HUF MSC 02/05/20     (65,961 )
8,125,775 USD 2,472,584,000 HUF BOA 03/05/20     (12,961 )
5,556,245 USD 1,702,400,000 HUF MSC 03/05/20     (47,360 )
    155,983,000,00                
11,412,293 USD 0 IDR BCLY 02/05/20   1,353   (7,214 )
4,050,282 USD 14,016,000 ILS CBK 02/05/20     (12,158 )
3,270,544 USD 11,355,000 ILS BOA 02/05/20     (20,624 )
8,323,542 USD 595,050,000 INR JPM 02/05/20     (11,284 )
23,322,651 USD 1,667,383,000 INR HSBC 02/05/20     (32,272 )
8,826,531 USD 636,580,000 INR MSC 02/05/20     (90,003 )
3,677,916 USD 264,056,000 INR BNP 03/05/20     (9,330 )
6,893,319 USD 751,785,000 JPY BCLY 02/05/20     (46,939 )
3,804,461 USD 417,500,000 JPY CSFB 02/05/20     (49,776 )
10,891,649 USD 1,196,450,000 JPY CBK 02/05/20     (153,624 )
54,766,734 USD 5,968,161,000 JPY BOA 02/05/20     (329,565 )
61,117,893 USD 6,656,552,000 JPY HSBC 02/05/20     (333,429 )
779,513,876 USD 84,766,797,000 JPY ANZ 02/05/20   292,943   (3,321,095 )
384,797,683 USD 42,049,793,000 JPY JPM 02/05/20   3,413   (3,396,999 )
106,981,922 USD 11,483,600,000 JPY JPM 02/10/20   940,602    
551,504 USD 59,673,000 JPY MSC 03/05/20     (227 )
542,310 USD 58,833,000 JPY BCLY 03/05/20     (1,654 )
5,930,864 USD 642,931,000 JPY JPM 03/05/20   16   (13,628 )
62,173,010 USD 6,756,484,000 JPY ANZ 03/05/20     (296,759 )
140,230,896 USD 15,140,800,000 JPY JPM 04/06/20     (19,823 )
119,679,697 USD 13,043,950,000 JPY JPM 04/13/20     (1,193,557 )
120,574,501 USD 13,220,150,000 JPY JPM 04/20/20     (1,978,049 )
80,948,871 USD 8,818,400,000 JPY JPM 04/27/20     (829,924 )
    403,716,578,00                
345,550,125 USD 0 KRW BNP 02/05/20   6,796,763    
52,862,740 USD 61,664,386,000 KRW HSBC 02/05/20   1,120,951    
6,241,386 USD 7,428,810,000 KRW HSBC 03/05/20   4,497    
    388,251,968,00                
325,922,541 USD 0 KRW JPM 03/05/20     (36,028 )
40,221,466 USD 48,104,873,000 KRW BOA 03/05/20     (165,182 )
32,629,144 USD 614,510,000 MXN GSC 02/05/20   134,143   (2,420 )
16,413,136 USD 309,754,000 MXN DEUT 02/05/20   32,270    
8,083,799 USD 152,378,000 MXN SSG 02/05/20   25,521    
2,700,243 USD 50,730,000 MXN HSBC 02/05/20   17,464    
56,729,035 USD 1,075,125,000 MXN CBK 02/05/20   7,526   (134,833 )
11,333,729 USD 213,468,000 MXN SSG 03/05/20   93,740    
8,078,100 USD 152,378,000 MXN GSC 03/05/20   54,757    
69,141,201 USD 1,312,300,000 MXN CBK 03/05/20   43,080    
296,043,254 USD 2,709,236,000 NOK BNP 02/05/20   1,488,356    
6,330,997 USD 56,919,000 NOK JPM 02/05/20   142,622    
3,497,370 USD 31,792,000 NOK BCLY 02/05/20   40,864    
3,785,726 USD 34,682,000 NOK MSC 03/05/20   14,609    
2,652,431 USD 24,280,000 NOK BNP 03/05/20   12,366    
524,072 USD 4,817,000 NOK BCLY 03/05/20   300    
3,351,398 USD 30,829,000 NOK JPM 03/05/20   612   (1,379 )
306,849,669 USD 462,435,000 NZD MSC 02/05/20   7,915,227    
14,293,411 USD 21,634,000 NZD UBS 02/05/20   308,423    
5,726,975 USD 8,711,000 NZD JPM 02/05/20   95,875    
2,585,356 USD 3,902,000 NZD BCLY 02/05/20   62,965    
2,505,901 USD 3,791,000 NZD CBK 02/05/20   55,263    
310,839,387 USD 480,541,000 NZD BNP 03/05/20   84,002    
6,603,674 USD 10,200,000 NZD UBS 03/05/20   7,556    
1,188,966 USD 1,827,000 NZD JPM 03/05/20   7,485    
3,394,060 USD 11,358,000 PEN CBK 02/05/20   40,261    

 


 

The Hartford World Bond Fund                
 
Schedule of Investments – (continued)                
January 31, 2020 (Unaudited)                
 
 
1,778,846 USD 5,920,000 PEN BOA 02/05/20 $ 30,784 $  
4,068,258 USD 13,750,000 PEN CBK 03/05/20   13,019    
15,044,091 USD 56,981,000 PLN CBK 02/05/20   337,284    
2,520,611 USD 9,814,000 PLN DEUT 02/05/20     (12,384 )
11,447,324 USD 44,561,000 PLN DEUT 03/05/20     (55,658 )
5,660,806 USD 350,970,000 RUB DEUT 02/05/20   174,818    
6,066,248 USD 381,385,000 RUB BOA 02/05/20   104,845    
6,045,094 USD 381,385,000 RUB CBK 02/05/20   83,691    
9,112,785 USD 572,775,000 RUB CBK 03/05/20   190,969    
11,950,882 USD 759,120,000 RUB BOA 03/05/20   126,468    
210,140,575 USD 1,974,339,000 SEK SSG 02/05/20   5,006,225    
328,055,571 USD 3,151,352,000 SEK CBK 02/05/20   695,644   (66,389 )
7,972,219 USD 76,243,000 SEK JPM 02/05/20   50,551    
638,150 USD 6,128,000 SEK JPM 03/05/20   561    
230,165,597 USD 2,212,743,000 SEK CBK 03/05/20     (59,829 )
113,132,947 USD 152,510,000 SGD BOA 02/05/20   1,374,184    
10,015,624 USD 13,590,000 SGD HSBC 02/05/20   56,922    
11,701,284 USD 15,943,000 SGD MSC 02/05/20   18,313    
4,205,473 USD 5,714,000 SGD CBK 02/05/20   18,274    
434,169 USD 586,000 SGD JPM 02/05/20   4,750    
116,570,632 USD 158,810,000 SGD MSC 03/05/20   184,388    
4,342,001 USD 5,907,000 SGD CBK 03/05/20   13,737   (767 )
4,892,036 USD 6,669,000 SGD JPM 03/05/20   4,562    
5,364,739 USD 7,327,000 SGD HSBC 03/05/20     (4,961 )
15,712,749 USD 477,980,000 THB DEUT 02/05/20   377,078    
14,515,075 USD 445,260,000 THB JPM 02/05/20   229,203    
4,925,868 USD 148,510,000 THB SCB 02/05/20   161,023    
2,989,061 USD 93,450,000 THB SCB 03/05/20     (11,124 )
13,620,825 USD 426,182,000 THB DEUT 03/05/20     (61,622 )
82,577,392 USD 492,180,000 TRY MSC 02/05/20   518,223   (81,131 )
39,591,616 USD 235,467,000 TRY GSC 02/05/20   354,273   (59,927 )
8,669,138 USD 51,675,000 TRY CBK 02/05/20   45,057    
15,552,069 USD 93,674,000 TRY BCLY 02/05/20     (81,258 )
97,962,460 USD 590,534,000 TRY MSC 03/05/20   55,827   (1,114 )
9,604,858 USD 290,643,000 TWD MSC 02/05/20     (17,808 )
6,476,049 USD 196,030,000 TWD CSFB 03/05/20     (20,658 )
4,628,934 USD 140,465,000 TWD MSC 03/05/20     (26,271 )
167,747,167 USD 2,403,858,000 ZAR GSC 02/05/20   7,687,603    
72,791,190 USD 1,067,402,000 ZAR DEUT 03/05/20   1,994,754    
117,921,000 ZAR 8,138,646 USD JPM 02/05/20     (286,941 )
1,067,402,000 ZAR 73,072,189 USD DEUT 02/05/20     (1,999,813 )
1,218,535,000 ZAR 84,796,392 USD GSC 02/05/20     (3,660,909 )
429,421,000 ZAR 28,798,357 USD GSC 03/05/20     (316,608 )
Total           $ 103,648,300 $ (91,719,597 )

 

  • 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 BCLY BNP BOA

CBA CBK

CSFB DEUT GSC

HSBC JPM MSC RBC RBS SCB

Australia and New Zealand Banking Group Barclays BNP Paribas Securities Services Banc of America Securities LLC

Commonwealth Bank of Australia Citibank NA

Credit Suisse First Boston Corp. Deutsche Bank Securities, Inc. Goldman Sachs & Co.

HSBC Bank USA JP Morgan Chase & Co. Morgan Stanley RBC Dominion Securities, Inc. RBS Greenwich Capital Standard Chartered Bank

 


 

The Hartford World Bond Fund Schedule of Investments – (continued) January 31, 2020 (Unaudited)

SSG TDB UBS

Currency Abbreviations:

AUD BRL CAD CHF CLP CNH COP DKK EUR GBP HUF IDR ILS INR JPY KRW MXN NOK NZD PEN PLN RUB SEK SGD THB TRY TWD USD ZAR

Index Abbreviations:

CDX.NA

CDX.NA.HY CMBX.NA ITRAXX.EUR

Other Abbreviations:

BBSW CDOR CLO CMO DDCA EURIBOR FHLMC FNMA GNMA JIBAR KSDA LIBOR NIBOR NZDBB OTC PAC PIK STIBOR TBA UMBS

State Street Global Markets LLC Toronto-Dominion Bank UBS AG

Australian Dollar Brazilian Real Canadian Dollar Swiss Franc Chilean Peso Chinese Renminbi Colombian Peso Danish Krone Euro British Pound Hungarian Forint Indonesian Rupiah Israeli Shekel Indian Rupee Japanese Yen South Korean Won Mexican Peso Norwegian Krone New Zealand Dollar Peruvian Sol Polish Zloty Russian Ruble Swedish Krona Singapore Dollar Thai Baht Turkish Lira Taiwanese Dollar United States Dollar South African Rand

Credit Derivatives North American

Credit Derivatives North American High Yield Markit Commercial Mortgage Backed North American Markit iTraxx - Europe

Bank Bill Swap Reference Rate Canadian Dollar Offered Rate Collateralized Loan Obligation Collateralized Mortgage Obligation Dollars on Deposit in Custody Account Euro Interbank Offered Rate Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association Johannesburg Interbank Agreed Rate Korea Securities Dealers Association London Interbank Offered Rate Norwegian Interbank Offered Rate New Zealand Bank Bill Over-the-Counter Planned Amortization Class Payment-in-kind Stockholm Interbank Offered Rate To Be Announced Uniform Mortgage-Backed Securities

 


 

The Hartford World Bond Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1 Level 2 Level 3(1)  
Assets                        
Common Stocks                        
Utilities $ 189,128   $   $   189,128   $
Asset & Commercial Mortgage Backed Securities   416,166,971         416,166,971    
Corporate Bonds   457,110,075         457,110,075    
Foreign Government Obligations   3,409,222,123         3,409,222,123    
Senior Floating Rate Interests   164,243,324         164,243,324    
U.S. Government Agencies   162,550,212         162,550,212    
U.S. Government Securities   771,066,547         771,066,547    
Convertible Bonds   4,564,526           4,564,526    
Preferred Stocks   562,315     562,315          
Convertible Preferred Stocks   2,781,400     2,781,400          
Short-Term Investments   186,045,321     186,045,321          
Purchased Options   14,453,077     9,567,031       4,886,046    
Foreign Currency Contracts(2)   103,648,300         103,648,300    
Futures Contracts(2)   3,551,921     3,551,921          
Swaps - Credit Default(2)   129,931           129,931    
Swaps - Interest Rate(2)   9,100,383           9,100,383    
 
Total $ 5,705,385,554   $ 202,507,988   $ 5,502,877,566   $
Liabilities                        
Foreign Currency Contracts(2) $ (91,719,597 ) $   $   (91,719,597 ) $
Futures Contracts(2)   (6,434,473 )   (6,434,473 )        
Swaps - Credit Default(2)   (2,189,272 )         (2,189,272 )  
Swaps - Interest Rate(2)   (9,090,937 )         (9,090,937 )  
TBA Sale Commitments   (19,050,462 )         (19,050,462 )  
Written Options   (7,682,541 )   (7,380,282 )     (302,259 )  
Total $ (136,167,282 ) $ (13,814,755 ) $ (122,352,527 ) $

 

(1) For the period ended January 31, 2020, 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, 2020 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 (“NAV”) of each class of each Fund, portfolio securities and other assets held in a 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 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 currency 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-adviser(s), 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 Annual Report.

2. Securities Lending:

The Company has entered into a securities lending agency agreement ("lending agreement") with Citibank, N.A. ("Citibank"). 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 or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

The Funds retain loan fees and the interest on cash collateral investments but are required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a


 

negative rebate (i.e., a net payment from the borrower to the Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of January 31, 2020.

      Investment            
      Securities on            
      Loan, at market   Collateral Posted      
Fund   value (1 ) by Borrower Net Amount(2)
The Hartford Balanced     26,752,338   (26,752,338 )    
Income Fund $       $     $
Hartford AARP Balanced     1,548,395   (1,548,395 )    
Retirement Fund                
The Hartford Capital     27,563,521   (27,563,521 )    
Appreciation Fund                
Hartford Climate     1,226,019   (1,226,019 )    
Opportunities Fund                
Hartford Core Equity Fund     191,556   (191,556 )  
The Hartford Dividend and     10,811,849   (10,811,849 )    
Growth Fund                
Hartford Emerging Markets     1,413,647   (1,413,647 )    
Equity Fund                
The Hartford Emerging     1,139,930   (1,139,930 )    
Markets Local Debt Fund                
The Hartford Global Real     1,266,615   (1,266,615 )    
Asset Fund (consolidated)                
The Hartford Healthcare     24,999,939   (24,999,939 )    
Fund                
Hartford International     4,234,781   (4,234,781 )    
Equity Fund                
The Hartford International     2,063,470   (2,063,470 )    
Growth Fund                
The Hartford International     12,928,400   (12,928,400 )    
Opportunities Fund                
The Hartford International     19,091,856   (19,091,856 )    
Value Fund                
The Hartford MidCap Fund     63,663,075   (63,663,075 )  
The Hartford MidCap Value     2,196,852   (2,196,852 )    
Fund                
Hartford Multi-Asset     4,352,044   (4,352,044 )    
Income and Growth Fund                
The Hartford Short Duration     1,846,639   (1,846,639 )    
Fund                
Hartford Small Cap Value     3,792,126   (3,792,126 )    
Fund                
The Hartford Small     15,066,502   (15,066,502 )    
Company Fund                
The Hartford Strategic     2,047,427   (2,047,427 )    
Income Fund                
The Hartford Total Return     7,181,296   (7,181,296 )    
Bond Fund                
The Hartford World Bond     13,409,086   (13,409,086 )    
Fund                

 

(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)      Net amount represents the net amount receivable due from the counterparty in the event of default.

The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:


 

  Cash   Non-Cash
Fund Collateral   Collateral
The Hartford Balanced Income Fund $ 27,797,026 $
Hartford AARP Balanced Retirement      
Fund 1,589,898  
The Hartford Capital Appreciation Fund 20,645,545   9,112,102
Hartford Climate Opportunities Fund 1,251,384  
Hartford Core Equity Fund 200,415  
The Hartford Dividend and Growth      
Fund 11,414,509  
Hartford Emerging Markets Equity      
Fund 1,506,078  
The Hartford Emerging Markets Local      
Debt Fund 1,195,759  
The Hartford Global Real Asset Fund      
(consolidated) 1,331,927   56,149
The Hartford Healthcare Fund 26,434,297  
Hartford International Equity Fund 2,451,383   2,354,388
The Hartford International Growth      
Fund 2,164,293  
The Hartford International      
Opportunities Fund 124,930   13,658,508
The Hartford International Value Fund 11,945,745   9,043,029
The Hartford MidCap Fund 70,570,287  
The Hartford MidCap Value Fund 2,287,093  
Hartford Multi-Asset Income and      
Growth Fund 4,486,844   13,036
The Hartford Short Duration Fund 1,886,890  
Hartford Small Cap Value Fund 4,008,374  
The Hartford Small Company Fund 15,732,321  
The Hartford Strategic Income Fund 2,124,663  
The Hartford Total Return Bond Fund 7,427,969  
The Hartford World Bond Fund 13,992,072  

 

3. Secured Borrowings:

The following tables reflect 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, 2020.

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS                  
 
Remaining Contractual Maturity of the Agreements                      
 
  Overnight and         Between            
The Hartford Balanced Income Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 19,136,511 $   $   $   $ 19,136,511
Corporate Bonds   8,189,835               8,189,835
Foreign Government Obligations   470,680               470,680
Total Borrowings $ 27,797,026 $   $   $   $ 27,797,026
Gross amount of recognized liabilities for securities lending transactions           $ 27,797,026
 
Hartford AARP Balanced Retirement Overnight and         Between            
Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Convertible Bonds $ 16,378 $   $   $   $ 16,378
Corporate Bonds   64,479               64,479
Exchange-Traded Funds   1,509,041               1,509,041
Total Borrowings $ 1,589,898 $   $   $   $ 1,589,898

 


 

Gross amount of recognized liabilities for securities lending transactions           $ 1,589,898
 
The Hartford Capital Appreciation Overnight and         Between            
Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 20,645,545 $   $   $   $ 20,645,545
Total Borrowings $ 20,645,545 $   $   $   $ 20,645,545
Gross amount of recognized liabilities for securities lending transactions           $ 20,645,545
  Overnight and         Between            
Hartford Climate Opportunities Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 1,251,384 $   $   $   $ 1,251,384
Total Borrowings $ 1,251,384 $   $   $   $ 1,251,384
Gross amount of recognized liabilities for securities lending transactions           $ 1,251,384
  Overnight and         Between            
Hartford Core Equity Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 200,415 $   $   $   $ 200,415
Total Borrowings $ 200,415 $   $   $   $ 200,415
Gross amount of recognized liabilities for securities lending transactions           $ 200,415
 
The Hartford Dividend and Growth Overnight and         Between            
Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 11,414,509 $   $   $   $ 11,414,509
Total Borrowings $ 11,414,509 $   $   $   $ 11,414,509
Gross amount of recognized liabilities for securities lending transactions           $ 11,414,509
 
Hartford Emerging Markets Equity Overnight and         Between            
Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 1,506,078 $   $   $   $ 1,506,078
Total Borrowings $ 1,506,078 $   $   $   $ 1,506,078
Gross amount of recognized liabilities for securities lending transactions           $ 1,506,078
 
The Hartford Emerging Markets Local Overnight and         Between            
Debt Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Corporate Bonds $ 1,195,759 $   $   $   $ 1,195,759
Foreign Government Obligations                
Total Borrowings $ 1,195,759 $   $   $   $ 1,195,759
Gross amount of recognized liabilities for securities lending transactions           $ 1,195,759
  Overnight and         Between            
The Hartford Global Real Asset Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 1,331,927 $   $   $   $ 1,331,927
Convertible Bonds                
Corporate Bonds                

 


 

Total Borrowings $ 1,331,927 $   $   $   $ 1,331,927
Gross amount of recognized liabilities for securities lending transactions           $ 1,331,927
 
  Overnight and         Between            
The Hartford Healthcare Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 26,434,297 $   $   $   $ 26,434,297
Total Borrowings $ 26,434,297 $   $   $   $ 26,434,297
Gross amount of recognized liabilities for securities lending transactions           $ 26,434,297
 
  Overnight and         Between            
Hartford International Equity Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 2,451,383 $   $   $   $ 2,451,383
Total Borrowings $ 2,451,383 $   $   $   $ 2,451,383
Gross amount of recognized liabilities for securities lending transactions           $ 2,451,383
 
The Hartford International Growth Overnight and         Between            
Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 2,052,717 $   $   $   $ 2,052,717
Exchange-Traded Funds   111,576               111,576
Total Borrowings $ 2,164,293 $   $   $   $ 2,164,293
Gross amount of recognized liabilities for securities lending transactions           $ 2,164,293
 
The Hartford International Overnight and         Between            
Opportunities Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 124,930 $   $   $   $ 124,930
Total Borrowings $ 124,930 $   $   $   $ 124,930
Gross amount of recognized liabilities for securities lending transactions           $ 124,930
 
  Overnight and         Between            
The Hartford International Value Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 11,945,745 $   $   $   $ 11,945,745
Total Borrowings $ 11,945,745 $   $   $   $ 11,945,745
Gross amount of recognized liabilities for securities lending transactions           $ 11,945,745
 
  Overnight and         Between            
The Hartford MidCap Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 70,570,287 $   $   $   $ 70,570,287
Total Borrowings $ 70,570,287 $   $   $   $ 70,570,287
Gross amount of recognized liabilities for securities lending transactions           $ 70,570,287
 
  Overnight and         Between            
The Hartford MidCap Value Fund Continuous   <30 days   30 & 90 days   >90 days   Total

 


 

Securities Lending Transactions(1)                          
Common Stocks $ 2,287,093 $   $   $   $ 2,287,093
Total Borrowings $ 2,287,093 $   $   $   $ 2,287,093
Gross amount of recognized liabilities for securities lending transactions           $ 2,287,093
 
  Overnight and         Between            
Hartford Small Cap Value Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 4,008,374 $   $   $   $ 4,008,374
Total Borrowings $ 4,008,374 $   $   $   $ 4,008,374
Gross amount of recognized liabilities for securities lending transactions           $ 4,008,374
 
  Overnight and         Between            
Small Company Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Common Stocks $ 15,732,321 $   $   $   $ 15,732,321
Total Borrowings $ 15,732,321 $   $   $   $ 15,732,321
Gross amount of recognized liabilities for securities lending transactions           $ 15,732,321
 
  Overnight and         Between            
The Hartford Total Return Bond Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Corporate Bonds $ 6,305,758 $   $   $   $ 6,305,758
Municipal Bonds   1,122,211               1,122,211
Total Borrowings $ 7,427,969 $   $   $   $ 7,427,969
Gross amount of recognized liabilities for securities lending transactions           $ 7,427,969
 
  Overnight and         Between            
The Hartford World Bond Fund Continuous   <30 days   30 & 90 days   >90 days   Total
Securities Lending Transactions(1)                          
Corporate Bonds $ 13,992,072 $   $   $   $ 13,992,072
Total Borrowings $ 13,992,072 $   $   $   $ 13,992,072
Gross amount of recognized liabilities for securities lending transactions           $ 13,992,072

 

(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.