NPORT-EX 2 NPORT_1288139283953133.htm FOR VALIDATION PURPOSES ONLY - [70229.TX]

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
Asset & Commercial Mortgage-Backed Securities - 4.0%

 

   Asset-Backed - Automobile - 0.2%

 

$          20,000   

AmeriCredit Automobile Receivables Trust
2.58%, 09/18/2025

   $         20,026  
15,000   

Drive Auto Receivables Trust
2.70%, 02/16/2027

     15,116  
  

Exeter Automobile Receivables Trust

 

70,000   

2.58%, 09/15/2025(1)

     70,377  
15,000   

2.73%, 12/15/2025(1)

     15,161  
33,265   

First Investors Auto Owner Trust
2.21%, 09/16/2024(1)

     33,734  
30,000   

Santander Drive Auto Receivables Trust
2.68%, 10/15/2025

     30,559  
50,000   

Westlake Automobile Receivables Trust
2.72%, 11/15/2024(1)

     50,736  
     

 

 

 
        235,709  
     

 

 

 
   Asset-Backed - Finance & Insurance - 0.6%

 

100,000   

Benchmark Mortgage Trust
1.92%, 07/15/2053(2)(3)

     12,484  
  

Domino’s Pizza Master Issuer LLC

 

48,625   

3.08%, 07/25/2047(1)

     48,913  
147,000   

4.12%, 07/25/2048(1)

     156,897  
32,419   

GLS Auto Receivables Issuer Trust
2.47%, 11/15/2023(1)

     32,782  
100,000   

Lendmark Funding Trust
2.78%, 04/20/2028(1)

     100,226  
30,463   

Long Beach Mortgage Loan Trust
0.34%, 12/25/2036, 1 mo. USD LIBOR + 0.170%(4)

     14,693  
56,433   

SoFi Consumer Loan Program Trust
2.45%, 08/25/2028(1)

     57,036  
100,000   

SPS Servicer Advance Receivables Trust
2.32%, 10/15/2052(1)

     99,204  
208,657   

Symphony CLO Ltd.
1.22%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(4)

     206,442  
  

Vantage Data Centers Issuer LLC

 

24,771   

3.19%, 07/15/2044(1)

     25,357  
34,154   

4.07%, 02/16/2043(1)

     35,398  
     

 

 

 
        789,432  
     

 

 

 
   Asset-Backed - Home Equity - 0.2%

 

104,312   

GSAA Home Equity Trust
0.26%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(4)

     41,955  
361,576   

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(5)

     150,917  
40,000   

Soundview Home Loan Trust
0.42%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(4)

     35,801  
     

 

 

 
        228,673  
     

 

 

 
   Commercial Mortgage - Backed Securities - 0.8%

 

960,355   

Benchmark Mortgage Trust
0.54%, 07/15/2051(2)(3)

     29,351  
100,000   

Commercial Mortgage Trust
1.08%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(4)

     98,634  
1,593,608   

DBGS Mortgage Trust
0.21%, 10/15/2051(2)(3)

     23,330  
40,000   

Deutsche Bank Commercial Mortgage Trust
3.04%, 05/10/2049

     42,235  
  

GS Mortgage Securities Trust

 

62,000   

2.78%, 10/10/2049

     64,790  
46,000   

3.14%, 06/10/2046

     48,081  
15,000   

JP Morgan Chase Commercial Mortgage Securities Trust
2.81%, 01/16/2037(1)

     15,278  
65,000   

JPMDB Commercial Mortgage Securities Trust
2.99%, 12/15/2049

     69,208  
  

Morgan Stanley Bank of America Merrill Lynch Trust

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          40,000   

3.74%, 08/15/2047

   $         43,235  
40,977   

3.77%, 11/15/2046

     43,228  
  

Morgan Stanley Capital Trust

  
307,079   

1.43%, 06/15/2050(2)(3)

     19,805  
989,546   

0.83%, 07/15/2051(2)(3)

     48,671  
40,000   

3.78%, 05/15/2048(2)

     44,209  
60,000   

SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)

     60,211  
  

Wells Fargo Bank N.A.

 

961,052   

0.51%, 08/15/2061(2)(3)

     28,710  
70,000   

3.18%, 09/15/2060

     77,395  
  

Wells Fargo Commercial Mortgage Trust

 

65,000   

2.79%, 07/15/2048

     68,109  
45,000   

3.15%, 05/15/2048

     48,641  
15,000   

4.16%, 05/15/2048(2)

     11,969  
  

WF-RBS Commercial Mortgage Trust

 

48,001   

2.87%, 11/15/2045

     49,265  
39,000   

3.07%, 06/15/2046

     40,964  
     

 

 

 
     975,319  
     

 

 

 
   Diversified Financial Services - 0.2%

 

247,958   

Carlyle Global Market Strategies CLO Ltd.
1.30%, 07/27/2031, 3 mo. USD LIBOR + 1.050%(1)(4)

     241,853  
     

 

 

 
   Other Asset Backed Securities - 0.3%

 

250,000   

Dewolf Park CLO Ltd.
1.49%, 10/15/2030, 3 mo. USD LIBOR + 1.210%(1)(4)

     246,763  
63,130   

Marlette Funding Trust
2.39%, 12/17/2029(1)

     63,551  
50,361   

OnDeck Asset Securitization Trust LLC
2.65%, 11/18/2024(1)

     50,377  
  

Towd Point Mortgage Trust

 

43,273   

2.75%, 10/25/2056(1)(2)

     44,471  
8,571   

3.00%, 11/25/2057(1)(2)

     8,609  
     

 

 

 
     413,771  
     

 

 

 
   Whole Loan Collateral CMO - 1.7%

 

  

Alternative Loan Trust

 

44,740   

0.31%, 04/25/2047, 1 mo. USD LIBOR + 0.140%(4)

     39,920  
32,286   

0.62%, 03/01/2038, 1 mo. USD LIBOR + 0.450%(4)

     27,292  
36,182   

2.67%, 08/25/2035, 12 mo. USD MTA + 1.350%(4)

     31,872  
52,959   

Angel Oak Mortgage Trust
2.59%, 10/25/2049(1)(2)

     53,682  
25,317   

Angel Oak Mortgage Trust LLC
3.65%, 09/25/2048(1)(2)

     25,799  
75,602   

Arroyo Mortgage Trust
2.96%, 10/25/2048(1)(2)

     77,313  
36,337   

Bear Stearns Alt-A Trust
0.49%, 08/25/2036, 1 mo. USD LIBOR + 0.320%(4)

     31,410  
36,140   

Bunker Hill Loan Depositary Trust
2.88%, 07/25/2049(1)(5)

     36,891  
10,420   

CHL Mortgage Pass-Through Trust
3.33%, 03/20/2036(2)

     9,713  
95,960   

Citigroup Mortgage Loan Trust
3.23%, 11/25/2070(1)(5)

     96,649  
  

COLT Mortgage Loan Trust

 

22,491   

3.47%, 07/27/2048(1)(2)

     22,707  
31,953   

3.69%, 10/26/2048(1)(2)

     32,538  
  

Fannie Mae Connecticut Avenue Securities

 

95,125   

2.37%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(4)

     92,076  
130,000   

3.17%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(4)

     128,860  
40,635   

5.17%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(4)

     41,094  
36,350   

5.72%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(4)

     37,682  
70,011   

GCAT LLC
2.99%, 02/25/2059(1)(5)

     70,867  
88,255   

GCAT Trust
2.65%, 10/25/2068(1)(2)

     91,420  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
  

Mill City Mortgage Loan Trust

 

$          50,807   

2.75%, 01/25/2061(1)(2)

   $         52,094  
81,224   

3.25%, 10/25/2069(1)(2)

     85,837  
74,366   

3.50%, 08/25/2058(1)(2)

     78,982  
  

New Residential Advance Receivables Trust

 

100,000   

2.33%, 10/15/2051(1)

     100,147  
110,000   

2.43%, 10/15/2051(1)

     109,462  
  

New Residential Mortgage Loan Trust

 

61,977   

3.25%, 09/25/2056(1)(2)

     65,256  
71,382   

3.50%, 12/25/2057(1)(2)

     76,260  
63,649   

3.60%, 04/25/2049(1)(2)

     64,933  
52,676   

3.68%, 01/25/2049(1)(2)

     53,752  
51,254   

3.75%, 11/25/2056(1)(2)

     54,640  
70,199   

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.05%, 06/25/2036(2)

     61,369  
39,268   

Residential Accredit Loans, Inc.
0.42%, 08/25/2037, 1 mo. USD LIBOR + 0.250%(4)

     35,236  
32,598   

Residential Asset Securitization Trust
5.50%, 06/25/2035

     27,668  
  

Seasoned Credit Risk Transfer Trust

 

32,869   

2.50%, 08/25/2059

     34,833  
9,644   

3.50%, 10/25/2058

     11,218  
88,810   

Towd Point Mortgage Trust
2.90%, 10/25/2059(1)(2)

     94,038  
82,020   

Verus Securitization Trust
3.14%, 11/25/2059(1)(2)

     84,634  
     

 

 

 
        2,038,144  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $4,961,544)

   $ 4,922,901  
     

 

 

 

Corporate Bonds - 6.4%

 

   Aerospace/Defense - 0.3%

 

  

Boeing Co.

 

10,000   

3.25%, 02/01/2035

     9,352  
160,000   

5.04%, 05/01/2027

     173,249  
48,000   

L3Harris Technologies, Inc.
4.40%, 06/15/2028

     58,308  
  

Lockheed Martin Corp.

 

5,000   

1.85%, 06/15/2030

     5,287  
10,000   

3.80%, 03/01/2045

     13,064  
20,000   

TransDigm, Inc.
6.25%, 03/15/2026(1)

     21,100  
25,000   

United Technologies Corp.
4.45%, 11/16/2038

     32,300  
     

 

 

 
        312,660  
     

 

 

 
   Agriculture - 0.1%

 

  

Altria Group, Inc.

 

5,000   

2.35%, 05/06/2025

     5,319  
10,000   

3.40%, 05/06/2030

     11,177  
35,000   

3.88%, 09/16/2046

     37,883  
5,000   

4.80%, 02/14/2029

     6,026  
10,000   

Archer-Daniels-Midland Co.
3.25%, 03/27/2030

     11,674  
20,000   

Philip Morris International, Inc.
2.10%, 05/01/2030

     21,183  
55,000   

Reynolds American, Inc.
4.85%, 09/15/2023

     61,745  
     

 

 

 
        155,007  
     

 

 

 
   Auto Manufacturers - 0.1%

 

  

General Motors Co.

 

5,000   

6.13%, 10/01/2025

     5,844  
120,000   

6.75%, 04/01/2046

     144,733  
     

 

 

 
        150,577  
     

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
   Beverages - 0.2%

 

$          93,000   

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

   $         103,509  
30,000   

Constellation Brands, Inc.
3.60%, 02/15/2028

     34,073  
5,000   

Keurig Dr Pepper, Inc.
3.20%, 05/01/2030

     5,676  
  

PepsiCo, Inc.

 

50,000   

1.63%, 05/01/2030

     52,354  
5,000   

2.63%, 03/19/2027

     5,574  
     

 

 

 
        201,186  
     

 

 

 
   Biotechnology - 0.1%

 

  

Amgen, Inc.

 

10,000   

1.90%, 02/21/2025

     10,540  
15,000   

2.20%, 02/21/2027

     16,009  
45,000   

2.30%, 02/25/2031

     48,000  
20,000   

2.45%, 02/21/2030

     21,562  
20,000   

2.65%, 05/11/2022

     20,769  
40,000   

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

     40,068  
     

 

 

 
        156,948  
     

 

 

 
   Chemicals - 0.1%

 

  

Air Products and Chemicals, Inc.

 

5,000   

1.50%, 10/15/2025

     5,225  
5,000   

1.85%, 05/15/2027

     5,317  
5,000   

Dow Chemical Co.
4.80%, 05/15/2049

     6,299  
30,000   

DuPont de Nemours, Inc.
4.21%, 11/15/2023

     33,128  
10,000   

Nutrien Ltd.
3.95%, 05/13/2050

     11,946  
  

Sherwin-Williams Co.

 

10,000   

2.30%, 05/15/2030

     10,604  
5,000   

2.95%, 08/15/2029

     5,575  
30,000   

3.13%, 06/01/2024

     32,568  
10,000   

3.30%, 05/15/2050

     11,318  
5,000   

4.50%, 06/01/2047

     6,701  
     

 

 

 
        128,681  
     

 

 

 
   Commercial Banks - 0.9%

 

  

Bank of America Corp.

 

35,000   

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(6)

     41,201  
70,000   

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(6)

     90,915  
  

Bank of New York Mellon Corp.

 

5,000   

1.95%, 08/23/2022

     5,164  
10,000   

2.45%, 08/17/2026

     10,973  
20,000   

2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634% thereafter)(6)

     20,789  
  

Citigroup, Inc.

 

25,000   

3.20%, 10/21/2026

     27,759  
60,000   

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6)

     70,372  
20,000   

Fifth Third Bancorp
2.38%, 01/28/2025

     21,232  
  

Goldman Sachs Group, Inc.

 

95,000   

3.50%, 01/23/2025

     104,460  
15,000   

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(6)

     18,272  
  

JP Morgan Chase & Co.

 

115,000   

2.95%, 10/01/2026

     127,814  
10,000   

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(6)

     11,339  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$           10,000   

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(6)

   $         11,339  
40,000   

JPMorgan Chase & Co.
2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6)

     42,322  
20,000   

KeyCorp.
2.55%, 10/01/2029

     21,546  
190,000   

Morgan Stanley
2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(6)

     203,292  
45,000   

PNC Financial Services Group, Inc.
2.55%, 01/22/2030

     49,801  
35,000   

Santander Holdings USA, Inc.
3.40%, 01/18/2023

     36,649  
  

State Street Corp.

 

30,000   

2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(6)

     32,174  
10,000   

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(6)

     10,920  
  

Wells Fargo & Co.

 

55,000   

3.00%, 02/19/2025

     59,732  
50,000   

3.00%, 10/23/2026

     54,797  
20,000   

4.75%, 12/07/2046

     26,217  
     

 

 

 
     1,099,079  
     

 

 

 
   Commercial Services - 0.0%

 

  

Equifax, Inc.

 

5,000   

2.60%, 12/15/2025

     5,362  
5,000   

3.10%, 05/15/2030

     5,551  
10,000   

ERAC USA Finance LLC
7.00%, 10/15/2037(1)

     13,781  
  

Global Payments, Inc.

 

15,000   

2.90%, 05/15/2030

     16,456  
10,000   

3.20%, 08/15/2029

     11,150  
     

 

 

 
     52,300  
     

 

 

 
   Construction Materials - 0.1%

 

  

Carrier Global Corp.

 

40,000   

2.24%, 02/15/2025(1)

     41,783  
10,000   

2.70%, 02/15/2031(1)

     10,542  
     

 

 

 
     52,325  
     

 

 

 
   Diversified Financial Services - 0.1%

 

  

American Express Co.

 

12,000   

3.63%, 12/05/2024

     13,334  
20,000   

4.20%, 11/06/2025

     23,520  
30,000   

BlackRock, Inc.
1.90%, 01/28/2031

     31,830  
     

 

 

 
     68,684  
     

 

 

 
   Electric - 0.5%

 

5,000   

Alabama Power Co.
4.15%, 08/15/2044

     6,422  
10,000   

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

     10,639  
30,000   

Commonwealth Edison Co.
2.55%, 06/15/2026

     32,767  
15,000   

Dominion Energy South Carolina, Inc.
5.10%, 06/01/2065

     24,111  
35,000   

Duke Energy Florida LLC
3.40%, 10/01/2046

     42,800  
15,000   

Duke Energy Indiana LLC
3.25%, 10/01/2049

     18,102  
5,000   

Evergy, Inc.
2.45%, 09/15/2024

     5,345  
15,000   

Exelon Corp.
2.45%, 04/15/2021

     15,186  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
  

FirstEnergy Corp.

 

$            5,000   

1.60%, 01/15/2026

   $         4,926  
5,000   

2.25%, 09/01/2030

     4,955  
5,000   

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

     5,481  
55,000   

Georgia Power Co.
2.10%, 07/30/2023

     57,365  
20,000   

ITC Holdings Corp.
2.95%, 05/14/2030(1)

     22,177  
5,000   

National Rural Utilities Cooperative Finance Corp.
3.40%, 02/07/2028

     5,826  
30,000   

NextEra Energy Capital Holdings, Inc.
2.25%, 06/01/2030

     32,346  
30,000   

Oglethorpe Power Corp.
5.05%, 10/01/2048

     36,075  
15,000   

Oncor Electric Delivery Co. LLC
2.95%, 04/01/2025

     16,458  
40,000   

Pacific Gas and Electric Co.
2.50%, 02/01/2031

     40,143  
5,000   

PacifiCorp
4.13%, 01/15/2049

     6,758  
  

Puget Energy, Inc.

 

40,000   

3.65%, 05/15/2025

     42,724  
15,000   

4.10%, 06/15/2030(1)

     16,828  
5,000   

Sempra Energy
4.00%, 02/01/2048

     6,112  
40,000   

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

     43,602  
  

Southern California Edison Co.

 

20,000   

2.25%, 06/01/2030

     20,664  
5,000   

3.65%, 02/01/2050

     5,801  
15,000   

4.13%, 03/01/2048

     17,928  
  

Southern Co.

 

55,000   

3.25%, 07/01/2026

     62,460  
20,000   

3.70%, 04/30/2030

     23,283  
15,000   

Xcel Energy, Inc.
3.50%, 12/01/2049

     18,311  
     

 

 

 
        645,595  
     

 

 

 
   Electronics - 0.0%

 

30,000   

Honeywell International, Inc.
1.95%, 06/01/2030

     32,178  
     

 

 

 
   Entertainment - 0.0%

 

15,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.30%, 01/15/2029

     16,702  
     

 

 

 
   Environmental Control - 0.0%

 

10,000   

Waste Management, Inc.
4.15%, 07/15/2049

     13,325  
     

 

 

 
   Food - 0.1%

 

15,000   

Conagra Brands, Inc.
4.85%, 11/01/2028

     18,587  
15,000   

General Mills, Inc.
2.88%, 04/15/2030

     16,813  
20,000   

Post Holdings, Inc.
4.63%, 04/15/2030(1)

     21,050  
  

Sysco Corp.

 

10,000   

5.95%, 04/01/2030

     12,687  
20,000   

6.60%, 04/01/2040

     27,877  
     

 

 

 
        97,014  
     

 

 

 
   Food Service - 0.0%

 

27,000   

Aramark Services, Inc.
6.38%, 05/01/2025(1)

     28,485  
     

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
   Gas - 0.1%

 

$          15,000   

Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024

   $         16,100  
  

NiSource, Inc.

 

15,000   

3.49%, 05/15/2027

     17,181  
25,000   

3.60%, 05/01/2030

     29,391  
25,000   

Sempra Energy
3.40%, 02/01/2028

     28,285  
     

 

 

 
        90,957  
     

 

 

 
   Healthcare-Products - 0.1%

 

10,000   

Baxter International, Inc.
3.95%, 04/01/2030(1)

     12,134  
19,000   

Becton Dickinson and Co.
3.36%, 06/06/2024

     20,668  
  

Boston Scientific Corp.

 

10,000   

1.90%, 06/01/2025

     10,481  
30,000   

3.75%, 03/01/2026

     34,550  
17,000   

Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026

     19,049  
30,000   

Zimmer Biomet Holdings, Inc.
3.05%, 01/15/2026

     32,814  
     

 

 

 
        129,696  
     

 

 

 
   Healthcare-Services - 0.1%

 

35,000   

Anthem, Inc.
2.88%, 09/15/2029

     38,541  
15,000   

CommonSpirit Health
2.76%, 10/01/2024

     15,708  
10,000   

Quest Diagnostics, Inc.
2.80%, 06/30/2031

     10,967  
  

UnitedHealth Group, Inc.

 

15,000   

2.00%, 05/15/2030

     15,989  
10,000   

2.88%, 08/15/2029

     11,413  
10,000   

3.50%, 08/15/2039

     12,262  
10,000   

4.75%, 07/15/2045

     14,347  
     

 

 

 
        119,227  
     

 

 

 
   Home Builders - 0.0%

 

20,000   

Lennar Corp.
4.75%, 11/29/2027

     22,850  
     

 

 

 
   Household Products - 0.0%

 

5,000   

Estee Lauder Cos., Inc.
2.60%, 04/15/2030

     5,562  
     

 

 

 
   Insurance - 0.2%

 

40,000   

American International Group, Inc.
2.50%, 06/30/2025

     42,770  
21,000   

Berkshire Hathaway Finance Corp.
4.20%, 08/15/2048

     28,565  
  

Marsh & McLennan Cos., Inc.

 

73,000   

3.88%, 03/15/2024

     81,177  
5,000   

4.75%, 03/15/2039

     7,018  
3,000   

Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070(1)

     3,489  
5,000   

New York Life Insurance Co.
3.75%, 05/15/2050(1)

     6,079  
15,000   

Progressive Corp.
3.20%, 03/26/2030

     17,565  
20,000   

Willis North America, Inc.
2.95%, 09/15/2029

     21,940  
     

 

 

 
        208,603  
     

 

 

 
   Internet - 0.1%

 

  

Amazon.com, Inc.

 

30,000   

1.50%, 06/03/2030

     31,059  
75,000   

3.15%, 08/22/2027

     86,713  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          20,000   

Booking Holdings, Inc.
4.63%, 04/13/2030

   $         24,362  
     

 

 

 
     142,134  
     

 

 

 
   Iron/Steel - 0.0%

 

25,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

     26,837  
     

 

 

 
   IT Services - 0.2%

 

  

Apple, Inc.

 

20,000   

1.13%, 05/11/2025

     20,553  
55,000   

2.20%, 09/11/2029

     60,041  
5,000   

3.35%, 02/09/2027

     5,765  
100,000   

International Business Machines Corp.
3.30%, 05/15/2026

     113,770  
10,000   

Leidos, Inc.
3.63%, 05/15/2025(1)

     11,047  
20,000   

Presidio Holdings, Inc.
8.25%, 02/01/2028(1)

     20,800  
     

 

 

 
     231,976  
     

 

 

 
   Leisure Time - 0.0%

 

31,000   

Carnival Corp.
11.50%, 04/01/2023(1)

     33,712  
     

 

 

 
   Lodging - 0.0%

 

35,000   

Boyd Gaming Corp.
8.63%, 06/01/2025(1)

     38,583  
     

 

 

 
   Machinery - Construction & Mining - 0.0%

 

20,000   

Caterpillar, Inc.
2.60%, 04/09/2030

     22,369  
     

 

 

 
   Machinery-Diversified - 0.1%

 

  

John Deere Capital Corp.

 

5,000   

1.20%, 04/06/2023

     5,113  
5,000   

1.75%, 03/09/2027

     5,274  
55,000   

Otis Worldwide Corp.
2.57%, 02/15/2030(1)

     59,641  
10,000   

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

     10,446  
     

 

 

 
     80,474  
     

 

 

 
   Media - 0.4%

 

  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

15,000   

2.80%, 04/01/2031

     15,738  
10,000   

5.13%, 07/01/2049

     12,268  
10,000   

6.48%, 10/23/2045

     13,959  
  

Comcast Corp.

 

25,000   

1.95%, 01/15/2031

     26,118  
50,000   

3.20%, 07/15/2036

     58,251  
10,000   

3.40%, 07/15/2046

     11,890  
10,000   

4.70%, 10/15/2048

     14,332  
5,000   

4.75%, 03/01/2044

     7,050  
5,000   

4.95%, 10/15/2058

     7,679  
  

Cox Communications, Inc.

 

7,000   

3.15%, 08/15/2024(1)

     7,598  
35,000   

3.35%, 09/15/2026(1)

     39,459  
6,000   

4.50%, 06/30/2043(1)

     7,502  
  

Discovery Communications LLC

 

10,000   

3.63%, 05/15/2030

     11,096  
40,000   

3.95%, 03/20/2028

     45,785  
15,000   

5.30%, 05/15/2049

     19,397  
65,000   

Time Warner Cable LLC
4.50%, 09/15/2042

     75,803  
  

ViacomCBS, Inc.

 

5,000   

4.20%, 05/19/2032

     5,762  
20,000   

4.25%, 09/01/2023

     21,897  
50,000   

4.95%, 01/15/2031

     60,151  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          20,000   

Walt Disney Co.
2.65%, 01/13/2031

   $         21,755  
     

 

 

 
     483,490  
     

 

 

 
   Miscellaneous Manufacturing - 0.0%

 

5,000   

3M Co.
3.05%, 04/15/2030

     5,811  
20,000   

General Electric Co.
3.63%, 05/01/2030

     20,245  
19,000   

Parker-Hannifin Corp.
2.70%, 06/14/2024

     20,452  
     

 

 

 
     46,508  
     

 

 

 
   Oil & Gas - 0.4%

 

  

BP Capital Markets America, Inc.

 

10,000   

3.54%, 04/06/2027

     11,350  
10,000   

3.63%, 04/06/2030

     11,583  
  

Callon Petroleum Co.

 

90,000   

6.25%, 04/15/2023

     29,250  
5,000   

6.38%, 07/01/2026

     1,550  
10,000   

Canadian Natural Resources Ltd.
6.50%, 02/15/2037

     12,703  
145,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

     64,887  
5,000   

Diamondback Energy, Inc.
4.75%, 05/31/2025

     5,438  
  

Equinor ASA

 

10,000   

3.63%, 04/06/2040

     12,036  
10,000   

3.70%, 04/06/2050

     12,332  
  

Exxon Mobil Corp.

 

25,000   

4.23%, 03/19/2040

     32,076  
10,000   

4.33%, 03/19/2050

     13,420  
5,000   

Hess Corp.
7.30%, 08/15/2031

     6,004  
15,000   

Marathon Petroleum Corp.
4.70%, 05/01/2025

     17,043  
80,000   

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

     60,800  
225,000   

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(7)

     63,000  
40,000   

PDC Energy, Inc.
6.13%, 09/15/2024

     40,486  
5,000   

Phillips 66
3.85%, 04/09/2025

     5,607  
25,000   

Suncor Energy, Inc.
3.10%, 05/15/2025

     27,152  
85,000   

Viper Energy Partners L.P.
5.38%, 11/01/2027(1)

     89,275  
     

 

 

 
     515,992  
     

 

 

 
   Pharmaceuticals - 0.3%

 

  

AbbVie, Inc.

 

50,000   

2.95%, 11/21/2026(1)

     55,169  
5,000   

4.55%, 03/15/2035(1)

     6,373  
5,000   

Becton Dickinson and Co.
2.82%, 05/20/2030

     5,494  
  

Bristol-Myers Squibb Co.

 

15,000   

3.20%, 06/15/2026

     17,037  
10,000   

3.40%, 07/26/2029

     11,775  
  

Cigna Corp.

 

9,000   

3.05%, 10/15/2027

     10,045  
15,000   

3.75%, 07/15/2023

     16,343  
  

CVS Health Corp.

 

5,000   

3.00%, 08/15/2026

     5,530  
35,000   

5.13%, 07/20/2045

     47,611  
35,000   

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

     39,964  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          25,000   

Johnson & Johnson
2.45%, 03/01/2026

   $         27,705  
20,000   

McKesson Corp.
4.75%, 05/30/2029

     24,707  
26,000   

Merck & Co., Inc.
3.40%, 03/07/2029

     30,725  
  

Novartis Capital Corp.

 

35,000   

2.00%, 02/14/2027

     37,454  
25,000   

2.20%, 08/14/2030

     27,237  
  

Pfizer, Inc.

 

15,000   

1.70%, 05/28/2030

     15,746  
10,000   

2.63%, 04/01/2030

     11,310  
12,000   

Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/2023

     12,785  
  

Upjohn, Inc.

 

5,000   

1.65%, 06/22/2025(1)

     5,145  
5,000   

2.30%, 06/22/2027(1)

     5,254  
     

 

 

 
     413,409  
     

 

 

 
   Pipelines - 0.4%

 

  

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.

 

50,000   

5.38%, 09/15/2024

     45,357  
140,000   

5.75%, 03/01/2027(1)

     122,287  
30,000   

Energy Transfer Operating L.P.
4.95%, 06/15/2028

     32,060  
40,000   

EnLink Midstream LLC
5.38%, 06/01/2029

     31,968  
60,000   

EnLink Midstream Partners L.P.
4.85%, 07/15/2026

     46,508  
  

MPLX L.P.

 

20,000   

4.00%, 03/15/2028

     21,790  
15,000   

4.13%, 03/01/2027

     16,369  
5,000   

5.20%, 03/01/2047

     5,639  
5,000   

5.20%, 12/01/2047

     5,479  
5,000   

5.50%, 02/15/2049

     5,991  
  

ONEOK, Inc.

 

5,000   

4.00%, 07/13/2027

     5,138  
10,000   

5.85%, 01/15/2026

     11,386  
15,000   

Sabine Pass Liquefaction LLC
4.50%, 05/15/2030(1)

     17,304  
  

Sunoco Logistics Partners Operations L.P.

 

10,000   

5.30%, 04/01/2044

     9,958  
10,000   

5.35%, 05/15/2045

     9,813  
15,000   

Texas Eastern Transmission L.P.
2.80%, 10/15/2022(1)

     15,337  
  

TransCanada PipeLines Ltd.

 

5,000   

4.10%, 04/15/2030

     5,905  
25,000   

4.75%, 05/15/2038

     31,315  
     

 

 

 
     439,604  
     

 

 

 
   Real Estate Investment Trusts - 0.1%

 

15,000   

American Tower Corp.
2.40%, 03/15/2025

     16,051  
5,000   

Brixmor Operating Partnership L.P.
4.05%, 07/01/2030

     5,264  
10,000   

Equinix, Inc.
2.15%, 07/15/2030

     10,305  
25,000   

SBA Tower Trust
2.84%, 01/15/2025(1)

     26,090  
5,000   

VEREIT Operating Partnership L.P.
3.40%, 01/15/2028

     5,189  
20,000   

Welltower, Inc.
2.70%, 02/15/2027

     21,233  
     

 

 

 
     84,132  
     

 

 

 
   Retail - 0.2%

 

  

Alimentation Couche-Tard, Inc.

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$              5,000   

2.95%, 01/25/2030(1)

   $ 5,377  
5,000   

3.80%, 01/25/2050(1)

     5,530  
15,000   

AutoZone, Inc.
3.63%, 04/15/2025

     16,884  
20,000   

Costco Wholesale Corp.
1.60%, 04/20/2030

     20,702  
  

Home Depot, Inc.

 

10,000   

3.35%, 09/15/2025

     11,333  
11,000   

3.50%, 09/15/2056

     14,074  
10,000   

Lowe’s Cos., Inc.
3.70%, 04/15/2046

     11,859  
  

McDonald’s Corp.

 

15,000   

3.35%, 04/01/2023

     16,098  
15,000   

3.63%, 09/01/2049

     17,796  
7,000   

3.70%, 02/15/2042

     8,204  
15,000   

4.20%, 04/01/2050

     19,164  
15,000   

Starbucks Corp.
3.80%, 08/15/2025

     17,173  
35,000   

Yum! Brands, Inc.
7.75%, 04/01/2025(1)

     39,287  
     

 

 

 
     203,481  
     

 

 

 
   Semiconductors - 0.3%

 

40,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

     44,437  
  

Broadcom, Inc.

 

25,000   

3.15%, 11/15/2025(1)

     26,961  
25,000   

4.30%, 11/15/2032(1)

     28,675  
65,000   

5.00%, 04/15/2030(1)

     77,256  
45,000   

Intel Corp.
2.45%, 11/15/2029

     49,675  
10,000   

Lam Research Corp.
1.90%, 06/15/2030

     10,597  
20,000   

Microchip Technology, Inc.
2.67%, 09/01/2023(1)

     20,705  
20,000   

NVIDIA Corp.
2.85%, 04/01/2030

     22,398  
30,000   

NXP B.V. / NXP Funding LLC
4.88%, 03/01/2024(1)

     33,750  
  

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

5,000   

3.15%, 05/01/2027(1)

     5,444  
10,000   

4.30%, 06/18/2029(1)

     11,657  
     

 

 

 
             331,555  
     

 

 

 
   Software - 0.2%

 

12,000   

Dun & Bradstreet Corp.
10.25%, 02/15/2027(1)

     13,625  
  

Fidelity National Information Services, Inc.

 

15,000   

3.00%, 08/15/2026

     16,813  
12,000   

3.75%, 05/21/2029

     14,376  
  

Fiserv, Inc.

 

55,000   

2.25%, 06/01/2027

     58,908  
25,000   

3.20%, 07/01/2026

     28,177  
25,000   

Microsoft Corp.
2.53%, 06/01/2050

     27,443  
20,000   

MSCI, Inc.
3.88%, 02/15/2031(1)

     21,725  
  

Oracle Corp.

 

25,000   

2.65%, 07/15/2026

     27,542  
15,000   

3.60%, 04/01/2050

     17,951  
20,000   

3.80%, 11/15/2037

     24,421  
     

 

 

 
     250,981  
     

 

 

 
   Telecommunications - 0.5%

 

  

AT&T, Inc.

 

20,000   

2.30%, 06/01/2027

     21,183  
10,000   

2.95%, 07/15/2026

     10,972  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$              40,000   

3.50%, 02/01/2061

   $ 41,465  
35,000   

4.35%, 06/15/2045

     41,437  
10,000   

4.50%, 03/09/2048

     12,248  
160,000   

Nokia Oyj
6.63%, 05/15/2039

     204,000  
  

T-Mobile USA, Inc.

 

45,000   

1.50%, 02/15/2026(1)

     45,634  
30,000   

3.50%, 04/15/2025(1)

     33,082  
35,000   

3.88%, 04/15/2030(1)

     40,084  
10,000   

4.50%, 04/15/2050(1)

     12,484  
  

Verizon Communications, Inc.

 

5,000   

3.15%, 03/22/2030

     5,739  
5,000   

4.00%, 03/22/2050

     6,654  
65,000   

4.13%, 08/15/2046

     84,508  
  

Vodafone Group plc

 

5,000   

4.25%, 09/17/2050

     6,134  
6,000   

4.38%, 02/19/2043

     7,330  
     

 

 

 
     572,954  
     

 

 

 
   Transportation - 0.1%

 

15,000   

CSX Corp.
2.40%, 02/15/2030

     16,143  
  

FedEx Corp.

 

5,000   

3.30%, 03/15/2027

     5,537  
30,000   

4.25%, 05/15/2030

     35,999  
5,000   

Norfolk Southern Corp.
3.40%, 11/01/2049

     6,000  
12,000   

Union Pacific Corp.
4.10%, 09/15/2067

     15,592  
     

 

 

 
     79,271  
     

 

 

 
   Water - 0.0%

 

  

American Water Capital Corp.

 

15,000   

3.75%, 09/01/2028

     17,968  
10,000   

4.15%, 06/01/2049

     13,704  
     

 

 

 
     31,672  
     

 

 

 
  

Total Corporate Bonds
(cost $7,415,565)

   $         7,816,775  
     

 

 

 

Foreign Government Obligations - 9.8%

  
   Australia - 0.3%

 

  AUD            440,000   

Australia Government Bond
3.00%, 03/21/2047(7)

     404,691  
     

 

 

 
   Canada - 0.6%

 

  CAD            237,841   

Canadian Government Bond
3.00%, 12/01/2036(8)

     276,025  
  

Canadian Government Real Return Bond

 

134,028   

4.00%, 12/01/2031(8)

     153,833  
356,387   

4.25%, 12/01/2026(8)

     351,947  
     

 

 

 
     781,805  
     

 

 

 
   Germany - 2.3%

 

  

Deutsche Bundesrepublik Inflation Linked Bond

 

  EUR        1,066,126   

0.10%, 04/15/2026(7)(8)

     1,357,778  
1,021,327   

0.50%, 04/15/2030(7)(8)

     1,432,150  
     

 

 

 
     2,789,928  
     

 

 

 
   Greece - 0.2%

 

50,935,000   

Hellenic Republic Government Bond
0.00%, 10/15/2042(2)

     191,996  
     

 

 

 
   Indonesia - 0.3%

 

  IDR  4,436,000,000   

Indonesia Treasury Bond
6.50%, 06/15/2025

     310,915  
     

 

 

 
   Israel - 0.2%

 

  

Israel Government Bond - Fixed

 

ILS            430,000   

1.00%, 03/31/2030

     130,473  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
ILS            300,000   

3.75%, 03/31/2047

   $ 129,704  
     

 

 

 
        260,177  
     

 

 

 
   Italy - 0.1%

 

EUR          104,628   

Italy Buoni Poliennali Del Tesoro
1.25%, 09/15/2032(1)(7)(8)

     132,648  
     

 

 

 
   Japan - 1.5%

 

  JPY       11,150,000   

Japan Government Thirty Year Bond
0.40%, 03/20/2050

     101,749  
186,466,617   

Japanese Government CPI Linked Bond
0.10%, 03/10/2029(8)

     1,756,597  
     

 

 

 
        1,858,346  
     

 

 

 
   Mexico - 0.6%

 

  MXN      13,207,600   

Mexican Bonos
8.00%, 11/07/2047

     675,691  
     

 

 

 
   New Zealand - 0.7%

 

  

New Zealand Government Bond

 

  NZD           810,000   

1.50%, 05/15/2031

     578,438  
328,980   

3.00%, 09/20/2030(7)(8)

     283,810  
     

 

 

 
        862,248  
     

 

 

 
   Peru - 0.0%

 

$            5,000   

Peruvian Government International Bond
2.39%, 01/23/2026

     5,315  
     

 

 

 
   Russia - 1.2%

 

  RUB    108,345,480   

Russian Federal Inflation Linked Bond - OFZ
2.50%, 02/02/2028(8)

     1,442,453  
     

 

 

 
   South Korea - 1.5%

 

  KRW    213,411,324   

Inflation Linked Korea Treasury Bond
1.75%, 06/10/2028(8)

     193,243  
  

Korea Treasury Bond

 

1,463,190,000   

1.38%, 12/10/2029

     1,234,894  
493,150,000   

1.88%, 06/10/2029

     434,036  
     

 

 

 
                1,862,173  
     

 

 

 
   Spain - 0.2%

 

  EUR           175,000   

Spain Government Bond
2.70%, 10/31/2048(1)(7)

     286,990  
     

 

 

 
   Thailand - 0.1%

 

  THB         3,379,630   

Thailand Government Bond
1.25%, 03/12/2028(7)(8)

     102,922  
     

 

 

 
  

Total Foreign Government Obligations
(cost $11,894,901)

   $ 11,968,298  
     

 

 

 

Municipal Bonds - 0.7%

  
   Airport - 0.1%

 

  

City of Austin, TX, Airport System Rev

 

$          20,000   

5.00%, 11/15/2032

     25,516  
30,000   

5.00%, 11/15/2044

     36,868  
20,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2028

     23,754  
45,000   

San Francisco California City & County Airport Comm-San Francisco International Airport
5.00%, 05/01/2050

     54,770  
     

 

 

 
        140,908  
     

 

 

 
   Development - 0.1%

 

10,000   

California State, GO Taxable
7.30%, 10/01/2039

     17,023  
45,000   

New York Transportation Dev Corp. Rev
4.25%, 09/01/2035

     49,379  
     

 

 

 
        66,402  
     

 

 

 
   General - 0.2%

 

5,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     7,192  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$           100,000   

County of Riverside, CA
2.86%, 02/15/2026

   $ 106,006  
80,000   

Dist of Columbia
3.43%, 04/01/2042

     83,329  
5,000   

Orange County, FL, Convention Center
5.00%, 10/01/2031

     5,781  
40,000   

Philadelphia, PA, Auth for Industrial Dev
6.55%, 10/15/2028(9)

     51,975  
     

 

 

 
     254,283  
     

 

 

 
   General Obligation - 0.1%

 

100,000   

Commonwealth of Massachusetts, GO
2.51%, 07/01/2041

     105,565  
     

 

 

 
   Single Family Housing - 0.0%

 

10,000   

Iowa Finance Auth
3.25%, 07/01/2050(9)(10)

     11,066  
     

 

 

 
   Transportation - 0.2%

 

  

Broward County, FL, Port Facs Rev

 

10,000   

5.00%, 09/01/2029

     12,712  
10,000   

5.00%, 09/01/2033

     12,401  
  

Metropolitan Transportation Auth, NY, Rev

 

15,000   

5.00%, 11/15/2050

     17,192  
30,000   

5.18%, 11/15/2049

     35,156  
15,000   

New York State Thruway Auth Rev
2.90%, 01/01/2035

     16,360  
25,000   

Port Auth of New York & New Jersey Rev
1.09%, 07/01/2023

     25,318  
  

Port Auth of New York & New Jersey

 

30,000   

4.00%, 03/15/2030

     35,555  
20,000   

5.00%, 09/15/2033

     24,657  
  

Port of Seattle, WA

 

20,000   

5.00%, 10/01/2031

     23,207  
30,000   

5.00%, 04/01/2039

     36,738  
20,000   

Triborough Bridge & Tunnel Auth
5.00%, 11/15/2054

     25,517  
     

 

 

 
     264,813  
     

 

 

 
   Water - 0.0%

 

5,000   

Great Lakes, MI, Water Auth Sewage Disposal System Rev
3.06%, 07/01/2039

     5,532  
     

 

 

 
  

Total Municipal Bonds
(cost $798,482)

   $         848,569  
     

 

 

 

U.S. Government Agencies - 5.3%

  
   FHLMC - 0.2%

 

$        4,296,097   

0.07%, 10/25/2026(2)(3)

   $ 23,565  
1,397,062   

0.27%, 11/25/2023(2)(3)

     10,606  
744,354   

0.61%, 03/25/2027(2)(3)

     26,465  
119,929   

1.13%, 01/25/2030(2)(3)

     10,879  
20,773   

1.50%, 10/15/2042

     20,839  
26,869   

1.70%, 10/15/2039

     27,276  
14,495   

2.00%, 07/15/2031

     14,949  
25,436   

2.00%, 09/15/2031

     26,198  
45,539   

2.50%, 12/15/2042

     47,472  
     

 

 

 
     208,249  
     

 

 

 
   FNMA - 0.7%

 

$           368,940   

1.33%, 06/25/2034(2)(3)

   $ 38,851  
30,168   

1.50%, 08/25/2041

     30,694  
48,775   

1.50%, 06/25/2042

     49,672  
14,983   

1.50%, 11/25/2042

     15,069  
25,699   

1.70%, 06/25/2043

     26,114  
31,552   

1.75%, 01/25/2040

     31,926  
22,944   

2.00%, 06/25/2043

     23,447  
39,554   

2.50%, 09/25/2049

     41,552  
20,360   

2.50%, 03/25/2053

     21,058  
23,224   

3.00%, 02/25/2049

     24,635  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          86,219   

3.50%, 04/25/2053

   $ 88,851  
71,608   

3.50%, 08/25/2058

     77,564  
145,004   

4.00%, 09/01/2048

     153,662  
191,681   

4.00%, 08/01/2049

     203,517  
40,569   

4.00%, 07/25/2053

     42,561  
     

 

 

 
     869,173  
     

 

 

 
   GNMA - 1.2%

 

$          40,719   

1.50%, 04/16/2040

   $ 41,235  
26,560   

1.70%, 10/20/2045

     26,887  
450,000   

3.00%, 08/20/2050(11)

     475,857  
475,000   

3.50%, 08/20/2050(11)

     498,602  
350,000   

4.00%, 08/20/2050(11)

     371,437  
     

 

 

 
     1,414,018  
     

 

 

 
   UMBS - 3.2%

 

$        300,000   

3.00%, 08/13/2050(11)

   $ 317,356  
175,000   

2.00%, 08/17/2035(11)

     182,081  
200,000   

2.50%, 08/17/2035(11)

     209,929  
100,000   

2.50%, 09/17/2035(11)

     104,826  
1,150,000   

2.50%, 08/13/2050(11)

     1,208,219  
200,000   

3.00%, 08/17/2035(11)

     209,898  
200,000   

3.00%, 09/14/2050(11)

     211,103  
450,000   

3.50%, 08/13/2050(11)

     474,539  
300,000   

3.50%, 09/14/2050(11)

     316,498  
250,000   

4.00%, 08/13/2050(11)

     265,586  
200,000   

4.50%, 08/13/2050(11)

     215,023  
200,000   

4.50%, 09/14/2050(11)

     215,148  
     

 

 

 
     3,930,206  
     

 

 

 
  

Total U.S. Government Agencies
(cost $6,387,801)

   $         6,421,646  
     

 

 

 

U.S. Government Securities - 6.1%

  
   U.S. Treasury Securities - 6.1%

 

   U.S. Treasury Bonds - 2.6%

 

$        371,753   

0.88%, 02/15/2047(8)

   $ 507,606  
20,795   

1.00%, 02/15/2048(8)

     29,466  
85,000   

1.25%, 05/15/2050

     86,119  
81,000   

3.13%, 02/15/2043(12)

     114,045  
420,000   

3.13%, 08/15/2044(12)(13)

     596,138  
60,000   

3.13%, 05/15/2048

     87,804  
640,000   

3.63%, 08/15/2043(12)

     970,025  
540,000   

3.75%, 11/15/2043(12)

     833,941  
     

 

 

 
     3,225,144  
     

 

 

 
   U.S. Treasury Notes - 3.5%

 

1,687,680   

0.63%, 04/15/2023(8)

     1,767,304  
1,524,698   

0.63%, 01/15/2026(8)

     1,677,411  
71,079   

0.88%, 01/15/2029(8)

     82,808  
90,000   

1.50%, 02/15/2030

     98,223  
204,000   

2.13%, 08/15/2021

     208,191  
345,000   

2.13%, 05/15/2025

     376,387  
42,000   

2.63%, 02/15/2029(12)

     49,547  
     

 

 

 
     4,259,871  
     

 

 

 
  

Total U.S. Government Securities
(cost $6,526,103)

   $ 7,485,015  
     

 

 

 

Common Stocks - 30.4%

  
   Banks - 0.8%

 

11,281   

Bank of Nova Scotia

     463,875  
5,306   

PNC Financial Services Group, Inc.

     565,991  
     

 

 

 
     1,029,866  
     

 

 

 
   Capital Goods - 2.8%

 

665   

AGCO Corp.

     43,644  
16,580   

Assa Abloy AB Class B

     366,023  
46,360   

BAE Systems plc

     297,117  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$            1,118   

Deere & Co.

   $ 197,115  
7,897   

Fortive Corp.

     554,290  
8,656   

Kubota Corp.

     123,261  
1,616   

Lockheed Martin Corp.

     612,416  
3,125   

Otis Worldwide Corp.

     196,062  
6,250   

Raytheon Technologies Corp.

     354,250  
8,169   

Vinci S.A.

     703,066  
     

 

 

 
        3,447,244  
     

 

 

 
   Commercial & Professional Services - 0.3%

 

9,239   

Experian plc

     322,719  
     

 

 

 
  

Consumer Durables & Apparel - 0.6%

 

326   

Berkeley Group Holdings plc

     18,915  
649   

Kaufman & Broad S.A.

     28,020  
6,573   

NIKE, Inc. Class B

     641,590  
     

 

 

 
        688,525  
     

 

 

 
   Consumer Services - 1.2%

 

38,566   

Compass Group plc

     530,637  
267   

Hyatt Hotels Corp. Class A(14)

     12,816  
4,577   

McDonald’s Corp.

     889,220  
2,768   

Melia Hotels International S.A.*

     10,247  
80   

Oriental Land Co., Ltd.

     9,651  
67   

Vail Resorts, Inc.

     12,866  
     

 

 

 
                1,465,437  
     

 

 

 
   Diversified Financials - 0.0%

 

524   

Brookfield Asset Management, Inc. Class A

     16,941  
     

 

 

 
   Energy - 2.0%

 

44,900   

Ascent Resources - Marcellus LLC Class A*(15)(16)

     29,185  
40,682   

BP plc

     147,330  
1,540   

Cabot Oil & Gas Corp.

     28,798  
1,092   

Chevron Corp.

     91,662  
42,200   

CNOOC Ltd.

     44,542  
622   

Concho Resources, Inc.

     32,680  
2,037   

ConocoPhillips

     76,163  
1,062   

Diamondback Energy, Inc.

     42,331  
2,892   

Enbridge, Inc.

     92,560  
5,034   

Eni S.p.A.

     44,842  
944   

EOG Resources, Inc.

     44,226  
3,607   

Equinor ASA

     54,080  
1,331   

Exxon Mobil Corp.

     56,008  
3,480   

Galp Energia SGPS S.A.

     36,438  
7,969   

Gazprom PJSC ADR

     38,523  
837   

Hess Corp.

     41,189  
876   

LUKOIL PJSC ADR

     59,424  
587   

Lundin Petroleum AB

     13,692  
2,442   

Marathon Petroleum Corp.

     93,284  
1,636   

Noble Energy, Inc.

     16,344  
570   

OMV AG*

     18,002  
1,711   

Parex Resources, Inc.*

     20,694  
4,300   

Petroleo Brasileiro S.A.

     18,712  
666   

Pioneer Natural Resources Co.

     64,549  
2,764   

Reliance Industries Ltd.

     76,440  
3,395   

Repsol S.A.

     26,772  
7,895   

Royal Dutch Shell plc Class A

     115,390  
2,684   

Schlumberger Ltd.

     48,688  
1,670   

TC Energy Corp.

     76,116  
4,689   

Tenaris S.A.

     27,529  
18,786   

Total S.A.

     710,932  
685   

Valero Energy Corp.

     38,518  
985   

Viper Energy Partners L.P.

     10,185  
2,724   

Williams Cos., Inc.

     52,110  
     

 

 

 
        2,387,938  
     

 

 

 
   Food, Beverage & Tobacco - 3.4%

 

4,175   

Archer-Daniels-Midland Co.

     178,815  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$            1,206   

Bunge Ltd.

   $ 52,389  
463   

Cal-Maine Foods, Inc.*

     20,347  
11,531   

Coca-Cola Co.

     544,724  
1,423   

Darling Ingredients, Inc.*

     39,744  
15,166   

Diageo plc

     554,933  
722   

Fresh Del Monte Produce, Inc.

     16,303  
2,718   

Glanbia plc

     32,996  
169,612   

Golden Agri-Resources Ltd.

     19,505  
7,760   

Heineken N.V.

     751,747  
585   

Ingredion, Inc.

     50,603  
55,100   

IOI Corp. Bhd

     59,709  
9,600   

Kuala Lumpur Kepong Bhd

     52,823  
1,325   

Lamb Weston Holdings, Inc.

     79,606  
5,625   

Nestle S.A.

     668,935  
928   

NH Foods Ltd.

     40,787  
4,175   

PepsiCo., Inc.

     574,730  
2,150   

Pilgrim’s Pride Corp.*

     33,003  
879   

Prima Meat Packers Ltd.

     23,483  
195   

Sanderson Farms, Inc.

     21,742  
4,217   

Tate & Lyle plc

     35,892  
2,132   

Tiger Brands Ltd.

     21,993  
1,750   

Tyson Foods, Inc. Class A

     107,537  
44,955   

Wilmar International Ltd.

     151,957  
     

 

 

 
        4,134,303  
     

 

 

 
   Health Care Equipment & Services - 2.6%

 

5,779   

Baxter International, Inc.

     499,190  
15,107   

Koninklijke Philips N.V.*

     780,592  
7,250   

Medtronic plc

     699,480  
3,799   

Sysmex Corp.

     292,130  
3,079   

UnitedHealth Group, Inc.

     932,260  
     

 

 

 
                3,203,652  
     

 

 

 
   Household & Personal Products - 2.2%

 

11,205   

Colgate-Palmolive Co.

     865,026  
6,279   

Procter & Gamble Co.

     823,303  
9,418   

Reckitt Benckiser Group plc

     944,338  
     

 

 

 
        2,632,667  
     

 

 

 
   Insurance - 1.4%

 

78,456   

AIA Group Ltd.

     707,433  
21,751   

AXA S.A.(14)

     436,405  
4,668   

Chubb Ltd.

     593,956  
     

 

 

 
        1,737,794  
     

 

 

 
   Materials - 3.6%

 

139,898   

Angang Steel Co., Ltd. Class H

     39,244  
8,176   

Anglo American plc

     197,925  
60,210   

Baoshan Iron & Steel Co., Ltd. Class A

     42,463  
34,038   

BHP Group plc

     736,018  
7,362   

BlueScope Steel Ltd.

     58,877  
2,699   

Boliden AB

     73,705  
1,760   

CF Industries Holdings, Inc.

     55,141  
71,718   

China Hongqiao Group Ltd.

     41,190  
5,006   

Corteva, Inc.*

     142,971  
34,008   

Eregli Demir ve Celik Fabrikalari T.A.S.

     37,154  
13,070   

Evraz plc

     48,398  
1,008   

FMC Corp.

     106,898  
10,432   

Fortescue Metals Group Ltd.

     129,849  
60,263   

Hunan Valin Steel Co., Ltd. Class A

     38,676  
11,456   

Israel Chemicals Ltd.

     35,759  
25,766   

Jiangsu Shagang Co., Ltd. Class A

     40,032  
147   

Korea Zinc Co., Ltd.

     51,116  
1,489   

Kumba Iron Ore Ltd.

     48,151  
3,085   

Linde plc

     756,164  
142,773   

Maanshan Iron & Steel Co., Ltd. Class H

     38,506  
6,462   

Magnitogorsk Iron & Steel Works PJSC GDR

     45,037  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$            1,859   

Maruichi Steel Tube Ltd.

   $ 44,380  
4,967   

MMC Norilsk Nickel PJSC ADR

     129,747  
3,117   

Mosaic Co.

     41,986  
2,635   

Novolipetsk Steel PJSC GDR

     51,034  
5,601   

Nufarm Ltd.*

     16,030  
4,180   

Nutrien Ltd.

     136,124  
122,600   

Pangang Group Vanadium Titanium & Resources Co., Ltd. Class A*

     38,694  
3,272   

PhosAgro PJSC GDR

     38,666  
599   

POSCO

     96,660  
9,564   

Rio Tinto plc

     582,182  
38,704   

Sansteel Minguang Co., Ltd. Fujian Class A

     39,528  
4,294   

Severstal PAO GDR

     52,294  
77,418   

Shanxi Taigang Stainless Steel Co., Ltd. Class A

     39,391  
50,048   

South32 Ltd.

     73,483  
2,555   

Steel Dynamics, Inc.

     70,033  
35,762   

Vedanta Ltd.

     54,669  
2,425   

Yara International ASA

     102,296  
     

 

 

 
                4,370,471  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 2.7%

 

9,023   

AstraZeneca plc ADR

     503,303  
624   

Genus plc

     27,848  
6,126   

Johnson & Johnson

     892,926  
5,969   

Merck & Co., Inc.

     478,952  
8,243   

Novartis AG

     678,953  
1,966   

Roche Holding AG

     680,937  
     

 

 

 
        3,262,919  
     

 

 

 
   Real Estate - 1.6%

 

269   

Agree Realty Corp. REIT

     18,015  
313   

Alexandria Real Estate Equities, Inc. REIT

     55,573  
806   

American Homes 4 Rent Class A, REIT

     23,374  
1,366   

American Tower Corp. REIT

     357,059  
432   

Americold Realty Trust REIT

     17,431  
17,100   

Ayala Land, Inc.

     11,597  
180   

Boston Properties, Inc. REIT

     16,036  
2,690   

Brixmor Property Group, Inc. REIT

     30,962  
258   

Camden Property Trust REIT

     23,429  
530   

Catena AB

     21,791  
2,900   

City Developments Ltd.

     17,367  
4,200   

CK Asset Holdings Ltd.

     23,321  
410   

Derwent London plc REIT

     15,425  
944   

Douglas Emmett, Inc. REIT

     27,508  
78   

Equinix, Inc. REIT

     61,268  
723   

Fastighets AB Balder Class B*

     29,942  
2,642   

Goodman Group REIT

     32,123  
5,257   

Grainger plc

     19,936  
1,425   

Healthpeak Properties, Inc. REIT

     38,888  
25   

Ichigo Office REIT Investment Corp. REIT

     16,313  
1,463   

Independence Realty Trust, Inc. REIT

     16,825  
500   

Katitas Co., Ltd.

     11,438  
1,201   

Kojamo Oyj

     29,851  
4,300   

Link REIT

     33,364  
5,900   

Mapletree Industrial Trust REIT

     14,106  
2,000   

Mitsui Fudosan Co., Ltd. REIT

     31,268  
3,750   

New World Development Co., Ltd.

     18,310  
5   

Nippon Accommodations Fund, Inc. REIT

     32,265  
739   

Prologis, Inc. REIT

     77,905  
2,915   

Public Storage REIT

     582,650  
628   

Rexford Industrial Realty, Inc. REIT

     29,472  
1,201   

Safestore Holdings plc REIT

     12,073  
6,600   

Shimao Group Holdings Ltd.

     28,006  
283   

Sun Communities, Inc. REIT

     42,430  
1,800   

Tokyo Tatemono Co., Ltd.

     19,238  
399   

UDR, Inc. REIT

     14,444  
1,240   

VICI Properties, Inc. REIT

     26,921  
887   

Vonovia SE

     57,332  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$                48   

WP Carey, Inc. REIT

   $ 3,426  
447   

Xenia Hotels & Resorts, Inc. REIT

     3,558  
     

 

 

 
     1,942,240  
     

 

 

 
   Retailing - 0.4%

 

7,290   

TJX Cos., Inc.

     379,007  
803   

Tractor Supply Co.

     114,620  
     

 

 

 
     493,627  
     

 

 

 
   Software & Services - 2.4%

 

2,716   

Accenture plc Class A

     610,503  
2,652   

Automatic Data Processing, Inc.

     352,477  
5,856   

Capgemini SE

     759,490  
3,963   

Microsoft Corp.

     812,455  
2,130   

Visa, Inc. Class A

     405,552  
     

 

 

 
             2,940,477  
     

 

 

 
   Telecommunication Services - 0.5%

 

695   

Cellnex Telecom S.A.(1)

     43,739  
18,817   

KDDI Corp.

     598,333  
     

 

 

 
     642,072  
     

 

 

 
   Transportation - 1.1%

 

8,236   

Canadian National Railway Co.

     804,508  
3,525   

United Parcel Service, Inc. Class B

     503,229  
     

 

 

 
     1,307,737  
     

 

 

 
   Utilities - 0.8%

 

647   

Avangrid, Inc.

     32,214  
501   

Duke Energy Corp.

     42,455  
219   

Edison International

     12,192  
3,492   

Enel S.p.A.

     31,989  
3,588   

Engie S.A.*

     47,796  
1,450   

ENN Energy Holdings Ltd.

     17,576  
1,390   

Exelon Corp.

     53,668  
836   

FirstEnergy Corp.

     24,244  
3,590   

Iberdrola S.A.

     46,402  
83   

Iberdrola S.A.

     1,068  
54,542   

National Grid plc

     639,880  
11,388   

Power Grid Corp. of India Ltd.

     27,101  
     

 

 

 
     976,585  
     

 

 

 
  

Total Common Stocks
(cost $32,645,175)

   $ 37,003,214  
     

 

 

 

Convertible Bonds - 0.2%

  
   Airlines - 0.0%

 

10,000   

Southwest Airlines Co.
1.25%, 05/01/2025

     11,592  
     

 

 

 
   Commercial Services - 0.0%

 

5,000   

FTI Consulting, Inc.
2.00%, 08/15/2023

     6,620  
10,000   

Square, Inc.
0.13%, 03/01/2025(1)

     13,252  
     

 

 

 
     19,872  
     

 

 

 
   Entertainment - 0.0%

 

5,000   

Penn National Gaming, Inc.
2.75%, 05/15/2026

     8,253  
     

 

 

 
   Healthcare-Products - 0.0%

 

10,000   

NuVasive, Inc.
0.38%, 03/15/2025(1)

     9,332  
     

 

 

 
   Internet - 0.0%

 

5,000   

Etsy, Inc.
0.13%, 10/01/2026(1)

     7,577  
3,000   

Proofpoint, Inc.
0.25%, 08/15/2024(1)

     3,081  
     

 

 

 
     10,658  
     

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
   Oil & Gas - 0.1%

 

$        45,000   

Oasis Petroleum, Inc.
2.63%, 09/15/2023

   $ 5,175  
85,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     80,766  
10,000   

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

     11,820  
     

 

 

 
        97,761  
     

 

 

 
   Oil & Gas Services - 0.1%

 

EUR     100,000   

Fugro N.V.
4.00%, 10/26/2021(7)

     92,669  
     

 

 

 
   Software - 0.0%

 

$          5,000   

Bandwidth, Inc.
0.25%, 03/01/2026(1)

     8,424  
5,000   

Health Catalyst, Inc.
2.50%, 04/15/2025(1)

     6,669  
5,000   

Splunk, Inc.
1.13%, 06/15/2027(1)

     5,659  
5,000   

Workday, Inc.
0.25%, 10/01/2022

     6,723  
     

 

 

 
        27,475  
     

 

 

 
  

Total Convertible Bonds
(cost $324,829)

   $ 277,612  
     

 

 

 

Exchange-Traded Funds - 0.1%

  
   Other Investment Pools & Funds - 0.1%

 

3,603   

VanEck Vectors Gold Miners ETF

     154,713  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $152,650)

   $ 154,713  
     

 

 

 

Rights - 0.0%

  
   Engineering & Construction - 0.0%

 

703   

Cellnex Telecom S.A.*

     2,940  
     

 

 

 
  

Total Rights
(cost $—)

   $ 2,940  
     

 

 

 

Preferred Stocks - 0.0%

  
   Materials - 0.0%

 

1,156   

Sociedad Quimica y Minera de Chile S.A. Series B

     35,196  
     

 

 

 
  

Total Preferred Stocks
(cost $25,997)

   $ 35,196  
     

 

 

 

Convertible Preferred Stocks - 0.1%

  
   Consumer Services - 0.1%

 

655   

Airbnb, Inc. Series E*(15)(16)(17)

     49,682  
     

 

 

 
   Health Care Equipment & Services - 0.0%

 

100   

Becton Dickinson and Co. Series B, 6.00%

     6,030  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $66,157)

   $ 55,712  
     

 

 

 

Warrants - 0.0%

  
   Energy - 0.0%

 

11,625   

Ascent Resources - Marcellus LLC Expires 3/30/2023*(15)(16)

     58  
     

 

 

 
  

Total Warrants
(cost $930)

   $ 58  
     

 

 

 

Affiliated Investment Companies - 18.0%

  
   Domestic Equity Funds - 4.7%

 

183,012   

Hartford Multifactor US Equity ETF

     5,696,852  
     

 

 

 
  

Total Domestic Equity Funds
(cost $5,812,080)

   $         5,696,852  
     

 

 

 
   International/Global Equity Funds - 7.1%

 

231,990   

Hartford Multifactor Developed Markets (ex-US) ETF

     5,815,990  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

        Market Value
  $        140,744    Hartford Multifactor Emerging Markets ETF       $ 2,834,021  
          

 

 

 
    

Total International/Global Equity Funds
(cost $9,240,868)

      $ 8,650,011  
          

 

 

 
     Taxable Fixed Income Funds - 6.2%      
  706,078    The Hartford World Bond Fund, Class F         7,526,788  
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $7,594,746)

      $ 7,526,788  
          

 

 

 
    

Total Affiliated Investment Companies
(cost $22,647,694)

      $ 21,873,651  
          

 

 

 
    

Total Long-Term Investments
(cost $93,847,828)

      $ 98,866,300  
          

 

 

 
 

Short-Term Investments - 11.6%

     
     Repurchase Agreements - 11.5%      
 

13,967,088

  

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $13,967,169; collateralized by U.S. Treasury Note at 2.875%, maturing 11/30/2025, with a market value of $14,246,456

        13,967,088  
          

 

 

 
     Securities Lending Collateral - 0.1%      
  6,747    Citibank NA DDCA, 0.09%, 8/3/2020(18)         6,747  
 

7,874

   Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(18)         7,874  
  120,325    Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(18)         120,325  
          

 

 

 
             134,946  
          

 

 

 
    

Total Short-Term Investments
(cost $14,102,034)

      $ 14,102,034  
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $107,949,862)

     92.7%      $ 112,968,334  
    

Total Purchased Options
(cost $689,078)

     0.4%      $ 481,363  
       

 

 

    

 

 

 
    

Total Investments
(cost $108,638,940)

     93.1%      $ 113,449,697  
     Other Assets and Liabilities      6.9%        8,367,774  
       

 

 

    

 

 

 
     Total Net Assets      100.0%      $ 121,817,471  
       

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $4,974,209, representing 4.1% 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)

Securities disclosed are interest-only strips.

(4)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(5)

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

(6)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(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 July 31, 2020, the aggregate value of these securities was $4,156,658, representing 3.4% of net assets.

(8)

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

(9)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $63,041, representing 0.1% of net assets.

(10)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $11,045 at July 31, 2020.

(11)

Represents or includes a TBA transaction.

(12)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $1,648,663.

(13)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $47,549,063.

(14)

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

(15)

Investment valued using significant unobservable inputs.

(16)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $78,925, 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.

(17)

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 $49,682 or 0.0% of net assets.

 

Period Acquired    Security Name    Shares/Par Value    Base Total Cost    Base Market Value
06/2015   

Airbnb, Inc. Series E Convertible Preferred

   655    $  60,977    $  49,682
(18)

Current yield as of period end.

 

OTC Option Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
     Exercise Price/FX
Rate/Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

                 

Puts

                       

S&P 500 Index Option

        2,800.00   USD        06/18/21        6        USD    600      $   94,740      $   126,731      $   (31,991
                 

 

 

    

 

 

    

 

 

 

    Total purchased OTC option contracts

 

         $ 94,740      $ 126,731      $ (31,991
                 

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
     Exercise
Price/FX
Rate/
Rate
    Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value 
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                         

Puts

                            
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57      BOA        1.70     Pay        11/23/20        USD        115,000        115,000      $   17      $   2,880      $   (2,863
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

 

      $ 17      $ 2,880      $ (2,863
                      

 

 

    

 

 

    

 

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
     Exercise
Price/FX
Rate/
Rate
    Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value 
    

Premiums

Paid  
(Received)

by Fund

     Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

                      

Calls

                         

CDX.NA.IG.34

     GSC        72.50     Pay        08/19/20        USD    (880,000)        880,000      $   (2,002)      $ (2,024)      $ 22  

CDX.NA.IG.34

     MSC        70.00     Pay        08/19/20        USD    (500,000)        500,000        (768)        (875)        107  

CDX.NA.IG.34

     GSC        70.00     Pay        08/19/20        USD    (380,000)        380,000        (584)        (665)        81  
                   

 

 

    

 

 

    

 

 

 

    Total Calls

                    $ (3,354)      $ (3,564)      $ 210  
                   

 

 

    

 

 

    

 

 

 

Written swaption contracts:

 

                      

Puts

                         

CDX.NA.IG.34

     GSC        72.50     Pay        08/19/20        USD    (880,000)        880,000      $ (1,066)      $ (2,552)      $ 1,486  

CDX.NA.IG.34

     MSC        70.00     Pay        08/19/20        USD    (500,000)        500,000        (835)        (1,250)        415  

CDX.NA.IG.34

     GSC        70.00     Pay        08/19/20        USD    (380,000)        380,000        (635)        (912)        277  
                   

 

 

    

 

 

    

 

 

 

    Total Puts

                    $ (2,536)      $ (4,714)      $ 2,178  
                   

 

 

    

 

 

    

 

 

 

    Total written OTC swaption contracts

 

              $ (5,890)      $ (8,278)      $ 2,388  
                   

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Option Contracts Outstanding at July 31, 2020

 

Description   

Exercise Price/FX Rate/

Rate

     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                    

Puts

                    

S&P 500 Index Option

     2,875.00 USD        12/18/20        9      USD  2,587,500      $ 95,049      $ 94,629      $ 420  

iShares MSCI Emerging Markets Option

     40.00 USD        12/18/20        152      USD    608,000        26,296        26,954        (658)  

iShares MSCI EAFE ETF Option

     62.00 USD        12/18/20        238      USD    1,475,600        85,680        43,394        42,286  

S&P 500 Index Option

     2,525.00 USD        03/19/21        9      USD 2,272,500        69,525        193,007        (123,482)  

iShares MSCI Emerging Markets Option

     32.00 USD        03/19/21        152      USD 486,400        11,400        38,690        (27,290)  

iShares MSCI EAFE ETF Option

     50.00 USD        03/19/21        238      USD 1,190,000        31,178        80,995        (49,817)  

iShares MSCI Emerging Markets Option

     36.00 USD        06/18/21        103      USD 370,800        18,180        27,323        (9,143)  

iShares MSCI EAFE ETF Option

     56.00 USD        06/18/21        157      USD 879,200        49,298        54,475        (5,177)  
              

 

 

    

 

 

    

 

 

 

    Total Puts

               $   386,606      $   559,467      $ (172,861)  
              

 

 

    

 

 

    

 

 

 

    Total purchased exchange-traded option contracts

 

      $ 386,606      $ 559,467      $ (172,861)  
              

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at July 31, 2020

 

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     61        09/30/20      $   13,480,047      $ 2,377  

U.S. Treasury 10-Year Note Future

     11        09/21/20        1,540,859        152  
           

 

 

 

    Total

 

   $ 2,529  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     44        09/30/20      $ 5,549,500      $ (32,628
           

 

 

 
           
           

 

 

 

      Total futures contracts

 

   $ (30,099
           

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2020

 

 

        Reference Entity    Counter-
party
     Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value 
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

                   

    Buy protection:

                         

PrimeX.ARM.2 (15)

     MSC        USD     95,883        (4.58 %)      12/25/37        Monthly      $      $   (202)      $ (459)      $ (257)  
                

 

 

    

 

 

    

 

 

    

 

 

 

    Sell protection:

                         

PrimeX.ARM.2 (15)

     JPM        USD     95,883        4.58     12/25/37        Monthly      $   3,210      $      $ 1,215      $ (1,995)  
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

        Total OTC credit default swap contracts

 

        $ 3,210      $ (202)      $ 756      $   (2,252)  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

(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.

 

 

Bond Forward Contracts Outstanding at July 31, 2020

 

Counterparty    Reference
Obligation
   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.38%, 07/15/2025      USD  15,390,504        08/29/20        $51,700  

 

  Foreign Currency Contracts Outstanding at July 31, 2020  
        Amount and Description
          of Currency to
be
            Purchased
    

Amount and Description        
of Currency to         

be Sold        

     Counterparty      Settlement
Date
       Appreciation        Depreciation  
  1,193,000     AUD        850,685     USD      GSC        08/31/20          $    1,761          $  —  
  350,000     AUD        249,644     USD      SCB        08/31/20          445           
  881,000     AUD        632,108     USD      BNP        08/31/20                   (2,598
  1,275,000     BRL        232,779     USD      MSC        08/04/20          11,593           
  719,000     BRL        132,364     USD      JPM        08/04/20          5,443           
  319,000     BRL        61,307     USD      CBK        08/04/20                   (166
  400,000     BRL        76,874     USD      GSC        08/04/20                   (208
  1,275,000     BRL        245,037     USD      BOA        08/04/20                   (665
  319,000     BRL        61,775     USD      CBK        08/31/20                   (707
  748,000     BRL        144,402     USD      MSC        08/31/20                   (1,209
  994,000     CAD        739,502     USD      GSC        08/31/20          2,643           
  974,000     CAD        728,295     USD      JPM        08/31/20                   (1,082
  419,000     CHF        459,846     USD      GSC        08/31/20                   (1,291
  520,143,000     CLP        690,422     USD      GSC        08/31/20                   (3,116
  1,632,890,000     COP        434,512     USD      GSC        08/31/20          1,852           
  10,268,000     CZK        458,324     USD      MSC        08/31/20          2,596           
  688,000     EUR        804,464     USD      JPM        08/31/20          6,496           
  3,130,000     EUR        3,693,722     USD      GSC        08/31/20                   (4,326
  463,000     GBP        593,429     USD      TDB        08/28/20          12,733           
  546,000     GBP        712,105     USD      GSC        08/28/20          2,721           
  40,312,000     HUF        136,615     USD      BCLY        08/31/20          1,230           
  10,792,810,000     IDR        730,478     USD      GSC        08/31/20          6,527           
  2,552,000     ILS        749,063     USD      GSC        08/31/20          797           
  10,323,000     INR        137,695     USD      JPM        08/31/20                   (119
  178,528,000     JPY        1,693,587     USD      JPM        08/31/20                   (6,489
  251,699,000     JPY        2,397,201     USD      GSC        08/31/20                   (18,634
  2,167,050,000     KRW        1,812,824     USD      GSC        08/31/20          6,163           
  689,823,000     KRW        573,729     USD      BNP        08/31/20          5,297           
  1,600,000     MXN        72,434     USD      CBK        08/31/20                   (828
  16,064,000     MXN        721,629     USD      GSC        08/31/20                   (2,705
  1,200,000     NOK        131,155     USD      GSC        08/31/20          706           
  4,066,000     NOK        446,683     USD      MSC        08/31/20          107           
  1,276,000     NZD        847,163     USD      GSC        08/31/20                   (882
  375,000     NZD        250,648     USD      CBK        08/31/20                   (1,937
  19,558,000     PHP        395,111     USD      JPM        08/28/20          2,227           
  577,000     PLN        153,888     USD      CBK        08/31/20          203           
  1,176,000     PLN        314,394     USD      GSC        08/31/20                   (337

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

        Amount and Description
          of Currency
to be
            Purchased
    

Amount and Description        
of Currency to         

be Sold        

     Counterparty      Settlement
Date
       Appreciation        Depreciation  
  161,566,000     RUB        2,194,541     USD      GSC        08/31/20          $        —          $    (25,054
  4,029,000     SEK        458,786     USD      BOA        08/31/20          233           
  1,009,000     SGD        730,980     USD      CBK        08/31/20          3,410           
  11,107,000     THB        353,559     USD      GSC        08/31/20              2,594           
  2,925,000     TRY        409,532     USD      GSC        08/31/20                   (1,990
  1,107,086     USD        1,543,000     AUD      BNP        08/31/20          4,551           
  4,993     USD        7,000     AUD      SCB        08/31/20                   (9
  623,209     USD        874,000     AUD      GSC        08/31/20                   (1,299
  246,329     USD        1,275,000     BRL      BOA        08/04/20          1,957           
  61,834     USD        319,000     BRL      CBK        08/04/20          693           
  245,037     USD        1,275,000     BRL      MSC        08/04/20          665           
  138,182     USD        719,000     BRL      JPM        08/04/20          376           
  74,373     USD        400,000     BRL      GSC        08/04/20                   (2,293
  205,718     USD        1,067,000     BRL      GSC        08/31/20          1,457           
  743,250     USD        994,000     CAD      JPM        08/31/20          1,104           
  724,623     USD        974,000     CAD      GSC        08/31/20                   (2,590
  457,257     USD        419,000     CHF      JPM        08/31/20                   (1,298
  674,634     USD        520,143,000     CLP      BCLY        08/31/20                   (12,672
  442,416     USD        1,632,890,000     COP      BNP        08/31/20          6,051           
  443,400     USD        9,876,000     CZK      GSC        08/31/20          77           
  17,583     USD        392,000     CZK      BOA        08/31/20                   (13
  811,911     USD        688,000     EUR      GSC        08/31/20          951           
  9,639,536     USD        8,244,000     EUR      JPM        08/31/20                   (77,837
  603,854     USD        463,000     GBP      GSC        08/28/20                   (2,308
  4,416,752     USD        3,446,000     GBP      TDB        08/28/20                   (94,769
  137,826     USD        40,312,000     HUF      GSC        08/31/20                   (19
  737,919     USD        10,792,810,000     IDR      BCLY        08/31/20          914           
  748,343     USD        2,552,000     ILS      MSC        08/31/20                   (1,517
  137,406     USD        10,323,000     INR      JPM        08/31/20                   (170
  7,388,727     USD        778,876,000     JPY      JPM        08/31/20          28,314           
  1,700,315     USD        178,528,000     JPY      GSC        08/31/20          13,217           
  131,186     USD        13,823,000     JPY      MSC        08/31/20          558           
  124,921     USD        149,330,000     KRW      GSC        08/31/20                   (424
  451,804     USD        540,493,000     KRW      JPM        08/31/20                   (1,877
  1,802,345     USD        2,167,050,000     KRW      BNP        08/31/20                   (16,642
  798,687     USD        17,664,000     MXN      CBK        08/31/20          8,157           
  131,830     USD        1,200,000     NOK      MSC        08/31/20                   (31
  444,395     USD        4,066,000     NOK      GSC        08/31/20                   (2,395
  852,871     USD        1,276,000     NZD      CBK        08/31/20          6,590           
  248,961     USD        375,000     NZD      GSC        08/31/20          250           
  397,601     USD        19,558,000     PHP      GSC        08/28/20          263           
  465,901     USD        1,753,000     PLN      MSC        08/31/20                   (2,247
  2,242,226     USD        161,566,000     RUB      GSC        08/31/20          72,739           
  442,676     USD        3,875,000     SEK      GSC        08/31/20          1,202           
  17,609     USD        154,000     SEK      BOA        08/31/20          64           
  732,951     USD        1,009,000     SGD      GSC        08/31/20                   (1,439
  352,413     USD        11,107,000     THB      JPM        08/31/20                   (3,740
  423,269     USD        2,925,000     TRY      GSC        08/31/20          15,727           
  197,709     USD        3,349,000     ZAR      GSC        08/31/20          2,450           
  598,000     ZAR        36,247     USD      GSC        08/31/20                   (1,381
  2,751,000     ZAR        163,773     USD      CBK        08/31/20                   (3,380
 

    Total Foreign Currency Contracts

       $ 246,104        $ (304,693

 

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

 

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

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

SCB

   Standard Chartered Bank

TDB

   Toronto-Dominion Bank
Currency Abbreviations:      

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

COP

   Colombian Peso

CZK

   Czech Koruna

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PHP

   Philippine Peso

PLN

   Polish Zloty

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:      

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CPI

   Consumer Price Index

EAFE

   Europe, Australasia and Far East

MSCI

   Morgan Stanley Capital International

MTA

   Monthly Treasury Average Index

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

S&P

   Standard & Poor’s

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Other Abbreviations:      

ADR

   American Depositary Receipt

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

SOFR

   Secured Overnight Financing Rate

TBA

   To Be Announced

UMBS

   Uniform Mortgage-Backed Securities
Municipal Abbreviations:      

Auth

   Authority

Dev

   Development

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Dist

   District

Facs

   Facilities

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                               

Description

   Total   Level 1   Level 2   Level 3(1)

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 4,922,901     $     $ 4,922,901     $  

Corporate Bonds

     7,816,775             7,816,775        

Foreign Government Obligations

     11,968,298             11,968,298        

Municipal Bonds

     848,569             848,569        

U.S. Government Agencies

     6,421,646             6,421,646        

U.S. Government Securities

     7,485,015             7,485,015        

Common Stocks

        

Banks

     1,029,866       1,029,866              

Capital Goods

     3,447,244       1,957,777       1,489,467        

Commercial & Professional Services

     322,719             322,719        

Consumer Durables & Apparel

     688,525       641,590       46,935        

Consumer Services

     1,465,437       914,902       550,535        

Diversified Financials

     16,941       16,941              

Energy

     2,387,938       972,346       1,386,407       29,185  

Food, Beverage & Tobacco

     4,134,303       2,493,283       1,641,020        

Health Care Equipment & Services

     3,203,652       2,130,930       1,072,722        

Household & Personal Products

     2,632,667       1,688,329       944,338        

Insurance

     1,737,794       593,956       1,143,838        

Materials

     4,370,471       1,520,598       2,849,873        

Pharmaceuticals, Biotechnology & Life Sciences

     3,262,919       1,875,181       1,387,738        

Real Estate

     1,942,240       1,518,816       423,424        

Retailing

     493,627       493,627              

Software & Services

     2,940,477       2,180,987       759,490        

Telecommunication Services

     642,072             642,072        

Transportation

     1,307,737       1,307,737              

Utilities

     976,585       164,773       811,812        

Convertible Bonds

     277,612             277,612        

Exchange-Traded Funds

     154,713       154,713              

Rights

     2,940       2,940              

Preferred Stocks

     35,196       35,196              

Convertible Preferred Stocks

     55,712       6,030             49,682  

Warrants

     58                   58  

Affiliated Investment Companies

     21,873,651       21,873,651              

Short-Term Investments

     14,102,034       134,946       13,967,088        

Purchased Options

     481,363       481,346       17        

Bond Forward Contracts(2)

     51,700             51,700        

Foreign Currency Contracts(2)

     246,104             246,104        

Futures Contracts(2)

     2,529       2,529              
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 113,750,030     $ 44,192,990     $ 69,478,115     $ 78,925  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (304,693   $     $ (304,693   $  

Futures Contracts(2)

     (32,628     (32,628            

Swaps - Credit Default(2)

     (2,252                 (2,252

Written Options

     (5,890           (5,890      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (345,463   $ (32,628   $ (310,583   $ (2,252
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1)

For the period ended July 31, 2020, investments valued at $ 146,982 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input 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 period ended July 31, 2020 is not presented.

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 43.2%

 

   Automobiles & Components - 0.3%   
$            391,514   

Cie Generale des Etablissements Michelin SCA

   $         40,547,571  
     

 

 

 
   Banks - 3.4%

 

7,334,680   

Bank of America Corp.

     182,486,838  
1,385,668   

JP Morgan Chase & Co.

     133,910,956  
207,665   

M&T Bank Corp.

     22,002,107  
553,843   

PNC Financial Services Group, Inc.

     59,078,433  
1,924,057   

Truist Financial Corp.

     72,075,175  
     

 

 

 
     469,553,509  
     

 

 

 
   Capital Goods - 5.2%

 

91,053   

3M Co.

     13,700,745  
849,845   

Caterpillar, Inc.

     112,927,404  
1,500,903   

Eaton Corp. plc

     139,779,096  
1,059,308   

Emerson Electric Co.

     65,687,689  
669,647   

General Dynamics Corp.

     98,264,001  
284,500   

Honeywell International, Inc.

     42,495,765  
393,329   

Lockheed Martin Corp.

     149,059,891  
928,082   

Raytheon Technologies Corp.

     52,603,688  
479,952   

Vinci S.A.

     41,307,101  
     

 

 

 
     715,825,380  
     

 

 

 
   Consumer Durables & Apparel - 0.4%

 

959,100   

VF Corp.

     57,891,276  
     

 

 

 
   Consumer Services - 0.6%

 

397,077   

McDonald’s Corp.

     77,144,120  
     

 

 

 
   Diversified Financials - 1.3%

 

204,759   

BlackRock, Inc.

     117,738,472  
1,049,371   

Blackstone Group, Inc. Class A

     55,910,487  
     

 

 

 
     173,648,959  
     

 

 

 
   Energy - 1.8%

 

501,595   

Chevron Corp.

     42,103,884  
795,173   

ConocoPhillips

     29,731,518  
3,355,781   

Kinder Morgan, Inc.

     47,316,512  
914,374   

Phillips 66

     56,709,476  
1,678,895   

TC Energy Corp.

     76,521,363  
     

 

 

 
     252,382,753  
     

 

 

 
   Food, Beverage & Tobacco - 4.1%

 

2,237,024   

Archer-Daniels-Midland Co.

     95,811,738  
1,678,203   

Coca-Cola Co.

     79,278,310  
918,744   

Kellogg Co.

     63,384,148  
1,651,631   

Mondelez International, Inc. Class A

     91,649,004  
568,556   

PepsiCo., Inc.

     78,267,419  
2,012,542   

Philip Morris International, Inc.

     154,583,351  
     

 

 

 
     562,973,970  
     

 

 

 
   Health Care Equipment & Services - 1.9%

 

1,506,380   

CVS Health Corp.

     94,811,557  
1,728,443   

Medtronic plc

     166,760,181  
     

 

 

 
     261,571,738  
     

 

 

 
   Household & Personal Products - 1.5%

 

1,026,869   

Procter & Gamble Co.

     134,643,063  
1,134,984   

Unilever N.V.

     66,998,106  
     

 

 

 
     201,641,169  
     

 

 

 
   Insurance - 3.2%

 

845,624   

Chubb Ltd.

     107,597,198  
3,207,432   

MetLife, Inc.

     121,401,301  
1,784,679   

Progressive Corp.

     161,227,901  
397,177   

Travelers Cos., Inc.

     45,444,992  
     

 

 

 
     435,671,392  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Materials - 0.1%

 

$            190,734   

LyondellBasell Industries N.V. Class A

   $ 11,924,690  
     

 

 

 
   Media & Entertainment - 1.3%

 

4,320,165   

Comcast Corp. Class A

     184,903,062  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 5.7%

 

1,532,784   

AstraZeneca plc ADR

     85,498,691  
473,620   

Bristol-Myers Squibb Co.

     27,782,549  
288,910   

Eli Lilly and Co.

     43,420,284  
1,446,332   

Johnson & Johnson

     210,817,352  
920,426   

Merck & Co., Inc.

     73,854,982  
814,096   

Novartis AG

     67,054,829  
5,633,545   

Pfizer, Inc.

     216,778,812  
614,623   

Sanofi

     64,533,637  
     

 

 

 
        789,741,136  
     

 

 

 
   Real Estate - 1.4%

 

1,120,160   

Crown Castle International Corp. REIT

     186,730,672  
     

 

 

 
   Retailing - 0.7%

 

371,967   

Home Depot, Inc.

     98,753,519  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 1.2%

 

120,731   

Analog Devices, Inc.

     13,865,955  
1,793,529   

Intel Corp.

     85,605,139  
495,488   

Texas Instruments, Inc.

     63,199,495  
     

 

 

 
        162,670,589  
     

 

 

 
   Software & Services - 0.4%

 

403,141   

Automatic Data Processing, Inc.

     53,581,470  
     

 

 

 
   Technology Hardware & Equipment - 2.3%

 

4,277,063   

Cisco Systems, Inc.

     201,449,667  
3,776,388   

Corning, Inc.

     117,068,028  
     

 

 

 
        318,517,695  
     

 

 

 
   Telecommunication Services - 1.5%

 

549,095   

BCE, Inc.

     23,022,267  
3,127,133   

Verizon Communications, Inc.

     179,747,605  
     

 

 

 
        202,769,872  
     

 

 

 
   Transportation - 0.9%

 

714,023   

Union Pacific Corp.

     123,775,887  
     

 

 

 
   Utilities - 4.0%

 

837,380   

American Electric Power Co., Inc.

     72,751,575  
1,571,364   

Dominion Energy, Inc.

     127,327,625  
871,235   

Duke Energy Corp.

     73,828,454  
492,626   

Entergy Corp.

     51,789,771  
580,436   

Eversource Energy

     52,279,871  
2,026,484   

Exelon Corp.

     78,242,547  
717,353   

Sempra Energy

     89,281,754  
     

 

 

 
        545,501,597  
     

 

 

 
  

Total Common Stocks
(cost $5,221,114,472)

   $   5,927,722,026  
     

 

 

 

Preferred Stocks - 0.0%

 

   Diversified Financials - 0.0%

 

29,500   

GMAC Capital Trust Series 2, 6.18%(1)

     710,065  
     

 

 

 
  

Total Preferred Stocks (cost $773,012)

   $ 710,065  
     

 

 

 

Corporate Bonds - 47.9%

 

   Advertising - 0.0%

 

  

Lamar Media Corp.

 

$            345,000   

3.75%, 02/15/2028(2)

     348,019  
1,715,000   

5.75%, 02/01/2026

     1,801,264  
     

 

 

 
        2,149,283  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Aerospace/Defense - 1.3%   
$            445,000   

Airbus SE
3.15%, 04/10/2027(2)

   $         471,218  
2,455,000   

BAE Systems plc
3.40%, 04/15/2030(2)

     2,767,978  
   Boeing Co.   

7,000,000

  

3.25%, 02/01/2035

     6,546,525  

13,025,000

  

5.04%, 05/01/2027

     14,103,539  

10,835,000

  

5.71%, 05/01/2040

     12,293,564  
   Bombardier, Inc.   

300,000

  

5.75%, 03/15/2022(2)

     285,000  

4,065,000

  

6.13%, 01/15/2023(2)

     3,495,900  

3,240,000

  

7.88%, 04/15/2027(2)

     2,575,800  
   DAE Funding LLC   

670,000

  

4.50%, 08/01/2022(2)

     658,047  

2,415,000

  

5.00%, 08/01/2024(2)

     2,235,421  
460,000   

Embraer Overseas Ltd.
5.70%, 09/16/2023(3)

     460,465  
   L3Harris Technologies, Inc.   

1,900,000

  

2.90%, 12/15/2029

     2,111,115  

29,890,000

  

3.85%, 06/15/2023

     32,560,424  

7,545,000

  

4.40%, 06/15/2028

     9,165,217  
   Lockheed Martin Corp.   

2,195,000

  

1.85%, 06/15/2030

     2,321,171  

5,340,000

  

3.60%, 03/01/2035

     6,640,894  

6,025,000

  

4.50%, 05/15/2036

     8,169,114  
   Northrop Grumman Corp.   

10,830,000

  

2.93%, 01/15/2025

     11,791,755  

3,200,000

  

3.25%, 01/15/2028

     3,659,071  

4,000,000

  

4.03%, 10/15/2047

     5,166,505  
335,000   

Raytheon Technologies Corp.
4.88%, 10/15/2040(2)

     451,873  
   TransDigm, Inc.   

2,700,000

  

5.50%, 11/15/2027

     2,561,490  

4,970,000

  

6.25%, 03/15/2026(2)

     5,243,350  

505,000

  

8.00%, 12/15/2025(2)

     547,925  
   United Technologies Corp.   

5,000,000

  

3.75%, 11/01/2046

     6,152,283  

8,945,000

  

3.95%, 08/16/2025

     10,361,348  

1,925,000

  

4.50%, 06/01/2042

     2,573,829  

5,965,000

  

4.63%, 11/16/2048

     8,415,750  

7,960,000

  

5.70%, 04/15/2040

     11,602,054  

1,890,000

  

6.13%, 07/15/2038

     2,879,736  
     

 

 

 
        178,268,361  
     

 

 

 
   Agriculture - 1.0%   
   Altria Group, Inc.   

2,665,000

  

2.35%, 05/06/2025

     2,834,886  

7,655,000

  

3.80%, 02/14/2024

     8,414,044  

11,580,000

  

3.88%, 09/16/2046

     12,533,910  

2,345,000

  

4.25%, 08/09/2042

     2,640,647  

2,590,000

  

4.40%, 02/14/2026

     3,012,272  

9,730,000

  

4.80%, 02/14/2029

     11,727,029  

15,655,000

  

5.38%, 01/31/2044

     20,268,584  
   BAT Capital Corp.   

8,515,000

  

3.22%, 09/06/2026

     9,271,231  

16,795,000

  

3.22%, 08/15/2024

     18,148,578  

9,765,000

  

3.46%, 09/06/2029

     10,649,144  
12,840,000   

Cargill, Inc.
2.13%, 04/23/2030(2)

     13,600,316  
   Imperial Brands Finance plc   

6,455,000

  

3.50%, 02/11/2023(2)

     6,749,966  

5,360,000

  

3.75%, 07/21/2022(2)

     5,602,073  
   Philip Morris International, Inc.   

4,205,000

  

2.10%, 05/01/2030

     4,453,650  

1,230,000

  

4.13%, 03/04/2043

     1,541,382  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,980,000   

4.25%, 11/10/2044

   $ 2,553,826  
     

 

 

 
        134,001,538  
     

 

 

 
   Airlines - 0.0%   

981

  

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

     810  
  

Delta Air Lines, Inc.

  

229,000

  

3.20%, 10/25/2025

     229,707  

845,000

  

7.00%, 05/01/2025(2)

     902,386  
     

 

 

 
        1,132,903  
     

 

 

 
   Apparel - 0.1%   

4,675,000

  

NIKE, Inc.
3.25%, 03/27/2040

     5,516,984  

2,120,000

  

PVH Corp.
4.63%, 07/10/2025(2)

     2,165,728  

2,865,000

  

William Carter Co.
5.50%, 05/15/2025(2)

     3,048,561  
     

 

 

 
             10,731,273  
     

 

 

 
   Auto Manufacturers - 0.3%   
  

Ford Motor Co.

  

3,010,000

  

4.75%, 01/15/2043

     2,754,150  

1,400,000

  

8.50%, 04/21/2023

     1,554,000  
  

Ford Motor Credit Co. LLC

  

3,200,000

  

4.54%, 08/01/2026

     3,296,000  

1,500,000

  

5.13%, 06/16/2025

     1,599,105  
  

General Motors Co.

  

9,235,000

  

5.15%, 04/01/2038

     9,916,202  

4,917,000

  

5.20%, 04/01/2045

     5,359,836  

2,745,000

  

6.13%, 10/01/2025

     3,208,546  

1,325,000

  

6.25%, 10/02/2043

     1,578,105  

385,000

  

6.80%, 10/01/2027

     468,813  
  

General Motors Financial Co., Inc.

  

5,985,000

  

3.50%, 11/07/2024

     6,287,708  

4,245,000

  

4.35%, 01/17/2027

     4,596,231  

3,265,000

  

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

     3,294,972  
     

 

 

 
        43,913,668  
     

 

 

 
   Auto Parts & Equipment - 0.0%   
  

Adient Global Holdings Ltd.

  

  EUR        1,930,000

  

3.50%, 08/15/2024(3)

     2,083,408  

        $         2,310,000

  

4.88%, 08/15/2026(2)

     2,156,962  

1,375,000

  

Clarios Global L.P. / Clarios U.S. Finance Co.
8.50%, 05/15/2027(2)

     1,445,125  
     

 

 

 
        5,685,495  
     

 

 

 
   Beverages - 1.5%   

345,000

  

Anadolu Efes Biracilik Ve Malt Sanayii AS
3.38%, 11/01/2022(3)

     341,791  
  

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

  

9,405,000

  

3.65%, 02/01/2026

     10,731,705  

20,055,000

  

4.70%, 02/01/2036

     24,602,680  

11,111,000

  

4.90%, 02/01/2046

     14,192,040  

71,000

  

Anheuser-Busch InBev Finance, Inc.
4.00%, 01/17/2043

     81,658  
  

Anheuser-Busch InBev Worldwide, Inc.

  

9,174,000

  

3.75%, 07/15/2042

     10,210,641  

5,985,000

  

4.15%, 01/23/2025

     6,829,720  

2,720,000

  

4.35%, 06/01/2040

     3,278,843  

7,095,000

  

4.38%, 04/15/2038

     8,534,342  

7,750,000

  

4.60%, 04/15/2048

     9,591,372  

10,135,000

  

4.75%, 04/15/2058

     13,131,665  

1,429,000

  

5.45%, 01/23/2039

     1,878,018  

5,350,000

  

5.55%, 01/23/2049

     7,520,095  

5,365,000

  

Bacardi Ltd.
5.15%, 05/15/2038(2)

     6,651,540  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Coca-Cola Co.

  

        $         14,755,000

  

1.65%, 06/01/2030

   $ 15,449,814  

15,000,000

  

2.50%, 06/01/2040

     16,262,329  

405,000

  

Coca-Cola Icecek AS
4.22%, 09/19/2024(3)

     405,405  
  

Constellation Brands, Inc.

  

720,000

  

2.88%, 05/01/2030

     785,277  

1,585,000

  

3.15%, 08/01/2029

     1,754,652  

7,893,000

  

3.60%, 02/15/2028

     8,964,752  

12,835,000

  

4.40%, 11/15/2025

     15,091,832  

150,000

  

4.65%, 11/15/2028

     182,126  

15,297,000

  

Diageo Capital plc
2.00%, 04/29/2030

     16,296,965  

330,000

  

Embotelladora Andina S.A.
3.95%, 01/21/2050(3)

     338,349  

1,330,000

  

Keurig Dr Pepper, Inc.
3.20%, 05/01/2030

     1,509,733  
  

PepsiCo, Inc.

  

6,290,000

  

1.63%, 05/01/2030

     6,586,215  

6,500,000

  

3.38%, 07/29/2049

     8,090,405  
     

 

 

 
                209,293,964  
     

 

 

 
   Biotechnology - 0.4%   
  

Amgen, Inc.

  

2,400,000

  

1.90%, 02/21/2025

     2,529,446  

12,880,000

  

2.20%, 02/21/2027

     13,746,669  

11,490,000

  

3.15%, 02/21/2040

     12,974,098  

9,525,000

  

3.38%, 02/21/2050

     11,170,991  

7,025,000

  

4.40%, 05/01/2045

     9,477,236  
     

 

 

 
        49,898,440  
     

 

 

 
   Chemicals - 0.7%   
  

Air Products and Chemicals, Inc.

  

2,560,000

  

1.50%, 10/15/2025

     2,675,301  

4,840,000

  

1.85%, 05/15/2027

     5,147,057  

600,000

  

Braskem Netherlands Finance B.V.
4.50%, 01/10/2028(3)

     566,250  
  

CF Industries, Inc.

  

245,000

  

4.95%, 06/01/2043

     286,699  

1,361,000

  

5.15%, 03/15/2034

     1,565,150  

390,000

  

5.38%, 03/15/2044

     475,956  

485,000

  

Chandra Asri Petrochemical Tbk PT
4.95%, 11/08/2024(3)

     467,041  

9,415,000

  

Dow Chemical Co.
4.55%, 11/30/2025

     10,916,543  

8,300,000

  

DuPont de Nemours, Inc.
4.73%, 11/15/2028

     10,249,777  

825,000

  

Eastman Chemical Co.
3.80%, 03/15/2025

     911,872  

6,360,000

  

EI du Pont de Nemours and Co.
1.70%, 07/15/2025

     6,648,958  

430,000

  

Huntsman International LLC
4.50%, 05/01/2029

     469,961  

8,170,000

  

LYB International Finance LLC
2.88%, 05/01/2025

     8,835,065  

785,000

  

Methanex Corp.
5.65%, 12/01/2044

     640,678  

465,000

  

NOVA Chemicals Corp.
5.25%, 08/01/2023(2)

     465,000  

7,540,000

  

Nutrien Ltd.
3.95%, 05/13/2050

     9,007,458  
  

OCP S.A.

  

4,359,000

  

4.50%, 10/22/2025(3)

     4,545,129  

340,000

  

6.88%, 04/25/2044(3)

     422,314  

525,000

  

Olin Corp.
5.00%, 02/01/2030

     493,500  
  

Sherwin-Williams Co.

  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

$        16,335,000

  

2.95%, 08/15/2029

   $         18,211,510  

2,710,000

  

3.30%, 05/15/2050

     3,067,205  

1,740,000

  

4.50%, 06/01/2047

     2,331,857  

950,000

  

4.55%, 08/01/2045

     1,205,900  

3,870,000

  

Syngenta Finance N.V.
4.89%, 04/24/2025(2)

     4,148,320  

300,000

  

TPC Group, Inc.
10.50%, 08/01/2024(2)

     267,000  

4,435,000

  

Westlake Chemical Corp.
3.38%, 06/15/2030

     4,707,261  
     

 

 

 
        98,728,762  
     

 

 

 
   Commercial Banks - 7.6%   
1,200,000   

Banco de Credito del Peru
3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD
CMT + 3.000% thereafter)(2)(4)

     1,190,400  
  EUR            800,000   

Banco de Sabadell S.A.
6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR
Swap + 6.414% thereafter)(3)(4)(5)

     765,668  
  

Banco do Brasil S.A.

  

$             845,000

  

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(2)

     882,180  

1,680,000

  

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(2)

     1,758,977  

210,000

  

4.88%, 04/19/2023(2)

     219,977  
  

Bancolombia S.A.

  

1,380,000

  

3.00%, 01/29/2025

     1,373,114  

835,000

  

4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(4)

     793,258  
810,000   

Bank Leumi Le-Israel BM
3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD CMT + 1.631% thereafter)(2)(3)(4)

     801,697  
  

Bank of America Corp.

  

8,675,000

  

1.32%, 06/19/2026, (1.32% fixed rate until 06/19/2025; 3 mo. USD SOFR + 1.150% thereafter)(4)

     8,780,517  

8,185,000

  

2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(4)

     8,685,884  

40,135,000

  

2.50%, 02/13/2031, (2.50% fixed rate until 02/13/2030; 3 mo. USD LIBOR + 0.990% thereafter)(4)

     42,649,458  

8,800,000

  

2.68%, 06/19/2041, (2.68% fixed rate until 06/19/2040; 3 mo. USD SOFR + 1.930% thereafter)(4)

     9,370,707  

1,600,000

  

2.88%, 10/22/2030, (2.88% fixed rate until 10/22/2029; 3 mo. USD LIBOR + 1.190% thereafter)(4)

     1,759,675  

3,733,000

  

3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(4)

     3,934,137  

15,270,000

  

3.09%, 10/01/2025, (3.09% fixed rate until 10/01/2024; 3 mo. USD LIBOR + 1.090% thereafter)(4)

     16,568,726  

7,500,000

  

3.12%, 01/20/2023, (3.12% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.160% thereafter)(4)

     7,766,108  

6,550,000

  

3.82%, 01/20/2028, (3.82% fixed rate until 01/20/2027; 3 mo. USD LIBOR + 1.575% thereafter)(4)

     7,496,524  

5,015,000

  

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(4)

     5,476,312  

15,235,000

  

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(4)

     19,787,004  

4,260,000

  

4.10%, 07/24/2023

     4,706,034  

3,225,000

  

4.24%, 04/24/2038, (4.24% fixed rate until 04/24/2037; 3 mo. USD LIBOR + 1.814% thereafter)(4)

     4,067,300  

13,375,000

  

4.33%, 03/15/2050, (4.33% fixed rate until 03/15/2049; 3 mo. USD LIBOR + 1.520% thereafter)(4)

     18,331,149  

1,760,000

  

5.00%, 01/21/2044

     2,535,612  

460,000

  

5.13%, 06/20/2024, (5.13% fixed rate until 06/20/2024; 3 mo. USD LIBOR + 3.292% thereafter)(4)(5)

     473,800  

9,525,000

  

7.75%, 05/14/2038

     16,297,923  

17,290,000

  

Bank of New York Mellon Corp.
2.10%, 10/24/2024

     18,372,627  

15,195,000

  

BB&T Corp.
2.50%, 08/01/2024

     16,275,530  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

        $         17,800,000

  

BNP Paribas S.A.
2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD
LIBOR + 1.111% thereafter)(2)(4)

   $         18,909,681  
  

CIT Group, Inc.

 

470,000

  

3.93%, 06/19/2024, (3.93% fixed rate until 06/19/2023; 3 mo. USD SOFR + 3.827% thereafter)(4)

     471,175  

455,000

  

4.75%, 02/16/2024

     470,925  
  

Citigroup, Inc.

 

3,930,000

  

2.67%, 01/29/2031, (2.67% fixed rate until 01/29/2030; 3 mo. USD SOFR + 1.146% thereafter)(4)

     4,201,163  

11,755,000

  

2.98%, 11/05/2030, (2.98% fixed rate until 11/05/2029; 3 mo. USD SOFR + 1.422% thereafter)(4)

     12,874,090  

3,770,000

  

3.20%, 10/21/2026

     4,186,089  

24,410,000

  

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(4)

     26,580,952  

2,000,000

  

3.88%, 01/24/2039, (3.88% fixed rate until 01/24/2038; 3 mo. USD LIBOR + 1.168% thereafter)(4)

     2,441,564  

28,695,000

  

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(4)

     33,655,408  

7,325,000

  

4.30%, 11/20/2026

     8,441,040  

5,180,000

  

4.45%, 09/29/2027

     6,030,537  

2,350,000

  

4.60%, 03/09/2026

     2,726,710  

7,931,000

  

Credit Agricole S.A.
1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(2)(4)

     8,154,870  
  

Credit Suisse Group AG

 

9,580,000

  

3.00%, 12/14/2023, (3.00% fixed rate until 12/14/2022; 3 mo. USD LIBOR + 1.200% thereafter)(2)(4)

     9,993,318  

9,725,000

  

4.21%, 06/12/2024, (4.21% fixed rate until 06/12/2023; 3 mo. USD LIBOR + 1.240% thereafter)(2)(4)

     10,554,603  

3,855,000

  

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(3)(4)(5)

     4,105,575  

10,410,000

  

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

     11,063,816  
  

Discover Bank

 

1,470,000

  

3.35%, 02/06/2023

     1,560,972  

5,855,000

  

4.20%, 08/08/2023

     6,451,797  

19,000,000

  

Fifth Third Bank
3.95%, 07/28/2025

     21,971,324  
  

Goldman Sachs Group, Inc.

 

14,115,000

  

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(4)

     14,712,130  

28,540,000

  

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(4)

     31,135,867  

6,345,000

  

3.50%, 01/23/2025

     6,976,851  

4,345,000

  

4.00%, 03/03/2024

     4,827,043  

23,347,000

  

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(4)

     28,439,041  

6,355,000

  

4.80%, 07/08/2044

     8,722,008  

1,835,000

  

5.15%, 05/22/2045

     2,543,076  

2,015,000

  

Grupo Aval Ltd.
4.75%, 09/26/2022(3)

     2,060,337  
  

HSBC Holdings plc

 

10,575,000

  

3.03%, 11/22/2023, (3.03% fixed rate until 11/22/2022; 3 mo. USD LIBOR + 0.923% thereafter)(4)

     11,076,760  

4,695,000

  

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(4)

     4,870,651  

13,270,000

  

3.60%, 05/25/2023

     14,240,407  

5,780,000

  

3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(4)

     6,537,301  

7,245,000

  

4.25%, 03/14/2024

     7,904,462  

6,755,000

  

4.30%, 03/08/2026

     7,728,195  

4,440,000

  

6.80%, 06/01/2038

     6,523,106  

1,205,000

  

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(3)

     1,374,797  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

$            425,000

  

Intesa Sanpaolo S.p.A.
3.88%, 01/12/2028(2)

   $         452,507  

2,985,000

  

Itau Unibanco Holding S.A.
2.90%, 01/24/2023(2)

     2,981,299  
  

JP Morgan Chase & Co.

 

15,385,000

  

2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(4)

     16,278,212  

15,585,000

  

2.74%, 10/15/2030, (2.74% fixed rate until 10/15/2029; 3 mo. USD SOFR + 1.510% thereafter)(4)

     17,046,335  

2,725,000

  

2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(4)

     2,968,038  

22,475,000

  

2.97%, 01/15/2023

     23,277,819  

6,860,000

  

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(4)

     7,778,733  

5,455,000

  

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(4)

     6,185,370  

9,440,000

  

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(4)

     10,218,944  

19,950,000

  

3.30%, 04/01/2026

     22,449,042  

6,290,000

  

3.88%, 07/24/2038, (3.88% fixed rate until 07/24/2037; 3 mo. USD LIBOR + 1.360% thereafter)(4)

     7,838,275  

15,520,000

  

3.96%, 11/15/2048, (3.96% fixed rate until 11/15/2047; 3 mo. USD LIBOR + 1.380% thereafter)(4)

     20,135,842  

2,251,000

  

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(4)

     2,490,439  

4,055,000

  

4.26%, 02/22/2048, (4.26% fixed rate until 02/22/2047; 3 mo. USD LIBOR + 1.580% thereafter)(4)

     5,450,672  

6,000,000

  

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(4)

     7,429,178  

460,000

  

5.00%, 08/01/2024, (5.00% fixed rate until 08/01/2024; 3 mo. USD SOFR + 3.380% thereafter)(4)(5)

     463,080  

12,025,000

  

KeyCorp.
2.55%, 10/01/2029

     12,954,335  
  

Morgan Stanley

 

11,420,000

  

0.80%, 01/20/2023, 3 mo. USD SOFR + 0.700%(1)

     11,439,970  

7,795,000

  

2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(4)

     8,340,327  

2,945,000

  

3.13%, 01/23/2023

     3,130,151  

8,665,000

  

3.13%, 07/27/2026

     9,730,083  

2,935,000

  

3.70%, 10/23/2024

     3,279,659  

6,880,000

  

3.74%, 04/24/2024, (3.74% fixed rate until 04/24/2023; 3 mo. USD LIBOR + 0.847% thereafter)(4)

     7,440,749  

9,690,000

  

4.00%, 07/23/2025

     11,170,953  

16,825,000

  

4.46%, 04/22/2039, (4.46% fixed rate until 04/22/2038; 3 mo. USD LIBOR + 1.431% thereafter)(4)

     22,139,700  

5,000,000

  

5.60%, 03/24/2051, (5.60% fixed rate until 03/24/2050; 3 mo. USD SOFR + 4.840% thereafter)(4)

     7,977,005  

3,600,000

  

PNC Bank NA
2.70%, 10/22/2029

     3,950,518  
  

PNC Financial Services Group, Inc.

 

19,220,000

  

3.45%, 04/23/2029

     22,623,655  

9,310,000

  

3.90%, 04/29/2024

     10,384,442  
  

Santander Holdings USA, Inc.

 

6,970,000

  

3.40%, 01/18/2023

     7,298,318  

6,145,000

  

3.70%, 03/28/2022

     6,382,409  

8,700,000

  

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

     9,028,820  
  

State Street Corp.

 

735,000

  

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(2)(4)

     802,616  

120,000

  

3.15%, 03/30/2031, (3.15% fixed rate until 03/30/2030; 3 mo. USD SOFR + 2.650% thereafter)(2)(4)

     138,436  

7,445,000

  

3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770% thereafter)(4)

     8,223,386  

3,180,000

  

Truist Bank
2.25%, 03/11/2030

     3,359,632  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

$          6,265,000

  

Truist Financial Corp.
3.05%, 06/20/2022

   $         6,563,311  

13,325,000

  

U.S. Bancorp
2.40%, 07/30/2024

     14,256,295  

21,500,000

  

UBS Group AG
2.65%, 02/01/2022(2)

     22,184,497  

425,000

  

UniCredit S.p.A.
3.75%, 04/12/2022(2)

     438,552  

14,905,000

  

US Bank NA
2.05%, 01/21/2025

     15,881,278  

2,655,000

  

Wachovia Corp.
5.50%, 08/01/2035

     3,591,905  
  

Wells Fargo & Co.

 

19,030,000

  

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(4)

     20,025,693  

5,665,000

  

2.57%, 02/11/2031, (2.57% fixed rate until 02/11/2030; 3 mo. USD LIBOR + 1.000% thereafter)(4)

     6,009,342  

8,055,000

  

3.07%, 01/24/2023

     8,339,019  

9,965,000

  

3.45%, 02/13/2023

     10,582,840  

11,840,000

  

3.75%, 01/24/2024

     12,975,590  

880,000

  

4.40%, 06/14/2046

     1,100,738  

3,690,000

  

4.65%, 11/04/2044

     4,703,957  

2,655,000

  

4.75%, 12/07/2046

     3,480,302  

3,026,000

  

4.90%, 11/17/2045

     3,989,403  

1,475,000

  

5.38%, 11/02/2043

     2,070,019  

4,408,000

  

5.61%, 01/15/2044

     6,215,666  
     

 

 

 
     1,041,285,295  
     

 

 

 
   Commercial Services - 0.7%

 

711,839

  

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

     787,230  
  

APX Group, Inc.

 

4,340,000

  

7.63%, 09/01/2023(6)

     4,155,550  

1,523,000

  

7.88%, 12/01/2022

     1,534,422  

2,620,000

  

Ashtead Capital, Inc.
4.00%, 05/01/2028(2)

     2,724,800  

190,000

  

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(2)

     190,475  

4,495,000

  

Duke University
2.83%, 10/01/2055

     5,109,469  
  

Equifax, Inc.

 

19,085,000

  

2.60%, 12/01/2024

     20,377,152  

425,000

  

2.60%, 12/15/2025

     455,791  

1,305,000

  

3.10%, 05/15/2030

     1,448,859  
  

Global Payments, Inc.

 

7,750,000

  

2.65%, 02/15/2025

     8,301,024  

8,085,000

  

2.90%, 05/15/2030

     8,869,651  

255,000

  

4.15%, 08/15/2049

     318,125  

7,075,000

  

4.45%, 06/01/2028

     8,439,937  

2,570,000

  

Herc Holdings, Inc.
5.50%, 07/15/2027(2)

     2,717,775  
  

IHS Markit Ltd.

 

11,565,000

  

4.13%, 08/01/2023

     12,623,197  

760,000

  

4.75%, 02/15/2025(2)

     861,384  

380,000

  

Jaguar Holding Co.
5.00%, 06/15/2028(2)

     404,586  

11,195,000

  

Moody’s Corp.
2.63%, 01/15/2023

     11,752,829  
  

Service Corp. International

 

775,000

  

4.63%, 12/15/2027

     823,438  

550,000

  

5.13%, 06/01/2029

     607,750  

2,035,000

  

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

     2,172,362  

460,000

  

WEX, Inc.
4.75%, 02/01/2023(2)

     461,150  
     

 

 

 
     95,136,956  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Construction Materials - 0.4%

 

$            440,000   

BMC East LLC
5.50%, 10/01/2024(2)

   $         449,900  
3,345,000   

Builders FirstSource, Inc.
5.00%, 03/01/2030(2)

     3,508,236  
  

Carrier Global Corp.

 

23,585,000   

2.49%, 02/15/2027(2)

     24,854,584  
3,325,000   

2.70%, 02/15/2031(2)

     3,505,135  
9,005,000   

2.72%, 02/15/2030(2)

     9,516,632  
500,000   

Cemex S.A.B. de C.V.
5.45%, 11/19/2029(3)

     484,605  
  

Johnson Controls International plc

 

985,000   

4.50%, 02/15/2047

     1,206,236  
2,971,000   

4.63%, 07/02/2044

     3,615,389  
2,869,000   

4.95%, 07/02/2064(7)

     3,656,348  
4,285,000   

Lennox International, Inc.
1.70%, 08/01/2027

     4,337,015  
1,780,000   

Norbord, Inc.
5.75%, 07/15/2027(2)

     1,895,700  
     

 

 

 
        57,029,780  
     

 

 

 
   Distribution/Wholesale - 0.0%

 

1,145,000   

American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/2028(2)

     1,190,800  
2,750,000   

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK)
8.63%, 09/15/2024(2)(8)

     2,777,500  
875,000   

Performance Food Group, Inc.
5.50%, 10/15/2027(2)

     903,437  
     

 

 

 
        4,871,737  
     

 

 

 
   Diversified Financial Services - 1.0%

 

  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

 

4,820,000   

3.88%, 01/23/2028(6)

     4,447,677  
940,000   

4.45%, 10/01/2025

     917,007  
920,000   

4.50%, 09/15/2023

     935,637  
490,000   

Air Lease Corp.
2.30%, 02/01/2025

     471,763  
10,955,000   

BlackRock, Inc.
1.90%, 01/28/2031

     11,623,389  
  

Capital One Financial Corp.

 

27,550,000   

3.65%, 05/11/2027

     30,714,962  
2,675,000   

3.80%, 01/31/2028

     3,015,339  
  

Credit Acceptance Corp.

 

1,585,000   

5.13%, 12/31/2024(2)

     1,613,530  
1,325,000   

6.63%, 03/15/2026

     1,382,969  
390,000   

CSN Islands Corp.
6.75%, 01/28/2028(2)

     360,750  
1,700,000   

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

     1,373,813  
12,240,000   

GE Capital Funding LLC
4.40%, 05/15/2030(2)(6)

     12,901,618  
10,404,000   

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

     10,742,603  
3,675,000   

goeasy Ltd.
5.38%, 12/01/2024(2)

     3,807,704  
625,000   

Minejesa Capital B.V.
5.63%, 08/10/2037(3)

     665,625  
  

Nasdaq, Inc.

 

1,805,000   

3.85%, 06/30/2026

     2,057,813  
16,765,000   

4.25%, 06/01/2024

     18,849,081  
9,690,000   

National Rural Utilities Cooperative Finance Corp.
3.70%, 03/15/2029

     11,571,305  
  

Navient Corp.

 

1,000,000   

5.00%, 03/15/2027

     957,500  
1,666,000   

6.50%, 06/15/2022

     1,740,970  
975,000   

Power Finance Corp. Ltd.
3.95%, 04/23/2030(3)

     958,643  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Springleaf Finance Corp.

 

$          5,045,000   

5.38%, 11/15/2029

   $         5,322,979  
575,000   

6.13%, 03/15/2024

     625,939  
255,000   

6.88%, 03/15/2025

     284,963  
490,000   

7.13%, 03/15/2026

     574,442  
3,205,000   

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

     3,309,163  
     

 

 

 
        131,227,184  
     

 

 

 
   Electric - 3.6%

 

12,125,000   

AES Corp.
3.30%, 07/15/2025(2)

     13,014,854  
9,630,000   

Appalachian Power Co.
4.50%, 03/01/2049

     12,680,331  
5,710,000   

Berkshire Hathaway Energy Co.
3.25%, 04/15/2028

     6,558,897  
450,000   

Calpine Corp.
4.50%, 02/15/2028(2)

     464,625  
  

Centrais Eletricas Brasileiras S.A.

 

460,000   

3.63%, 02/04/2025(2)

     457,217  
595,000   

4.63%, 02/04/2030(2)

     600,950  
1,140,000   

4.63%, 02/04/2030(3)

     1,151,400  
1,155,000   

5.75%, 10/27/2021(3)

     1,195,425  
1,235,000   

Clearway Energy Operating LLC
4.75%, 03/15/2028(2)

     1,319,906  
  

Cleco Corporate Holdings LLC

 

5,340,000   

3.38%, 09/15/2029

     5,479,557  
6,326,000   

3.74%, 05/01/2026

     6,729,939  
455,000   

CMS Energy Corp.
4.75%, 06/01/2050, (4.75% fixed rate until 03/01/2030; 5 year USD
CMT + 4.116% thereafter)(4)

     485,916  
525,000   

Colbun S.A.
3.15%, 03/06/2030(2)

     542,062  
1,120,000   

Commonwealth Edison Co.
4.35%, 11/15/2045

     1,525,190  
  

Consolidated Edison Co. of New York, Inc.

 

1,680,000   

3.35%, 04/01/2030

     1,969,017  
1,865,000   

3.95%, 04/01/2050

     2,400,540  
5,050,000   

4.50%, 05/15/2058

     6,841,915  
6,500,000   

Consumers Energy Co.
3.95%, 07/15/2047

     8,654,415  
1,930,000   

Dominion Energy South Carolina, Inc.
5.30%, 05/15/2033

     2,661,392  
  

Dominion Energy, Inc.

 

11,710,000   

3.90%, 10/01/2025

     13,392,645  
8,512,000   

4.25%, 06/01/2028

     10,210,559  
3,390,000   

7.00%, 06/15/2038

     5,126,176  
1,345,000   

DPL, Inc.
4.13%, 07/01/2025(2)

     1,416,514  
  

Duke Energy Carolinas LLC

 

12,985,000   

3.20%, 08/15/2049

     15,605,115  
3,270,000   

3.75%, 06/01/2045

     4,141,109  
3,305,000   

3.88%, 03/15/2046

     4,274,901  
3,000,000   

5.30%, 02/15/2040

     4,400,094  
3,000,000   

Duke Energy Corp.
3.95%, 10/15/2023

     3,289,574  
  

Duke Energy Progress LLC

 

2,060,000   

4.10%, 05/15/2042(6)

     2,679,705  
1,940,000   

4.15%, 12/01/2044

     2,571,664  
6,845,000   

4.20%, 08/15/2045

     9,149,333  
2,730,000   

4.38%, 03/30/2044

     3,702,842  
5,285,000   

Edison International
3.13%, 11/15/2022

     5,503,805  
1,755,000   

Emera U.S. Finance L.P.
4.75%, 06/15/2046

     2,279,742  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            430,000   

Emera, Inc.
6.75%, 06/15/2076, (6.75% fixed rate until 06/15/2026; 3 mo. USD
LIBOR + 5.440% thereafter)(4)

   $         477,945  
560,000   

Engie Energia Chile S.A.
4.50%, 01/29/2025(3)

     614,942  
1,930,000   

Entergy Corp.
2.95%, 09/01/2026

     2,166,494  
1,510,000   

Evergy Metro, Inc.
2.25%, 06/01/2030

     1,655,118  
  

Evergy, Inc.

  
5,000,000   

2.45%, 09/15/2024

     5,345,478  
14,501,000   

2.90%, 09/15/2029

     16,041,698  
  

Eversource Energy

  
2,775,000   

2.80%, 05/01/2023

     2,919,232  
9,905,000   

3.80%, 12/01/2023

     10,880,210  
  

Exelon Corp.

  
2,245,000   

4.05%, 04/15/2030

     2,693,260  
817,000   

4.70%, 04/15/2050

     1,129,288  
6,525,000   

FirstEnergy Corp.
7.38%, 11/15/2031

     9,365,302  
  

FirstEnergy Transmission LLC

  
7,260,000   

4.35%, 01/15/2025(2)

     8,034,005  
2,790,000   

5.45%, 07/15/2044(2)

     3,634,578  
4,372,000   

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

     4,792,181  
  

Georgia Power Co.

  
9,850,000   

2.65%, 09/15/2029

     10,642,058  
1,955,000   

3.70%, 01/30/2050

     2,346,695  
970,000   

Infraestructura Energetica Nova S.A.B. de C.V.
3.75%, 01/14/2028(2)

     973,637  
835,000   

Instituto Costarricense de Electricidad
6.95%, 11/10/2021(3)

     835,008  
7,155,000   

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

     7,776,865  
  

Israel Electric Corp. Ltd.

  
6,240,000   

4.25%, 08/14/2028(2)(3)

     7,104,864  
1,195,000   

5.00%, 11/12/2024(2)(3)

     1,343,777  
  

ITC Holdings Corp.

  
7,280,000   

2.70%, 11/15/2022

     7,610,813  
6,355,000   

3.25%, 06/30/2026

     7,091,728  
505,000   

Lamar Funding Ltd.
3.96%, 05/07/2025(3)

     470,837  
4,308,000   

Metropolitan Edison Co.
4.30%, 01/15/2029(2)

     5,022,461  
6,590,000   

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

     7,416,395  
2,598,000   

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

     3,542,398  
1,105,000   

Minejesa Capital B.V.
4.63%, 08/10/2030(3)

     1,163,012  
  

Mong Duong Finance Holdings B.V.

  
960,000   

5.13%, 05/07/2029(3)

     963,006  
765,000   

5.13%, 05/07/2029(2)

     767,395  
5,470,000   

NextEra Energy Capital Holdings, Inc.
2.25%, 06/01/2030

     5,897,680  
9,730,000   

NextEra Energy Operating Partners L.P.
4.25%, 07/15/2024(2)

     10,362,450  
2,690,000   

Northern States Power Co.
3.60%, 09/15/2047

     3,463,488  
830,000   

NRG Energy, Inc.
3.75%, 06/15/2024(2)

     887,961  
  

Pacific Gas and Electric Co.

  
1,200,000   

2.10%, 08/01/2027

     1,197,334  
8,695,000   

2.50%, 02/01/2031

     8,726,027  
2,635,000   

3.50%, 08/01/2050

     2,713,917  
2,395,000   

4.50%, 07/01/2040(6)

     2,741,610  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

PacifiCorp.

 

$          3,500,000   

4.10%, 02/01/2042

   $         4,502,849  
9,280,000   

4.15%, 02/15/2050

     12,575,609  
410,000   

Pampa Energia S.A.
7.38%, 07/21/2023(3)

     366,954  
9,625,000   

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

     12,704,488  
7,975,000   

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

     8,601,804  
  

Perusahaan Listrik Negara PT

 

2,495,000   

4.38%, 02/05/2050(3)

     2,760,094  
3,180,000   

6.15%, 05/21/2048(3)

     4,293,000  
2,700,000   

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

     3,456,870  
  

Public Service Co. of Colorado

 

332,000   

3.80%, 06/15/2047

     426,973  
90,000   

4.05%, 09/15/2049

     122,739  
8,830,000   

Public Service Enterprise Group, Inc.
2.88%, 06/15/2024

     9,600,901  
13,309,000   

Puget Energy, Inc.
4.10%, 06/15/2030(2)

     14,930,639  
2,155,000   

San Diego Gas & Electric Co.
3.32%, 04/15/2050

     2,574,889  
  

Sempra Energy

 

3,480,000   

4.00%, 02/01/2048

     4,253,894  
500,000   

4.88%, 10/15/2025, (4.88% fixed rate until 10/15/2025; 5 year USD CMT + 4.550% thereafter)(4)(5)

     517,650  
9,647,000   

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

     10,515,804  
  

Southern California Edison Co.

 

4,695,000   

2.85%, 08/01/2029

     5,054,681  
4,565,000   

3.65%, 02/01/2050

     5,296,200  
395,000   

3.70%, 08/01/2025

     442,698  
4,585,000   

4.00%, 04/01/2047

     5,441,314  
580,000   

4.65%, 10/01/2043

     738,751  
595,000   

5.63%, 02/01/2036

     787,168  
1,775,000   

5.95%, 02/01/2038

     2,468,329  
67,000   

6.00%, 01/15/2034

     91,656  
  

Southern Co.

 

7,665,000   

2.95%, 07/01/2023

     8,143,934  
3,000,000   

3.25%, 07/01/2026

     3,406,886  
25,040,000   

3.70%, 04/30/2030

     29,150,687  
5,345,000   

4.40%, 07/01/2046

     6,765,759  
544,200   

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

     583,911  
775,000   

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

     814,726  
495,000   

Vena Energy Capital Pte Ltd.
3.13%, 02/26/2025(3)

     475,799  
845,000   

Vistra Operations Co. LLC
3.55%, 07/15/2024(2)

     888,944  
     

 

 

 
        496,045,073  
     

 

 

 
   Electronics - 0.2%

 

20,386,000   

Fortive Corp.
3.15%, 06/15/2026

     22,515,338  
8,555,000   

Honeywell International, Inc.
1.95%, 06/01/2030

     9,176,138  
     

 

 

 
        31,691,476  
     

 

 

 
   Energy-Alternate Sources - 0.0%

 

800,000   

Azure Power Energy Ltd.
5.50%, 11/03/2022(3)

     814,672  
  

Greenko Dutch B.V.

 

805,000   

5.25%, 07/24/2024(3)

     819,410  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            510,000   

5.25%, 07/24/2024(2)

   $         519,129  
     

 

 

 
     2,153,211  
     

 

 

 
   Engineering & Construction - 0.0%

 

199,116   

Aeropuerto Internacional de Tocumen S.A.
6.00%, 11/18/2048(3)

     220,204  
451,724   

Aeropuertos Argentina S.A. (6.88% Cash, 9.38% PIK)
9.38%, 02/01/2027(2)(8)

     329,759  
2,826,927   

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(2)(9)

     2,031,854  
3,255,000   

Mexico City Airport Trust
4.25%, 10/31/2026(3)(6)

     2,957,981  
540,000   

United Rentals North America Co.
3.88%, 02/15/2031

     540,000  
     

 

 

 
     6,079,798  
     

 

 

 
   Entertainment - 0.2%

 

3,225,000   

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

     2,907,725  
  

Colt Merger Sub, Inc.

 

1,285,000   

5.75%, 07/01/2025(2)

     1,336,400  
2,345,000   

6.25%, 07/01/2025(2)

     2,446,128  
1,685,000   

8.13%, 07/01/2027(2)

     1,716,594  
  

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

 

4,750,000   

5.30%, 01/15/2029

     5,288,982  
875,000   

5.38%, 11/01/2023

     935,988  
500,000   

International Game Technology plc
5.25%, 01/15/2029(2)

     510,895  
4,110,000   

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

     3,729,825  
4,625,000   

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

     4,576,900  
8,185,000   

Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.
5.13%, 10/01/2029(2)

     7,837,137  
     

 

 

 
     31,286,574  
     

 

 

 
   Environmental Control - 0.2%

 

2,042,000   

Clean Harbors, Inc.
4.88%, 07/15/2027(2)

     2,164,745  
19,005,000   

Republic Services, Inc.
2.50%, 08/15/2024

     20,370,204  
1,535,000   

Stericycle, Inc.
5.38%, 07/15/2024(2)

     1,615,587  
3,910,000   

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

     3,088,900  
     

 

 

 
     27,239,436  
     

 

 

 
   Food - 1.4%

 

2,900,000   

B&G Foods, Inc.
5.25%, 09/15/2027

     3,082,816  
  

BRF S.A.

 

1,405,000   

4.88%, 01/24/2030(3)

     1,404,579  
1,030,000   

4.88%, 01/24/2030(2)

     1,029,691  
  

Conagra Brands, Inc.

 

550,000   

4.30%, 05/01/2024

     615,894  
20,425,000   

4.60%, 11/01/2025

     23,853,048  
8,410,000   

5.30%, 11/01/2038

     11,464,199  
1,545,000   

5.40%, 11/01/2048

     2,243,235  
6,705,000   

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

     7,078,086  
  

General Mills, Inc.

 

5,025,000   

2.88%, 04/15/2030

     5,632,236  
7,710,000   

4.20%, 04/17/2028

     9,290,892  
4,720,000   

Hershey Co.
3.13%, 11/15/2049

     5,591,992  
14,840,000   

JM Smucker Co.
2.38%, 03/15/2030

     15,632,850  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Kraft Heinz Foods Co.

 

$          4,115,000   

3.75%, 04/01/2030(2)

   $         4,459,630  
405,000   

3.88%, 05/15/2027(2)

     436,193  
1,545,000   

4.25%, 03/01/2031(2)

     1,705,421  
3,500,000   

4.63%, 10/01/2039(2)

     3,673,071  
1,870,000   

5.00%, 07/15/2035

     2,190,884  
3,620,000   

Lamb Weston Holdings, Inc.
4.88%, 05/15/2028(2)

     4,067,975  
  

Minerva Luxembourg S.A.

 

880,000   

5.88%, 01/19/2028(3)

     917,400  
265,000   

6.50%, 09/20/2026(2)

     277,855  
205,000   

6.50%, 09/20/2026(3)

     214,945  
5,020,000   

Mondelez International Holdings Netherlands B.V.
2.13%, 09/19/2022(2)

     5,194,670  
1,320,000   

Mondelez International, Inc.
2.75%, 04/13/2030

     1,465,519  
  

Nestle Holdings, Inc.

 

12,065,000   

3.35%, 09/24/2023(2)

     13,127,893  
11,500,000   

3.90%, 09/24/2038(2)

     15,260,167  
6,300,000   

4.00%, 09/24/2048(2)

     8,840,829  
  

Post Holdings, Inc.

 

770,000   

4.63%, 04/15/2030(2)

     810,425  
3,010,000   

5.00%, 08/15/2026(2)

     3,154,360  
2,495,000   

5.63%, 01/15/2028(2)

     2,726,536  
2,865,000   

5.75%, 03/01/2027(2)

     3,051,225  
445,000   

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

     474,392  
355,000   

Sysco Corp.
5.65%, 04/01/2025

     420,578  
  

TreeHouse Foods, Inc.

 

2,340,000   

4.88%, 03/15/2022

     2,342,340  
605,000   

6.00%, 02/15/2024(2)

     624,663  
  

Tyson Foods, Inc.

 

5,000,000   

2.25%, 08/23/2021

     5,078,169  
9,005,000   

4.00%, 03/01/2026

     10,455,868  
6,000,000   

5.10%, 09/28/2048

     8,376,022  
     

 

 

 
        186,266,548  
     

 

 

 
   Food Service - 0.0%

 

  

Aramark Services, Inc.

 

330,000   

5.00%, 04/01/2025(2)

     339,075  
2,170,000   

5.00%, 02/01/2028(2)(6)

     2,183,562  
     

 

 

 
        2,522,637  
     

 

 

 
   Forest Products & Paper - 0.0%

 

  

Celulosa Arauco y Constitucion S.A.

 

335,000   

4.20%, 01/29/2030(2)

     350,913  
870,000   

4.50%, 08/01/2024

     939,783  
350,000   

5.15%, 01/29/2050(2)

     358,750  
505,000   

5.50%, 04/30/2049(2)

     540,355  
645,000   

Inversiones CMPC S.A.
3.85%, 01/13/2030(2)

     675,076  
1,450,000   

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

     1,539,363  
  

Suzano Austria GmbH

 

710,000   

5.00%, 01/15/2030

     745,500  
255,000   

6.00%, 01/15/2029

     283,688  
     

 

 

 
        5,433,428  
     

 

 

 
   Gas - 0.5%

 

  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

1,547,000   

5.50%, 05/20/2025

     1,670,760  
830,000   

5.75%, 05/20/2027

     908,850  
2,738,000   

5.88%, 08/20/2026

     3,021,246  
11,000,000   

Brooklyn Union Gas Co.
3.87%, 03/04/2029(2)

     12,938,521  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $    12,180,000   

Dominion Energy Gas Holdings LLC
3.00%, 11/15/2029

   $     13,569,262  
  

NiSource, Inc.

 

15,000,000   

2.65%, 11/17/2022

     15,682,543  
2,260,000   

3.49%, 05/15/2027

     2,588,598  
  

Sempra Energy

 

3,938,000   

3.40%, 02/01/2028

     4,455,452  
5,300,000   

3.80%, 02/01/2038

     6,246,954  
     

 

 

 
     61,082,186  
     

 

 

 
   Healthcare-Products - 0.7%

 

6,550,000   

Abbott Laboratories
4.75%, 11/30/2036

     9,221,563  
  

Alcon Finance Corp.

 

4,300,000   

2.60%, 05/27/2030(2)

     4,627,108  
2,670,000   

3.00%, 09/23/2029(2)

     2,964,933  
2,785,000   

3.80%, 09/23/2049(2)

     3,392,450  
3,090,000   

Avantor Funding, Inc.
4.63%, 07/15/2028(2)

     3,264,585  
2,820,000   

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

     2,968,050  
  

Baxter International, Inc.

 

1,655,000   

3.50%, 08/15/2046

     1,969,708  
7,255,000   

3.95%, 04/01/2030(2)

     8,803,584  
16,390,000   

Becton Dickinson and Co.
3.36%, 06/06/2024

     17,829,149  
  

Boston Scientific Corp.

 

8,370,000   

1.90%, 06/01/2025

     8,772,304  
7,000,000   

3.38%, 05/15/2022

     7,335,439  
1,640,000   

Hill-Rom Holdings, Inc.
4.38%, 09/15/2027(2)

     1,727,461  
4,845,000   

Thermo Fisher Scientific, Inc.
2.60%, 10/01/2029

     5,346,614  
  

Zimmer Biomet Holdings, Inc.

 

10,360,000   

3.05%, 01/15/2026

     11,331,923  
9,350,000   

3.55%, 03/20/2030

     10,449,651  
     

 

 

 
     100,004,522  
     

 

 

 
   Healthcare-Services - 1.4%

 

10,065,000   

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

     10,652,025  
  

Anthem, Inc.

 

3,145,000   

2.38%, 01/15/2025

     3,363,923  
5,780,000   

3.13%, 05/15/2050

     6,400,817  
3,235,000   

3.30%, 01/15/2023

     3,448,845  
3,175,000   

3.50%, 08/15/2024

     3,500,727  
14,000,000   

3.65%, 12/01/2027

     16,138,826  
3,315,000   

4.63%, 05/15/2042

     4,387,076  
415,000   

Catalent Pharma Solutions, Inc.
5.00%, 07/15/2027(2)

     441,610  
  

Centene Corp.

 

1,715,000   

3.38%, 02/15/2030

     1,815,756  
755,000   

4.25%, 12/15/2027

     802,187  
790,000   

4.63%, 12/15/2029

     881,055  
  

CHS/Community Health Systems, Inc.

 

920,000   

6.25%, 03/31/2023

     926,900  
3,255,000   

6.63%, 02/15/2025(2)

     3,288,526  
650,000   

6.88%, 02/01/2022(6)

     500,500  
2,630,000   

8.13%, 06/30/2024(2)(6)

     1,666,815  
2,840,000   

CommonSpirit Health
2.76%, 10/01/2024

     2,974,001  
  

HCA, Inc.

 

3,825,000   

3.50%, 09/01/2030

     4,020,129  
4,840,000   

5.13%, 06/15/2039

     6,149,734  
385,000   

5.25%, 04/15/2025

     448,465  
4,985,000   

5.38%, 02/01/2025

     5,620,587  
1,500,000   

5.38%, 09/01/2026

     1,713,750  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            115,000   

5.63%, 09/01/2028

   $           137,138  
2,125,000   

5.88%, 05/01/2023

     2,332,187  
90,000   

5.88%, 02/01/2029

     109,575  
1,627,000   

7.50%, 11/15/2095

     1,993,075  
  

Humana, Inc.

 

3,555,000   

3.85%, 10/01/2024

     3,946,669  
6,000,000   

3.95%, 03/15/2027

     6,901,385  
  

Laboratory Corp. of America Holdings

 

14,225,000   

2.30%, 12/01/2024

     15,154,383  
14,200,000   

2.95%, 12/01/2029

     15,702,001  
10,510,000   

Partners Healthcare System, Inc.
3.19%, 07/01/2049

     11,828,718  
1,465,000   

Quest Diagnostics, Inc.
2.80%, 06/30/2031

     1,606,738  
  

Rede D’or Finance S.a.r.l.

 

1,540,000   

4.50%, 01/22/2030(2)

     1,380,225  
1,065,000   

4.50%, 01/22/2030(3)

     954,506  
  

UnitedHealth Group, Inc.

 

1,920,000   

1.25%, 01/15/2026

     1,982,338  
3,065,000   

2.75%, 05/15/2040

     3,436,900  
1,200,000   

3.50%, 08/15/2039

     1,471,479  
6,925,000   

3.75%, 07/15/2025

     7,951,582  
3,605,000   

3.88%, 08/15/2059

     4,784,211  
5,720,000   

4.63%, 07/15/2035

     7,746,195  
13,530,000   

5.80%, 03/15/2036

     20,184,393  
1,981,000   

6.88%, 02/15/2038

     3,280,537  
     

 

 

 
     192,026,489  
     

 

 

 
   Home Builders - 0.1%

 

455,000   

Adams Homes, Inc.
7.50%, 02/15/2025(2)

     445,900  
2,990,000   

Ashton Woods USA LLC / Ashton Woods Finance Co.
6.63%, 01/15/2028(2)

     3,012,425  
  

KB Home

 

640,000   

4.80%, 11/15/2029

     665,600  
1,450,000   

7.00%, 12/15/2021

     1,518,875  
  

M/I Homes, Inc.

 

1,795,000   

4.95%, 02/01/2028

     1,844,362  
1,255,000   

5.63%, 08/01/2025

     1,305,200  
  

Taylor Morrison Communities, Inc.

 

1,055,000   

5.13%, 08/01/2030(2)

     1,152,588  
2,735,000   

5.75%, 01/15/2028(2)

     3,070,612  
     

 

 

 
     13,015,562  
     

 

 

 
   Household Products/Wares - 0.1%

 

EUR        3,980,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(3)

     4,507,746  
$         1,035,000   

Prestige Brands, Inc.
5.13%, 01/15/2028(2)

     1,086,015  
  

S.C. Johnson & Son, Inc.

 

2,520,000   

4.00%, 05/15/2043(2)

     3,124,898  
1,840,000   

4.75%, 10/15/2046(2)

     2,437,972  
     

 

 

 
     11,156,631  
     

 

 

 
   Housewares - 0.1%

 

  

Newell Brands, Inc.

 

6,955,000   

4.70%, 04/01/2026

     7,530,874  
2,425,000   

4.88%, 06/01/2025

     2,637,187  
     

 

 

 
     10,168,061  
     

 

 

 
   Insurance - 2.0%

 

1,470,000   

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

     2,175,600  
  

Acrisure LLC / Acrisure Finance, Inc.

 

4,280,000   

7.00%, 11/15/2025(2)

     4,323,271  
1,541,000   

8.13%, 02/15/2024(2)

     1,637,312  
1,335,000   

10.13%, 08/01/2026(2)

     1,475,175  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

American International Group, Inc.

 

$          7,510,000   

2.50%, 06/30/2025

   $         8,030,030  
3,875,000   

4.25%, 03/15/2029

     4,603,650  
7,550,000   

4.38%, 06/30/2050

     9,262,540  
5,348,000   

4.70%, 07/10/2035

     6,852,061  
  

Aon plc

 

4,775,000   

3.50%, 06/14/2024

     5,257,837  
3,480,000   

3.88%, 12/15/2025

     4,021,444  
2,300,000   

4.25%, 12/12/2042

     2,805,896  
11,664,000   

4.75%, 05/15/2045

     16,098,479  
500,000   

Athene Global Funding
2.80%, 05/26/2023(2)

     520,007  
365,000   

AXA Equitable Holdings, Inc.
5.00%, 04/20/2048

     460,155  
  

Berkshire Hathaway Finance Corp.

 

7,845,000   

4.20%, 08/15/2048

     10,671,195  
3,460,000   

4.40%, 05/15/2042

     4,807,779  
  

Brighthouse Financial, Inc.

 

560,000   

4.70%, 06/22/2047

     550,345  
17,655,000   

5.63%, 05/15/2030

     20,323,525  
840,000   

CNO Financial Group, Inc.
5.25%, 05/30/2029

     958,844  
21,555,000   

Equitable Holdings, Inc.
4.35%, 04/20/2028

     24,913,058  
415,000   

Equitable Holdings, Inc.
3.90%, 04/20/2023

     446,807  
  

Genworth Holdings, Inc.

 

750,000   

4.80%, 02/15/2024

     660,000  
1,070,000   

4.90%, 08/15/2023

     952,300  
1,200,000   

6.50%, 06/15/2034

     990,000  
770,000   

7.20%, 02/15/2021

     768,075  
1,250,000   

7.63%, 09/24/2021(6)

     1,253,125  
  

Marsh & McLennan Cos., Inc.

 

12,690,000   

3.88%, 03/15/2024

     14,111,513  
3,900,000   

4.05%, 10/15/2023

     4,291,352  
7,455,000   

4.75%, 03/15/2039

     10,464,017  
1,625,000   

Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070(2)

     1,889,550  
10,000,000   

MassMutual Global Funding II
2.35%, 01/14/2027(2)

     10,743,799  
13,735,000   

Metropolitan Life Global Funding I
3.00%, 09/19/2027(2)

     15,363,021  
4,940,000   

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

     8,328,807  
14,205,000   

New York Life Global Funding
3.00%, 01/10/2028(2)

     15,979,738  
2,775,000   

New York Life Insurance Co.
3.75%, 05/15/2050(2)

     3,374,055  
765,000   

NMI Holdings, Inc.
7.38%, 06/01/2025(2)

     831,639  
820,000   

Peachtree Corners Funding Trust
3.98%, 02/15/2025(2)

     907,321  
465,000   

Radian Group, Inc.
4.88%, 03/15/2027

     450,645  
4,715,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     5,478,281  
  

Unum Group

 

2,875,000   

4.00%, 06/15/2029

     3,113,989  
6,360,000   

4.50%, 03/15/2025

     7,020,871  
4,475,000   

4.50%, 12/15/2049

     4,558,258  
165,000   

Voya Financial, Inc.
4.80%, 06/15/2046

     206,527  
  

Willis North America, Inc.

 

755,000   

2.95%, 09/15/2029

     828,215  
11,435,000   

3.60%, 05/15/2024

     12,484,565  
5,525,000   

3.88%, 09/15/2049

     6,762,078  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          6,752,000   

4.50%, 09/15/2028

   $         8,137,990  
     

 

 

 
     270,144,741  
     

 

 

 
   Internet - 1.0%

 

10,885,000   

Alibaba Group Holding Ltd.
4.00%, 12/06/2037

     13,461,546  
  

Amazon.com, Inc.

 

10,185,000   

1.50%, 06/03/2030

     10,544,558  
12,955,000   

2.50%, 06/03/2050

     14,127,461  
13,385,000   

3.88%, 08/22/2037

     17,383,001  
4,320,000   

4.25%, 08/22/2057

     6,142,244  
5,535,000   

4.95%, 12/05/2044

     8,344,741  
  

Booking Holdings, Inc.

 

1,480,000   

4.50%, 04/13/2027

     1,747,588  
1,880,000   

4.63%, 04/13/2030

     2,290,029  
2,945,000   

Netflix, Inc.
3.63%, 06/15/2025(2)

     3,121,700  
  

Prosus N.V.

 

EUR            355,000   

2.03%, 08/03/2032(2)(10)

     423,076  
$          1,005,000   

4.03%, 08/03/2050(2)(10)

     1,046,477  
  

Tencent Holdings Ltd.

 

6,280,000   

1.81%, 01/26/2026(2)

     6,409,971  
7,145,000   

2.39%, 06/03/2030(2)

     7,425,662  
1,175,000   

3.24%, 06/03/2050(2)

     1,310,819  
265,000   

3.29%, 06/03/2060(2)

     303,534  
22,630,000   

3.60%, 01/19/2028(2)

     25,496,854  
255,000   

3.93%, 01/19/2038(2)

     303,460  
10,000,000   

3.98%, 04/11/2029(2)

     11,647,994  
     

 

 

 
     131,530,715  
     

 

 

 
   Investment Company Security - 0.0%

 

410,000   

MDGH - GMTN B.V.
2.50%, 11/07/2024(3)

     430,500  
     

 

 

 
   Iron/Steel - 0.2%

 

985,000   

ABJA Investment Co. Pte Ltd.
5.45%, 01/24/2028(3)

     940,297  
890,000   

ArcelorMittal S.A.
3.60%, 07/16/2024

     930,805  
465,000   

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

     448,725  
1,025,000   

CSN Resources S.A.
7.63%, 04/17/2026(2)

     1,012,905  
1,545,000   

Nucor Corp.
2.00%, 06/01/2025

     1,627,630  
  

Steel Dynamics, Inc.

 

1,375,000   

2.40%, 06/15/2025

     1,443,736  
5,049,000   

2.80%, 12/15/2024

     5,369,231  
790,000   

3.25%, 01/15/2031

     863,121  
850,000   

United States Steel Corp.
12.00%, 06/01/2025(2)

     883,822  
12,235,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

     13,133,905  
     

 

 

 
     26,654,177  
     

 

 

 
   IT Services - 1.2%

 

  

Apple, Inc.

 

7,000,000   

1.13%, 05/11/2025

     7,193,511  
2,125,000   

2.65%, 05/11/2050

     2,344,969  
8,545,000   

2.95%, 09/11/2049

     9,849,282  
2,600,000   

3.75%, 11/13/2047

     3,350,154  
1,300,000   

3.85%, 05/04/2043

     1,693,886  
6,520,000   

3.85%, 08/04/2046

     8,490,368  
2,895,000   

4.25%, 02/09/2047

     4,034,882  
4,420,000   

4.38%, 05/13/2045

     6,185,238  
1,120,000   

4.45%, 05/06/2044

     1,569,158  
10,000,000   

4.65%, 02/23/2046

     14,511,221  
  

HP, Inc.

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          9,370,000   

2.20%, 06/17/2025

   $         9,845,517  
9,370,000   

3.00%, 06/17/2027

     10,091,442  
  

IBM Corp.

 

8,545,000   

1.70%, 05/15/2027

     8,878,577  
2,745,000   

2.85%, 05/15/2040

     3,028,832  
  

International Business Machines Corp.

 

15,235,000   

3.00%, 05/15/2024

     16,608,591  
16,120,000   

3.50%, 05/15/2029

     18,956,780  
12,435,000   

4.15%, 05/15/2039

     15,774,453  
9,715,000   

4.25%, 05/15/2049

     12,815,791  
3,085,000   

Leidos, Inc.
3.63%, 05/15/2025(2)

     3,407,999  
  

Presidio Holdings, Inc.

 

1,650,000   

4.88%, 02/01/2027(2)

     1,683,000  
1,850,000   

8.25%, 02/01/2028(2)

     1,924,000  
     

 

 

 
     162,237,651  
     

 

 

 
   Leisure Time - 0.0%

 

  

Carnival Corp.

 

1,545,000   

10.50%, 02/01/2026(2)

     1,599,075  
3,210,000   

11.50%, 04/01/2023(2)

     3,490,875  
450,000   

Royal Caribbean Cruises Ltd.
10.88%, 06/01/2023(2)

     474,350  
     

 

 

 
     5,564,300  
     

 

 

 
   Lodging - 0.3%

 

  

Boyd Gaming Corp.

 

2,000,000   

4.75%, 12/01/2027(2)

     1,922,500  
3,455,000   

6.38%, 04/01/2026

     3,532,737  
3,895,000   

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

     3,856,050  
  

Hilton Domestic Operating Co., Inc.

 

3,267,000   

4.25%, 09/01/2024

     3,299,670  
1,135,000   

5.38%, 05/01/2025(2)

     1,186,643  
420,000   

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

     426,825  
9,940,000   

Las Vegas Sands Corp.
3.50%, 08/18/2026

     9,971,725  
930,000   

Marriott International, Inc.
5.75%, 05/01/2025

     1,033,068  
400,000   

MGM China Holdings Ltd.
5.38%, 05/15/2024(2)

     411,000  
955,000   

MGM Resorts International
4.63%, 09/01/2026

     924,383  
1,000,000   

Sands China Ltd.
3.80%, 01/08/2026(2)

     1,040,500  
2,965,000   

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

     2,816,750  
  

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

 

485,000   

4.25%, 05/30/2023(2)

     454,091  
11,380,000   

5.50%, 03/01/2025(2)

     10,697,200  
     

 

 

 
     41,573,142  
     

 

 

 
   Machinery - Construction & Mining - 0.0%

 

1,685,000   

Caterpillar, Inc.
3.25%, 09/19/2049

     2,019,678  
     

 

 

 
   Machinery-Diversified - 0.4%

 

31,890,000   

Otis Worldwide Corp.
2.29%, 04/05/2027(2)

     34,198,872  
14,610,000   

Stanley Black & Decker, Inc.
3.40%, 03/01/2026

     16,564,353  
2,665,000   

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

     2,783,992  
     

 

 

 
     53,547,217  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Media - 3.1%

 

  

Altice Financing S.A.

 

$          4,960,000   

5.00%, 01/15/2028(2)

   $         5,091,688  
2,380,000   

7.50%, 05/15/2026(2)

     2,559,095  
200,000   

Cable Onda S.A.
4.50%, 01/30/2030(2)

     209,974  
415,000   

CBS Corp.
3.70%, 08/15/2024

     458,527  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

15,005,000   

4.25%, 02/01/2031(2)

     15,658,016  
1,270,000   

4.50%, 08/15/2030(2)

     1,346,073  
1,480,000   

4.50%, 05/01/2032(2)

     1,561,400  
4,075,000   

5.75%, 02/15/2026(2)

     4,268,562  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

4,780,000   

2.80%, 04/01/2031

     5,015,319  
13,843,000   

4.80%, 03/01/2050

     16,774,276  
8,620,000   

4.91%, 07/23/2025

     10,008,755  
6,230,000   

5.13%, 07/01/2049

     7,642,953  
10,990,000   

5.38%, 05/01/2047

     13,915,750  
4,595,000   

5.75%, 04/01/2048

     6,050,221  
6,903,000   

6.48%, 10/23/2045

     9,636,234  
  

Comcast Corp.

 

1,680,000   

1.95%, 01/15/2031

     1,755,098  
4,530,000   

2.80%, 01/15/2051

     4,903,881  
10,280,000   

3.20%, 07/15/2036

     11,976,452  
2,810,000   

3.25%, 11/01/2039

     3,311,558  
6,640,000   

3.40%, 07/15/2046

     7,894,936  
2,465,000   

3.45%, 02/01/2050

     2,989,937  
1,925,000   

3.75%, 04/01/2040

     2,399,361  
2,520,000   

3.97%, 11/01/2047

     3,226,998  
10,468,000   

4.05%, 11/01/2052

     13,765,073  
4,530,000   

4.40%, 08/15/2035

     5,849,733  
6,230,000   

4.60%, 10/15/2038

     8,427,431  
5,000,000   

4.60%, 08/15/2045

     6,986,358  
8,635,000   

4.70%, 10/15/2048

     12,375,992  
1,095,000   

4.75%, 03/01/2044

     1,543,858  
446,000   

7.05%, 03/15/2033

     702,691  
  

Cox Communications, Inc.

 

13,234,000   

3.15%, 08/15/2024(2)

     14,365,301  
8,763,000   

4.50%, 06/30/2043(2)

     10,956,024  
1,936,000   

4.70%, 12/15/2042(2)

     2,556,314  
2,604,000   

6.45%, 12/01/2036(2)

     3,737,476  
  

CSC Holdings LLC

 

1,740,000   

4.13%, 12/01/2030(2)

     1,837,910  
5,360,000   

5.50%, 04/15/2027(2)

     5,748,600  
3,480,000   

6.50%, 02/01/2029(2)

     3,984,600  
  

Discovery Communications LLC

 

2,965,000   

2.95%, 03/20/2023

     3,120,304  
3,485,000   

3.63%, 05/15/2030

     3,866,879  
855,000   

3.90%, 11/15/2024

     941,197  
7,350,000   

3.95%, 06/15/2025

     8,303,211  
3,490,000   

4.65%, 05/15/2050

     4,186,601  
1,633,000   

4.88%, 04/01/2043

     1,950,415  
13,920,000   

5.20%, 09/20/2047

     17,764,448  
1,376,000   

5.30%, 05/15/2049

     1,779,391  
  

DISH DBS Corp.

 

2,065,000   

5.00%, 03/15/2023

     2,152,886  
1,225,000   

5.88%, 07/15/2022

     1,289,313  
2,170,000   

5.88%, 11/15/2024

     2,262,659  
1,795,000   

6.75%, 06/01/2021

     1,857,825  
2,210,000   

7.38%, 07/01/2028(2)

     2,339,197  
830,000   

7.75%, 07/01/2026

     935,908  
  

Fox Corp.

 

5,895,000   

4.03%, 01/25/2024

     6,538,199  
4,000,000   

5.48%, 01/25/2039

     5,527,435  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            455,000   

Globo Comunicacao e Participacoes S.A.
4.84%, 06/08/2025(3)

   $     452,730  
  

Gray Television, Inc.

 

2,160,000   

5.13%, 10/15/2024(2)

     2,218,946  
630,000   

5.88%, 07/15/2026(2)

     651,811  
415,000   

Grupo Televisa S.A.B.
4.63%, 01/30/2026

     462,094  
335,000   

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

     365,251  
1,150,000   

Sinclair Television Group, Inc.
5.63%, 08/01/2024(2)

     1,162,938  
2,920,000   

Sirius XM Radio, Inc.
4.63%, 07/15/2024(2)

     3,074,760  
  

Time Warner Cable LLC

 

295,000   

4.00%, 09/01/2021

     302,669  
1,875,000   

4.50%, 09/15/2042

     2,186,612  
1,300,000   

5.50%, 09/01/2041

     1,627,552  
10,340,000   

5.88%, 11/15/2040

     13,426,951  
2,825,000   

6.75%, 06/15/2039

     3,965,083  
1,565,000   

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

     2,443,828  
200,000   

Vertical Media GmbH Co.
7.63%, 07/15/2028(2)

     212,500  
1,470,000   

Vertical U.S Newco, Inc.
5.25%, 07/15/2027(2)

     1,558,200  
  

ViacomCBS, Inc.

 

2,600,000   

4.20%, 05/19/2032

     2,996,415  
2,460,000   

4.25%, 09/01/2023

     2,693,314  
9,057,000   

4.38%, 03/15/2043

     9,984,426  
3,915,000   

4.75%, 05/15/2025

     4,508,102  
11,000,000   

4.95%, 01/15/2031

     13,233,214  
3,175,000   

4.95%, 05/19/2050

     3,829,187  
5,110,000   

5.85%, 09/01/2043

     6,576,389  
2,520,000   

Videotron Ltd.
5.00%, 07/15/2022

     2,639,700  
460,000   

Virgin Media Finance plc
5.00%, 07/15/2030(2)

     480,626  
3,985,000   

Virgin Media Secured Finance plc
4.50%, 08/15/2030(2)

     4,263,551  
  

Walt Disney Co.

 

5,375,000   

1.75%, 01/13/2026

     5,617,817  
13,690,000   

2.65%, 01/13/2031

     14,891,081  
1,580,000   

2.75%, 09/01/2049

     1,621,475  
1,177,000   

5.40%, 10/01/2043

     1,670,580  
2,440,000   

6.40%, 12/15/2035

     3,759,447  
2,890,000   

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

     2,998,375  
  

Ziggo B.V.

 

8,250,000   

4.88%, 01/15/2030(2)

     8,768,100  
3,931,000   

5.50%, 01/15/2027(2)

     4,147,205  
     

 

 

 
     425,099,222  
     

 

 

 
   Metal Fabricate/Hardware - 0.0%

 

470,000   

Advanced Drainage Systems, Inc.
5.00%, 09/30/2027(2)

     484,100  
  

Novelis Corp.

 

1,790,000   

4.75%, 01/30/2030(2)

     1,867,454  
1,045,000   

5.88%, 09/30/2026(2)

     1,114,921  
630,000   

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

     644,370  
     

 

 

 
     4,110,845  
     

 

 

 
   Mining - 0.3%

 

  

Anglo American Capital plc

 

5,215,000   

4.00%, 09/11/2027(2)

     5,802,198  
870,000   

4.50%, 03/15/2028(2)

     993,970  
4,740,000   

4.75%, 04/10/2027(2)

     5,454,191  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          4,100,000   

4.88%, 05/14/2025(2)

   $         4,639,275  
7,285,000   

5.63%, 04/01/2030(2)

     9,131,093  
2,640,000   

Constellium SE
5.88%, 02/15/2026(2)

     2,719,200  
440,000   

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

     479,600  
  

Teck Resources Ltd.

 

6,715,000   

3.90%, 07/15/2030(2)

     6,946,611  
1,000,000   

5.20%, 03/01/2042

     1,025,655  
     

 

 

 
     37,191,793  
     

 

 

 
   Miscellaneous Manufacturing - 0.3%

 

  

General Electric Co.

 

5,655,000   

3.45%, 05/01/2027

     5,947,961  
770,000   

3.63%, 05/01/2030

     779,428  
367,000   

4.13%, 10/09/2042

     373,916  
2,910,000   

4.35%, 05/01/2050

     3,018,052  
13,030,000   

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

     13,196,644  
8,506,000   

Ingersoll-Rand Luxembourg Finance S.A.
4.50%, 03/21/2049

     10,948,554  
     

 

 

 
     34,264,555  
     

 

 

 
   Office/Business Equipment - 0.1%

 

  

CDW LLC / CDW Finance Corp.

 

730,000   

4.13%, 05/01/2025

     771,756  
1,050,000   

4.25%, 04/01/2028

     1,121,967  
  

Xerox Corp.

 

915,000   

3.80%, 05/15/2024

     919,575  
4,050,000   

4.13%, 03/15/2023

     4,165,749  
145,000   

4.80%, 03/01/2035

     136,300  
1,155,000   

6.75%, 12/15/2039

     1,269,047  
     

 

 

 
     8,384,394  
     

 

 

 
   Oil & Gas - 1.3%

 

  

Apache Corp.

 

3,425,000   

4.38%, 10/15/2028

     3,420,719  
982,000   

4.75%, 04/15/2043

     935,355  
1,163,000   

5.10%, 09/01/2040

     1,128,110  
  

BP Capital Markets America, Inc.

 

7,905,000   

3.54%, 04/06/2027

     8,972,427  
3,945,000   

3.63%, 04/06/2030

     4,569,377  
1,389,000   

Canadian Natural Resources Ltd.
3.90%, 02/01/2025

     1,513,354  
1,620,000   

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

     724,950  
1,795,000   

Chesapeake Energy Corp.
11.50%, 01/01/2025(2)

     166,038  
  

Cimarex Energy Co.

 

4,100,000   

3.90%, 05/15/2027

     4,169,076  
3,980,000   

4.38%, 03/15/2029

     4,140,478  
  

Continental Resources, Inc.

 

4,080,000   

4.38%, 01/15/2028

     3,805,824  
1,025,000   

4.90%, 06/01/2044(6)

     882,781  
1,000,000   

CVR Energy, Inc.
5.75%, 02/15/2028(2)

     895,300  
1,530,000   

Devon Energy Corp.
4.75%, 05/15/2042

     1,477,304  
3,345,000   

Devon Financing Co. LLC
7.88%, 09/30/2031

     4,113,727  
  

Ecopetrol S.A.

 

1,010,000   

5.88%, 09/18/2023

     1,112,262  
1,525,000   

6.88%, 04/29/2030

     1,837,625  
200,000   

Empresa Nacional del Petroleo
5.25%, 11/06/2029(3)

     228,971  
2,915,000   

EQT Corp.
3.90%, 10/01/2027

     2,746,804  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Equinor ASA

 

$          3,685,000   

2.38%, 05/22/2030

   $         3,959,418  
3,365,000   

3.63%, 04/06/2040

     4,050,056  
2,055,000   

3.70%, 04/06/2050

     2,534,160  
3,405,000   

Foothills Resource, Inc.
11.50%, 04/01/2023

     341  
  

Hess Corp.

 

1,445,000   

6.00%, 01/15/2040(6)

     1,661,203  
1,980,000   

7.13%, 03/15/2033

     2,377,059  
10,742,000   

7.30%, 08/15/2031

     12,898,038  
2,960,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026

     3,019,200  
210,000   

KazMunayGas National Co. JSC
5.38%, 04/24/2030(3)

     248,317  
15,160,000   

Marathon Petroleum Corp.
4.70%, 05/01/2025

     17,224,914  
2,545,000   

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

     1,934,200  
299,000   

NAK Naftogaz Ukraine via Kondor Finance plc
7.63%, 11/08/2026(2)

     287,766  
  

Noble Energy, Inc.

 

7,665,000   

6.00%, 03/01/2041

     11,005,425  
2,020,000   

8.00%, 04/01/2027

     2,691,899  
  

Occidental Petroleum Corp.

 

2,070,000   

3.00%, 02/15/2027

     1,826,775  
720,000   

3.40%, 04/15/2026

     651,600  
6,972,000   

4.20%, 03/15/2048

     5,666,842  
1,098,000   

4.40%, 04/15/2046

     894,541  
  

Parsley Energy LLC / Parsley Finance Corp.

 

1,194,000   

4.13%, 02/15/2028(2)

     1,176,090  
503,000   

5.38%, 01/15/2025(2)

     517,939  
  

Petrobras Global Finance B.V.

 

1,440,000   

5.60%, 01/03/2031

     1,516,680  
635,000   

6.75%, 06/03/2050

     690,880  
945,000   

6.88%, 01/20/2040

     1,047,769  
  

Petroleos de Venezuela S.A.

 

435,000   

6.00%, 05/16/2024

     10,875  
190,000   

9.00%, 11/17/2021

     4,750  
  

Petroleos Mexicanos

 

75,000   

5.95%, 01/28/2031(3)

     64,500  
300,000   

6.38%, 01/23/2045

     238,470  
50,000   

6.75%, 09/21/2047

     40,625  
5,320,000   

7.69%, 01/23/2050(3)

     4,677,876  
11,110,000   

Phillips 66
2.15%, 12/15/2030

     11,011,325  
  

QEP Resources, Inc.

 

1,510,000   

5.25%, 05/01/2023

     1,053,225  
1,575,000   

5.63%, 03/01/2026

     917,437  
  

Saudi Arabian Oil Co.

 

1,625,000   

2.75%, 04/16/2022(2)

     1,670,336  
6,174,000   

2.88%, 04/16/2024(2)

     6,498,502  
2,320,000   

Shell International Finance B.V.
4.55%, 08/12/2043

     3,066,568  
1,735,000   

Sinopec Group Overseas Development Ltd.
2.70%, 05/13/2030(2)

     1,857,418  
  

SM Energy Co.

 

1,485,000   

5.00%, 01/15/2024(6)

     816,750  
700,000   

5.63%, 06/01/2025

     364,000  
640,000   

6.63%, 01/15/2027

     315,200  
1,175,000   

6.75%, 09/15/2026(6)

     587,500  
  

State Oil Co. of the Azerbaijan Republic

 

725,000   

4.75%, 03/13/2023(3)

     759,858  
495,000   

6.95%, 03/18/2030(3)

     594,238  
3,955,000   

Suncor Energy, Inc.
4.00%, 11/15/2047

     4,385,307  
  

Sunoco L.P. / Sunoco Finance Corp.

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        1,425,000   

5.50%, 02/15/2026

   $         1,460,625  
820,000   

6.00%, 04/15/2027

     865,100  
6,365,000   

Transocean, Inc.
6.80%, 03/15/2038

     1,631,031  
  

Valero Energy Corp.

 

3,130,000   

4.00%, 04/01/2029(6)

     3,573,117  
3,460,000   

4.35%, 06/01/2028

     4,011,162  
1,920,000   

6.63%, 06/15/2037

     2,652,065  
2,670,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(2)(6)

     1,501,875  
  

WPX Energy, Inc.

 

389,000   

5.25%, 09/15/2024

     401,020  
410,000   

5.75%, 06/01/2026

     415,637  
1,565,000   

5.88%, 06/15/2028(6)

     1,603,155  
1,225,000   

YPF S.A.
8.50%, 03/23/2025(2)

     1,025,937  
     

 

 

 
     182,797,078  
     

 

 

 
   Oil & Gas Services - 0.1%

 

4,660,000   

Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.
4.49%, 05/01/2030

     5,542,547  
8,711,000   

Halliburton Co.
2.92%, 03/01/2030

     8,756,153  
     

 

 

 
     14,298,700  
     

 

 

 
   Packaging & Containers - 0.3%

 

3,225,000   

ARD Finance S.A. (6.50% Cash, 7.25% PIK)
6.50%, 06/30/2027(2)(8)

     3,297,563  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

1,040,000   

4.13%, 08/15/2026(2)

     1,079,312  
5,145,000   

5.25%, 04/30/2025(2)

     5,453,700  
4,595,000   

5.25%, 08/15/2027(2)

     4,809,908  
200,000   

6.00%, 02/15/2025(2)

     209,000  
  

Ball Corp.

 

EUR        1,670,000   

0.88%, 03/15/2024

     1,926,024  
1,435,000   

1.50%, 03/15/2027

     1,654,017  
$415,000   

4.88%, 03/15/2026

     471,992  
1,940,000   

5.25%, 07/01/2025

     2,211,600  
1,410,000   

Berry Global, Inc.
5.63%, 07/15/2027(2)

     1,508,700  
  

Crown Americas LLC / Crown Americas Capital Corp.

 

5,237,000   

4.25%, 09/30/2026

     5,553,210  
2,055,000   

4.75%, 02/01/2026

     2,144,351  
5,230,000   

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

     5,308,450  
390,000   

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

     392,925  
  

Owens-Brockway Glass Container, Inc.

 

2,960,000   

5.88%, 08/15/2023(2)

     3,124,872  
2,710,000   

6.38%, 08/15/2025(2)

     2,899,700  
EUR        1,255,000   

Silgan Holdings, Inc.
2.25%, 06/01/2028

     1,452,457  
$           415,000   

Trivium Packaging Finance B.V.
5.50%, 08/15/2026(2)

     442,100  
     

 

 

 
     43,939,881  
     

 

 

 
   Pharmaceuticals - 2.7%

 

  

AbbVie, Inc.

 

7,100,000   

2.30%, 11/21/2022(2)

     7,374,422  
15,320,000   

2.95%, 11/21/2026(2)

     16,903,650  
7,400,000   

3.20%, 11/21/2029(2)

     8,317,678  
19,545,000   

3.45%, 03/15/2022(2)

     20,328,289  
9,055,000   

4.05%, 11/21/2039(2)

     11,141,614  
16,100,000   

4.25%, 11/21/2049(2)

     20,481,939  
4,000,000   

4.45%, 05/14/2046

     5,120,547  
2,840,000   

4.63%, 10/01/2042(2)

     3,608,445  
2,500,000   

4.85%, 06/15/2044(2)

     3,325,502  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        11,865,000   

AstraZeneca plc
3.38%, 11/16/2025

   $         13,471,781  
  

Bausch Health Cos., Inc.

 

5,535,000   

5.00%, 01/30/2028(2)

     5,562,564  
246,000   

5.50%, 03/01/2023(2)

     246,000  
2,329,000   

5.88%, 05/15/2023(2)

     2,329,000  
1,970,000   

6.13%, 04/15/2025(2)

     2,034,025  
450,000   

6.25%, 02/15/2029(2)

     478,035  
2,550,000   

7.00%, 01/15/2028(2)

     2,773,125  
360,000   

9.00%, 12/15/2025(2)

     397,800  
390,000   

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

     407,531  
  

Bayer U.S. Finance LLC

 

2,900,000   

4.20%, 07/15/2034(2)

     3,490,625  
7,820,000   

4.25%, 12/15/2025(2)

     8,967,827  
  

Becton Dickinson and Co.

 

1,050,000   

2.82%, 05/20/2030

     1,153,775  
3,345,000   

3.79%, 05/20/2050

     4,074,580  
  

Bristol-Myers Squibb Co.

 

10,000,000   

3.20%, 06/15/2026

     11,357,632  
2,000,000   

3.25%, 08/01/2042

     2,457,223  
9,306,000   

3.88%, 08/15/2025

     10,729,046  
535,000   

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

     549,712  
  

Cigna Corp.

 

5,155,000   

3.20%, 03/15/2040

     5,766,556  
4,305,000   

3.25%, 04/15/2025

     4,755,431  
13,680,000   

4.13%, 11/15/2025

     15,851,460  
  

CVS Health Corp.

 

3,280,000   

3.00%, 08/15/2026

     3,627,413  
2,100,000   

3.25%, 08/15/2029

     2,361,812  
13,725,000   

4.10%, 03/25/2025

     15,601,045  
4,605,000   

4.13%, 04/01/2040

     5,610,573  
16,780,000   

4.78%, 03/25/2038

     21,558,457  
9,435,000   

5.13%, 07/20/2045

     12,834,433  
  

Elanco Animal Health, Inc.

 

430,000   

5.02%, 08/28/2023

     474,075  
410,000   

5.65%, 08/28/2028

     475,600  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

915,000   

5.88%, 10/15/2024(2)

     910,425  
3,552,000   

6.00%, 06/30/2028(2)

     2,708,400  
2,464,000   

9.50%, 07/31/2027(2)

     2,651,880  
8,110,000   

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

     9,260,304  
6,420,000   

Johnson & Johnson
3.63%, 03/03/2037

     8,040,023  
200,000   

McKesson Corp.
3.65%, 11/30/2020

     202,195  
16,485,000   

Merck & Co., Inc.
3.90%, 03/07/2039

     21,594,851  
415,000   

Mylan, Inc.
4.20%, 11/29/2023

     456,064  
1,925,000   

Novartis Capital Corp.
2.75%, 08/14/2050

     2,188,248  
1,124,000   

Par Pharmaceutical, Inc.
7.50%, 04/01/2027(2)

     1,195,520  
830,000   

Perrigo Finance Unlimited Co.
3.90%, 12/15/2024

     898,591  
  

Pfizer, Inc.

 

8,535,000   

2.63%, 04/01/2030

     9,652,923  
4,525,000   

4.00%, 12/15/2036

     5,779,179  
2,725,000   

4.00%, 03/15/2049

     3,703,402  
18,890,000   

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

     19,266,656  
  

Takeda Pharmaceutical Co., Ltd.

 

6,125,000   

2.05%, 03/31/2030

     6,291,203  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        3,065,000   

3.18%, 07/09/2050

   $ 3,356,161  
  

Teva Pharmaceutical Finance Netherlands B.V.

 

1,765,000   

2.80%, 07/21/2023

     1,711,697  
14,390,000   

3.15%, 10/01/2026

     13,126,702  
1,735,000   

6.75%, 03/01/2028(6)

     1,925,850  
  

Upjohn, Inc.

 

2,855,000   

1.65%, 06/22/2025(2)

     2,938,037  
2,245,000   

2.30%, 06/22/2027(2)

     2,359,222  
     

 

 

 
     376,216,755  
     

 

 

 
   Pipelines - 1.6%

 

3,100,000   

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.75%, 01/15/2028(2)

     2,643,060  
  

Buckeye Partners L.P.

 

1,005,000   

4.13%, 03/01/2025(2)

     1,010,025  
910,000   

4.15%, 07/01/2023

     914,550  
1,030,000   

4.50%, 03/01/2028(2)

     1,024,850  
3,917,000   

Cheniere Corpus Christi Holdings LLC
5.13%, 06/30/2027

     4,428,476  
1,154,000   

Cheniere Energy Partners L.P.
4.50%, 10/01/2029

     1,220,701  
3,725,000   

DCP Midstream Operating L.P.
5.38%, 07/15/2025

     3,922,499  
1,360,000   

Enbridge, Inc.
6.00%, 01/15/2077, (6.00% fixed rate until 01/15/2027; 3 mo. USD
LIBOR + 3.890% thereafter)(4)

     1,343,000  
  

Energy Transfer Operating L.P.

 

8,950,000   

3.75%, 05/15/2030

     8,851,403  
2,275,000   

4.90%, 03/15/2035

     2,305,523  
1,190,000   

5.15%, 03/15/2045

     1,153,206  
9,000,000   

5.25%, 04/15/2029

     9,776,169  
4,958,000   

5.30%, 04/15/2047

     4,852,255  
1,480,000   

5.50%, 06/01/2027

     1,631,832  
940,000   

6.05%, 06/01/2041

     997,730  
4,045,000   

6.13%, 12/15/2045

     4,254,212  
3,910,000   

6.25%, 04/15/2049

     4,199,635  
  

Enterprise Products Operating LLC

 

1,430,000   

4.20%, 01/31/2050

     1,661,984  
1,516,000   

4.85%, 08/15/2042

     1,837,026  
1,025,000   

5.10%, 02/15/2045

     1,263,638  
  

EQM Midstream Partners L.P.

 

795,000   

6.00%, 07/01/2025(2)

     843,225  
805,000   

6.50%, 07/01/2027(2)

     887,593  
1,500,000   

6.50%, 07/15/2048

     1,494,330  
  

MPLX L.P.

 

7,400,000   

4.00%, 02/15/2025

     8,067,189  
10,925,000   

4.25%, 12/01/2027

     11,862,039  
4,850,000   

4.70%, 04/15/2048

     5,226,593  
6,900,000   

4.90%, 04/15/2058

     7,398,896  
2,450,000   

5.20%, 03/01/2047

     2,763,206  
4,780,000   

5.20%, 12/01/2047

     5,237,665  
445,000   

5.50%, 02/15/2049

     533,220  
  

ONEOK, Inc.

 

4,770,000   

2.20%, 09/15/2025

     4,680,087  
810,000   

3.10%, 03/15/2030

     762,348  
7,835,000   

3.40%, 09/01/2029

     7,627,514  
11,350,000   

6.35%, 01/15/2031

     13,237,719  
  

Phillips 66 Partners L.P.

 

8,305,000   

3.15%, 12/15/2029

     8,466,754  
420,000   

3.55%, 10/01/2026

     455,293  
  

Rockies Express Pipeline LLC

 

1,000,000   

3.60%, 05/15/2025(2)

     970,000  
415,000   

4.80%, 05/15/2030(2)

     392,690  
  

Sabine Pass Liquefaction LLC

 

1,775,000   

4.50%, 05/15/2030(2)

     2,047,593  
3,605,000   

5.00%, 03/15/2027

     4,124,495  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        4,000,000   

5.88%, 06/30/2026

   $         4,820,377  
  

Sunoco Logistics Partners Operations L.P.

 

5,100,000   

5.30%, 04/01/2044

     5,078,751  
1,065,000   

5.35%, 05/15/2045

     1,045,093  
  

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

 

1,145,000   

4.75%, 10/01/2023(2)

     1,103,517  
2,770,000   

6.00%, 03/01/2027(2)

     2,516,545  
5,750,000   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027(6)

     6,152,500  
  

TransCanada PipeLines Ltd.

 

6,160,000   

4.10%, 04/15/2030

     7,275,292  
5,840,000   

4.63%, 03/01/2034

     7,102,051  
2,135,000   

5.10%, 03/15/2049

     2,986,062  
865,000   

Transcanada Trust
5.88%, 08/15/2076, (5.88% fixed rate until 08/15/2026; 3 mo. USD
LIBOR + 4.640% thereafter)(4)

     930,832  
425,000   

Transportadora de Gas del Sur S.A.
6.75%, 05/02/2025(3)

     370,813  
1,395,000   

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

     1,541,489  
2,870,000   

Valero Energy Partners L.P.
4.50%, 03/15/2028

     3,335,395  
  

Western Midstream Operating L.P.

 

5,200,000   

5.05%, 02/01/2030

     5,265,676  
1,675,000   

6.25%, 02/01/2050

     1,654,062  
  

Williams Cos., Inc.

 

371,000   

4.90%, 01/15/2045

     426,007  
4,145,000   

5.10%, 09/15/2045

     4,901,587  
4,100,000   

5.40%, 03/04/2044

     4,903,589  
1,365,000   

5.80%, 11/15/2043

     1,675,726  
5,344,000   

6.30%, 04/15/2040

     6,865,497  
     

 

 

 
     216,321,084  
     

 

 

 
   Real Estate - 0.1%

 

615,000   

Alpha Star Holding V Ltd.
6.63%, 04/18/2023(3)

     517,141  
8,745,000   

Crown Castle International Corp.
3.20%, 09/01/2024

     9,532,935  
760,000   

Realogy Group LLC / Realogy Co-Issuer Corp.
9.38%, 04/01/2027(2)(6)

     777,100  
     

 

 

 
     10,827,176  
     

 

 

 
   Real Estate Investment Trusts - 0.8%

 

  

American Tower Corp.

 

70,000   

1.30%, 09/15/2025

     71,196  
5,715,000   

2.10%, 06/15/2030

     5,943,978  
  

Brixmor Operating Partnership L.P.

 

1,770,000   

4.05%, 07/01/2030

     1,863,384  
17,630,000   

4.13%, 05/15/2029

     18,857,945  
  

Equinix, Inc.

 

2,645,000   

1.80%, 07/15/2027

     2,718,399  
7,655,000   

2.15%, 07/15/2030

     7,888,248  
  

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

 

158,000   

4.00%, 01/15/2030

     162,772  
4,680,000   

4.00%, 01/15/2031

     4,856,670  
4,815,000   

5.75%, 06/01/2028

     5,441,431  
  

Iron Mountain, Inc.

 

410,000   

4.88%, 09/15/2027(2)

     425,887  
4,920,000   

4.88%, 09/15/2029(2)

     5,125,410  
455,000   

MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc.
4.63%, 06/15/2025(2)

     478,314  
  

National Retail Properties, Inc.

 

11,200,000   

2.50%, 04/15/2030

     11,011,519  
1,555,000   

3.10%, 04/15/2050

     1,428,087  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            445,000   

Scentre Group Trust 1 / Scentre Group Trust 2
3.63%, 01/28/2026(2)

   $         474,791  
3,885,000   

Simon Property Group L.P.
3.25%, 09/13/2049

     3,881,558  
5,605,000   

UDR, Inc.
2.10%, 08/01/2032

     5,723,844  
  

VEREIT Operating Partnership L.P.

 

935,000   

3.10%, 12/15/2029

     947,035  
3,870,000   

3.40%, 01/15/2028

     4,016,146  
  

VICI Properties L.P. / VICI Note Co., Inc.

 

745,000   

3.50%, 02/15/2025(2)

     754,312  
185,000   

3.75%, 02/15/2027(2)

     186,388  
1,200,000   

4.25%, 12/01/2026(2)

     1,236,000  
1,000,000   

4.63%, 12/01/2029(2)

     1,047,800  
  

Welltower, Inc.

 

4,155,000   

2.70%, 02/15/2027

     4,411,247  
18,460,000   

3.63%, 03/15/2024

     20,014,542  
2,620,000   

4.00%, 06/01/2025

     2,930,536  
     

 

 

 
     111,897,439  
     

 

 

 
   Retail - 1.3%

 

  

1011778 BC ULC / New Red Finance, Inc.

 

455,000   

3.88%, 01/15/2028(2)

     473,059  
4,020,000   

4.38%, 01/15/2028(2)

     4,181,323  
5,230,000   

5.00%, 10/15/2025(2)

     5,347,675  
  

Alimentation Couche-Tard, Inc.

 

1,110,000   

2.95%, 01/25/2030(2)

     1,193,694  
3,190,000   

3.80%, 01/25/2050(2)

     3,528,176  
190,000   

4.50%, 07/26/2047(2)

     229,710  
  

Asbury Automotive Group, Inc.

 

176,000   

4.50%, 03/01/2028(2)

     180,465  
179,000   

4.75%, 03/01/2030(2)

     183,475  
2,785,000   

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

     2,726,153  
  

CVS Health Corp.

 

5,330,000   

2.75%, 12/01/2022

     5,579,323  
3,407,000   

2.88%, 06/01/2026

     3,724,340  
  

CVS Pass-Through Trust

 

10,743   

6.04%, 12/10/2028

     12,163  
24,649   

6.94%, 01/10/2030

     28,289  
  

Home Depot, Inc.

 

1,010,000   

3.30%, 04/15/2040

     1,209,435  
860,000   

3.35%, 04/15/2050

     1,054,244  
3,627,000   

3.50%, 09/15/2056

     4,640,444  
7,710,000   

4.50%, 12/06/2048

     10,887,890  
9,050,000   

5.88%, 12/16/2036

     14,015,320  
  

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 

1,275,000   

4.75%, 06/01/2027(2)

     1,362,848  
1,600,000   

5.25%, 06/01/2026(2)

     1,679,520  
500,000   

Kohl’s Corp.
4.25%, 07/17/2025

     487,706  
965,000   

L Brands, Inc.
5.63%, 10/15/2023

     978,790  
  

Lithia Motors, Inc.

 

735,000   

4.63%, 12/15/2027(2)

     781,158  
1,315,000   

5.25%, 08/01/2025(2)

     1,367,600  
  

Lowe’s Cos., Inc.

 

11,540,000   

3.38%, 09/15/2025

     12,967,971  
11,870,000   

3.70%, 04/15/2046

     14,076,380  
5,365,000   

4.05%, 05/03/2047

     6,728,705  
800,000   

4.25%, 09/15/2044

     1,001,595  
1,690,000   

4.55%, 04/05/2049

     2,268,285  
5,000,000   

5.00%, 04/15/2040

     6,825,813  
450,000   

Macy’s, Inc.
8.38%, 06/15/2025(2)

     469,989  
  

McDonald’s Corp.

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          9,130,000   

1.45%, 09/01/2025

   $         9,484,355  
5,262,000   

3.38%, 05/26/2025

     5,889,443  
11,915,000   

3.63%, 09/01/2049

     14,135,902  
550,000   

4.20%, 04/01/2050

     702,699  
9,030,000   

4.60%, 05/26/2045

     11,709,298  
5,000,000   

6.30%, 10/15/2037

     7,642,284  
  

O’Reilly Automotive, Inc.

 

7,340,000   

3.90%, 06/01/2029

     8,697,598  
1,655,000   

4.20%, 04/01/2030

     2,005,101  
1,330,000   

Party City Holdings, Inc.
6.63%, 08/01/2026(2)

     305,900  
1,055,000   

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

     1,081,375  
2,525,000   

Staples, Inc.
7.50%, 04/15/2026(2)

     2,215,183  
4,915,000   

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

     5,277,481  
2,600,000   

Walmart, Inc.
3.95%, 06/28/2038

     3,458,962  
  

Yum! Brands, Inc.

 

690,000   

4.75%, 01/15/2030(2)

     748,650  
220,000   

7.75%, 04/01/2025(2)

     246,950  
     

 

 

 
     183,792,719  
     

 

 

 
   Semiconductors - 1.5%

 

  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

5,970,000   

3.13%, 01/15/2025

     6,417,674  
3,545,000   

3.50%, 01/15/2028

     3,848,074  
20,675,000   

3.88%, 01/15/2027

     22,968,206  
  

Broadcom, Inc.

 

16,540,000   

3.15%, 11/15/2025(2)

     17,837,297  
13,370,000   

4.11%, 09/15/2028(2)

     15,102,695  
700,000   

4.15%, 11/15/2030(2)

     786,248  
1,500,000   

4.25%, 04/15/2026(2)

     1,694,316  
800,000   

4.70%, 04/15/2025(2)

     914,924  
2,960,000   

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

     3,075,795  
  

Intel Corp.

 

4,860,000   

3.10%, 02/15/2060

     5,631,503  
5,035,000   

3.25%, 11/15/2049

     5,985,059  
1,700,000   

4.10%, 05/19/2046

     2,219,643  
4,930,000   

4.60%, 03/25/2040

     6,842,550  
4,920,000   

Lam Research Corp.
1.90%, 06/15/2030

     5,213,546  
1,300,000   

Marvell Technology Group Ltd.
4.20%, 06/22/2023

     1,406,963  
  

Microchip Technology, Inc.

 

16,290,000   

2.67%, 09/01/2023(2)

     16,864,160  
790,000   

4.33%, 06/01/2023

     851,517  
6,090,000   

Micron Technology, Inc.
4.98%, 02/06/2026

     7,149,889  
  

NVIDIA Corp.

 

990,000   

3.50%, 04/01/2040

     1,189,151  
4,740,000   

3.50%, 04/01/2050

     5,677,004  
1,180,000   

3.70%, 04/01/2060

     1,471,499  
  

NXP B.V. / NXP Funding LLC

 

9,163,000   

4.88%, 03/01/2024(2)

     10,308,493  
3,485,000   

5.35%, 03/01/2026(2)

     4,176,676  
2,790,000   

5.55%, 12/01/2028(2)

     3,498,830  
  

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

855,000   

2.70%, 05/01/2025(2)

     916,370  
3,005,000   

3.15%, 05/01/2027(2)

     3,272,027  
4,632,000   

4.30%, 06/18/2029(2)

     5,399,458  
  

Qorvo, Inc.

 

2,010,000   

4.38%, 10/15/2029(2)

     2,165,775  
2,810,000   

5.50%, 07/15/2026

     3,015,945  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

QUALCOMM, Inc.

 

$        18,420,000   

2.90%, 05/20/2024

   $         19,937,811  
6,350,000   

3.45%, 05/20/2025

     7,137,651  
5,092,000   

4.30%, 05/20/2047

     6,862,341  
687,000   

4.65%, 05/20/2035

     950,124  
3,676,000   

4.80%, 05/20/2045

     5,223,997  
  

Sensata Technologies B.V.

 

1,020,000   

5.00%, 10/01/2025(2)

     1,101,600  
1,475,000   

5.63%, 11/01/2024(2)

     1,607,750  
     

 

 

 
        208,722,561  
     

 

 

 
   Software - 1.8%

 

995,000   

BY Crown Parent LLC / BY Bond Finance, Inc.
4.25%, 01/31/2026(2)

     1,031,367  
1,215,000   

CDK Global, Inc. 5.25%, 05/15/2029(2)

     1,330,486  
1,675,000   

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

     1,712,688  
  

Fidelity National Information Services, Inc.

 

9,065,000   

3.00%, 08/15/2026

     10,160,871  
12,090,000   

3.75%, 05/21/2029

     14,483,930  
  

Fiserv, Inc.

 

13,810,000   

2.25%, 06/01/2027

     14,791,285  
11,730,000   

3.20%, 07/01/2026

     13,220,636  
6,695,000   

3.50%, 07/01/2029

     7,748,107  
  

IQVIA, Inc.

 

  EUR            820,000   

2.25%, 01/15/2028(2)

     955,913  
$          1,390,000   

5.00%, 05/15/2027(2)

     1,483,391  
  

Microsoft Corp.

 

13,045,000   

2.53%, 06/01/2050

     14,319,734  
1,040,000   

2.68%, 06/01/2060

     1,148,846  
6,395,000   

3.45%, 08/08/2036

     8,008,807  
3,805,000   

3.50%, 02/12/2035

     4,839,841  
4,915,000   

3.95%, 08/08/2056

     6,884,553  
12,690,000   

4.10%, 02/06/2037

     16,997,784  
  

MSCI, Inc.

 

9,310,000   

3.63%, 09/01/2030(2)

     9,822,050  
3,335,000   

4.00%, 11/15/2029(2)

     3,585,125  
1,165,000   

4.75%, 08/01/2026(2)

     1,223,250  
8,885,000   

Open Text Corp.
3.88%, 02/15/2028(2)

     9,237,734  
1,625,000   

Open Text Holdings, Inc.
4.13%, 02/15/2030(2)

     1,706,250  
  

Oracle Corp.

 

6,000,000   

2.65%, 07/15/2026

     6,610,027  
16,315,000   

3.60%, 04/01/2040

     19,317,690  
6,360,000   

3.60%, 04/01/2050

     7,611,212  
2,100,000   

3.85%, 07/15/2036

     2,586,426  
12,610,000   

3.85%, 04/01/2060

     15,826,542  
14,500,000   

3.90%, 05/15/2035

     18,230,801  
8,745,000   

4.00%, 11/15/2047

     11,017,476  
4,300,000   

6.50%, 04/15/2038

     6,938,872  
  

PTC, Inc.

 

400,000   

3.63%, 02/15/2025(2)

     414,708  
440,000   

4.00%, 02/15/2028(2)

     462,154  
4,095,000   

SS&C Technologies, Inc.
5.50%, 09/30/2027(2)

     4,397,006  
1,293,000   

Western Digital Corp.
4.75%, 02/15/2026(6)

     1,404,676  
     

 

 

 
        239,510,238  
     

 

 

 
   Telecommunications - 3.0%

 

EUR 1,330,000   

Altice France Holding S.A.
8.00%, 05/15/2027(2)

     1,683,761  
  

Altice France S.A.

 

$660,000   

5.50%, 01/15/2028(2)

     693,825  
4,020,000   

7.38%, 05/01/2026(2)

     4,287,933  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          4,075,000   

8.13%, 02/01/2027(2)

   $         4,548,922  
  

AT&T, Inc.

 

6,585,000   

2.30%, 06/01/2027

     6,974,412  
11,880,000   

3.50%, 06/01/2041

     12,895,862  
15,175,000   

3.60%, 07/15/2025

     17,083,535  
5,295,000   

3.65%, 06/01/2051

     5,806,993  
3,535,000   

3.85%, 06/01/2060

     3,920,363  
5,545,000   

3.88%, 01/15/2026

     6,313,261  
24,005,000   

4.10%, 02/15/2028

     28,124,638  
3,335,000   

4.13%, 02/17/2026

     3,840,772  
9,485,000   

4.25%, 03/01/2027

     11,106,076  
10,395,000   

4.30%, 02/15/2030

     12,486,643  
1,045,000   

4.30%, 12/15/2042

     1,237,489  
870,000   

4.35%, 03/01/2029

     1,039,520  
3,490,000   

4.35%, 06/15/2045

     4,131,812  
905,000   

4.50%, 05/15/2035

     1,086,375  
11,434,000   

4.50%, 03/09/2048

     14,004,012  
3,905,000   

4.55%, 03/09/2049

     4,784,189  
14,820,000   

4.85%, 03/01/2039

     18,508,384  
315,000   

5.15%, 03/15/2042

     401,274  
6,545,000   

5.35%, 12/15/2043

     8,317,404  
1,085,000   

Bharti Airtel International Netherlands B.V.
5.35%, 05/20/2024(3)

     1,169,203  
1,270,000   

Bharti Airtel Ltd.
4.38%, 06/10/2025(3)

     1,344,714  
4,190,000   

CenturyLink, Inc.
4.00%, 02/15/2027(2)

     4,376,204  
500,000   

Connect Finco SARL / Connect US Finco LLC
6.75%, 10/01/2026(2)

     512,650  
1,835,000   

Embarq Corp.
8.00%, 06/01/2036

     2,150,620  
  

Frontier Communications Corp.

 

1,955,000   

6.88%, 01/15/2025

     606,050  
1,190,000   

10.50%, 09/15/2022

     413,525  
600,000   

Intelsat Jackson Holdings S.A.
9.75%, 07/15/2025(2)

     399,000  
670,000   

Millicom International Cellular S.A.
6.25%, 03/25/2029(2)

     737,503  
905,000   

MTN Mauritius Investments Ltd.
5.37%, 02/13/2022(3)

     924,639  
945,000   

Network i2i Ltd.
5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 year USD
CMT + 4.274% thereafter)(3)(4)(5)

     932,006  
200,000   

Ooredoo International Finance Ltd.
3.88%, 01/31/2028(3)

     227,665  
1,405,000   

Oztel Holdings SPC Ltd.
5.63%, 10/24/2023(3)

     1,397,792  
  

Sprint Corp.

 

3,253,000   

7.13%, 06/15/2024

     3,794,787  
2,602,000   

7.88%, 09/15/2023

     3,018,320  
12,555,000   

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

     14,697,887  
  

T-Mobile USA, Inc.

 

405,000   

3.50%, 04/15/2025(2)

     446,614  
15,175,000   

3.88%, 04/15/2030(2)

     17,379,169  
13,135,000   

4.38%, 04/15/2040(2)

     16,036,653  
6,365,000   

4.50%, 04/15/2050(2)

     7,945,748  
1,015,000   

Telecom Argentina S.A.
8.00%, 07/18/2026(3)

     959,073  
670,000   

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

     880,045  
960,000   

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

     1,072,781  
500,000   

Telefonica Celular del Paraguay S.A.
5.88%, 04/15/2027(2)

     529,105  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Telefonica Emisiones S.A.

 

$          1,150,000   

4.57%, 04/27/2023

   $ 1,266,532  
4,465,000   

4.67%, 03/06/2038

     5,467,900  
6,145,000   

4.90%, 03/06/2048

     7,629,893  
12,290,000   

5.21%, 03/08/2047

     15,831,724  
1,385,000   

Tower Bersama Infrastructure Tbk PT
4.25%, 01/21/2025(3)

     1,385,692  
260,000   

Turkcell Iletisim Hizmetleri AS
5.75%, 10/15/2025(2)

     260,000  
400,000   

VEON Holdings B.V.
4.00%, 04/09/2025(3)

     414,100  
  

Verizon Communications, Inc.

 

9,585,000   

4.13%, 08/15/2046

     12,461,752  
17,585,000   

4.50%, 08/10/2033

     22,907,802  
6,063,000   

4.52%, 09/15/2048

     8,415,002  
3,370,000   

4.67%, 03/15/2055

     4,945,670  
4,790,000   

4.81%, 03/15/2039

     6,557,595  
2,945,000   

5.01%, 08/21/2054

     4,572,062  
9,155,000   

5.25%, 03/16/2037

     12,917,599  
  

Vodafone Group plc

 

20,015,000   

3.75%, 01/16/2024

     21,978,063  
6,500,000   

4.13%, 05/30/2025

     7,432,925  
5,785,000   

4.25%, 09/17/2050

     7,097,489  
6,355,000   

5.25%, 05/30/2048

     8,688,935  
1,960,000   

VTR Comunicaciones S.p.A.
5.13%, 01/15/2028(2)

     2,082,500  
     

 

 

 
                407,542,443  
     

 

 

 
   Toys/Games/Hobbies - 0.0%

 

885,000   

Hasbro, Inc.
3.55%, 11/19/2026

     937,466  
  

Mattel, Inc.

 

1,040,000   

5.88%, 12/15/2027(2)

     1,128,597  
2,570,000   

6.75%, 12/31/2025(2)

     2,752,650  
     

 

 

 
        4,818,713  
     

 

 

 
   Transportation - 0.9%

 

  

Burlington Northern Santa Fe LLC

 

2,020,000   

3.05%, 02/15/2051

     2,359,630  
8,215,000   

4.55%, 09/01/2044

     11,431,026  
  

CSX Corp.

 

3,165,000   

3.35%, 09/15/2049

     3,691,790  
1,000,000   

4.50%, 03/15/2049

     1,377,432  
1,000,000   

4.75%, 05/30/2042

     1,344,451  
565,000   

6.00%, 10/01/2036

     809,407  
  

FedEx Corp.

 

4,925,000   

3.80%, 05/15/2025

     5,565,131  
14,865,000   

4.05%, 02/15/2048

     16,952,860  
5,750,000   

4.25%, 05/15/2030

     6,899,841  
4,730,000   

5.25%, 05/15/2050

     6,336,514  
600,000   

Lima Metro Line 2 Finance Ltd.
4.35%, 04/05/2036(2)

     662,400  
3,734,000   

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

     5,050,181  
  

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

 

4,520,000   

3.45%, 07/01/2024(2)

     4,923,903  
9,895,000   

4.88%, 07/11/2022(2)

     10,634,340  
  

Rumo Luxembourg S.a.r.l.

 

465,000   

5.25%, 01/10/2028(2)

     480,746  
566,000   

5.88%, 01/18/2025(2)

     594,181  
800,000   

5.88%, 01/18/2025(3)

     839,832  
320,000   

7.38%, 02/09/2024(3)

     337,120  
  

Russian Railways Via RZD Capital plc

 

200,000   

4.38%, 03/01/2024(3)

     214,575  
675,000   

5.70%, 04/05/2022(3)

     717,004  
  

Union Pacific Corp.

 

4,455,000   

3.25%, 02/05/2050

     5,256,694  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        5,797,000   

3.55%, 08/15/2039

   $ 6,937,294  
10,385,000   

3.84%, 03/20/2060

     13,241,455  
6,203,000   

4.38%, 09/10/2038

     8,032,846  
7,475,000   

4.38%, 11/15/2065

     10,127,293  
     

 

 

 
     124,817,946  
     

 

 

 
   Trucking & Leasing - 0.0%

 

  

Avolon Holdings Funding Ltd.

 

690,000   

3.95%, 07/01/2024(2)

     627,971  
285,000   

4.38%, 05/01/2026(2)

     252,142  
1,895,000   

5.25%, 05/15/2024(2)

     1,768,683  
200,000   

Fly Leasing Ltd.
6.38%, 10/15/2021

     185,500  
     

 

 

 
     2,834,296  
     

 

 

 
   Water - 0.1%

 

390,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(3)

     403,537  
  

American Water Capital Corp.

 

3,760,000   

2.80%, 05/01/2030

     4,239,484  
3,365,000   

3.45%, 05/01/2050

     4,157,340  
1,195,000   

3.75%, 09/01/2047

     1,500,600  
     

 

 

 
     10,300,961  
     

 

 

 
  

Total Corporate Bonds
(cost $5,872,921,672)

   $         6,580,917,191  
     

 

 

 

Foreign Government Obligations - 4.0%

  
   Argentina - 0.3%

 

  

Argentine Republic Government International Bond

 

EUR           546,000   

3.38%, 01/15/2023(11)

     269,433  
$      17,750,000   

3.75%, 12/31/2038

     7,401,750  
5,345,000   

4.63%, 01/11/2023

     2,359,871  
EUR        6,995,000   

5.25%, 01/15/2028(3)

     3,223,396  
$1,055,000   

5.63%, 01/26/2022

     465,783  
4,715,000   

5.88%, 01/11/2028

     1,980,300  
375,000   

6.63%, 07/06/2028

     157,313  
600,000   

6.88%, 04/22/2021(11)

     269,400  
23,735,000   

6.88%, 01/26/2027

     10,028,037  
7,045,000   

6.88%, 01/11/2048

     2,923,675  
1,440,000   

7.13%, 07/06/2036

     612,000  
10,190,000   

7.50%, 04/22/2026

     4,381,700  
EUR        1,527,475   

7.82%, 12/31/2033

     844,947  
$        2,986,341   

8.28%, 12/31/2033

     1,502,129  
  

Provincia de Cordoba

 

425,000   

7.13%, 06/10/2021(2)

     286,960  
1,630,000   

7.13%, 08/01/2027(3)

     1,026,916  
1,675,000   

7.45%, 09/01/2024(3)

     1,085,902  
     

 

 

 
     38,819,512  
     

 

 

 
   Armenia - 0.0%

 

  

Republic of Armenia International Bond

 

1,340,000   

3.95%, 09/26/2029(3)

     1,323,679  
715,000   

7.15%, 03/26/2025(3)

     812,826  
     

 

 

 
     2,136,505  
     

 

 

 
   Azerbaijan - 0.1%

 

  

Republic of Azerbaijan International Bond

 

681,000   

3.50%, 09/01/2032(2)

     677,731  
2,970,000   

3.50%, 09/01/2032(3)

     2,955,744  
565,000   

5.13%, 09/01/2029(3)

     603,917  
  

Southern Gas Corridor CJSC

 

1,394,000   

6.88%, 03/24/2026(2)

     1,640,181  
3,210,000   

6.88%, 03/24/2026(3)

     3,776,886  
     

 

 

 
     9,654,459  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  Bermuda - 0.0%

 

$        1,525,000  

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

   $ 1,794,162  
    

 

 

 
  Brazil - 0.1%

 

 

Brazilian Government International Bond

 

375,000  

2.88%, 06/06/2025

     379,879  
4,295,000  

3.88%, 06/12/2030

     4,376,648  
3,235,000  

4.75%, 01/14/2050

     3,344,181  
9,014,000  

5.00%, 01/27/2045

     9,552,677  
1,520,000  

5.63%, 02/21/2047

     1,736,600  
    

 

 

 
       19,389,985  
    

 

 

 
  Colombia - 0.3%

 

 

Colombia Government International Bond

 

9,260,000  

3.00%, 01/30/2030

     9,533,170  
3,660,000  

3.13%, 04/15/2031

     3,789,967  
2,225,000  

3.88%, 04/25/2027

     2,416,350  
2,260,000  

4.13%, 05/15/2051

     2,514,250  
2,120,000  

4.50%, 03/15/2029

     2,406,200  
13,880,000  

5.00%, 06/15/2045

     17,107,100  
    

 

 

 
       37,767,037  
    

 

 

 
  Croatia - 0.1%

 

 

Croatia Government International Bond

 

  EUR        5,075,000  

1.13%, 06/19/2029(3)

     6,127,552  
1,890,000  

2.70%, 06/15/2028(3)

     2,560,276  
182,000  

2.75%, 01/27/2030(3)

     249,724  
2,735,000  

3.00%, 03/20/2027(3)

     3,704,949  
$        2,037,000  

6.00%, 01/26/2024(3)

     2,362,920  
2,205,000  

6.38%, 03/24/2021(3)

     2,282,175  
    

 

 

 
               17,287,596  
    

 

 

 
  Dominican Republic - 0.0%

 

 

Dominican Republic International Bond

 

300,000  

4.50%, 01/30/2030(3)

     290,550  
755,000  

5.95%, 01/25/2027(3)

     801,055  
1,334,000  

6.00%, 07/19/2028(3)

     1,417,375  
410,000  

6.40%, 06/05/2049(2)

     414,100  
450,000  

6.40%, 06/05/2049(3)

     454,500  
    

 

 

 
       3,377,580  
    

 

 

 
  Ecuador - 0.0%

 

 

Ecuador Government International Bond

 

200,000  

7.88%, 01/23/2028(3)

     100,000  
710,000  

8.88%, 10/23/2027(3)

     360,325  
485,000  

9.50%, 03/27/2030(2)

     250,987  
    

 

 

 
       711,312  
    

 

 

 
  Egypt - 0.0%

 

 

Egypt Government International Bond

 

  EUR          250,000  

5.63%, 04/16/2030(2)

     265,115  
240,000  

5.63%, 04/16/2030(3)

     254,511  
145,000  

6.38%, 04/11/2031(3)

     158,063  
$           335,000  

6.88%, 04/30/2040(3)

     306,826  
1,060,000  

7.63%, 05/29/2032(2)

     1,036,362  
900,000  

7.90%, 02/21/2048(3)

     827,379  
680,000  

8.70%, 03/01/2049(3)

     672,618  
    

 

 

 
       3,520,874  
    

 

 

 
  Ethiopia - 0.0%

 

2,323,000  

Ethiopia International Bond
6.63%, 12/11/2024(3)

     2,300,746  
    

 

 

 
  Gabon - 0.0%

 

 

Gabon Government International Bond

 

638,480  

6.38%, 12/12/2024(3)

     625,710  
515,000  

6.63%, 02/06/2031(2)

     488,790  
750,000  

6.63%, 02/06/2031(3)

     711,830  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$         1,955,000  

6.95%, 06/16/2025(3)

   $ 1,916,141  
    

 

 

 
     3,742,471  
    

 

 

 
  Ghana - 0.0%

 

 

Ghana Government International Bond

 

1,536,000  

7.63%, 05/16/2029(3)

     1,429,248  
275,000  

7.88%, 02/11/2035(2)

     243,485  
200,000  

7.88%, 02/11/2035(3)

     177,080  
265,000  

8.13%, 03/26/2032(3)

     247,563  
390,000  

8.63%, 06/16/2049(3)

     345,150  
    

 

 

 
     2,442,526  
    

 

 

 
  Guatemala - 0.0%

 

 

Guatemala Government Bond

 

440,000  

5.38%, 04/24/2032(2)

     503,800  
665,000  

6.13%, 06/01/2050(2)

     809,970  
    

 

 

 
     1,313,770  
    

 

 

 
  Honduras - 0.0%

 

1,225,000  

Honduras Government International Bond
5.63%, 06/24/2030(2)

     1,289,312  
    

 

 

 
  Hungary - 0.2%

 

 

Hungary Government International Bond

 

  EUR        7,835,000  

1.63%, 04/28/2032(3)

     9,718,504  
$         5,544,000  

5.38%, 02/21/2023

     6,127,229  
3,278,000  

5.75%, 11/22/2023

     3,765,602  
    

 

 

 
     19,611,335  
    

 

 

 
  Indonesia - 0.4%

 

 

Indonesia Government International Bond

 

1,365,000  

3.38%, 04/15/2023(3)

     1,434,329  
910,000  

3.85%, 07/18/2027(3)

     1,017,972  
745,000  

4.35%, 01/11/2048

     893,496  
2,600,000  

4.45%, 04/15/2070

     3,240,037  
4,715,000  

4.63%, 04/15/2043(3)

     5,787,288  
4,442,000  

4.75%, 01/08/2026(3)

     5,134,330  
1,325,000  

4.75%, 02/11/2029

     1,592,333  
980,000  

4.75%, 07/18/2047(3)

     1,238,840  
10,129,000  

5.13%, 01/15/2045(3)

             13,270,822  
2,141,000  

5.25%, 01/08/2047(3)

     2,875,618  
 

Perusahaan Penerbit SBSN Indonesia III

 

5,100,000  

4.15%, 03/29/2027(3)

     5,699,250  
886,000  

4.15%, 03/29/2027(2)

     990,105  
3,415,000  

4.33%, 05/28/2025(3)

     3,824,800  
    

 

 

 
     46,999,220  
    

 

 

 
  Ivory Coast - 0.0%

 

 

Ivory Coast Government International Bond

 

  EUR           356,000  

5.25%, 03/22/2030(2)

     386,977  
250,000  

5.25%, 03/22/2030(3)

     271,753  
295,000  

6.63%, 03/22/2048(3)

     307,429  
570,000  

6.88%, 10/17/2040(3)

     622,948  
    

 

 

 
     1,589,107  
    

 

 

 
  Jordan - 0.1%

 

 

Jordan Government International Bond

 

$         1,235,000  

4.95%, 07/07/2025(2)

     1,232,712  
1,400,000  

5.75%, 01/31/2027(3)

     1,418,072  
1,235,000  

5.85%, 07/07/2030(2)

     1,234,742  
2,425,000  

6.13%, 01/29/2026(3)

     2,519,856  
1,897,000  

7.38%, 10/10/2047(3)

     1,980,914  
    

 

 

 
     8,386,296  
    

 

 

 
  Kenya - 0.0%

 

 

Kenya Government International Bond

 

1,620,000  

6.88%, 06/24/2024(3)

     1,643,522  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          750,000  

7.00%, 05/22/2027(3)

   $ 737,813  
    

 

 

 
     2,381,335  
    

 

 

 
  Macedonia - 0.1%

 

EUR      3,465,000  

Former Yugoslav Republic of Macedonia
3.98%, 07/24/2021(3)

     4,168,129  
 

North Macedonia Government International Bond

 

200,000  

2.75%, 01/18/2025(3)

     240,188  
2,045,000  

3.68%, 06/03/2026(2)

     2,550,384  
    

 

 

 
     6,958,701  
    

 

 

 
  Mexico - 0.5%

 

 

Mexico Government International Bond

 

$       1,775,000  

3.25%, 04/16/2030

     1,816,713  
870,000  

3.90%, 04/27/2025

     942,149  
200,000  

4.35%, 01/15/2047

     215,700  
2,400,000  

4.50%, 04/22/2029

     2,692,800  
30,583,000  

4.50%, 01/31/2050

     33,977,713  
577,000  

4.60%, 01/23/2046

     643,355  
9,120,000  

4.75%, 04/27/2032

     10,451,520  
72,000  

4.75%, 03/08/2044

     81,792  
16,590,000  

5.00%, 04/27/2051

     19,410,300  
    

 

 

 
     70,232,042  
    

 

 

 
  Mongolia - 0.0%

 

2,165,000  

Mongolia Government International Bond
5.13%, 12/05/2022(3)

     2,170,495  
    

 

 

 
  Morocco - 0.0%

 

 

Morocco Government International Bond

 

EUR      1,920,000  

1.50%, 11/27/2031(3)

     2,169,005  
$       1,605,000  

4.25%, 12/11/2022(3)

     1,684,704  
570,000  

5.50%, 12/11/2042(3)

     718,542  
    

 

 

 
     4,572,251  
    

 

 

 
  Pakistan - 0.0%

 

 

Pakistan Government International Bond

 

400,000  

6.88%, 12/05/2027(3)

     392,640  
200,000  

8.25%, 04/15/2024(3)

     209,754  
400,000  

8.25%, 09/30/2025(3)

     421,000  
    

 

 

 
     1,023,394  
    

 

 

 
  Panama - 0.2%

 

 

Panama Government International Bond

 

2,500,000  

3.16%, 01/23/2030

     2,800,000  
3,165,000  

3.75%, 03/16/2025

     3,489,413  
2,695,000  

4.30%, 04/29/2053

     3,516,975  
2,175,000  

4.50%, 04/16/2050

     2,879,156  
6,150,000  

4.50%, 04/01/2056

     8,302,500  
1,180,000  

7.13%, 01/29/2026

     1,511,875  
4,365,000  

Panama Notas del Tesoro
3.75%, 04/17/2026(2)

     4,618,606  
    

 

 

 
             27,118,525  
    

 

 

 
  Paraguay - 0.1%

 

 

Paraguay Government International Bond

 

1,240,000  

4.63%, 01/25/2023(3)

     1,329,900  
410,000  

4.70%, 03/27/2027(3)

     469,450  
855,000  

5.00%, 04/15/2026(3)

     983,250  
565,000  

5.40%, 03/30/2050(3)

     720,375  
380,000  

5.60%, 03/13/2048(2)

     489,250  
1,205,000  

5.60%, 03/13/2048(3)

     1,551,437  
945,000  

6.10%, 08/11/2044(3)

     1,273,388  
    

 

 

 
     6,817,050  
    

 

 

 
  Philippines - 0.1%

 

 

Philippine Government International Bond

 

1,280,000  

3.70%, 03/01/2041

     1,546,577  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        8,170,000   

3.95%, 01/20/2040

   $ 10,095,469  
     

 

 

 
     11,642,046  
     

 

 

 
   Qatar - 0.1%

 

6,110,000   

Qatar Government International Bond
3.75%, 04/16/2030(2)

     7,179,983  
     

 

 

 
   Romania - 0.1%

 

  

Romanian Government International Bond

 

EUR           765,000   

2.00%, 12/08/2026(3)

     923,032  
445,000   

2.00%, 01/28/2032(2)

     499,944  
1,755,000   

2.12%, 07/16/2031(3)

     2,016,861  
2,235,000   

2.12%, 07/16/2031(2)

     2,568,481  
1,830,000   

3.38%, 02/08/2038(3)

     2,250,455  
1,150,000   

3.62%, 05/26/2030(2)

     1,497,564  
3,282,000   

3.88%, 10/29/2035(3)

     4,282,004  
$           696,000   

4.00%, 02/14/2051(2)(6)

     729,302  
     

 

 

 
             14,767,643  
     

 

 

 
   Russia - 0.4%

 

  

Russian Federal Bond - OFZ

 

RUB      29,740,000   

6.90%, 05/23/2029

     431,755  
78,180,000   

7.65%, 04/10/2030

     1,190,839  
65,100,000   

7.70%, 03/23/2033

     1,003,463  
175,030,000   

7.95%, 10/07/2026

     2,698,321  
10,380,000   

8.50%, 09/17/2031

     169,211  
   Russian Foreign Bond - Eurobond

 

$        8,600,000   

4.25%, 06/23/2027(3)

     9,692,028  
1,000,000   

4.25%, 06/23/2027(2)

     1,126,980  
3,400,000   

4.38%, 03/21/2029(2)

     3,897,250  
5,200,000   

4.38%, 03/21/2029(3)

     5,960,500  
1,600,000   

4.75%, 05/27/2026(3)

     1,846,480  
6,400,000   

5.10%, 03/28/2035(3)

     7,995,904  
7,400,000   

5.25%, 06/23/2047(3)

     10,098,040  
1,200,000   

5.63%, 04/04/2042(3)

     1,640,748  
     

 

 

 
     47,751,519  
     

 

 

 
   Saudi Arabia - 0.0%

 

2,415,000   

Saudi Government International Bond
2.90%, 10/22/2025(2)

     2,584,678  
     

 

 

 
   Senegal - 0.0%

 

  

Senegal Government International Bond

 

965,000   

6.25%, 05/23/2033(3)

     956,749  
2,375,000   

6.75%, 03/13/2048(3)

     2,256,345  
973,000   

6.75%, 03/13/2048(2)

     924,389  
1,460,000   

8.75%, 05/13/2021(3)

     1,503,023  
     

 

 

 
     5,640,506  
     

 

 

 
   Serbia - 0.0%

 

  

Serbia International Bond

 

EUR           586,000   

1.50%, 06/26/2029(2)

     659,217  
1,080,000   

1.50%, 06/26/2029(3)

     1,214,938  
2,266,000   

3.13%, 05/15/2027(2)

     2,839,400  
     

 

 

 
     4,713,555  
     

 

 

 
   South Africa - 0.1%

 

$        8,595,000   

Republic of South Africa Government International Bond
5.75%, 09/30/2049

     7,634,251  
     

 

 

 
   Supranational - 0.0%

 

  

International Finance Corp.

 

MXN      154,000,000   

0.00%, 02/22/2038(9)

     2,214,334  
IDR 25,000,000,000   

8.00%, 10/09/2023

     1,761,644  
     

 

 

 
     3,975,978  
     

 

 

 
   Tunisia - 0.0%

 

  

Banque Centrale de Tunisie International Bond

 

EUR          100,000   

5.63%, 02/17/2024(3)

     107,418  
$        1,670,000   

5.75%, 01/30/2025(3)

     1,532,208  

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       658,000   

6.38%, 07/15/2026(3)

   $ 693,165  
100,000   

6.75%, 10/31/2023(3)

     110,713  
     

 

 

 
     2,443,504  
     

 

 

 
   Turkey - 0.4%

 

  

Turkey Government International Bond

 

$      450,000   

3.25%, 03/23/2023

     416,250  
12,060,000   

4.88%, 10/09/2026

     10,726,646  
8,600,000   

4.88%, 04/16/2043

     6,497,472  
8,750,000   

5.13%, 02/17/2028

     7,728,875  
14,505,000   

5.75%, 05/11/2047

     11,478,677  
5,775,000   

6.00%, 03/25/2027

     5,425,613  
9,855,000   

6.00%, 01/14/2041

     8,204,287  
     

 

 

 
     50,477,820  
     

 

 

 
   Ukraine - 0.2%

 

  

Ukraine Government International Bond

 

3,540,000   

7.25%, 03/15/2033(2)

     3,416,100  
6,955,000   

7.38%, 09/25/2032(3)

     6,822,994  
4,500,000   

7.75%, 09/01/2022(3)

     4,677,318  
620,000   

7.75%, 09/01/2026(2)

     633,987  
1,250,000   

7.75%, 09/01/2026(3)

     1,278,200  
7,300,000   

7.75%, 09/01/2027(3)

     7,455,125  
2,485,000   

8.99%, 02/01/2024(3)

     2,673,612  
695,000   

9.75%, 11/01/2028(3)

     774,647  
     

 

 

 
     27,731,983  
     

 

 

 
   United Arab Emirates - 0.1%

 

  

Abu Dhabi Government International Bond

 

545,000   

2.13%, 09/30/2024(2)

     570,195  
8,680,000   

3.13%, 04/16/2030(2)

     9,775,676  
585,000   

3.13%, 04/16/2030(3)

     658,845  
225,000   

3.13%, 09/30/2049(3)

     251,910  
875,000   

3.88%, 04/16/2050(2)

     1,107,960  
800,000   

4.13%, 10/11/2047(3)

     1,044,443  
     

 

 

 
     13,409,029  
     

 

 

 
   Venezuela - 0.0%

 

  

Venezuela Government International Bond

 

345,000   

6.00%, 12/09/2020

     23,633  
1,015,000   

7.00%, 12/01/2018

     69,528  
3,170,000   

7.00%, 03/31/2038

     217,145  
4,085,000   

7.65%, 04/21/2025

     279,823  
4,765,000   

7.75%, 10/13/2019

     326,402  
11,205,000   

8.25%, 10/13/2024

     767,542  
11,937,200   

9.00%, 05/07/2023

     817,698  
12,825,000   

9.25%, 05/07/2028

     878,512  
     

 

 

 
     3,380,283  
     

 

 

 
  

Total Foreign Government Obligations
(cost $555,269,053)

   $         546,740,376  
     

 

 

 

Municipal Bonds - 0.2%

  
   General Obligation - 0.0%

 

910,000   

California State, GO Taxable
7.55%, 04/01/2039(6)

     1,652,260  
850,000   

State of Connecticut, GO
3.00%, 07/01/2021

     867,714  
     

 

 

 
     2,519,974  
     

 

 

 
   Higher Education - 0.1%

 

12,000,000   

Rutgers The State University of New Jersey
3.92%, 05/01/2119

     15,893,040  
5,660,000   

University of California
1.32%, 05/15/2027

     5,752,881  
     

 

 

 
     21,645,921  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Transportation - 0.1%

 

$        5,015,000   

New York State Thruway Auth Rev
2.90%, 01/01/2035

   $ 5,469,660  
1,510,000   

Port Auth of New York & New Jersey
4.46%, 10/01/2062(6)

     2,093,977  
     

 

 

 
        7,563,637  
     

 

 

 
  

Total Municipal Bonds
(cost $26,473,285)

   $ 31,729,532  
     

 

 

 

Senior Floating Rate Interests - 0.1%(12)

  
   Auto Parts & Equipment - 0.0%

 

1,583,038   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     1,543,129  
     

 

 

 
   Commercial Services - 0.1%

 

4,448,850   

Dun & Bradstreet Corp.
3.92%, 02/08/2026, 1 mo. USD LIBOR + 3.750%

     4,421,979  
     

 

 

 
   Food - 0.0%

 

125,000   

Froneri International Ltd.
5.91%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

     120,625  
     

 

 

 
   Household Products - 0.0%

 

838,500   

Diamond (BC) B.V.
3.16%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

     789,448  
     

 

 

 
   Insurance - 0.0%

 

2,765,918   

Asurion LLC
3.16%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     2,718,372  
1,670,900   

Hub International Ltd.
3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     1,620,539  
     

 

 

 
        4,338,911  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $11,330,729)

   $ 11,214,092  
     

 

 

 

U.S. Government Securities - 0.4%

  
   U.S. Treasury Bonds - 0.2%

 

$        7,090,000   

4.25%, 11/15/2040(13)

   $ 11,399,668  
7,845,000   

4.38%, 02/15/2038(14)

     12,468,340  
  

U.S. Treasury Notes - 0.2%

 

19,015,000   

0.13%, 07/15/2023

     19,017,971  
5,000,000   

1.38%, 10/31/2020

     5,015,167  
2,105,000   

1.50%, 10/31/2024

     2,222,337  
1,500,000   

2.38%, 03/15/2022(14)

     1,554,199  
     

 

 

 
        27,809,674  
     

 

 

 
  

Total U.S. Government Securities
(cost $45,399,154)

   $       51,677,682  
     

 

 

 

Convertible Bonds - 0.2%

  
   Commercial Services - 0.0%

 

1,525,000   

Square, Inc.
0.13%, 03/01/2025(2)

     2,020,973  
     

 

 

 
   Engineering & Construction - 0.0%

 

EUR          900,000   

Cellnex Telecom S.A.
1.50%, 01/16/2026(3)

     1,917,365  
     

 

 

 
   Healthcare-Products - 0.1%

 

$        1,105,000   

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025(2)

     1,026,226  
2,350,000   

NuVasive, Inc.
0.38%, 03/15/2025(2)

     2,192,968  
     

 

 

 
        3,219,194  
     

 

 

 
   Lodging - 0.0%

 

520,000   

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

     791,772  
     

 

 

 
   Media - 0.0%

 

2,130,000   

Scripps Escrow, Inc.
5.88%, 07/15/2027(2)

     2,140,650  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Oil & Gas - 0.0%

 

$        1,825,000   

Pioneer Natural Resources Co.
0.25%, 05/15/2025(2)

   $ 2,157,150  
     

 

 

 
   Semiconductors - 0.0%

 

980,000   

Microchip Technology, Inc.
2.25%, 02/15/2037

     1,396,500  
     

 

 

 
   Software - 0.1%

 

  

Splunk, Inc.

 

630,000   

1.13%, 09/15/2025

     976,100  
873,000   

1.13%, 06/15/2027(2)

     988,056  
2,226,000   

Western Digital Corp.
1.50%, 02/01/2024

     2,150,433  
2,255,000   

Workday, Inc.
0.25%, 10/01/2022

     3,032,148  
     

 

 

 
        7,146,737  
     

 

 

 
  

Total Convertible Bonds
(cost $19,331,463)

   $ 20,790,341  
     

 

 

 

Escrows - 0.0%(15)

  
   Telecommunication Services - 0.0%

 

3,930,000   

Nexstar Broadcasting, Inc.*(2)

     4,206,279  
     

 

 

 
  

Total Escrows
(cost $4,030,934)

   $ 4,206,279  
     

 

 

 
  

Total Long-Term Investments
(cost $11,756,643,774)

   $         13,175,707,584  
     

 

 

 

Short-Term Investments - 3.0%

  
   Repurchase Agreements - 2.8%

 

379,970,752

  

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $1,139,918,905; collateralized by U.S. Treasury Note at 0.375%, maturing 07/15/2025, with a market value of $146,252,946, U.S. Treasury Note at 0.250%, maturing 07/31/2025, with a market value of $52,985,479 and U.S. Treasury Note at 2.750%, maturing 06/30/2025, with a market value of $188,331,841

     379,970,752  
     

 

 

 
   Securities Lending Collateral - 0.2%

 

1,524,937   

Citibank NA DDCA, 0.09%, 8/3/2020(16)

     1,524,937  
1,779,431   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(16)

     1,779,431  
27,194,372   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(16)

     27,194,372  
     

 

 

 
        30,498,740  
     

 

 

 
  

Total Short-Term Investments
(cost $410,469,492)

   $ 410,469,492  
     

 

 

 

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments
(cost $12,167,113,266)

     99.0%      $ 13,586,177,076  
  

Other Assets and Liabilities

     1.0%        140,846,302  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $         13,727,023,378  
     

 

 

    

 

 

 

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

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

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

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

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

 

*

Non-income producing.

(1)

Variable rate securities; the rate reported is the coupon rate in effect at July 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 July 31, 2020, the aggregate value of these securities was $1,364,883,212, representing 9.9% of net assets.

(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 July 31, 2020, the aggregate value of these securities was $283,083,772, representing 2.1% of net assets.

(4)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(5)

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

(6)

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

(7)

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

(8)

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

(9)

Security is a zero-coupon bond.

(10)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,420,829 at July 31, 2020.

(11)

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

(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 July 31, 2020.

(13)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $9,309,460.

(14)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $11,200,855.

(15)

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

(16)

Current yield as of period end.

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2020

 

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

Long position contracts:

             

U.S. Treasury 5-Year Note Future

     4,275          09/30/20          $     539,184,375      $ 3,211,240  

U.S. Treasury Long Bond Future

     652          09/21/20            118,847,375        3,180,026  
             

 

 

 

        Total

 

   $       6,391,266  
             

 

 

 

Short position contracts:

             

Euro-BOBL Future

     15          09/08/20          $ 2,389,591      $ (19,311)  

Euro-BUND Future

     199          09/08/20            41,612,850        (730,118)  

Euro-BUXL 30-Year Bond Future

     10          09/08/20            2,648,504        (171,432)  

U.S. Treasury 2-Year Note Future

     44          09/30/20            9,723,313        (9,237)  

U.S. Treasury 10-Year Note Future

     3,762          09/21/20            526,973,906        (5,159,791)  

U.S. Treasury 10-Year Ultra Future

     589          09/21/20            93,798,250        (1,341,468)  

U.S. Treasury Ultra Long Term Bond Future

     268          09/21/20            61,020,250        (3,559,919)  
             

 

 

 

        Total

 

   $ (10,991,276)  
             

 

 

 
  
             

 

 

 

Total futures contracts

 

   $ (4,600,010)  
             

 

 

 

 

       OTC Credit Default Swap Contracts Outstanding at July 31, 2020       
    Reference Entity  

Counter-

party

    

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums
Received

    Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

                    

    Sell protection:

                         

    CDX.NA.HY.33.V1

    GSC        USD       1,515,000        5.00%       12/20/24        Quarterly      $      $ (16,236   $ 149,510      $ 165,746  

    CDX.NA.HY.33.V1

    GSC        USD       130,000        5.00%       12/20/24        Quarterly               (1,393     12,829        14,222  

    CDX.NA.HY.33.V1

    GSC        USD       3,495,000        5.00%       06/20/25        Quarterly        287,692              327,626        39,934  

    CDX.NA.HY.33.V1

    GSC        USD       3,495,000        5.00%       06/20/25        Quarterly        287,692              327,626        39,934  

    CDX.NA.HY.33.V1

    GSC        USD       1,730,000        5.00%       06/20/25        Quarterly        122,839              162,172        39,333  
                 

 

 

    

 

 

   

 

 

    

 

 

 

        Total

                  $ 698,223      $ (17,629   $ 979,763      $ 299,169  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Credit default swaps on single-name issues:

 

                  

    Buy protection:

                         

    Deutsche Bank AG

    MSC        EUR       5,400,000        (1.00%)       06/20/24        Quarterly      $ 200,731      $     $ 118,399      $ (82,332

    Deutsche Bank AG

    CBK        EUR       9,000,000        (1.00%)       06/20/24        Quarterly        341,881              197,331        (144,550

    Deutsche Bank AG

    HSBC        EUR       5,600,000        (1.00%)       06/20/24        Quarterly        686,088              446,335        (239,753

    Realogy Group LLC

    JPM        USD       760,000        (5.00%)       12/20/24        Quarterly               (35,254     2,304        37,558  
                 

 

 

    

 

 

   

 

 

    

 

 

 

        Total

                  $ 1,228,700      $ (35,254   $ 764,369      $ (429,077
                 

 

 

    

 

 

   

 

 

    

 

 

 
                         
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total OTC credit default swap contracts

 

      $ 1,926,923      $ (52,883   $ 1,744,132      $ (129,908
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

(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 Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2020

 

   
        Reference Entity  

Notional

Amount (a)

   

(Pay)/Receive

Fixed Rate

   

Expiration

Date

   

Periodic

Payment

Frequency

    Cost Basis     Value    

Unrealized 

Appreciation/ 

(Depreciation) 

 

 

 

Credit default swaps on indices:

 

           

     Sell protection:

               

    CDX.NA.HY.33.V10

    USD       66,580,150       5.00%       12/20/24       Quarterly     $ 1,713,457     $ 2,166,613     $ 453,156  

    CDX.NA.HY.34.V7

    USD       9,884,100       5.00%       06/20/25       Quarterly       57,029       312,026       254,997  
           

 

 

   

 

 

   

 

 

 

        Total

            $    1,770,486     $    2,478,639     $     708,153  
           

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

           

     Buy protection:

               

    Republic of Turkey

    USD       1,025,000       (1.00%)       06/20/25       Quarterly     $ 195,684     $ 194,558     $ (1,126

    United Mexican States

    USD       12,955,000       (1.00%)       06/20/25       Quarterly       328,793       248,278       (80,515
           

 

 

   

 

 

   

 

 

 

        Total

            $ 524,477     $ 442,836     $ (81,641
           

 

 

   

 

 

   

 

 

 
               
           

 

 

   

 

 

   

 

 

 

        Total centrally cleared credit default swap  contracts

 

        $ 2,294,963     $ 2,921,475     $ 626,512  
           

 

 

   

 

 

   

 

 

 

 

(a)

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

 

                                                                           Foreign Currency Contracts Outstanding at July 31, 2020  
Amount and Description
of Currency to be
Purchased
     Amount and Description
of Currency to be
Sold
     Counterparty    Settlement
Date
  Appreciation       Depreciation    
  15,175,000        BRL        2,821,397        USD      GSC      09/02/20      $ 83,467      $  
  1,379,400,000        CLP        1,761,573        USD      HSBC      09/16/20       61,285         
  701,400,000        CLP        894,358        USD      CBK      09/16/20       32,533         
  6,297,829,000        COP        1,668,432        USD      GSC      09/16/20       12,620         
  3,280,100,000        COP        900,261        USD      BNP      09/16/20                          (24,718
  61,950,000        CZK        2,626,880        USD      GSC      09/16/20                 154,269         
  3,580,000        EUR        4,041,106        USD      JPM      09/16/20       180,221         
  1,577,000        EUR        1,789,200        USD      MSC      09/16/20       70,307         
  1,051,000        EUR        1,230,762        USD      BCLY      09/16/20       8,516         
  178,000        EUR        206,965        USD      BMO      09/16/20       2,923         
  331,000        EUR        391,764        USD      GSC      09/16/20              (1,468
  535,700,000        HUF        1,746,202        USD      MSC      09/16/20       85,482         
  288,600,000        HUF        930,350        USD      GSC      09/16/20       56,442         
  6,953,500,000        IDR        468,881        USD      BCLY      09/16/20       5,159         
  6,953,500,000        IDR        468,881        USD      JPM      09/16/20       5,159         
  123,790,000        INR        1,622,135        USD      BNP      09/16/20       24,863         
  69,740,000        INR        920,964        USD      BCLY      09/16/20       6,911         
  2,283,240,000        KRW        1,897,167        USD      HSBC      09/16/20       19,563         
  18,460,000        MXN        819,068        USD      SSG      09/17/20       5,267         
  6,775,000        PLN        1,719,496        USD      BNP      09/16/20       90,019         
  70,790,000        RUB        987,308        USD      JPM      09/16/20              (38,482
  3,655,000        SGD        2,625,417        USD      HSBC      09/16/20       34,917         
  30,080,000        THB        947,700        USD      BOA      09/16/20       16,811         
  53,170,000        THB        1,709,097        USD      JPM      09/16/20              (4,209
  935,019        USD        4,970,000        BRL      CBK      09/02/20              (16,360
  725,139        USD        590,300,000        CLP      HSBC      09/16/20              (54,934
  721,535        USD        2,716,400,000        COP      GSC      09/16/20              (3,541
  740,880        USD        17,670,000        CZK      GSC      09/16/20              (52,387
  16,047,185        USD        13,724,000        EUR      JPM      08/31/20              (129,577
  127,892        USD        110,000        EUR      ANZ      09/16/20              (1,814
  111,943        USD        99,000        EUR      HSBC      09/16/20              (4,792
  1,014,008        USD        881,000        EUR      GSC      09/16/20              (24,817
  735,803        USD        647,000        EUR      BNP      09/16/20              (27,102
  934,518        USD        829,000        EUR      CBK      09/16/20              (42,990
  1,027,384        USD        910,000        EUR      SSG      09/16/20              (45,635
  8,543,543        USD        7,476,000        EUR      MSC      09/16/20              (271,722
  52,957,574        USD        46,925,000        EUR      JPM      09/16/20              (2,373,658

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

  20,507        USD        16,000        GBP        TDB        08/28/20               (440
  746,434        USD        235,500,000        HUF        JPM        09/16/20               (58,796
  876,801        USD        12,718,000,000        IDR        GSC        09/16/20        9,779         
  668,066        USD        50,940,000        INR        HSBC        09/16/20               (9,680
  101,816        USD        2,304,000        MXN        HSBC        09/17/20               (1,070
  974,075        USD        22,480,000        MXN        SSG        09/17/20               (29,774
  748,048        USD        2,975,000        PLN        GSC        09/16/20               (46,537
  966,263        USD        3,800,000        PLN        BNP        09/16/20               (48,668
  3,945,260        USD        274,018,000        RUB        JPM        09/16/20        272,490         
  1,129,563        USD        78,900,000        RUB        BOA        09/16/20        72,036         
  733,022        USD        1,020,000        SGD        JPM        09/16/20      $      $ (9,397
  760,349        USD        23,510,000        THB        GSC        09/16/20        6,505         
 

        Total Foreign Currency Contracts

     $ 1,317,544      $ (3,322,568 )  

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank
Currency Abbreviations:      

BRL

   Brazilian Real

CLP

   Chilean Peso

COP

   Colombian Peso

CZK

   Czech Koruna

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

INR

   Indian Rupee

KRW

   South Korean Won

MXN

   Mexican Peso

PLN

   Polish Zloty

RUB

   Russian Ruble

SGD

   Singapore Dollar

THB

   Thai Baht

USD

   United States Dollar
Index Abbreviations:      

CDX.NA.HY

   Credit Derivatives North American High Yield

CMT

   Constant Maturity Treasury Index

MSCI

   Morgan Stanley Capital International
Other Abbreviations:      

ADR

   American Depositary Receipt

CJSC

   Closed Joint Stock Company

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

PIK

   Payment-in-kind

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust

SOFR

   Secured Overnight Financing Rate
Municipal Abbreviations:      

Auth

   Authority

GO

   General Obligation

Rev

   Revenue

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total     Level 1     Level 2     Level  3(1)  

Assets

 

Common Stocks

        

Automobiles & Components

   $ 40,547,571     $     $ 40,547,571     $                   —  

Banks

     469,553,509       469,553,509              

Capital Goods

     715,825,380       674,518,279       41,307,101        

Consumer Durables & Apparel

     57,891,276       57,891,276              

Consumer Services

     77,144,120       77,144,120              

Diversified Financials

     173,648,959       173,648,959              

Energy

     252,382,753       252,382,753              

Food, Beverage & Tobacco

     562,973,970       562,973,970              

Health Care Equipment & Services

     261,571,738       261,571,738              

Household & Personal Products

     201,641,169       201,641,169              

Insurance

     435,671,392       435,671,392              

Materials

     11,924,690       11,924,690              

Media & Entertainment

     184,903,062       184,903,062              

Pharmaceuticals, Biotechnology & Life Sciences

     789,741,136       658,152,670       131,588,466        

Real Estate

     186,730,672       186,730,672              

Retailing

     98,753,519       98,753,519              

Semiconductors & Semiconductor Equipment

     162,670,589       162,670,589              

Software & Services

     53,581,470       53,581,470              

Technology Hardware & Equipment

     318,517,695       318,517,695              

Telecommunication Services

     202,769,872       202,769,872              

Transportation

     123,775,887       123,775,887              

Utilities

     545,501,597       545,501,597              

Preferred Stocks

     710,065       710,065              

Corporate Bonds

     6,580,917,191             6,580,917,191        

Foreign Government Obligations

     546,740,376             546,740,376        

Municipal Bonds

     31,729,532             31,729,532        

Senior Floating Rate Interests

     11,214,092             11,214,092        

U.S. Government Securities

     51,677,682             51,677,682        

Convertible Bonds

     20,790,341             20,790,341        

Escrows

     4,206,279             4,206,279        

Short-Term Investments

     410,469,492       30,498,740       379,970,752        

Foreign Currency Contracts(2)

     1,317,544             1,317,544        

Futures Contracts(2)

     6,391,266       6,391,266              

Swaps - Credit Default(2)

     1,044,880             1,044,880        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 13,594,930,766     $ 5,751,878,959     $ 7,843,051,807     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (3,322,568   $     $ (3,322,568   $  

Futures Contracts(2)

     (10,991,276     (10,991,276            

Swaps - Credit Default(2)

     (548,276           (548,276      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (14,862,120   $ (10,991,276   $ (3,870,844   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 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

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 95.4%

 

   Automobiles & Components - 0.3%

 

$         7,214   

Tesla, Inc.*

   $       10,321,503  
110,586   

Thor Industries, Inc.

     12,605,698  
     

 

 

 
     22,927,201  
     

 

 

 
   Banks - 2.0%

 

2,106,767   

Bank of America Corp.

     52,416,363  
175,041   

M&T Bank Corp.

     18,545,594  
186,714   

PNC Financial Services Group, Inc.

     19,916,782  
484,410   

Western Alliance Bancorp

     17,414,540  
612,028   

Zions Bancorp N.A

     19,872,549  
     

 

 

 
     128,165,828  
     

 

 

 
   Capital Goods - 6.9%

 

157,818   

3M Co.

     23,746,874  
193,892   

Caterpillar, Inc.

     25,764,369  
688,505   

Colfax Corp.*

     20,021,725  
185,098   

Deere & Co.

     32,634,628  
374,087   

Emerson Electric Co.

     23,197,135  
191,413   

Fortive Corp.

     13,435,279  
198,479   

General Dynamics Corp.

     29,124,809  
456,116   

HD Supply Holdings, Inc.*

     16,009,672  
806,800   

HF Global, Inc.(1)(2)(3)

     12,126,204  
1,445,247   

Ingersoll Rand, Inc.*

     45,655,353  
825,369   

JELD-WEN Holding, Inc.*

     16,177,232  
419,637   

Johnson Controls International plc

     16,147,632  
556,665   

Kennametal, Inc.

     15,007,688  
35,588   

L3Harris Technologies, Inc.

     5,990,528  
151,832   

Lockheed Martin Corp.

     57,539,773  
134,622   

Northrop Grumman Corp.

     43,753,496  
314,270   

Raytheon Technologies Corp.

     17,812,824  
557,658   

SPX FLOW, Inc.*

     22,350,933  
149,998   

Trane Technologies plc

     16,780,276  
     

 

 

 
     453,276,430  
     

 

 

 
   Commercial & Professional Services - 1.8%

 

372,275   

Clean Harbors, Inc.*

     22,187,590  
455,311   

Copart, Inc.*

     42,457,751  
62,351   

CoStar Group, Inc.*

     52,983,386  
     

 

 

 
     117,628,727  
     

 

 

 
   Consumer Durables & Apparel - 2.9%

 

230,750   

Lennar Corp. Class A

     16,694,762  
679,705   

NIKE, Inc. Class B

     66,346,005  
310,277   

Peloton Interactive, Inc. Class A*

     21,167,097  
257,426   

Polaris, Inc.

     26,677,056  
819,377   

Steven Madden Ltd.

     17,354,405  
170,095   

Under Armour, Inc. Class A*

     1,789,399  
1,484,944   

Under Armour, Inc. Class C*

     14,092,119  
399,205   

VF Corp.

     24,096,014  
     

 

 

 
     188,216,857  
     

 

 

 
   Consumer Services - 4.0%

 

847,190   

Aramark

     17,892,653  
1,747,946   

DraftKings, Inc.(2)(3)

     57,035,478  
2,126   

DraftKings, Inc. Class A*

     70,955  
561,500   

Las Vegas Sands Corp.

     24,503,860  
540,005   

McDonald’s Corp.

     104,912,171  
77,093   

Vail Resorts, Inc.

     14,804,169  
476,709   

Wyndham Hotels & Resorts, Inc.

     21,051,469  
210,435   

Yum! Brands, Inc.

     19,160,107  
     

 

 

 
     259,430,862  
     

 

 

 
   Diversified Financials - 2.1%

 

855,872   

American Express Co.

     79,869,975  
623,791   

Bank of New York Mellon Corp.

     22,362,907  

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        256,720   

Blackstone Group, Inc. Class A

   $       13,678,042  
413,629   

Voya Financial, Inc.

     20,433,273  
     

 

 

 
        136,344,197  
     

 

 

 
   Energy - 0.6%

 

479,546   

Diamondback Energy, Inc.

     19,114,704  
526,682   

Marathon Petroleum Corp.

     20,119,252  
     

 

 

 
        39,233,956  
     

 

 

 
   Food & Staples Retailing - 0.7%

 

837,728   

U.S. Foods Holding Corp.*

     17,005,878  
200,260   

Walmart, Inc.

     25,913,644  
     

 

 

 
        42,919,522  
     

 

 

 
   Food, Beverage & Tobacco - 7.3%

 

710,857   

Altria Group, Inc.

     29,251,766  
224,791   

Brown-Forman Corp. Class B

     15,587,008  
1,438,326   

Coca-Cola Co.

     67,946,520  
231,484   

Constellation Brands, Inc. Class A

     41,250,449  
1,441,296   

Diageo plc

     52,737,913  
455,251   

General Mills, Inc.

     28,803,731  
194,280   

JM Smucker Co.

     21,244,518  
248,146   

Kellogg Co.

     17,119,592  
269,259   

Lamb Weston Holdings, Inc.

     16,177,081  
563,139   

Mondelez International, Inc. Class A

     31,248,583  
687,093   

Monster Beverage Corp.*

     53,923,059  
451,887   

PepsiCo., Inc.

     62,206,764  
539,088   

Philip Morris International, Inc.

     41,407,349  
     

 

 

 
        478,904,333  
     

 

 

 
   Health Care Equipment & Services - 9.7%

 

106,900   

ABIOMED, Inc.*

     32,063,586  
463,711   

Acadia Healthcare Co., Inc.*

     13,823,225  
284,790   

Alcon, Inc.*(4)

     17,081,704  
55,541   

Align Technology, Inc.*

     16,319,057  
377,642   

Baxter International, Inc.

     32,620,716  
66,708   

Becton Dickinson and Co.

     18,767,629  
252,007   

Centene Corp.*

     16,443,457  
376,788   

Cerner Corp.

     26,167,926  
259,752   

Danaher Corp.

     52,937,457  
48,124   

DexCom, Inc.*

     20,959,927  
276,298   

Encompass Health Corp.

     18,810,368  
267,703   

Henry Schein, Inc.*

     18,399,227  
126,680   

Hill-Rom Holdings, Inc.

     12,315,830  
322,505   

Hologic, Inc.*

     22,504,399  
253,394   

Insulet Corp.*

     51,530,204  
67,573   

Intuitive Surgical, Inc.*

     46,317,237  
822,043   

Medtronic plc

     79,310,709  
79,285   

Molina Healthcare, Inc.*

     14,643,939  
62,606   

Teleflex, Inc.

     23,358,299  
258,296   

UnitedHealth Group, Inc.

     78,206,863  
90,957   

Veeva Systems, Inc. Class A*

     24,064,493  
     

 

 

 
        636,646,252  
     

 

 

 
   Household & Personal Products - 2.6%

 

95,425   

Clorox Co.

     22,568,967  
896,969   

Colgate-Palmolive Co.

     69,246,007  
305,821   

Kimberly-Clark Corp.

     46,497,025  
221,704   

Procter & Gamble Co.

     29,069,828  
     

 

 

 
        167,381,827  
     

 

 

 
   Insurance - 3.6%

 

1,038,004   

Aflac, Inc.

     36,921,802  
164,209   

Assurant, Inc.

     17,647,541  
396,848   

Chubb Ltd.

     50,494,940  
1,319,099   

CNO Financial Group, Inc.

     19,918,395  
225,828   

Globe Life, Inc.

     17,975,909  
150,780   

Hanover Insurance Group, Inc.

     15,361,466  

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        234,477   

Kemper Corp.

   $       18,411,134  
335,666   

Marsh & McLennan Cos., Inc.

     39,138,656  
95,511   

RenaissanceRe Holdings Ltd.

     17,228,274  
     

 

 

 
        233,098,117  
     

 

 

 
   Materials - 3.5%

 

488,066   

Barrick Gold Corp.

     14,109,988  
208,940   

Carpenter Technology Corp.

     4,671,898  
237,740   

Celanese Corp.

     23,108,328  
179,717   

Ecolab, Inc.

     33,621,456  
476,763   

FMC Corp.

     50,560,716  
426,759   

Linde plc

     104,602,899  
     

 

 

 
        230,675,285  
     

 

 

 
   Media & Entertainment - 6.2%

 

605,462   

Activision Blizzard, Inc.

     50,029,325  
35,208   

Alphabet, Inc. Class A*

     52,387,744  
366,484   

Facebook, Inc. Class A*

     92,965,996  
62,015   

Live Nation Entertainment, Inc.*

     2,902,922  
255,704   

Match Group, Inc.*

     26,260,801  
30,198   

Netflix, Inc.*

     14,763,198  
421,964   

Omnicom Group, Inc.

     22,672,126  
786,613   

Pinterest, Inc. Class A*

     26,972,960  
172,133   

Roku, Inc.*

     26,661,680  
680,766   

Snap, Inc. Class A*

     15,262,774  
107,320   

Spotify Technology S.A.*

     27,669,242  
399,743   

Walt Disney Co.

     46,745,947  
     

 

 

 
        405,294,715  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 5.9%

 

136,816   

Alnylam Pharmaceuticals, Inc.*

     19,942,300  
262,221   

AstraZeneca plc ADR

     14,626,687  
29,912   

Biogen, Inc.*

     8,216,527  
76,617   

Bluebird Bio, Inc.*

     4,650,652  
374,865   

ChemoCentryx, Inc.*

     19,759,134  
527,506   

Elanco Animal Health, Inc.*

     12,464,967  
229,920   

Exact Sciences Corp.*

     21,784,920  
72,717   

Galapagos N.V.*

     13,505,043  
2,100   

Galapagos N.V. ADR*(4)

     386,694  
236,834   

Heron Therapeutics, Inc.*(4)

     3,858,026  
471,238   

Johnson & Johnson

     68,687,651  
25,779   

Mettler-Toledo International, Inc.*

     24,103,365  
1,861,977   

Pfizer, Inc.

     71,648,875  
434,931   

PTC Therapeutics, Inc.*

     20,150,353  
37,256   

Reata Pharmaceuticals, Inc. Class A*

     5,502,711  
36,192   

Regeneron Pharmaceuticals, Inc.*

     22,875,878  
35,402   

Royalty Pharma plc Class A*

     1,524,056  
120,965   

Seattle Genetics, Inc.*

     20,112,851  
70,757   

Thermo Fisher Scientific, Inc.

     29,289,860  
     

 

 

 
        383,090,550  
     

 

 

 
   Real Estate - 3.2%

 

125,877   

Alexandria Real Estate Equities, Inc. REIT

     22,349,461  
119,517   

American Tower Corp. REIT

     31,240,549  
129,098   

Crown Castle International Corp. REIT

     21,520,636  
25,596   

Equinix, Inc. REIT

     20,105,146  
683,189   

Gaming and Leisure Properties, Inc. REIT

     24,738,274  
532,867   

Highwoods Properties, Inc. REIT

     20,430,121  
173,818   

Life Storage, Inc. REIT

     17,056,760  
129,759   

Public Storage REIT

     25,936,229  
1,241,549   

VICI Properties, Inc. REIT

     26,954,029  
8,145   

We Co. Class A(1)(2)(3)

     41,214  
     

 

 

 
        210,372,419  
     

 

 

 
   Retailing - 7.4%

 

96,990   

Alibaba Group Holding Ltd. ADR*

     24,346,430  
41,460   

Amazon.com, Inc.*

     131,207,633  
19,587   

AutoZone, Inc.*

     23,649,735  

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        29,251   

Booking Holdings, Inc.*

   $         48,618,965  
371,116   

Chewy, Inc. Class A*(4)

     19,479,879  
134,701   

Dollar General Corp.

     25,647,070  
10,615   

JAND, Inc. Class A(1)(2)(3)

     184,170  
428,670   

Lowe’s Cos., Inc.

     63,833,250  
2,656,543   

TJX Cos., Inc.

     138,113,671  
316,327   

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

     12,039,393  
     

 

 

 
        487,120,196  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.6%

 

543,465   

Advanced Micro Devices, Inc.*

     42,080,495  
189,344   

First Solar, Inc.*

     11,275,435  
624,243   

Marvell Technology Group Ltd.

     22,766,142  
662,513   

Micron Technology, Inc.*

     33,162,088  
176,493   

MKS Instruments, Inc.

     22,492,268  
167,585   

NVIDIA Corp.

     71,154,915  
269,236   

Texas Instruments, Inc.

     34,341,052  
     

 

 

 
        237,272,395  
     

 

 

 
   Software & Services - 11.7%

 

183,507   

Accenture plc Class A

     41,248,703  
256,962   

Amdocs Ltd.

     15,957,340  
86,971   

Citrix Systems, Inc.

     12,415,980  
28,653   

Fair Isaac Corp.*

     12,584,111  
161,661   

FleetCor Technologies, Inc.*

     41,800,685  
669,699   

Genpact Ltd.

     26,667,414  
145,133   

Global Payments, Inc.

     25,836,577  
572,250   

GoDaddy, Inc. Class A*

     40,217,730  
183,290   

Guidewire Software, Inc.*

     21,565,901  
367,327   

International Business Machines Corp.

     45,159,181  
95,512   

Leidos Holdings, Inc.

     9,088,922  
277,504   

Microsoft Corp.

     56,891,095  
835,218   

Oracle Corp.

     46,312,838  
8,242   

Paycom Software, Inc.*

     2,343,778  
327,991   

PayPal Holdings, Inc.*

     64,309,195  
24,592   

RingCentral, Inc. Class A*

     7,138,320  
44,163   

ServiceNow, Inc.*

     19,396,390  
1,029,303   

Slack Technologies, Inc. Class A*

     30,415,904  
201,333   

Splunk, Inc.*

     42,243,690  
397,816   

Square, Inc. Class A*

     51,656,408  
100,698   

VeriSign, Inc.*

     21,315,753  
134,253   

Visa, Inc. Class A

     25,561,771  
139,681   

WEX, Inc.*

     22,121,280  
454,421   

Workday, Inc. Class A*

     82,213,847  
     

 

 

 
        764,462,813  
     

 

 

 
   Technology Hardware & Equipment - 4.3%

 

378,044   

Apple, Inc.

     160,683,822  
210,801   

CDW Corp.

     24,505,616  
1,222,539   

Cisco Systems, Inc.

     57,581,587  
83,318   

Coherent, Inc.*

     11,567,038  
278,234   

Lumentum Holdings, Inc.*

     25,828,462  
     

 

 

 
        280,166,525  
     

 

 

 
   Telecommunication Services - 1.0%

 

1,279,300   

Churchill Capital Corp. Class A*(4)

     13,253,548  
486,491   

T-Mobile U.S., Inc.*

     52,239,404  
     

 

 

 
        65,492,952  
     

 

 

 
   Transportation - 3.5%

 

458,239   

Canadian National Railway Co.

     44,761,649  
327,815   

CSX Corp.

     23,386,322  
102,920   

FedEx Corp.

     17,331,728  
67,313   

J.B. Hunt Transport Services, Inc.

     8,710,302  
63,277   

Southwest Airlines Co.

     1,954,627  
1,522,959   

Uber Technologies, Inc.*

     46,084,739  
302,664   

Union Pacific Corp.

     52,466,804  

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        257,248   

United Parcel Service, Inc. Class B

   $         36,724,725  
     

 

 

 
     231,420,896  
     

 

 

 
   Utilities - 0.6%

 

258,490   

Portland General Electric Co.

     11,407,164  
242,087   

Sempra Energy

     30,130,148  
     

 

 

 
     41,537,312  
     

 

 

 
  

Total Common Stocks
(cost $5,061,330,223)

   $ 6,241,080,167  
     

 

 

 

Exchange-Traded Funds - 0.6%

 

   Other Investment Pools & Funds - 0.6%

 

198,703   

iShares Russell 1000 Growth ETF

     41,107,676  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $33,998,279)

   $ 41,107,676  
     

 

 

 

Convertible Preferred Stocks - 0.7%

 

   Commercial & Professional Services - 0.0%

 

33,739   

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

     571,201  
     

 

 

 
   Consumer Services - 0.0%

 

10,074   

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

     764,113  
     

 

 

 
   Diversified Financials - 0.1%

 

348,919   

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

     5,432,669  
     

 

 

 
   Real Estate - 0.2%

 

674,436   

We Co. Series D1*(1)(2)(3)

     5,280,834  
599,094   

We Co. Series D2*(1)(2)(3)

     4,690,906  
     

 

 

 
     9,971,740  
     

 

 

 
   Retailing - 0.2%

 

269,407   

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

     2,184,891  
28,025   

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

     979,474  
278,194   

Honest Co., Inc. Series E*(1)(2)(3)

     11,419,863  
23,702   

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

     423,792  
     

 

 

 
     15,008,020  
     

 

 

 
   Software & Services - 0.2%

 

566,622   

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

     1,359,893  
77,707   

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

     661,286  
95,031   

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

     882,838  
47,064   

Sharecare, Inc. Series B2*(1)(2)(3)

     10,631,758  
     

 

 

 
     13,535,775  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $57,566,896)

   $ 45,283,518  
     

 

 

 

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)

     31,663  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 44,996  
     

 

 

 

Warrants - 0.0%

 

   Consumer Services - 0.0%

 

12,255   

DraftKings, Inc. Expires 04/23/25(2)(3)

     262,134  
     

 

 

 
  

Total Warrants
(cost $—)

   $ 262,134  
     

 

 

 

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
  

Total Long-Term Investments
(cost $5,152,895,398)

      $ 6,327,778,492  
        

 

 

 

Short-Term Investments - 2.2%

     
   Repurchase Agreements - 2.0%      
$        134,360,228   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $134,361,012; collateralized by U.S. Treasury Inflation Indexed Note at 0.125%, maturing 04/15/2025, with a market value of $137,047,526.

      $ 134,360,228  
        

 

 

 
   Securities Lending Collateral - 0.2%      
528,988   

Citibank NA DDCA, 0.09%, 8/3/2020(6)

        528,988  
617,270   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(6)

        617,270  
9,433,504   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(6)

        9,433,504  
        

 

 

 
           10,579,762  
        

 

 

 
  

Total Short-Term Investments
(cost $144,939,990)

      $ 144,939,990  
        

 

 

 
  

Total Investments
(cost $5,297,835,388)

     98.9%      $ 6,472,718,482  
  

Other Assets and Liabilities

     1.1%        69,731,889  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   6,542,450,371  
     

 

 

    

 

 

 

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)

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 $127,017,107 or 1.9% of net assets.

 

                Period Acquired    Security Name    Shares/Par Value      Base Total Cost      Base Market Value  

06/2015

  

Airbnb, Inc. Series E Convertible Preferred

     10,074      $ 937,833      $ 764,113  

11/2014

  

Coupang LLC Convertible Preferred

     269,407        838,697        2,184,891  

12/2014

  

DraftKings, Inc.

     1,747,946        17,667,722        57,035,478  

04/2020

  

DraftKings, Inc. Warrants

     12,255        -        262,134  

05/2014

  

Essence Group Holdings Corp. Series 3 Convertible Preferred

     566,622        895,999        1,359,893  

06/2015

  

HF Global, Inc.

     806,800        10,846,942        12,126,204  

08/2014

  

Honest Co., Inc. Series C Convertible Preferred

     28,025        758,281        979,474  

08/2015

  

Honest Co., Inc. Series E Convertible Preferred

     278,194        12,728,766        11,419,863  

04/2015

  

JAND, Inc. Class A

     10,615        121,916        184,170  

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                Period Acquired    Security Name    Shares/Par Value      Base Total Cost      Base Market Value  

04/2015

  

JAND, Inc. Series D Convertible Preferred

     23,702        272,225        423,792  

07/2014

  

Lookout, Inc. Series F Convertible Preferred

     77,707        887,655      $ 661,286  

04/2015

  

MarkLogic Corp. Series F Convertible Preferred

     95,031        1,103,709        882,838  

01/2014

  

One Kings Lane, Inc.

     83,332               13,333  

09/2015

  

Rubicon Global Holdings LLC Series C Convertible Preferred

     33,739        673,447        571,201  

03/2015

  

Sharecare, Inc. Series B2 Convertible Preferred

     47,064        11,759,882        10,631,758  

09/2015

  

Social Finance, Inc. Series F Convertible Preferred

     348,919        5,504,651        5,432,669  

11/2013

  

Tory Burch LLC

     316,327        24,792,580        12,039,393  

04/2017

  

Veracode, Inc.

     58,205               31,663  

12/2014

  

We Co. Class A

     8,145        135,624        41,214  

12/2014

  

We Co. Series D1 Convertible Preferred

                     674,436        11,230,142        5,280,834  

12/2014

  

We Co. Series D2 Convertible Preferred

     599,094        9,975,610        4,690,906  
        

 

 

    

 

 

 
         $      111,131,681      $         127,017,107  
        

 

 

    

 

 

 

 

(3)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $127,017,107, which represented 1.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(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 July 31, 2020

 

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

Long position contracts:

           

S&P 500 (E-Mini) Future

     608        09/18/20      $       99,210,400      $ 2,691,670  
           

 

 

 

Total futures contracts

 

   $      2,691,670  
           

 

 

 

 

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

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

           

Automobiles & Components

   $ 22,927,201      $ 22,927,201      $      $  

Banks

     128,165,828        128,165,828                

Capital Goods

     453,276,430        441,150,226               12,126,204  

Commercial & Professional Services

     117,628,727        117,628,727                

Consumer Durables & Apparel

     188,216,857        188,216,857                

Consumer Services

     259,430,862        202,395,384        57,035,478         

Diversified Financials

     136,344,197        136,344,197                

Energy

     39,233,956        39,233,956                

Food & Staples Retailing

     42,919,522        42,919,522                

Food, Beverage & Tobacco

     478,904,333        426,166,420        52,737,913         

Health Care Equipment & Services

     636,646,252        636,646,252                

Household & Personal Products

     167,381,827        167,381,827                

Insurance

     233,098,117        233,098,117                

Materials

     230,675,285        230,675,285                

Media & Entertainment

     405,294,715        405,294,715                

Pharmaceuticals, Biotechnology & Life Sciences

     383,090,550        369,585,507        13,505,043         

Real Estate

     210,372,419        210,331,205               41,214  

Retailing

     487,120,196        474,896,633               12,223,563  

Semiconductors & Semiconductor Equipment

     237,272,395        237,272,395                

Software & Services

     764,462,813        764,462,813                

Technology Hardware & Equipment

     280,166,525        280,166,525                

Telecommunication Services

     65,492,952        65,492,952                

Transportation

     231,420,896        231,420,896                

Utilities

     41,537,312        41,537,312                

Exchange-Traded Funds

     41,107,676        41,107,676                

Convertible Preferred Stocks

     45,283,518                      45,283,518  

Escrows

     44,996                      44,996  

Warrants

     262,134               262,134         

Short-Term Investments

     144,939,990        10,579,762        134,360,228         

Futures Contracts(2)

     2,691,670        2,691,670                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   6,475,410,151      $   6,147,789,860      $    257,900,796      $   69,719,495  
  

 

 

    

 

 

    

 

 

    

 

 

 
(1)

For the period ended July 31, 2020, investments valued at $17,924,974 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input 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 following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2020:

 

     Common Stocks     

Convertible

Preferred

Stocks

     Escrows      Total  
  

 

 

 

Beginning balance

      $ 66,160,890      $ 53,985,898      $ 56,188      $ 120,202,976  

Purchases

     135,624        21,205,752        -        21,341,376  

Sales

     (16,513,252)        (15,740,241)        (18,051)        (32,271,544)  

Total realized gain/(loss)

     (35,114)        338,147        18,051        321,085  

Net change in unrealized appreciation/(depreciation)

     (7,432,193)        (14,506,038)        (11,192)        (21,949,423)  

Transfers into Level 3

     -        -        -        -  

Transfers out of Level 3

     (17,924,974)        -        -        (17,924,974)  
  

 

 

 

Ending balance

      $ 24,390,981      $ 45,283,518      $ 44,996      $ 69,719,495  
  

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at July 31, 2020 was $ (21,659,060).

 

  The Hartford Checks and Balances Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

          Market Value  

Affiliated Investment Companies - 99.7%

     
   Domestic Equity Funds - 67.4%      
$        13,459,637   

The Hartford Capital Appreciation Fund, Class F

      $ 513,888,955  
21,037,089   

The Hartford Dividend and Growth Fund, Class F

        508,887,187  
        

 

 

 
  

Total Domestic Equity Funds
(cost $990,815,934)

      $ 1,022,776,142  
        

 

 

 
   Taxable Fixed Income Funds - 32.3%      
11,514,735   

Hartford Total Return Bond ETF

        490,067,122  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $445,806,330)

      $ 490,067,122  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $1,436,622,264)

      $ 1,512,843,264  
        

 

 

 

Short-Term Investments - 0.3%

     
   Other Investment Pools & Funds - 0.3%      
4,005,954   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.05%(1)

        4,005,954  
        

 

 

 
  

Total Short-Term Investments
(cost $4,005,954)

      $ 4,005,954  
        

 

 

 
  

Total Investments
(cost $1,440,628,218)

     100.0%      $ 1,516,849,218  
  

Other Assets and Liabilities

     0.0%        47,970  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 1,516,897,188  
     

 

 

    

 

 

 

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 – (continued)

  July 31, 2020 (Unaudited)

 

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Affiliated Investment Companies

   $   1,512,843,264      $   1,512,843,264      $      $  

Short-Term Investments

     4,005,954        4,005,954                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,516,849,218      $   1,516,849,218      $                 —      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  Hartford Climate Opportunities Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 96.1%

  
   Austria - 0.2%

 

$        1,818   

Lenzing AG*

   $         84,587  
     

 

 

 
   Belgium - 0.8%

 

7,840   

Umicore S.A.

     370,261  
     

 

 

 
   Brazil - 1.1%

 

95,140   

Cia de Saneamento do Parana

     558,998  
     

 

 

 
   Chile - 0.6%

 

22,572   

Antofagasta plc

     300,113  
     

 

 

 
   China - 5.3%

 

2,103   

Alibaba Group Holding Ltd. ADR*

     527,895  
1,017,500   

China Everbright International Ltd.

     629,021  
1,463,229   

China Longyuan Power Group Corp. Ltd. Class H

     1,048,223  
7,379   

JinkoSolar Holding Co., Ltd. ADR*

     141,308  
252,000   

Xinjiang Goldwind Science & Technology Co., Ltd. Class H

     253,681  
     

 

 

 
     2,600,128  
     

 

 

 
   Denmark - 5.1%

 

2,152   

Orsted A/S(1)

     306,714  
2,216   

Rockwool International A/S Class B

     714,911  
11,625   

Vestas Wind Systems A/S

     1,490,150  
     

 

 

 
     2,511,775  
     

 

 

 
   France - 3.2%

 

6,262   

Alstom S.A.*

     348,938  
18,399   

Cie de Saint-Gobain*

     680,671  
4,601   

Schneider Electric SE

     527,567  
     

 

 

 
     1,557,176  
     

 

 

 
   Germany - 5.1%

 

5,110   

Bayerische Motoren Werke AG

     326,787  
16,856   

Infineon Technologies AG

     429,750  
2,893   

Knorr-Bremse AG

     338,502  
2,373   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     629,019  
6,078   

Siemens AG

     774,556  
     

 

 

 
     2,498,614  
     

 

 

 
   Ireland - 1.6%

 

4,026   

Kingspan Group plc

     288,825  
4,416   

Trane Technologies plc

     494,018  
     

 

 

 
     782,843  
     

 

 

 
   Israel - 0.3%

 

727   

SolarEdge Technologies, Inc.*

     127,298  
     

 

 

 
   Italy - 1.8%

 

632   

Carel Industries S.p.A.(1)

     11,936  
54,499   

Enel S.p.A.

     499,240  
14,555   

Prysmian S.p.A.

     372,196  
     

 

 

 
     883,372  
     

 

 

 
   Japan - 8.5%

 

2,500   

Daifuku Co., Ltd.

     227,815  
5,360   

Daikin Industries Ltd.

     943,073  
21,765   

Fujitsu General Ltd.

     533,422  
600   

Keyence Corp.

     253,012  
21,535   

Kyudenko Corp.

     610,381  
13,200   

Nabtesco Corp.

     401,593  
26,845   

Sekisui Chemical Co., Ltd.

     365,421  
1,900   

Shimano, Inc.

     412,562  
14,400   

Sumitomo Forestry Co., Ltd.

     160,999  
4,600   

Toyota Motor Corp.

     273,074  
     

 

 

 
     4,181,352  
     

 

 

 
   Netherlands - 2.2%

 

9,021   

Aalberts N.V.

     322,160  

 

  Hartford Climate Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        6,327   

Alfen Beheer B.V.*(1)

   $         278,320  
23,337   

Arcadis N.V.*

     479,308  
     

 

 

 
        1,079,788  
     

 

 

 
   Norway - 1.0%

 

56,819   

NEL ASA*

     118,444  
44,343   

Norsk Hydro ASA*

     125,257  
5,736   

Tomra Systems ASA*

     236,167  
     

 

 

 
        479,868  
     

 

 

 
   South Korea - 1.8%

 

7,877   

Samsung Electronics Co., Ltd.

     384,979  
1,511   

Samsung SDI Co., Ltd.

     505,855  
     

 

 

 
        890,834  
     

 

 

 
   Spain - 4.5%

 

26,176   

Atlantica Yield plc

     784,495  
54,121   

Iberdrola S.A.

     699,529  
1,230   

Iberdrola S.A.

     15,822  
29,569   

Siemens Gamesa Renewable Energy S.A.

     697,688  
     

 

 

 
        2,197,534  
     

 

 

 
   Sweden - 1.8%

 

11,459   

Hexagon AB Class B*

     749,389  
4,555   

Nibe Industrier AB Class B*

     109,598  
     

 

 

 
        858,987  
     

 

 

 
   Switzerland - 1.4%

 

12,948   

ABB Ltd.

     325,167  
4,832   

Swiss Re AG

     381,289  
     

 

 

 
        706,456  
     

 

 

 
   Taiwan - 1.3%

 

81,000   

Chroma ATE, Inc.

     455,175  
16,000   

Giant Manufacturing Co., Ltd.

     168,482  
     

 

 

 
        623,657  
     

 

 

 
   United Kingdom - 5.4%

 

55,322   

Calisen plc*

     121,334  
3,676   

Croda International plc

     274,356  
33,414   

ITM Power plc*

     104,775  
54,872   

National Grid plc

     643,751  
            116,852   

Smart Metering Systems plc

     948,347  
9,606   

Spectris plc

     322,462  
38,676   

Trainline plc*(1)

     208,020  
     

 

 

 
        2,623,045  
     

 

 

 
   United States - 43.1%

 

466   

Alphabet, Inc. Class A*

     693,385  
308   

Amazon.com, Inc.*

     974,721  
5,201   

Aptiv plc

     404,378  
6,112   

Aspen Technology, Inc.*

     594,453  
15,886   

Avangrid, Inc.

     790,964  
4,098   

Ball Corp.

     301,736  
1,607   

Beyond Meat, Inc.*

     202,321  
6,478   

Cognex Corp.

     433,184  
3,410   

CoreLogic, Inc.

     232,425  
5,721   

Cree, Inc.*

     394,291  
4,241   

Danaher Corp.

     864,316  
4,664   

Deere & Co.

     822,310  
3,876   

Eaton Corp. plc

     360,972  
1,258   

Ecolab, Inc.

     235,347  
8,570   

Eversource Energy

     771,900  
17,091   

First Solar, Inc.*

     1,017,769  
4,988   

FMC Corp.

     528,977  
31,362   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     1,098,611  
3,179   

Hubbell, Inc.

     429,070  
1,965   

IPG Photonics Corp.*

     351,755  
7,259   

Itron, Inc.*

     504,936  

 

  Hartford Climate Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

        

Market Value

 
$        1,924   

Kansas City Southern

 

  $     330,639  
10,764   

Kroger Co.

 

    374,479  
2,626   

Lindsay Corp.

 

    254,643  
2,473   

Lowe’s Cos., Inc.

 

    368,254  
1,580   

Microsoft Corp.

 

    323,916  
2,207   

Moody’s Corp.

 

    620,829  
1,833   

NextEra Energy, Inc.

 

    514,523  
5,512   

Owens Corning

 

    333,311  
1,121   

S&P Global, Inc.

 

    392,630  
16,871   

Skyline Champion Corp.*

 

    476,268  
34,990   

Sunnova Energy International, Inc.*

 

    875,100  
272   

Tesla, Inc.*

 

    389,167  
3,808   

Texas Instruments, Inc.

 

    485,710  
13,010   

TPI Composites, Inc.*

 

    332,796  
11,027   

Trimble, Inc.*

 

    490,812  
2,419   

Union Pacific Corp.

 

    419,334  
2,655   

Verisk Analytics, Inc.

 

    501,025  
4,240   

Waste Management, Inc.

 

    464,704  
26,401   

Weyerhaeuser Co., REIT

 

    734,212  
5,404   

Xylem, Inc.

 

    394,384  
       

 

 

 
    21,084,557  
       

 

 

 
  

Total Common Stocks
(cost $39,444,557)

 

  $ 47,001,243  
       

 

 

 

Short-Term Investments - 2.8%

 

 
   Other Investment Pools & Funds - 1.1%

 

539,257   

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(2)

 

    539,257  
       

 

 

 
   Repurchase Agreements - 1.7%

 

806,507   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $806,512; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $822,719

 

    806,507  
       

 

 

 
  

Total Short-Term Investments
(cost $1,345,764)

 

  $ 1,345,764  
       

 

 

 
  

Total Investments
(cost $40,790,321)

     98.9   $ 48,347,007  
  

Other Assets and Liabilities

     1.1     560,390  
       

 

 

 
  

Total Net Assets

     100.0   $     48,907,397  
       

 

 

 

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 July 31, 2020, the aggregate value of these securities was $804,990, representing 1.6% of net assets.

(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.

 

  Hartford Climate Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

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

ADR

  American Depositary Receipt  

REIT

  Real Estate Investment Trust  

 

  Hartford Climate Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Common Stocks

           

Austria

   $ 84,587      $      $ 84,587      $  

Belgium

     370,261               370,261         

Brazil

     558,998        558,998                

Chile

     300,113               300,113         

China

     2,600,128        669,203        1,930,925         

Denmark

     2,511,775        306,714        2,205,061         

France

     1,557,176               1,557,176         

Germany

     2,498,614               2,498,614         

Ireland

     782,843        494,018        288,825         

Israel

     127,298        127,298                

Italy

     883,372               883,372         

Japan

     4,181,352               4,181,352         

Netherlands

     1,079,788               1,079,788         

Norway

     479,868               479,868         

South Korea

     890,834               890,834         

Spain

     2,197,534        784,495        1,413,039         

Sweden

     858,987               858,987         

Switzerland

     706,456               706,456         

Taiwan

     623,657               623,657         

United Kingdom

     2,623,045        1,069,681        1,553,364         

United States

     21,084,557        21,084,557                

Short-Term Investments

     1,345,764        539,257        806,507         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       48,347,007      $       25,634,221      $       22,712,786      $             —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  The Hartford Conservative Allocation Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

    

Market Value

 

Affiliated Investment Companies - 99.8%

 

   Domestic Equity Funds - 26.4%

 

$        310,833   

Hartford Core Equity Fund, Class F

 

   $       11,028,372  
166,463   

Hartford Multifactor US Equity ETF

 

     5,181,710  
280,172   

Hartford Small Cap Value Fund, Class F

 

     2,230,166  
362,246   

The Hartford Equity Income Fund, Class F

 

     6,328,445  
64,107   

The Hartford Growth Opportunities Fund, Class F

 

     3,597,681  
80,048   

The Hartford MidCap Fund, Class F

 

     2,560,738  
115,029   

The Hartford Small Company Fund, Class F

 

     2,873,418  
        

 

 

 
  

Total Domestic Equity Funds
(cost $30,577,721)

 

   $ 33,800,530  
        

 

 

 
   International/Global Equity Funds - 8.4%

 

110,931   

Hartford Emerging Markets Equity Fund, Class F

 

     996,160  
140,453   

Hartford Multifactor Developed Markets (ex-US) ETF

 

     3,521,157  
401,616   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

     3,233,011  
180,098   

The Hartford International Opportunities Fund, Class F

 

     2,942,798  
        

 

 

 
  

Total International/Global Equity Funds
(cost $11,187,407)

 

   $ 10,693,126  
        

 

 

 
   Taxable Fixed Income Funds - 65.0%

 

665,243   

Hartford Core Bond ETF

 

     28,309,416  
310,376   

Hartford Short Duration ETF

 

     12,692,827  
566,767   

The Hartford Inflation Plus Fund, Class F

 

     6,359,128  
1,166,046   

The Hartford Strategic Income Fund, Class F

 

     10,541,056  
2,381,372   

The Hartford World Bond Fund, Class F

 

     25,385,429  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $81,692,143)

 

   $ 83,287,856  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $123,457,271)

 

   $ 127,781,512  
        

 

 

 

Short-Term Investments - 0.2%

 

   Other Investment Pools & Funds - 0.2%

 

294,537   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.05%(1)

 

     294,537  
        

 

 

 
  

Total Short-Term Investments
(cost $294,537)

 

   $ 294,537  
        

 

 

 
  

Total Investments
(cost $123,751,808)

     100.0%      $ 128,076,049  
  

Other Assets and Liabilities

     0.0%        31,757  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 128,107,806  
     

 

 

    

 

 

 

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 Conservative Allocation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                       

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Affiliated Investment Companies

   $     127,781,512      $     127,781,512      $                 —      $                 —  

Short-Term Investments

     294,537        294,537                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 128,076,049      $ 128,076,049      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  Hartford Core Equity Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 98.4%

  
   Banks - 5.0%

 

$        5,962,110   

Bank of America Corp.

   $       148,337,297  
1,720,479   

JP Morgan Chase & Co.

     166,267,091  
880,781   

PNC Financial Services Group, Inc.

     93,952,909  
     

 

 

 
     408,557,297  
     

 

 

 
   Capital Goods - 5.4%

 

927,719   

AMETEK, Inc.

     86,509,797  
1,326,235   

Fortune Brands Home & Security, Inc.

     101,456,978  
410,726   

IDEX Corp.

     67,695,859  
579,759   

Illinois Tool Works, Inc.

     107,249,617  
1,321,600   

Raytheon Technologies Corp.

     74,908,288  
     

 

 

 
     437,820,539  
     

 

 

 
   Commercial & Professional Services - 2.0%

 

468,233   

Equifax, Inc.

     76,115,956  
984,202   

Republic Services, Inc.

     85,871,625  
     

 

 

 
     161,987,581  
     

 

 

 
   Consumer Durables & Apparel - 2.0%

 

895,280   

NIKE, Inc. Class B

     87,388,281  
1,191,585   

VF Corp.

     71,924,070  
     

 

 

 
     159,312,351  
     

 

 

 
   Consumer Services - 1.5%

 

622,321   

McDonald’s Corp.

     120,904,524  
     

 

 

 
   Diversified Financials - 3.1%

 

871,273   

American Express Co.

     81,307,196  
147,697   

BlackRock, Inc.

     84,927,252  
1,814,460   

Morgan Stanley

     88,690,805  
     

 

 

 
     254,925,253  
     

 

 

 
   Energy - 1.0%

 

1,692,819   

EOG Resources, Inc.

     79,308,570  
     

 

 

 
   Food & Staples Retailing - 3.0%

 

335,332   

Costco Wholesale Corp.

     109,160,626  
1,017,454   

Walmart, Inc.

     131,658,548  
     

 

 

 
     240,819,174  
     

 

 

 
   Food, Beverage & Tobacco - 3.5%

 

599,780   

Constellation Brands, Inc. Class A

     106,880,796  
1,252,941   

Kellogg Co.

     86,440,400  
1,202,259   

Monster Beverage Corp.*

     94,353,286  
     

 

 

 
     287,674,482  
     

 

 

 
   Health Care Equipment & Services - 9.8%

 

710,820   

Abbott Laboratories

     71,536,925  
1,317,428   

Baxter International, Inc.

     113,799,431  
325,660   

Becton Dickinson and Co.

     91,621,184  
544,412   

Danaher Corp.

     110,951,166  
1,546,110   

Hologic, Inc.*

     107,887,556  
361,709   

Laboratory Corp. of America Holdings*

     69,780,900  
661,924   

Medtronic plc

     63,862,427  
542,999   

UnitedHealth Group, Inc.

     164,409,237  
     

 

 

 
     793,848,826  
     

 

 

 
   Household & Personal Products - 3.9%

 

1,438,219   

Colgate-Palmolive Co.

     111,030,507  
1,553,135   

Procter & Gamble Co.

     203,647,061  
     

 

 

 
     314,677,568  
     

 

 

 
   Insurance - 2.2%

 

528,757   

Allstate Corp.

     49,909,373  
1,675,508   

Athene Holding Ltd. Class A*

     54,035,133  

 

  Hartford Core Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          581,042   

Chubb Ltd.

   $       73,931,784  
     

 

 

 
        177,876,290  
     

 

 

 
   Materials - 2.1%

 

229,560   

Ecolab, Inc.

     42,946,085  
726,363   

PPG Industries, Inc.

     78,192,977  
447,628   

Vulcan Materials Co.

     52,560,479  
     

 

 

 
        173,699,541  
     

 

 

 
   Media & Entertainment - 6.9%

 

152,860   

Alphabet, Inc. Class A*

     227,448,037  
859,811   

Facebook, Inc. Class A*

     218,108,257  
993,947   

Walt Disney Co.

     116,232,162  
     

 

 

 
        561,788,456  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 5.5%

 

1,041,154   

Eli Lilly and Co.

     156,475,035  
386,521   

Incyte Corp.*

     38,172,814  
1,355,220   

Merck & Co., Inc.

     108,742,853  
357,893   

Thermo Fisher Scientific, Inc.

     148,149,807  
     

 

 

 
        451,540,509  
     

 

 

 
   Real Estate - 2.1%

 

420,748   

American Tower Corp. REIT

     109,979,320  
701,366   

Boston Properties, Inc. REIT

     62,484,697  
     

 

 

 
        172,464,017  
     

 

 

 
   Retailing - 6.2%

 

127,599   

Amazon.com, Inc.*

     403,810,003  
1,928,260   

TJX Cos., Inc.

     100,250,238  
     

 

 

 
        504,060,241  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 5.4%

 

732,576   

Advanced Micro Devices, Inc.*

     56,723,360  
343,276   

KLA Corp.

     68,596,843  
1,010,388   

Micron Technology, Inc.*

     50,574,971  
729,004   

QUALCOMM, Inc.

     76,990,112  
872,512   

Teradyne, Inc.

     77,618,668  
859,112   

Texas Instruments, Inc.

     109,579,736  
     

 

 

 
        440,083,690  
     

 

 

 
   Software & Services - 13.0%

 

589,348   

Fidelity National Information Services, Inc.

     86,227,506  
524,499   

Global Payments, Inc.

     93,371,312  
718,796   

GoDaddy, Inc. Class A*

     50,516,983  
1,036,519   

Leidos Holdings, Inc.

     98,635,148  
488,304   

Mastercard, Inc. Class A

     150,656,433  
1,618,566   

Microsoft Corp.

     331,822,216  
673,332   

salesforce.com, Inc.*

     131,198,740  
891,318   

SS&C Technologies Holdings, Inc.

     51,250,785  
364,046   

Workday, Inc. Class A*

     65,863,202  
     

 

 

 
        1,059,542,325  
     

 

 

 
   Technology Hardware & Equipment - 8.2%

 

989,431   

Apple, Inc.

     420,547,752  
526,585   

CDW Corp.

     61,215,506  
3,143,838   

Corning, Inc.

     97,458,978  
651,332   

Motorola Solutions, Inc.

     91,056,214  
     

 

 

 
        670,278,450  
     

 

 

 
   Telecommunication Services - 1.5%

 

2,171,521   

Verizon Communications, Inc.

     124,819,027  
     

 

 

 
   Transportation - 1.4%

 

467,224   

FedEx Corp.

     78,680,521  
1,107,522   

Uber Technologies, Inc.*

     33,513,616  
     

 

 

 
        112,194,137  
     

 

 

 
   Utilities - 3.7%

 

1,399,707   

American Electric Power Co., Inc.

     121,606,544  

 

  Hartford Core Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$          627,999   

NextEra Energy, Inc.

 

   $       176,279,319  
        

 

 

 
           297,885,863  
        

 

 

 
  

Total Common Stocks
(cost $6,134,071,948)

 

   $ 8,006,068,711  
        

 

 

 

Short-Term Investments - 0.9%

 

   Repurchase Agreements - 0.9%

 

$    73,537,614   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $73,538,043; collateralized by U.S. Treasury Note 1.375%, maturing 07/31/2025, with a market value of $75,008,431

 

     73,537,614  
        

 

 

 
  

Total Short-Term Investments
(cost $73,537,614)

 

   $ 73,537,614  
        

 

 

 
  

Total Investments
(cost $6,207,609,562)

     99.3%      $ 8,079,606,325  
  

Other Assets and Liabilities

     0.7%        60,034,455  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 8,139,640,780  
     

 

 

    

 

 

 

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.

† 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 Core Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                                   

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Common Stocks

           

Banks

   $ 408,557,297      $ 408,557,297      $      $  

Capital Goods

     437,820,539        437,820,539                

Commercial & Professional Services

     161,987,581        161,987,581                

Consumer Durables & Apparel

     159,312,351        159,312,351                

Consumer Services

     120,904,524        120,904,524                

Diversified Financials

     254,925,253        254,925,253                

Energy

     79,308,570        79,308,570                

Food & Staples Retailing

     240,819,174        240,819,174                

Food, Beverage & Tobacco

     287,674,482        287,674,482                

Health Care Equipment & Services

     793,848,826        793,848,826                

Household & Personal Products

     314,677,568        314,677,568                

Insurance

     177,876,290        177,876,290                

Materials

     173,699,541        173,699,541                

Media & Entertainment

     561,788,456        561,788,456                

Pharmaceuticals, Biotechnology & Life Sciences

     451,540,509        451,540,509                

Real Estate

     172,464,017        172,464,017                

Retailing

     504,060,241        504,060,241                

Semiconductors & Semiconductor Equipment

     440,083,690        440,083,690                

Software & Services

     1,059,542,325        1,059,542,325                

Technology Hardware & Equipment

     670,278,450        670,278,450                

Telecommunication Services

     124,819,027        124,819,027                

Transportation

     112,194,137        112,194,137                

Utilities

     297,885,863        297,885,863                

Short-Term Investments

     73,537,614               73,537,614         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 8,079,606,325      $ 8,006,068,711      $ 73,537,614      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  The Hartford Dividend and Growth Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 97.0%

 

   Banks - 9.4%

 

$        11,752,805   

Bank of America Corp.

   $       292,409,788  
1,186,995   

Bank of Nova Scotia

     48,809,234  
2,073,959   

Citigroup, Inc.

     103,718,690  
3,204,040   

JP Morgan Chase & Co.

     309,638,426  
1,033,096   

PNC Financial Services Group, Inc.

     110,200,350  
     

 

 

 
     864,776,488  
     

 

 

 
   Capital Goods - 7.8%

 

738,131   

Deere & Co.

     130,139,877  
660,476   

Eaton Corp. plc

     61,510,130  
392,531   

General Dynamics Corp.

     57,599,999  
2,148,991   

Ingersoll Rand, Inc.*

     67,886,626  
3,800,438   

Johnson Controls International plc

     146,240,854  
250,697   

Lockheed Martin Corp.

     95,006,642  
902,067   

Otis Worldwide Corp.

     56,595,683  
1,843,446   

Raytheon Technologies Corp.

     104,486,519  
     

 

 

 
     719,466,330  
     

 

 

 
   Consumer Services - 1.8%

 

1,045,090   

Hilton Worldwide Holdings, Inc.

     78,434,004  
473,545   

McDonald’s Corp.

     92,000,323  
     

 

 

 
     170,434,327  
     

 

 

 
   Diversified Financials - 4.1%

 

1,207,695   

American Express Co.

     112,702,098  
207,109   

BlackRock, Inc.

     119,089,746  
1,915,594   

Charles Schwab Corp.

     63,501,941  
1,014,580   

Northern Trust Corp.

     79,492,343  
     

 

 

 
     374,786,128  
     

 

 

 
   Energy - 4.7%

 

1,827,063   

Chevron Corp.

     153,363,668  
2,874,349   

ConocoPhillips

     107,471,909  
1,033,932   

Hess Corp.

     50,879,794  
1,766,120   

Marathon Petroleum Corp.

     67,465,784  
1,424,746   

Total SE ADR

     53,655,934  
     

 

 

 
     432,837,089  
     

 

 

 
   Food & Staples Retailing - 2.5%

 

1,675,196   

Sysco Corp.

     88,534,109  
1,089,445   

Walmart, Inc.

     140,974,183  
     

 

 

 
     229,508,292  
     

 

 

 
   Food, Beverage & Tobacco - 3.4%

 

3,008,645   

Coca-Cola Co.

     142,128,390  
1,254,631   

Kellogg Co.

     86,556,993  
580,140   

PepsiCo., Inc.

     79,862,072  
     

 

 

 
     308,547,455  
     

 

 

 
   Health Care Equipment & Services - 7.8%

 

825,705   

Abbott Laboratories

     83,098,951  
438,196   

Becton Dickinson and Co.

     123,282,063  
997,824   

CVS Health Corp.

     62,803,043  
873,581   

HCA Healthcare, Inc.

     110,630,298  
1,334,865   

Medtronic plc

     128,787,775  
688,399   

UnitedHealth Group, Inc.

     208,433,449  
     

 

 

 
     717,035,579  
     

 

 

 
   Insurance - 4.0%

 

2,529,190   

American International Group, Inc.

     81,288,167  
673,923   

Chubb Ltd.

     85,749,962  
1,998,288   

Principal Financial Group, Inc.

     84,787,360  
1,851,508   

Prudential Financial, Inc.

     117,330,062  
     

 

 

 
     369,155,551  
     

 

 

 

 

  The Hartford Dividend and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Materials - 3.5%

 

$        1,349,776   

Celanese Corp.

   $ 131,198,227  
775,700   

FMC Corp.

     82,262,985  
707,420   

International Paper Co.

     24,611,142  
775,980   

PPG Industries, Inc.

     83,534,247  
     

 

 

 
        321,606,601  
     

 

 

 
   Media & Entertainment - 5.6%

 

195,273   

Alphabet, Inc. Class A*

     290,556,460  
5,182,990   

Comcast Corp. Class A

     221,831,972  
     

 

 

 
        512,388,432  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 8.4%

 

851,127   

Agilent Technologies, Inc.

     81,989,064  
2,455,131   

AstraZeneca plc ADR

     136,947,207  
1,003,693   

Bristol-Myers Squibb Co.

     58,876,631  
1,685,858   

Merck & Co., Inc.

     135,273,246  
1,209,020   

Novartis AG ADR

     99,308,903  
6,687,469   

Pfizer, Inc.

     257,333,807  
     

 

 

 
        769,728,858  
     

 

 

 
   Real Estate - 2.2%

 

365,955   

American Tower Corp. REIT

     95,656,978  
4,982,189   

Host Hotels & Resorts, Inc. REIT

     53,707,997  
283,710   

Public Storage REIT

     56,707,955  
     

 

 

 
        206,072,930  
     

 

 

 
   Retailing - 4.5%

 

524,188   

Home Depot, Inc.

     139,166,672  
1,086,801   

Lowe’s Cos., Inc.

     161,835,537  
2,265,704   

TJX Cos., Inc.

     117,793,951  
     

 

 

 
        418,796,160  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 4.8%

 

483,680   

Broadcom, Inc.

     153,205,640  
1,686,975   

Intel Corp.

     80,519,317  
361,318   

KLA Corp.

     72,202,176  
778,525   

Micron Technology, Inc.*

     38,969,069  
728,775   

Texas Instruments, Inc.

     92,955,251  
     

 

 

 
        437,851,453  
     

 

 

 
   Software & Services - 6.5%

 

423,539   

Accenture plc Class A

     95,203,096  
347,325   

International Business Machines Corp.

     42,700,136  
2,268,435   

Microsoft Corp.

     465,051,859  
     

 

 

 
        602,955,091  
     

 

 

 
   Technology Hardware & Equipment - 7.5%

 

601,608   

Apple, Inc.

     255,707,464  
3,787,520   

Cisco Systems, Inc.

     178,392,192  
3,671,579   

Corning, Inc.

     113,818,949  
5,411,109   

HP, Inc.

     95,127,296  
338,176   

Motorola Solutions, Inc.

     47,277,005  
     

 

 

 
        690,322,906  
     

 

 

 
   Telecommunication Services - 3.4%

 

5,478,598   

Verizon Communications, Inc.

     314,909,813  
     

 

 

 
   Transportation - 1.1%

 

570,427   

Union Pacific Corp.

     98,883,521  
     

 

 

 
   Utilities - 4.0%

 

1,709,798   

Dominion Energy, Inc.

     138,544,932  
2,700,956   

Exelon Corp.

     104,283,911  
982,980   

Sempra Energy

     122,341,691  
     

 

 

 
        365,170,534  
     

 

 

 
  

Total Common Stocks
(cost $6,752,128,350)

   $   8,925,233,538  
     

 

 

 

 

  The Hartford Dividend and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 

Short-Term Investments - 1.9%

     
   Repurchase Agreements - 1.9%      
$    175,563,842   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $175,564,866; collateralized by U.S. Treasury Note 0.375%, maturing 04/30/2025, with a market value of $179,075,137

      $ 175,563,842  
  

Total Short-Term Investments
(cost $175,563,842)

      $ 175,563,842  
        

 

 

 
  

Total Investments
(cost $6,927,692,192)

     98.9%      $ 9,100,797,380  
  

Other Assets and Liabilities

     1.1%        105,429,503  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   9,206,226,883  
     

 

 

    

 

 

 

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.

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

 

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

ADR

           American Depositary Receipt

REIT

           Real Estate Investment Trust

 

  The Hartford Dividend and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                           

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Common Stocks

           

Banks

   $ 864,776,488      $ 864,776,488      $      $  

Capital Goods

     719,466,330        719,466,330                

Consumer Services

     170,434,327        170,434,327                

Diversified Financials

     374,786,128        374,786,128                

Energy

     432,837,089        432,837,089                

Food & Staples Retailing

     229,508,292        229,508,292                

Food, Beverage & Tobacco

     308,547,455        308,547,455                

Health Care Equipment & Services

     717,035,579        717,035,579                

Insurance

     369,155,551        369,155,551                

Materials

     321,606,601        321,606,601                

Media & Entertainment

     512,388,432        512,388,432                

Pharmaceuticals, Biotechnology & Life Sciences

     769,728,858        769,728,858                

Real Estate

     206,072,930        206,072,930                

Retailing

     418,796,160        418,796,160                

Semiconductors & Semiconductor Equipment

     437,851,453        437,851,453                

Software & Services

     602,955,091        602,955,091                

Technology Hardware & Equipment

     690,322,906        690,322,906                

Telecommunication Services

     314,909,813        314,909,813                

Transportation

     98,883,521        98,883,521                

Utilities

     365,170,534        365,170,534                

Short-Term Investments

     175,563,842               175,563,842         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   9,100,797,380      $   8,925,233,538      $   175,563,842      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  Hartford Emerging Markets Equity Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 95.7%

  
   Argentina - 0.1%

 

$          18,503   

Banco Macro S.A. ADR*

   $         393,744  
     

 

 

 
   Brazil - 4.3%

 

40,500   

Centrais Eletricas Brasileiras S.A.

     286,793  
17,000   

Cia de Saneamento de Minas Gerais-COPASA

     177,771  
103,688   

Cosan S.A.

     1,796,857  
141,289   

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

     742,664  
164,400   

Even Construtora e Incorporadora S.A.

     465,793  
288,324   

JBS S.A.

     1,190,538  
56,000   

Lojas Americanas S.A. *

     366,066  
206,100   

Marfrig Global Foods S.A.*

     569,323  
109,400   

Minerva S.A.*

     284,796  
76,100   

Neoenergia S.A.

     308,540  
226,133   

Qualicorp Consultoria e Corretora de Seguros S.A.

     1,213,776  
44,500   

Raia Drogasil S.A.*

     1,058,640  
95,300   

SLC Agricola S.A.

     423,836  
268,500   

Vale S.A.

     3,124,792  
248,300   

WEG S.A.

     3,205,759  
     

 

 

 
     15,215,944  
     

 

 

 
   Chile - 0.3%

 

7,109,673   

Enel Americas S.A.

     1,103,086  
     

 

 

 
   China - 36.3%

 

9,730,131   

Agricultural Bank of China Ltd. Class H

     3,453,684  
86,046   

Alibaba Group Holding Ltd. ADR*

     21,599,267  
440,821   

Anhui Conch Cement Co., Ltd. Class H

     3,333,553  
44,685   

ANTA Sports Products Ltd.

     424,194  
345,000   

BAIC Motor Corp. Ltd. Class H(1)

     168,244  
34,209   

Baidu, Inc. ADR*

     4,084,555  
14,583,205   

Bank of China Ltd. Class H

     4,856,335  
2,672,224   

Bank of Communications Co., Ltd. Class H

     1,483,315  
35,250   

Beijing Chunlizhengda Medical Instruments Co., Ltd. Class H

     208,558  
41,200   

Changchun High & New Technology Industry Group, Inc. Class A

     2,935,364  
2,066,345   

China Cinda Asset Management Co., Ltd. Class H

     389,686  
1,444,137   

China CITIC Bank Corp. Ltd. Class H

     630,113  
5,331,102   

China Construction Bank Corp. Class H

     3,887,069  
1,621,000   

China Everbright Bank Co., Ltd. Class H

     609,199  
320,000   

China Lesso Group Holdings Ltd. Class L

     619,105  
88,000   

China Life Insurance Co., Ltd. Class H

     201,864  
121,200   

China Literature Ltd.*(1)

     797,525  
918,000   

China Medical System Holdings Ltd.

     1,114,677  
196,000   

China Meidong Auto Holdings Ltd.

     547,802  
2,087,112   

China National Building Material Co., Ltd. Class H

     3,241,252  
1,449,700   

China Railway Group Ltd. Class A

     1,157,193  
191,000   

CNOOC Ltd.

     201,600  
484,000   

COSCO SHIPPING Energy Transportation Co Ltd., Ltd. Class H

     216,025  
777,000   

Country Garden Services Holdings Co., Ltd.

     4,687,914  
412,500   

CSC Financial Co., Ltd. Class H(1)(2)

     619,344  
769,677   

Daqin Railway Co., Ltd. Class A

     715,411  
32,541   

DouYu International Holdings Ltd. ADR*

     438,002  
93,300   

ENN Energy Holdings Ltd.

     1,130,960  
6,744   

Futu Holdings Ltd. ADR*

     231,791  
242,500   

Gemdale Corp. Class A

     485,780  
105,700   

GoerTek, Inc. Class A

     649,846  
730,000   

Great Wall Motor Co., Ltd. Class H

     712,652  
8,935   

GSX Techedu, Inc. ADR*(2)

     796,287  
1,282,016   

Haitong Securities Co., Ltd. Class H*

     1,192,698  
142,400   

Heilongjiang Agriculture Co., Ltd. Class A

     391,227  
410,030   

Henan Shuanghui Investment & Development Co., Ltd. Class A

     3,210,950  
258,800   

Huatai Securities Co., Ltd. Class H(1)

     467,934  
99,171   

Huaxin Cement Co., Ltd. Class A

     389,623  
3,236,446   

Industrial & Commercial Bank of China Ltd. Class H

     1,896,367  
459,100   

Industrial Bank Co., Ltd. Class A

     1,029,876  

 

  Hartford Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          80,384   

JD.com, Inc. ADR*

   $         5,127,695  
103,800   

Jiangsu Yuyue Medical Equipment & Supply Co., Ltd. Class A

     546,997  
796,100   

Jinke Properties Group Co., Ltd. Class A

     992,142  
282,500   

Li Ning Co., Ltd.

     910,556  
253,546   

Luxshare Precision Industry Co., Ltd. Class A

     2,139,894  
161,200   

Meituan Dianping Class B*

     3,989,134  
111,690   

Muyuan Foodstuff Co., Ltd. Class A

     1,463,390  
325,829   

New China Life Insurance Co., Ltd. Class H

     1,274,931  
8,739   

New Oriental Education & Technology Group, Inc. ADR*

     1,225,208  
6,721,098   

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

     2,186,777  
1,205,426   

PICC Property & Casualty Co., Ltd. Class H

     952,577  
19,068   

Pinduoduo, Inc. ADR*

     1,750,442  
408,700   

Poly Developments and Holdings Group Co., Ltd. Class A

     912,153  
241,000   

Q Technology Group Co., Ltd.(2)

     328,314  
529,441   

Sany Heavy Industry Co., Ltd. Class A

     1,601,433  
285,250   

Shandong Gold Mining Co., Ltd. Class H(1)

     904,651  
587,249   

Sinotruk Hong Kong Ltd.

     1,832,601  
201,083   

Suofeiya Home Collection Co., Ltd. Class A

     661,554  
21,312   

TAL Education Group ADR*

     1,665,959  
261,780   

Tencent Holdings Ltd.

     17,957,625  
346,758   

Tianneng Power International Ltd.(2)

     804,885  
85,814   

Vipshop Holdings Ltd. ADR*

     1,953,985  
300,666   

Weichai Power Co., Ltd. Class H

     643,926  
65,500   

Wuhu Sanqi Interactive Entertainment Network Technology Group Co., Ltd. Class A

     428,185  
316,500   

Zhongsheng Group Holdings Ltd.

     1,956,528  
192,400   

Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H*

     198,364  
6,600   

ZTO Express Cayman, Inc. ADR

     244,530  
     

 

 

 
        129,861,277  
     

 

 

 
   Greece - 0.1%

 

30,205   

Hellenic Telecommunications Organization S.A.

     444,422  
     

 

 

 
   Hong Kong - 6.1%

 

995,000   

China Mobile Ltd.

     6,792,004  
1,075,499   

China Resources Cement Holdings Ltd.

     1,472,459  
8,845,769   

China Unicom Hong Kong Ltd.

     4,920,248  
3,178,471   

CITIC Ltd.

     2,983,284  
298,000   

Ever Sunshine Lifestyle Services Group Ltd.(2)

     573,326  
524,500   

Shimao Group Holdings Ltd.

     2,225,627  
1,415,500   

Sun Art Retail Group Ltd.

     1,967,261  
203,000   

Vinda International Holdings Ltd.

     764,461  
1,168,302   

Yuexiu Property Co., Ltd.

     214,195  
     

 

 

 
        21,912,865  
     

 

 

 
   India - 6.7%

 

48,856   

Aurobindo Pharma Ltd.

     572,780  
81,930   

Balkrishna Industries Ltd.

     1,444,165  
70,421   

Bharti Airtel Ltd.*

     521,574  
41,229   

Britannia Industries Ltd.

     2,104,244  
27,903   

Dr Reddy’s Laboratories Ltd.

     1,689,778  
42,480   

Escorts Ltd.

     643,289  
346,794   

HCL Technologies Ltd.

     3,260,488  
253,976   

Indiabulls Housing Finance Ltd.

     642,833  
346,399   

Indraprastha Gas Ltd.*

     1,868,820  
27,949   

Infosys Ltd.

     359,372  
14,364   

Ipca Laboratories Ltd.

     360,869  
93,988   

Mahanagar Gas Ltd.

     1,223,449  
644,901   

Manappuram Finance Ltd.

     1,364,559  
34,726   

Multi Commodity Exchange of India Ltd.

     782,268  
160,786   

Muthoot Finance Ltd.

     2,734,723  
2,882   

Nestle India Ltd.

     634,779  
484,444   

NMDC Ltd.

     543,325  
1,058,180   

Oil & Natural Gas Corp. Ltd.

     1,106,467  
472,228   

Power Finance Corp. Ltd.

     509,897  
20,344   

Reliance Industries Ltd.

     562,625  
126,173   

Wipro Ltd.

     472,963  

 

  Hartford Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$         7,952   

WNS Holdings Ltd. ADR*

   $         508,610  
     

 

 

 
        23,911,877  
     

 

 

 
   Indonesia - 0.4%

 

203,150   

Gudang Garam Tbk PT

     696,549  
1,400,000   

Indofood Sukses Makmur Tbk PT

     620,497  
     

 

 

 
        1,317,046  
     

 

 

 
   Malaysia - 1.9%

 

180,300   

Hartalega Holdings Bhd

     866,362  
332,400   

Kossan Rubber Industries

     1,384,961  
489,307   

RHB Bank Bhd

     579,411  
655,800   

Top Glove Corp. Bhd

     4,016,993  
     

 

 

 
        6,847,727  
     

 

 

 
   Mexico - 1.5%

 

1,127,000   

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

     711,496  
7,296   

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

     301,982  
1,213,412   

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

     980,871  
151,760   

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

     1,779,114  
417,000   

Grupo Mexico S.A.B. de C.V. Class B

     1,056,225  
427,858   

Kimberly-Clark de Mexico S.A.B. de C.V. Class A

     703,452  
     

 

 

 
        5,533,140  
     

 

 

 
   Pakistan - 0.2%

 

1,187,354   

Oil & Gas Development Co., Ltd.

     815,129  
     

 

 

 
   Philippines - 0.1%

 

10,585   

PLDT, Inc.

     286,655  
     

 

 

 
   Poland - 1.8%

 

28,451   

CD Projekt S.A.*

     3,052,775  
29,031   

Dino Polska S.A.*(1)

     1,607,190  
28,567   

KGHM Polska Miedz S.A.*

     961,732  
226,085   

Orange Polska S.A.*

     423,954  
27,922   

Polski Koncern Naftowy ORLEN S.A.

     397,572  
     

 

 

 
        6,443,223  
     

 

 

 
   Qatar - 0.5%

 

282,658   

Barwa Real Estate Co.

     245,109  
243,334   

Commercial Bank QSC

     275,239  
239,212   

Ooredoo QPSC

     443,022  
54,186   

Qatar Electricity & Water Co. QSC

     252,761  
44,106   

Qatar Fuel QSC

     196,434  
52,270   

Qatar National Bank QPSC

     260,291  
     

 

 

 
        1,672,856  
     

 

 

 
   Russia - 3.1%

 

59,611   

LUKOIL PJSC ADR

     4,043,734  
165,001   

MMC Norilsk Nickel PJSC ADR

     4,310,125  
292,400   

Surgutneftegas PJSC ADR

     1,447,512  
1,401,618   

VTB Bank PJSC GDR

     1,375,234  
     

 

 

 
        11,176,605  
     

 

 

 
   South Africa - 3.0%

 

15,268   

Anglo American Platinum Ltd.

     1,172,020  
11,223   

AngloGold Ashanti Ltd. ADR

     361,268  
81,480   

Aspen Pharmacare Holdings Ltd.*

     630,352  
173,987   

Clicks Group Ltd.

     2,321,892  
74,394   

Exxaro Resources Ltd.

     586,871  
317,241   

Investec Ltd.

     621,025  
27,430   

Kumba Iron Ore Ltd.

     887,028  
442,825   

MTN Group Ltd.

     1,548,876  
11,022   

Naspers Ltd. Class N

     2,005,467  
246,021   

Sibanye Stillwater Ltd.*

     695,942  
     

 

 

 
        10,830,741  
     

 

 

 
   South Korea - 11.9%

 

42,709   

BNK Financial Group, Inc.

     184,599  
2,954   

Daelim Industrial Co., Ltd.

     207,778  

 

  Hartford Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$         30,129   

DB HiTek Co., Ltd.

   $         870,416  
130,364   

DGB Financial Group, Inc.

     564,909  
4,408   

F&F Co., Ltd.

     303,090  
21,668   

GS Engineering & Construction Corp.

     491,324  
33,057   

Hana Financial Group, Inc.

     820,316  
17,185   

Hyundai Mobis Co., Ltd.

     2,973,636  
6,756   

Hyundai Motor Co.

     720,600  
107,014   

Industrial Bank of Korea

     730,212  
9,276   

Kakao Corp.

     2,691,110  
96,083   

KB Financial Group, Inc.

     2,843,602  
118,640   

Kia Motors Corp.

     4,038,075  
78,469   

KT Corp. ADR

     773,704  
1,991   

LG Innotek Co., Ltd.

     270,246  
13,416   

NAVER Corp.

     3,408,357  
3,356   

NCSoft Corp.

     2,286,765  
4,328   

Orion Corp/Republic of Korea

     486,801  
4,593   

POSCO

     741,169  
262,351   

Samsung Electronics Co., Ltd.

     12,822,101  
2,094   

Seegene, Inc.

     457,678  
134,600   

Shinhan Financial Group Co., Ltd.

     3,377,549  
48,977   

Woori Financial Group, Inc.

     350,295  
     

 

 

 
        42,414,332  
     

 

 

 
   Taiwan - 12.9%

 

61,000   

Accton Technology Corp.

     477,873  
737,000   

Cathay Financial Holding Co., Ltd.

     996,293  
456,000   

E Ink Holdings, Inc.

     636,958  
349,000   

Elan Microelectronics Corp.

     1,875,479  
49,000   

Elite Material Co., Ltd.

     296,125  
108,000   

Foxsemicon Integrated Technology, Inc.

     761,674  
3,322,000   

Fubon Financial Holding Co., Ltd.

     4,731,146  
1,560,000   

Hon Hai Precision Industry Co., Ltd.

     4,169,300  
265,086   

Lite-On Technology Corp.

     448,470  
144,959   

MediaTek, Inc.

     3,461,339  
32,000   

Merida Industry Co., Ltd.

     295,264  
23,000   

momo.com, Inc.

     510,478  
47,000   

Nien Made Enterprise Co., Ltd.

     516,041  
19,000   

Parade Technologies Ltd.

     827,062  
472,000   

Pegatron Corp.

     990,186  
108,000   

Phison Electronics Corp.

     1,083,545  
36,000   

Pixart Imaging, Inc.

     245,056  
231,000   

Powertech Technology, Inc.

     771,694  
353,919   

Radiant Opto-Electronics Corp.

     1,513,147  
533,000   

Shin Kong Financial Holding Co., Ltd.*

     154,889  
7,000   

Silergy Corp.

     419,934  
148,000   

TaiDoc Technology Corp.

     1,275,167  
959,176   

Taiwan Semiconductor Manufacturing Co., Ltd.

     13,959,461  
79,000   

Tripod Technology Corp.

     342,928  
334,000   

TXC Corp.

     857,220  
55,000   

United Integrated Services Co., Ltd.

     385,966  
3,651,724   

United Microelectronics Corp.

     2,769,083  
57,000   

Yageo Corp.

     756,886  
92,000   

Zhen Ding Technology Holding Ltd.

     424,129  
     

 

 

 
        45,952,793  
     

 

 

 
   Thailand - 3.2%

 

402,400   

Bangkok Bank PCL

     1,286,854  
141,300   

Carabao Group PCL

     550,564  
1,316,400   

Charoen Pokphand Foods PCL

     1,424,789  
456,400   

Com7 PCL

     559,843  
238,973   

Electricity Generating PCL

     1,816,294  
78,200   

Kasikornbank PCL

     204,980  
4,223,871   

Krung Thai Bank PCL

     1,334,246  
813,800   

Osotspa PCL

     1,109,164  
942,400   

Polyplex Thailand PCL NVDR

     708,379  
565,300   

PTT PCL

     679,828  
1,147,000   

Thanachart Capital PCL

     1,278,225  

 

  Hartford Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$     21,315,400   

TMB Bank PCL

 

   $ 649,391  
        

 

 

 
     11,602,557  
        

 

 

 
   Turkey - 0.8%

 

83,214   

Migros Ticaret AS*(2)

 

     536,015  
44,546   

Turkiye Garanti Bankasi AS*

 

     44,777  
683,894   

Turkiye Halk Bankasi AS*(2)

 

     539,839  
892,248   

Turkiye Is Bankasi AS Class C*

 

     614,183  
1,702,776   

Turkiye Vakiflar Bankasi TAO Class D*(2)

 

     1,102,781  
        

 

 

 
     2,837,595  
        

 

 

 
   United Arab Emirates - 0.5%

 

641,759   

Emaar Properties PJSC*

 

     453,867  
566,667   

Emirates NBD Bank PJSC

 

     1,374,289  
        

 

 

 
     1,828,156  
        

 

 

 
  

Total Common Stocks
(cost $302,886,038)

 

   $     342,401,770  
        

 

 

 

Preferred Stocks - 1.7%

     
   Brazil - 1.7%

 

166,700   

Cia de Transmissao de Energia Eletrica Paulista *

 

     720,288  
31,700   

Cia Paranaense de Energia *

 

     403,379  
1,112,000   

Petroleo Brasileiro S.A. *

 

     4,732,323  
        

 

 

 
     5,855,990  
        

 

 

 
  

Total Preferred Stocks
(cost $6,264,405)

 

   $ 5,855,990  
        

 

 

 
  

Total Long-Term Investments
(cost $309,150,443)

      $ 348,257,760  
        

 

 

 

Short-Term Investments - 2.1%

     
   Repurchase Agreements - 1.3%

 

4,579,986   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $4,580,013; collateralized by U.S. Treasury Note 2.875%, maturing 11/30/2025, with a market value of $4,671,672

 

     4,579,986  
        

 

 

 
   Securities Lending Collateral - 0.8%

 

144,067   

Citibank NA DDCA, 0.09%, 8/3/2020(3)

 

     144,067  
168,111   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3)

 

     168,111  
2,569,173   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(3)

 

     2,569,173  
        

 

 

 
     2,881,351  
        

 

 

 
  

Total Short-Term Investments
(cost $7,461,337)

 

   $ 7,461,337  
        

 

 

 
  

Total Investments
(cost $316,611,780)

     99.5%      $ 355,719,097  
  

Other Assets and Liabilities

     0.5%        1,934,009  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 357,653,106  
     

 

 

    

 

 

 

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)

  July 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 July 31, 2020, the aggregate value of these securities was $4,564,888, representing 1.3% of net assets.

(2)

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

(3)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2020  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
    

Value and

Unrealized
Appreciation/
      (Depreciation)    

 

Long position contracts:

           

MSCI Emerging Market Index Future

     64        09/18/20      $         3,421,760      $         294,102  
           

 

 

 
  
           

 

 

 

Total futures contracts

 

   $ 294,102  
           

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020
Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
          Appreciation           Depreciation    

    128,141

  USD       470,021   QAR         SSG   08/06/20   $                  —   $                (959)  

    128,261

  USD       470,501   QAR         SSG   08/10/20     (974)  

      Total Foreign Currency Contracts

  $                  —   $            (1,933)  

 

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

 

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

SSG

     State Street Global Markets LLC
Currency Abbreviations:

QAR

     Qatari Riyal
Index Abbreviations:

MSCI

     Morgan Stanley Capital International
Other Abbreviations:

ADR

     American Depositary Receipt

DDCA

     Dollars on Deposit in Custody Account

GDR

     Global Depositary Receipt

NVDR

     Non-Voting Depositary Receipt

PJSC

     Private Joint Stock Company

PT

     Perseroan Terbatas

REIT

     Real Estate Investment Trust

 

  Hartford Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total     Level 1      Level 2     Level  3(1)  

Assets

 

Common Stocks

         

Argentina

   $ 393,744     $ 393,744      $     $  

Brazil

     15,215,944       15,215,944               

Chile

     1,103,086       1,103,086               

China

     129,861,277       39,664,718        90,196,559        

Greece

     444,422              444,422        

Hong Kong

     21,912,865              21,912,865        

India

     23,911,877       508,610        23,403,267        

Indonesia

     1,317,046              1,317,046        

Malaysia

     6,847,727              6,847,727        

Mexico

     5,533,140       5,533,140               

Pakistan

     815,129              815,129        

Philippines

     286,655              286,655        

Poland

     6,443,223              6,443,223        

Qatar

     1,672,856              1,672,856        

Russia

     11,176,605       4,310,125        6,866,480        

South Africa

     10,830,741       361,268        10,469,473        

South Korea

     42,414,332       1,231,382        41,182,950        

Taiwan

     45,952,793              45,952,793        

Thailand

     11,602,557       9,402,344        2,200,213        

Turkey

     2,837,595       539,839        2,297,756        

United Arab Emirates

     1,828,156              1,828,156        

Preferred Stocks

     5,855,990       5,855,990               

Short-Term Investments

     7,461,337       2,881,351        4,579,986        

Futures Contracts(2)

     294,102       294,102               
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     356,013,199     $     87,295,643      $     268,717,556     $                 —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (1,933   $      $ (1,933   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,933   $      $ (1,933   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)

For the period ended July 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

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Corporate Bonds - 30.3%

  
   Argentina - 0.7%

 

$        265,000   

Telecom Argentina S.A.
6.50%, 06/15/2021(1)

   $ 255,592  
  

YPF S.A.

 

265,000   

6.95%, 07/21/2027(1)

     198,087  
37,000   

8.50%, 03/23/2025(2)

     30,988  
     

 

 

 
        484,667  
     

 

 

 
   Azerbaijan - 0.6%

 

200,000   

International Bank of Azerbaijan OJSC
3.50%, 09/01/2024(1)

     180,540  
205,000   

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(1)

     246,098  
     

 

 

 
        426,638  
     

 

 

 
   Bermuda - 0.6%

 

450,000   

Ooredoo International Finance Ltd.
3.25%, 02/21/2023(1)

     471,375  
     

 

 

 
   Brazil - 1.4%

 

270,000   

Banco do Brasil S.A.
4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(2)

     282,693  
305,000   

BRF S.A.
4.88%, 01/24/2030(2)

     304,908  
200,000   

Centrais Eletricas Brasileiras S.A.
3.63%, 02/04/2025(2)

     198,790  
255,000   

Itau Unibanco Holding S.A.
6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD CMT + 3.981% thereafter)(2)(3)(4)

     243,767  
     

 

 

 
                1,030,158  
     

 

 

 
   British Virgin Islands - 1.1%

 

75,000   

Central American Bottling Corp.
5.75%, 01/31/2027(2)

     78,563  
270,000   

Huarong Finance Co., Ltd.
4.50%, 01/24/2022, (4.50% fixed rate until 01/24/2022; 5 year USD CMT + 7.773% thereafter)(1)(3)(4)

     274,391  
250,000   

Sinopec Group Overseas Development Ltd.
2.70%, 05/13/2030(2)

     267,639  
200,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

     206,836  
     

 

 

 
        827,429  
     

 

 

 
   Canada - 0.2%

 

200,000   

Frontera Energy Corp.
9.70%, 06/25/2023(2)

     158,500  
     

 

 

 
   Cayman Islands - 3.4%

 

465,000   

ADCB Finance Cayman Ltd.
4.00%, 03/29/2023(2)

     490,436  
352,745   

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(2)(5)

     253,535  
245,000   

Comcel Trust via Comunicaciones Celulares S.A.
6.88%, 02/06/2024(1)

     251,128  
200,000   

Lamar Funding Ltd.
3.96%, 05/07/2025(1)

     186,470  
235,000   

Lima Metro Line 2 Finance Ltd.
4.35%, 04/05/2036(2)

     259,440  
253,648   

Sparc EM SPC Panama Metro
0.00%, 12/05/2022(1)(5)

     244,898  
400,000   

Tencent Holdings Ltd.
2.39%, 06/03/2030(2)

     415,712  
305,000   

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

     320,634  

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$              90,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

   $ 96,612  
     

 

 

 
     2,518,865  
     

 

 

 
   Chile - 1.5%

 

  

Embotelladora Andina S.A.

 

150,000   

3.95%, 01/21/2050(1)

     153,795  
200,000   

5.00%, 10/01/2023(1)

     218,704  
250,000   

Empresa Nacional de Telecomunicaciones S.A.
4.75%, 08/01/2026(1)

     271,956  
200,000   

Engie Energia Chile S.A.
4.50%, 01/29/2025(1)

     219,622  
200,000   

Inversiones CMPC S.A.
3.85%, 01/13/2030(2)

     209,326  
     

 

 

 
     1,073,403  
     

 

 

 
   China - 0.3%

 

225,000   

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(2)

     256,705  
     

 

 

 
   Colombia - 1.2%

 

200,000   

Bancolombia S.A.
3.00%, 01/29/2025

     199,002  
  

Ecopetrol S.A.

 

115,000   

4.13%, 01/16/2025

     119,889  
255,000   

6.88%, 04/29/2030

     307,275  
225,000   

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

     248,627  
     

 

 

 
     874,793  
     

 

 

 
   Hong Kong - 0.4%

 

275,000   

CMB Wing Lung Bank Ltd.
3.75%, 11/22/2027, (3.75% fixed rate until 11/22/2022; 5 year USD CMT + 1.750% thereafter)(1)(4)

             279,441  
     

 

 

 
   India - 0.4%

 

285,000   

Bharti Airtel Ltd.
4.38%, 06/10/2025(1)

     301,767  
     

 

 

 
   Indonesia - 0.8%

 

  IDR  2,620,000,000   

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(2)

     173,092  
$            285,000   

Tower Bersama Infrastructure Tbk PT
4.25%, 01/21/2025(1)

     285,142  
  IDR  2,040,000,000   

Wijaya Karya Persero Tbk PT
7.70%, 01/31/2021(2)

     127,683  
     

 

 

 
     585,917  
     

 

 

 
   Israel - 0.8%

 

$            165,000   

Delek & Avner Tamar Bond Ltd.
5.08%, 12/30/2023(2)

     163,277  
  

Israel Electric Corp. Ltd.

 

200,000   

4.25%, 08/14/2028(1)(2)

     227,720  
200,000   

5.00%, 11/12/2024(1)(2)

     224,900  
     

 

 

 
     615,897  
     

 

 

 
   Luxembourg - 1.8%

 

200,000   

CSN Resources S.A.
7.63%, 04/17/2026(1)

     197,640  
200,000   

Kernel Holding S.A.
6.50%, 10/17/2024(2)

     198,100  
200,000   

Millicom International Cellular S.A.
5.13%, 01/15/2028(2)

     209,276  
255,000   

Rede D’or Finance S.a.r.l.
4.95%, 01/17/2028(2)

     248,337  
200,000   

Rumo Luxembourg S.a.r.l.
5.25%, 01/10/2028(2)

     206,773  

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        235,000   

VTB Bank OJSC Via VTB Capital S.A.
6.95%, 10/17/2022(1)

   $ 249,687  
     

 

 

 
     1,309,813  
     

 

 

 
   Mauritius - 0.6%

 

200,000   

Azure Power Energy Ltd.
5.50%, 11/03/2022(1)

     203,668  
200,000   

MTN Mauritius Investments Ltd.
5.37%, 02/13/2022(2)

     204,340  
     

 

 

 
     408,008  
     

 

 

 
   Mexico - 1.7%

 

150,000   

Coca-Cola Femsa S.A.B. de C.V.
2.75%, 01/22/2030

     162,886  
205,000   

Infraestructura Energetica Nova S.A.B. de C.V.
3.75%, 01/14/2028(1)

     205,769  
230,000   

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

     193,200  
200,000   

Operadora de Servicios Mega S.A. de C.V.
8.25%, 02/11/2025(2)

     175,300  
  

Petroleos Mexicanos

 

80,000   

6.35%, 02/12/2048

     62,996  
185,000   

6.38%, 01/23/2045

     147,056  
30,000   

6.50%, 06/02/2041

     24,105  
10,000   

6.75%, 09/21/2047

     8,125  
130,000   

7.69%, 01/23/2050(1)

     114,309  
140,000   

7.69%, 01/23/2050(2)

     123,102  
     

 

 

 
             1,216,848  
     

 

 

 
   Morocco - 0.4%

 

275,000   

OCP S.A.
4.50%, 10/22/2025(1)

     286,742  
     

 

 

 
   Netherlands - 4.4%

 

250,000   

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

     254,475  
240,000   

ICTSI Treasury B.V.
5.88%, 09/17/2025(1)

     261,609  
200,000   

Lukoil Securities B.V.
3.88%, 05/06/2030(2)

     211,838  
200,000   

Metinvest B.V.
7.75%, 04/23/2023(2)

     196,668  
270,000   

Minejesa Capital B.V.
5.63%, 08/10/2037(1)

     287,550  
250,000   

Mong Duong Finance Holdings B.V.
5.13%, 05/07/2029(2)

     250,783  
  

Petrobras Global Finance B.V.

 

80,000   

5.60%, 01/03/2031

     84,260  
35,000   

6.88%, 01/20/2040

     38,806  
70,000   

6.90%, 03/19/2049

     77,910  
330,000   

Prosus N.V.
5.50%, 07/21/2025(1)

     376,613  
200,000   

Syngenta Finance N.V.
5.18%, 04/24/2028(1)

     217,215  
500,000   

Teva Pharmaceutical Finance Netherlands B.V.
6.75%, 03/01/2028(6)

     555,000  
385,000   

VEON Holdings B.V.
4.00%, 04/09/2025(2)

     398,571  
     

 

 

 
     3,211,298  
     

 

 

 
   Panama - 0.3%

 

199,116   

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

     220,204  
     

 

 

 
   Peru - 1.5%

 

  

Banco de Credito del Peru

 

225,000   

2.70%, 01/11/2025(2)

     230,231  
125,000   

3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(2)(4)

     124,000  

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        295,000   

Kallpa Generacion S.A.
4.13%, 08/16/2027(2)

   $         302,965  
270,000   

SAN Miguel Industrias Pet S.A.
4.50%, 09/18/2022(2)

     272,403  
PEN        500,000   

Telefonica del Peru SAA
7.38%, 04/10/2027(2)

     142,588  
     

 

 

 
     1,072,187  
     

 

 

 
   Philippines - 0.3%

 

$        240,000   

SM Investments Corp.
4.88%, 06/10/2024(1)

     252,700  
     

 

 

 
   Saudi Arabia - 0.5%

 

200,000   

Arabian Centres Sukuk Ltd.
5.38%, 11/26/2024(2)

     177,800  
210,000   

Saudi Arabian Oil Co.
2.75%, 04/16/2022(2)

     215,859  
     

 

 

 
     393,659  
     

 

 

 
   Singapore - 1.3%

 

470,000   

BOC Aviation Ltd.
3.88%, 04/27/2026(2)

     508,813  
270,000   

United Overseas Bank Ltd.
2.88%, 03/08/2027, (2.88% fixed rate until 03/08/2022; 5 year USD
Swap + 1.654% thereafter)(1)(4)

     274,698  
200,000   

Vena Energy Capital Pte Ltd.
3.13%, 02/26/2025(1)

     192,242  
     

 

 

 
     975,753  
     

 

 

 
   South Africa - 0.3%

 

225,000   

Eskom Holdings SOC Ltd.
6.75%, 08/06/2023(1)

     215,618  
     

 

 

 
   South Korea - 1.1%

 

365,000   

Shinhan Bank Co., Ltd.
3.75%, 09/20/2027(2)

     394,816  
320,000   

Woori Bank
5.13%, 08/06/2028(2)

     379,651  
     

 

 

 
     774,467  
     

 

 

 
   Thailand - 0.3%

 

200,000   

PTTEP Treasury Center Co., Ltd.
3.90%, 12/06/2059(2)

     230,383  
     

 

 

 
   Ukraine - 0.3%

 

200,000   

VF Ukraine PAT via VFU Funding plc
6.20%, 02/11/2025(2)

     196,500  
     

 

 

 
   United Arab Emirates - 1.3%

 

235,000   

Abu Dhabi National Energy Co.
PJSC 3.63%, 01/12/2023(1)

     249,100  
200,000   

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

     223,008  
220,000   

Emirates SembCorp Water and Power Co. PJSC
4.45%, 08/01/2035(2)

     247,280  
225,000   

Tabreed Sukuk Spc Ltd.
5.50%, 10/31/2025(1)

     253,368  
     

 

 

 
     972,756  
     

 

 

 
   United Kingdom - 0.6%

 

EUR    170,000   

Ellaktor Value plc
6.38%, 12/15/2024(2)

     153,854  
$    270,000   

Liquid Telecommunications Financing plc
8.50%, 07/13/2022(2)

     272,703  
     

 

 

 
     426,557  
     

 

 

 
   United States - 0.2%

 

135,000   

DAE Funding LLC
5.00%, 08/01/2024(1)

     124,961  
     

 

 

 

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Total Corporate Bonds
(cost $21,435,904)

   $         22,194,009  
     

 

 

 

Foreign Government Obligations - 66.1%

  
   Argentina - 1.6%

 

ARS        4,579,493   

Argentina Treasury Bond
1.20%, 03/18/2022(7)

   $ 63,293  
  

Argentine Bonos del Tesoro

 

5,840,763   

15.50%, 10/17/2026(8)

     30,636  
8,645,000   

16.00%, 10/17/2023(8)

     64,497  
127,125   

18.20%, 10/03/2021(8)

     1,419  
  

Argentine Republic Government International Bond

 

$            495,000   

5.88%, 01/11/2028(8)

     207,900  
900,000   

6.88%, 01/26/2027(8)

     380,250  
450,000   

7.63%, 04/22/2046(8)

     191,250  
91,800   

Autonomous City of Buenos Aires Argentina
8.95%, 02/19/2021(1)

     89,506  
ARS        3,970,000   

32.74%, 03/29/2024, BADLAR + 3.250%(9)

     53,483  
$            185,000   

Provincia de Cordoba
7.13%, 08/01/2027(1)

     116,552  
     

 

 

 
        1,198,786  
     

 

 

 
   Bermuda - 0.3%

 

200,000   

Bermuda Government International Bond
3.72%, 01/25/2027(2)

     216,900  
     

 

 

 
   Brazil - 1.7%

 

  

Brazil Notas do Tesouro Nacional

 

BRL            16,000   

10.00%, 01/01/2025

     3,644  
3,745,000   

10.00%, 01/01/2027

     868,249  
785,000   

10.00%, 01/01/2029

     185,246  
871,000   

10.00%, 01/01/2031

     207,612  
     

 

 

 
        1,264,751  
     

 

 

 
   Chile - 0.5%

 

  

Bonos de la Tesoreria de la Republica en pesos

 

CLP    130,000,000   

5.00%, 03/01/2035

     215,685  
70,000,000   

6.00%, 01/01/2043

     138,062  
     

 

 

 
        353,747  
     

 

 

 
   China - 3.4%

 

  

China Government Bond

 

CNY        3,640,000   

2.68%, 05/21/2030

     509,319  
3,660,000   

2.85%, 06/04/2027

     520,330  
8,170,000   

3.13%, 11/21/2029

     1,177,595  
2,160,000   

3.29%, 05/23/2029

     314,892  
     

 

 

 
        2,522,136  
     

 

 

 
   Colombia - 6.3%

 

  

Colombian TES

 

  COP  3,651,900,000   

5.75%, 11/03/2027

     1,012,593  
1,869,300,000   

6.00%, 04/28/2028

     524,237  
3,688,600,000   

7.00%, 06/30/2032

     1,035,762  
3,523,000,000   

7.25%, 10/18/2034

     998,280  
3,414,300,000   

7.75%, 09/18/2030

     1,039,269  
     

 

 

 
        4,610,141  
     

 

 

 
   Croatia - 0.6%

 

  EUR            320,000   

Croatia Government International Bond
3.00%, 03/20/2027(1)

     433,486  
     

 

 

 
   Czech Republic - 3.5%

 

  

Czech Republic Government Bond

 

  CZK          7,380,000   

0.95%, 05/15/2030(1)

     332,626  
3,200,000   

1.20%, 03/13/2031

     147,156  
28,320,000   

2.50%, 08/25/2028(1)

     1,435,355  
12,150,000   

2.75%, 07/23/2029

     635,765  
     

 

 

 
        2,550,902  
     

 

 

 

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
     Ecuador - 0.1%

 

$              200,000     

Ecuador Government International Bond
9.50%, 03/27/2030(2)(8)

   $         103,500  
       

 

 

 
     Egypt - 0.3%

 

205,000     

Egypt Government International Bond
8.88%, 05/29/2050(2)

     204,959  
       

 

 

 
     Honduras - 0.2%

 

150,000     

Honduras Government International Bond
5.63%, 06/24/2030(2)

     157,875  
       

 

 

 
     Hungary - 3.2%

 

    

Hungary Government Bond

 

HUF          50,270,000     

2.75%, 12/22/2026

     185,157  
76,460,000     

3.00%, 10/27/2027

     285,479  
101,830,000     

3.00%, 08/21/2030

     377,469  
45,350,000     

3.00%, 10/27/2038

     162,033  
60,320,000     

3.25%, 10/22/2031

     228,291  
18,660,000     

6.75%, 10/22/2028

     87,625  
    

Hungary Government International Bond

 

EUR              495,000     

1.63%, 04/28/2032(1)

     613,996  
325,000     

1.75%, 10/10/2027(1)

     417,289  
       

 

 

 
          2,357,339  
       

 

 

 
     Indonesia - 5.0%

 

    

Indonesia Treasury Bond

 

IDR        432,000,000     

6.63%, 05/15/2033

     27,988  
2,153,000,000     

7.00%, 05/15/2027

     150,533  
13,361,000,000     

7.00%, 09/15/2030

     927,034  
3,465,000,000     

7.50%, 08/15/2032

     240,817  
9,618,000,000     

7.50%, 06/15/2035

     672,074  
4,915,000,000     

7.50%, 05/15/2038

     338,563  
510,000,000     

8.25%, 05/15/2029

     38,054  
3,748,000,000     

8.25%, 06/15/2032

     274,554  
3,608,000,000     

8.25%, 05/15/2036

     265,015  
4,197,000,000     

8.38%, 03/15/2034

     311,642  
2,251,000,000     

8.38%, 04/15/2039

     167,962  
2,313,000,000     

8.75%, 05/15/2031

     176,675  
1,258,000,000     

8.75%, 02/15/2044

     93,678  
       

 

 

 
          3,684,589  
       

 

 

 
     Macedonia - 0.2%

 

EUR               110,000     

North Macedonia Government International Bond
3.68%, 06/03/2026(2)

     137,184  
       

 

 

 
     Malaysia - 6.3%

 

    

Malaysia Government Bond

 

MYR           2,255,000     

3.48%, 06/14/2024

     560,288  
9,875,000     

3.66%, 10/15/2020

     2,337,766  
155,000     

3.76%, 04/20/2023

     38,280  
450,000     

3.83%, 07/05/2034

     116,324  
1,050,000     

3.89%, 08/15/2029

     273,847  
255,000     

3.90%, 11/16/2027

     66,510  
825,000     

3.91%, 07/15/2026

     212,947  
1,600,000     

3.96%, 09/15/2025

     410,570  
460,000     

4.76%, 04/07/2037

     128,847  
    

Malaysia Government Investment Issue

 

700,000     

3.66%, 10/15/2024

     175,557  
455,000     

3.73%, 03/31/2026

     115,931  
35,000     

4.13%, 08/15/2025

     9,030  
340,000     

4.13%, 07/09/2029

     89,837  
215,000     

4.72%, 06/15/2033

     59,867  
       

 

 

 
          4,595,601  
       

 

 

 
     Mexico - 3.1%

 

    

Mexican Bonos

 

MXN           3,627,000     

5.75%, 03/05/2026

     167,411  
2,517,400     

7.75%, 11/23/2034

     129,676  
7,478,100     

7.75%, 11/13/2042

     374,460  

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
MXN              7,267,600   

8.00%, 11/07/2047

   $         371,805  
16,256,300   

8.50%, 11/18/2038

     881,617  
1,539,600   

10.00%, 11/20/2036

     94,425  
$                200,000   

Mexico Government International Bond
5.00%, 04/27/2051

     234,000  
     

 

 

 
        2,253,394  
     

 

 

 
   Peru - 3.2%

 

  

Peru Government Bond

 

PEN              2,135,000   

5.94%, 02/12/2029(1)(2)

     724,749  
875,000   

6.15%, 08/12/2032(1)(2)

     293,834  
1,180,000   

6.90%, 08/12/2037

     413,487  
2,490,000   

6.95%, 08/12/2031

     891,990  
     

 

 

 
        2,324,060  
     

 

 

 
   Poland - 2.1%

 

  

Republic of Poland Government Bond

 

PLN              2,545,000   

2.50%, 07/25/2026

     744,142  
2,635,000   

3.25%, 07/25/2025

     791,968  
     

 

 

 
        1,536,110  
     

 

 

 
   Romania - 1.5%

 

  

Romania Government Bond

 

  RON                300,000   

3.25%, 04/29/2024

     72,117  
180,000   

4.50%, 06/17/2024

     45,118  
1,450,000   

4.75%, 02/24/2025

     367,793  
1,155,000   

4.85%, 04/22/2026

     295,551  
60,000   

5.00%, 02/12/2029

     15,640  
  

Romanian Government International Bond

 

  EUR                100,000   

2.88%, 03/11/2029(1)

     125,692  
115,000   

3.62%, 05/26/2030(2)

     149,756  
     

 

 

 
        1,071,667  
     

 

 

 
   Russia - 7.5%

 

  

Russian Federal Bond - OFZ

 

  RUB            52,945,000   

6.00%, 10/06/2027

     732,541  
23,995,000   

6.90%, 05/23/2029

     348,351  
11,460,000   

7.00%, 08/16/2023

     164,616  
65,340,000   

7.05%, 01/19/2028

     959,271  
29,155,000   

7.40%, 07/17/2024

     428,608  
78,170,000   

7.65%, 04/10/2030

     1,190,687  
3,975,000   

7.75%, 09/16/2026

     60,386  
39,610,000   

7.95%, 10/07/2026

     610,641  
35,770,000   

8.15%, 02/03/2027

     556,165  
28,155,000   

8.50%, 09/17/2031

     458,974  
     

 

 

 
        5,510,240  
     

 

 

 
   Serbia - 1.0%

 

EUR                585,000   

Serbia International Bond
3.13%, 05/15/2027(2)

     733,031  
     

 

 

 
   South Africa - 3.6%

 

  

Republic of South Africa Government Bond

 

ZAR              3,800,000   

6.25%, 03/31/2036

     147,461  
8,101,770   

6.50%, 02/28/2041

     300,539  
6,680,000   

7.00%, 02/28/2031

     321,382  
11,950,000   

8.25%, 03/31/2032

     607,651  
12,565,000   

8.50%, 01/31/2037

     588,213  
2,805,000   

8.75%, 01/31/2044

     127,637  
2,785,000   

8.88%, 02/28/2035

     139,342  
9,394,000   

9.00%, 01/31/2040

     447,641  
     

 

 

 
        2,679,866  
     

 

 

 
   South Korea - 1.2%

 

IDR      12,700,000,000   

Export-Import Bank of Korea
7.25%, 12/07/2024(1)

     870,733  
     

 

 

 

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Sri Lanka - 0.5%

 

$              375,000   

Sri Lanka Government International Bond
6.25%, 07/27/2021(1)

   $         343,125  
     

 

 

 
   Supranational - 2.7%

 

  

Asian Development Bank

 

ZAR         20,300,000   

0.00%, 04/30/2040(5)

     195,949  
IDR    4,580,000,000   

7.80%, 03/15/2034

     347,243  
  

European Bank for Reconstruction & Development

 

  MXN         22,000,000   

0.00%, 04/27/2028(5)

     570,082  
IDR    5,800,000,000   

5.60%, 01/30/2025

     380,893  
TRY           1,730,000   

International Bank for Reconstruction & Development
11.00%, 08/25/2022

     223,515  
MXN        21,200,000   

International Finance Corp.
0.00%, 02/22/2038(5)

     304,830  
     

 

 

 
        2,022,512  
     

 

 

 
   Thailand - 4.7%

 

  

Thailand Government Bond

 

THB          5,508,984   

1.20%, 07/14/2021(1)(7)

     175,357  
9,015,734   

1.25%, 03/12/2028(1)(7)

     274,562  
3,427,000   

1.60%, 12/17/2029

     113,580  
16,830,000   

2.88%, 12/17/2028

     612,040  
695,000   

3.30%, 06/17/2038

     27,355  
6,500,000   

3.40%, 06/17/2036

     258,875  
7,280,000   

3.65%, 06/20/2031

     286,951  
22,310,000   

3.78%, 06/25/2032

     899,071  
19,130,000   

3.85%, 12/12/2025

     709,487  
1,770,000   

4.88%, 06/22/2029

     74,008  
     

 

 

 
        3,431,286  
     

 

 

 
   Turkey - 0.2%

 

TRY         1,350,000   

Turkey Government Bond
10.50%, 08/11/2027

     173,211  
     

 

 

 
   Ukraine - 0.3%

 

  

Ukraine Government International Bond

 

UAH         3,400,000   

15.84%, 02/26/2025(2)

     134,329  
2,845,000   

17.25%, 01/05/2022(2)

     109,708  
     

 

 

 
        244,037  
     

 

 

 
   Uruguay - 1.3%

 

  

Uruguay Government International Bond

 

UYU        11,690,000   

3.88%, 07/02/2040(7)

     300,798  
27,250,000   

8.50%, 03/15/2028(1)

     627,497  
     

 

 

 
        928,295  
     

 

 

 
  

Total Foreign Government Obligations
(cost $49,518,245)

   $ 48,513,463  
     

 

 

 
  

Total Long-Term Investments
(cost $70,954,149)

   $ 70,707,472  
     

 

 

 

Short-Term Investments - 1.0%

  
   Repurchase Agreements - 0.2%

 

157,234

  

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $157,235; collateralized by U.S. Treasury Note 2.875%, maturing 11/30/2025, with a market value of $160,466

     157,234  
     

 

 

 
   Securities Lending Collateral - 0.8%

 

28,958   

Citibank NA DDCA, 0.09%, 8/3/2020(10)

     28,958  
33,790   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(10)

     33,790  
516,402   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(10)

     516,402  
     

 

 

 
        579,150  
     

 

 

 
  

Total Short-Term Investments
(cost $736,384)

   $ 736,384  
     

 

 

 

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments Excluding Purchased Options
(cost $71,690,533)

     97.4%      $ 71,443,856  
  

Total Purchased Options
(cost $565,577)

     0.7%      $ 521,673  
     

 

 

    

 

 

 
  

Total Investments
(cost $72,256,110)

     98.1%      $   71,965,529  
   Other Assets and Liabilities      1.9%        1,390,830  
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $ 73,356,359  
     

 

 

    

 

 

 

 

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 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 July 31, 2020, the aggregate value of these securities was $16,206,993, representing 22.1% of net assets.

(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 July 31, 2020, the aggregate value of these securities was $14,395,898, representing 19.6% of net assets.

(3)

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

(4)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(5)

Security is a zero-coupon bond.

(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)

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

(8)

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

(9)

Variable rate security; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

(10)

Current yield as of period end.

OTC Option Contracts Outstanding at January 31, 2020

 

Description   Counter-
party
     Exercise Price/FX
Rate/Rate
     Expiration
Date
    

Number of
Contracts

    

Notional
Amount

     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

                       

Calls

                            

USD Call/CAD Put

    JPM        1.38    USD        09/10/20        1,592,000        USD        1,592,000         $ 2,464      $ 40,437      $ (37,973

USD Call/CNH Put

    CBK        7.18    USD        11/25/20        763,000        USD        763,000           5,149        13,104        (7,955

USD Call/CNH Put

    CBK        7.21    USD        12/01/20        1,587,000        USD        1,587,000           9,978        27,257        (17,279

USD Call/RUB Put

    CBK        77.24    USD        10/28/20        749,000        USD        749,000           12,796        9,040        3,756  

USD Call/RUB Put

    GSC        90.10    USD        09/30/20        846,000        USD        846,000           762        21,488        (20,726

USD Call/TRY Put

    GSC        7.44    USD        01/18/21        1,110,000        USD        1,110,000           71,542        49,506        22,036  

USD Call/TRY Put

    GSC        7.04    USD        10/01/20        1,147,000        USD        1,147,000           48,808        31,577        17,231  

USD Call/ZAR Put

    MSC        18.02    USD        10/30/20        746,000        USD        746,000           12,977        10,437        2,540  

USD Call/ZAR Put

    CBK        16.87    USD        01/25/21        747,000        USD        747,000           44,892        33,839        11,053  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

   $ 209,368      $ 236,685      $ (27,317
                   

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                            

USD Put/BRL Call

    JPM        5.36    USD        08/20/20        1,532,000        USD        1,532,000         $ 58,118      $ 21,831      $ 36,287  

USD Put/BRL Call

    BOA        5.72    USD        08/20/20        1,532,000        USD        1,532,000           151,999        211,939        (59,940

USD Put/BRL Call

    BOA        5.05    USD        10/14/20        1,532,000        USD        1,532,000           29,255        20,080        9,175  

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Description   Counter-
party
     Exercise Price/FX
Rate/Rate
     Expiration
Date
    

Number of
Contracts

   

Notional
Amount

    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

USD Put/CAD Call

    JPM        1.38    USD        09/10/20        1,592,000       USD        1,592,000        $ 48,225     $ 40,564     $ 7,661  

USD Put/INR Call

    JPM        71.16    USD        08/20/20        2,008,000       USD        2,008,000          2       10,562       (10,560

USD Put/KRW Call

    GSC        1,167.50    USD        10/27/20        744,000       USD        744,000          4,878       4,140       738  

USD Put/MXN Call

    MSC        21.37    USD        01/21/21        1,111,000       USD        1,111,000          15,106       15,010       96  

USD Put/MXN Call

    MSC        20.26    USD        01/21/21        1,111,000       USD        1,111,000          4,722       4,766       (44
                    

 

 

   

 

 

   

 

 

 

Total Puts

                     $ 312,305     $ 328,892     $ (16,587 ) 
                    

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

 

             $ 521,673     $ 565,577     $ (43,904 ) 
                    

 

 

   

 

 

   

 

 

 
Description  

Counter

-party

     Exercise Price/FX
Rate/Rate
     Expiration
Date
    

Number of
Contracts

     Notional
Amount
           Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

 

                   

Calls

                        

USD Call/CNH Put

    CBK        7.45    USD        11/25/20        (763,000     USD        (763,000      $ (1,893   $ (6,169   $ 4,276  

USD Call/CNH Put

    CBK        7.48    USD        12/01/20        (3,174,000     USD        (3,174,000        (7,811     (25,392     17,581  

USD Call/TRY Put

    GSC        7.47    USD        10/01/20        (1,147,000     USD        (1,147,000        (22,189     (15,409     (6,780

USD Call/TRY Put

    GSC        8.19    USD        01/18/21        (1,110,000     USD        (1,110,000        (37,515     (24,242     (13,273

USD Call/ZAR Put

    CBK        18.39    USD        01/25/21        (747,000     USD        (747,000        (19,956     (14,948     (5,008
                    

 

 

   

 

 

   

 

 

 

Total Calls

                     $ (89,364   $ (86,160   $ (3,204
                    

 

 

   

 

 

   

 

 

 

Written option contracts:

                        

Puts

                        

USD Put/BRL Call

    JPM        5.72    USD        08/20/20        (1,532,000     USD        (1,532,000      $ (151,999   $ (65,416   $ (86,583

USD Put/BRL Call

    BOA        5.36    USD        08/20/20        (1,532,000     USD        (1,532,000        (58,118     (117,172     59,054  

USD Put/BRL Call

    BOA        5.36    USD        10/14/20        (1,532,000     USD        (1,532,000        (78,781     (58,651     (20,130

USD Put/BRL Call

    GSC        4.97    USD        01/07/21        (1,139,000     USD        (1,139,000        (26,965     (19,687     (7,278

USD Put/CLP Call

    JPM        720.25    USD        10/30/20        (746,000     USD        (746,000        (5,924     (6,759     835  

USD Put/CLP Call

    BOA        738.60    USD        12/04/20        (1,176,000     USD        (1,176,000        (23,441     (14,381     (9,060

USD Put/MXN Call

    MSC        22.75    USD        01/21/21        (1,111,000     USD        (1,111,000        (45,549     (45,462     (87

USD Put/RUB Call

    CBK        70.26    USD        10/28/20        (749,000     USD        (749,000        (3,931     (6,906     2,975  

USD Put/ZAR Call

    MSC        16.12    USD        10/30/20        (746,000     USD        (746,000        (5,874     (8,269     2,395  
                    

 

 

   

 

 

   

 

 

 

Total Puts

                     $ (400,582   $ (342,703   $ (57,879
                    

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

 

                $ (489,946   $ (428,863   $ (61,083
                    

 

 

   

 

 

   

 

 

 

Futures Contracts Outstanding at July 31, 2020

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     5        09/30/20      $   1,104,922      $     1,030  

U.S. Treasury 5-Year Note Future

     46        09/30/20        5,801,750        31,257  

U.S. Treasury Long Bond Future

     6        09/21/20        1,093,687        22,676  
           

 

 

 

Total

 

   $ 54,963  
           

 

 

 

Short position contracts:

           

Euro-BOBL Future

     3        09/08/20      $ 477,918      $ (2,253

Euro-BUND Future

     9        09/08/20        1,881,988        (26,128

U.S. Treasury 10-Year Note Future

     42        09/21/20        5,883,281        (60,874

U.S. Treasury 10-Year Ultra Future

     5        09/21/20        796,250        (11,869

U.S. Treasury Ultra Long Term Bond Future

     1        09/21/20        227,688        (10,252
           

 

 

 

Total

 

   $ (111,376
           

 

 

 

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

  

 

 

 

Total futures contracts

   $   (56,413
  

 

 

 

OTC Interest Rate Swap Contracts Outstanding at July 31, 2020

 

Counter-

party

   Payments made
by Fund
   Payments
received by
Fund
  

        Notional

        Amount

    

Expiration

Date

     Periodic
Payment
Frequency
   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BOA

   6 Mo. THBFIX    0.99% Fixed    THB     3,357,500        09/16/30      Semi-Annual    $         —      $         —      $ 290     $ 290  

BOA

   BZDIOVRA    6.45% Fixed    BRL     1,763,295        01/04/27      Maturity                          10,666       10,666  

BOA

   0.51% Fixed    CLICP Camara Promedio A    CLP     4,610,050,000        09/16/21      Maturity                    (5,727     (5,727

BOA

   CLICP Camara Promedio A    0.65% Fixed    CLP     457,325,000        09/16/22      Semi-Annual                    1,753       1,753  

CBK

   1.51% Fixed    CLICP Camara Promedio A    CLP     411,090,000        09/16/25      Semi-Annual                    (11,606     (11,606

CBK

   CLICP Camara Promedio A    0.73% Fixed    CLP     727,210,000        09/16/22      Semi-Annual                    4,288       4,288  

CBK

   CLICP Camara Promedio A    2.37% Fixed    CLP     116,740,000        09/16/30      Semi-Annual                    4,758       4,758  

CBK

   CLICP Camara Promedio A    2.35% Fixed    CLP     104,015,000        09/16/30      Semi-Annual                    3,982       3,982  

GSC

   3M Banco Central De La Republica    3.68% Fixed    COP     6,860,745,000        09/16/25      Quarterly                    47,231       47,231  

GSC

   4.82% Fixed    3M Banco Central De La Republica    COP     6,055,930,000        09/16/30      Quarterly                    (67,273     (67,273

GSC

   4.96% Fixed    3M Banco Central De La Republica    COP     5,171,190,000        09/16/30      Quarterly                    (73,806     (73,806

GSC

   0.84% Fixed    6 Mo. THBFIX    THB     26,290,000        09/16/25      Semi-Annual                    (6,211     (6,211

GSC

   BZDIOVRA    5.83% Fixed    BRL     2,991,902        01/02/25      Maturity                    19,048       19,048  

GSC

   BZDIOVRA    5.29% Fixed    BRL     2,506,293        01/03/22      Maturity                    21,648       21,648  

GSC

   BZDIOVRA    6.42% Fixed    BRL     130,513        01/02/25      Maturity                    1,414       1,414  

GSC

   BZDIOVRA    6.68% Fixed    BRL     652,045        01/04/27      Maturity                    5,587       5,587  

GSC

   1.34% Fixed    CLICP Camara Promedio A    CLP     408,715,000        09/16/25      Semi-Annual                    (6,986     (6,986

GSC

   1.39% Fixed    CLICP Camara Promedio A    CLP     451,740,000        09/16/25      Semi-Annual                    (9,054     (9,054

GSC

   1.44% Fixed    CLICP Camara Promedio A    CLP     1,053,235,000        09/16/25      Semi-Annual                    (25,008     (25,008

GSC

   1.45% Fixed    CLICP Camara Promedio A    CLP     606,580,000        09/16/25      Semi-Annual                    (14,740     (14,740

GSC

   CLICP Camara Promedio A    0.65% Fixed    CLP     2,640,200,000        09/16/22      Semi-Annual                    10,402       10,402  

GSC

   CLICP Camara Promedio A    0.66% Fixed    CLP     2,120,960,000        09/16/22      Semi-Annual                    8,413       8,413  

GSC

   CLICP Camara Promedio A    0.61% Fixed    CLP     545,360,000        09/16/22      Semi-Annual                    1,510       1,510  

GSC

   CLICP Camara Promedio A    0.60% Fixed    CLP     493,420,000        09/16/22      Semi-Annual                    1,169       1,169  

GSC

   CLICP Camara Promedio A    2.33% Fixed    CLP     656,170,000        09/16/30      Semi-Annual                    23,899       23,899  

GSC

   CLICP Camara Promedio A    2.34% Fixed    CLP     378,540,000        09/16/30      Semi-Annual                    14,022       14,022  

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Counter-

party

   Payments made
by Fund
   Payments
received by
Fund
  

        Notional

        Amount

    

Expiration

Date

     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

GSC

   CLICP Camara Promedio A    2.16% Fixed    CLP     124,560,000          09/16/30        Semi-Annual      $             —      $             —      $ 1,837     $ 1,837  

GSC

   CLICP Camara Promedio A    2.11% Fixed    CLP     112,695,000        09/16/30        Semi-Annual                      992       992  

MSC

   1.90% Fixed    7 Day CNY Repo Rate    CNY     2,280,000        09/16/25        Quarterly                        (10,842       (10,842

MSC

   BZDIOVRA    5.37% Fixed    BRL     292,579        01/02/25        Maturity                      824       824  

MSC

   BZDIOVRA    6.13% Fixed    BRL     203,995        01/04/27        Maturity                      625       625  

MSC

   6.99% Fixed    BZDIOVRA    BRL     492,594        01/04/21        Maturity                      (4,405     (4,405

MSC

   7.50% Fixed    BZDIOVRA    BRL     1,482,952        01/02/29        Maturity                      (20,949     (20,949

MSC

   BZDIOVRA    5.32% Fixed    BRL     2,504,932        01/03/22        Maturity                      21,878       21,878  

MSC

   BZDIOVRA    7.04% Fixed    BRL     436,864        07/03/23        Maturity                      7,953       7,953  

MSC

   BZDIOVRA    8.40% Fixed    BRL     3,434,916        01/02/25        Maturity                      81,242       81,242  

MSC

   BZDIOVRA    7.60% Fixed    BRL     1,378,502        01/02/25        Maturity                      25,821       25,821  

MSC

   BZDIOVRA    6.50% Fixed    BRL     627,947        01/02/25        Maturity                      7,127       7,127  

MSC

   BZDIOVRA    7.04% Fixed    BRL     960,248        01/04/27        Maturity                      11,095       11,095  

MSC

   1.44% Fixed    CLICP Camara Promedio A    CLP     619,155,000        09/16/25        Semi-Annual                      (14,689     (14,689

MSC

   1.45% Fixed    CLICP Camara Promedio A    CLP     384,070,000        09/16/25        Semi-Annual                      (9,197     (9,197

MSC

   1.46% Fixed    CLICP Camara Promedio A    CLP     692,820,000        09/16/25        Semi-Annual                      (17,335     (17,335

MSC

   1.51% Fixed    CLICP Camara Promedio A    CLP     1,837,120,000        09/16/25        Semi-Annual                      (52,323     (52,323

MSC

   CLICP Camara Promedio A    2.32% Fixed    CLP     508,305,000        09/16/30        Semi-Annual                      17,777       17,777  

MSC

   CLICP Camara Promedio A    2.36% Fixed    CLP     360,535,000        09/16/30        Semi-Annual                      14,444       14,444  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

      $      $      $ 21,544     $   21,544  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2020

 

Payments made by

Fund

  Payments
received by
Fund
     Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

1 Mo. MXN TIIE

    4.84% Fixed        MXN       3,420,000        07/02/25        Lunar      $         —      $         —      $ 6     $ 6  

1 Mo. MXN TIIE

    5.69% Fixed        MXN       7,285,000        07/08/30        Lunar                      3,053       3,053  

1 Mo. MXN TIIE

    7.24% Fixed        MXN       5,150,000        07/15/22        Lunar                      12,948       12,948  

1 Mo. MXN TIIE

    6.87% Fixed        MXN       395,000        12/10/29        Lunar                      1,860       1,860  

1 Mo. MXN TIIE

    6.26% Fixed        MXN       1,590,000        02/21/30        Lunar                      4,113       4,113  

1 Mo. MXN TIIE

    6.37% Fixed        MXN       19,485,000        02/22/30        Lunar                      57,594       57,594  

3 Mo. PLN WIBOR

    0.25% Fixed        PLN       8,395,000        09/16/21        Annual                      (1,791     (1,791

3 Mo. ZAR JIBAR

    4.12% Fixed        ZAR       82,200,000        09/16/22        Quarterly                      26,527       26,527  

3 Mo. ZAR JIBAR

    5.76% Fixed        ZAR       127,985,000        09/16/25        Quarterly                      (189,706     (189,706

3 Mo. ZAR JIBAR

    7.50% Fixed        ZAR       48,120,000        09/16/30        Quarterly                      83,821       83,821  

6 Mo. CZK PRIBOR

    0.48% Fixed        CZK       236,765,000        09/16/22        Annual                      (2,183     (2,183

6 Mo. CZK PRIBOR

    0.70% Fixed        CZK       111,835,000        09/16/25        Annual                      6,086       6,086  

6 Mo. CZK PRIBOR

    0.49% Fixed        CZK       2,900,000        09/16/25        Annual                      (1,236     (1,236

6 Mo. CZK PRIBOR

    0.68% Fixed        CZK       8,085,000        09/16/30        Annual                      5,183       5,183  

6 Mo. CZK PRIBOR

    0.94% Fixed        CZK       6,655,000        09/16/30        Annual                      (3,584     (3,584

6 Mo. HUF BUBOR

    1.41% Fixed        HUF       54,435,000        09/16/30        Annual                      3,575       3,575  

6 Mo. PLN WIBOR

    0.38% Fixed        PLN       1,090,000        09/16/22        Annual                      884       884  

6 Mo. PLN WIBOR

    1.02% Fixed        PLN       1,430,000        09/16/30        Annual                      6,589       6,589  

6 Mo. PLN WIBOR

    1.02% Fixed        PLN       1,065,000        09/16/30        Annual                      5,033       5,033  
               

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

      $      $      $ 18,772     $ 18,772  
               

 

 

    

 

 

    

 

 

   

 

 

 

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Foreign Currency Contracts Outstanding at July 31, 2020

Amount and Description

of Currency to be

Purchased

    

Amount and Description
of Currency to be

Sold

       Counterparty        Settlement
Date
       Appreciation        Depreciation  

1,190,000

  AUD        819,571       USD          BCLY          09/16/20        $ 30,776        $  

335,000

  AUD        232,080       USD          BNP          09/16/20          7,303           

120,000

  AUD        82,871       USD          GSC          09/16/20          2,878           

1,502,000

  BRL        288,663       USD          MSC          08/04/20                   (784

1,502,000

  BRL        291,142       USD          CBK          08/04/20                   (3,262

3,968,000

  BRL        908,945       USD          MSC          08/18/20                   (148,909

2,734,000

  BRL        477,680       USD          JPM          08/24/20          45,849           

30,088,000

  BRL        5,616,681       USD          JPM          09/02/20            142,894           

1,270,000

  BRL        244,407       USD          HSBC          09/02/20          347          (1,644

950,000

  BRL        183,468       USD          CBK          09/02/20                   (1,615

1,884,000

  BRL        364,178       USD          MSC          09/02/20                   (3,534

700,000

  BRL        138,545       USD          RBS          09/02/20                   (4,548

2,204,000

  BRL        428,979       USD          GSC          09/02/20          2,386          (9,466

2,445,000

  BRL        482,439       USD          BOA          09/08/20                   (14,486

486,000

  BRL        104,325       USD          MSC          09/09/20                   (11,312

6,348,000

  BRL        1,315,648       USD          DEUT          09/09/20                     (100,728

2,567,000

  BRL        478,963       USD          BOA          10/16/20          11,833           

1,628,000

  BRL        301,761       USD          GSC          01/11/21          8,614           

4,354,000

  CAD        3,222,958       USD          GSC          09/16/20          27,990           

460,000

  CAD        336,887       USD          MSC          09/16/20          6,575           

145,000

  CAD        107,035       USD          BNP          09/16/20          1,230           

1,401,903,000

  CLP        1,790,311       USD          HSBC          09/16/20          62,285           

425,600,000

  CLP        548,585       USD          GSC          09/16/20          13,839           

238,300,000

  CLP        311,143       USD          CBK          09/16/20          3,768           

133,900,000

  CLP        177,121       USD          MSC          09/16/20                   (174

276,108,000

  CLP        320,683       USD          BOA          10/07/20          44,243           

136,379,000

  CLP        181,150       USD          JPM          11/03/20                   (853

267,098,000

  CLP        342,873       USD          BOA          12/09/20          10,315           

3,078,000

  CNH        432,956       USD          MSC          09/16/20          6,046           

295,000

  CNH        41,481       USD          BNP          09/16/20          594           

9,340,000

  CNY        1,321,677       USD          JPM          09/16/20          12,031           

4,161,000

  CNY        584,393       USD          BNP          09/16/20          9,778           

3,415,000

  CNY        484,547       USD          GSC          09/16/20          3,099           

930,000

  CNY        132,337       USD          DEUT          09/16/20          462           

4,480,000

  CNY        640,722       USD          MSC          09/16/20                   (999

1,265,255,000

  COP        335,194       USD          GSC          09/16/20          2,535           

1,168,500,000

  COP        312,318       USD          RBS          09/16/20          1,586          (2,002

631,900,000

  COP        171,712       USD          CBK          09/16/20                   (3,042

31,973,000

  CZK        1,352,545       USD          GSC          09/16/20          82,836           

3,148,000

  CZK        134,395       USD          DEUT          09/16/20          6,930           

1,767,000

  CZK        75,605       USD          CBK          09/16/20          3,722           

990,000

  CZK        42,142       USD          BNP          09/16/20          2,303           

1,192,000

  EUR        1,345,043       USD          JPM          09/16/20          60,494           

713,000

  EUR        803,806       USD          GSC          09/16/20          36,945          (22

704,000

  EUR        797,878       USD          BNP          09/16/20          32,237           

191,000

  EUR        216,265       USD          CBK          09/16/20          8,951           

111,000

  EUR        126,750       USD          MSC          09/16/20          4,134           

160,000

  GBP        203,902       USD          GSC          09/16/20          5,592           

595,983,000

  HUF        1,942,705       USD          MSC          09/16/20          95,101           

106,100,000

  HUF        340,290       USD          BNP          09/16/20          22,491           

25,500,000

  HUF        84,025       USD          GSC          09/16/20          3,165           

22,631,000

  HUF        76,886       USD          SSG          09/16/20          495           

3,152,000,000

  IDR        216,562       USD          BNP          09/16/20                   (1,681

1,493,000,000

  IDR        103,810       USD          SCB          09/16/20                   (2,028

3,209,000,000

  IDR        222,153       USD          GSC          09/16/20                   (3,386

23,581,045,000

  IDR        1,614,587       USD          JPM          09/16/20                   (7,001

5,508,411,000

  IDR        384,478       USD          MSC          09/16/20                   (8,954

94,562,000

  INR        1,239,134       USD          BNP          09/16/20          18,992           

8,410,000

  INR        110,367       USD          JPM          09/16/20          1,526           

10,200,000

  INR        134,618       USD          BCLY          09/16/20          1,091           

27,760,000

  INR        369,324       USD          GSC          09/16/20          552          (536

25,098,000

  INR        316,096       USD          MSC          10/08/20          17,062           

226,020,000

  KRW        187,072       USD          MSC          09/16/20          2,667           

158,700,000

  KRW        131,690       USD          GSC          09/16/20          1,535           

22,285,000

  MXN        1,001,123       USD          MSC          08/13/20                   (1,521

90,976,000

  MXN        4,020,310       USD          HSBC          09/17/20          42,243           

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description
of Currency to be

Sold

     Counterparty      Settlement
Date
       Appreciation        Depreciation  

27,857,000

  MXN        1,215,972     USD      GSC            09/17/20        $ 32,027          (4,039

4,220,000

  MXN        180,496     USD      BNP        09/17/20          7,949           

5,787,000

  MXN        257,126     USD      DEUT        09/17/20          1,293           

11,336,000

  MXN        505,135     USD      SSG        09/17/20          3,997          (2,920

3,840,000

  MXN        174,333     USD      JPM        09/17/20                   (2,857

18,476,000

  MXN        835,534     USD      JPM        10/02/20                      —          (12,068

5,610,000

  MXN        246,593     USD      MSC        01/25/21          193           

1,053,000

  MYR        246,004     USD      BNP        09/17/20          1,857                      —  

840,000

  MYR        196,781     USD      DEUT        09/17/20          942           

236,176,000

  NGN        614,224     USD      JPM        08/11/20                   (4,549

355,000

  NZD        231,006     USD      BNP        09/16/20          4,440           

130,000

  NZD        83,824     USD      GSC        09/16/20          2,396           

1,565,000

  PEN        443,042     USD      CBK        09/16/20                   (489

385,000

  PEN        109,909     USD      GSC        09/16/20                   (1,038

13,170,000

  PHP        261,413     USD      JPM        09/16/20          5,874           

9,720,000

  PHP        194,985     USD      GSC        09/16/20          2,284           

6,370,000

  PHP        128,246     USD      BNP        09/16/20          1,034           

17,777,000

  PLN        4,512,069     USD      BNP        09/16/20          235,938           

1,889,000

  PLN        479,800     USD      HSBC        09/16/20          24,728           

445,000

  PLN        112,401     USD      GSC        09/16/20          6,453           

7,366,000

  RON        1,714,138     USD      GSC        09/16/20          76,135           

22,617,000

  RUB        318,186     USD      GSC        09/16/20                   (15,041

221,265,000

  RUB        3,185,912     USD      JPM        09/16/20                   (220,212

30,045,000

  RUB        372,489     USD      GSC        10/01/20          29,534           

24,277,000

  RUB        331,194     USD      CBK        10/29/20                   (7,265

855,000

  SGD        614,974     USD      GSC        09/16/20          7,348           

530,000

  SGD        380,766     USD      HSBC        09/16/20          5,000           

7,490,000

  THB        237,627     USD      GSC        09/16/20          2,539           

2,050,000

  THB        65,553     USD      SCB        09/16/20          180           

94,430,000

  THB        3,035,358     USD      JPM        09/16/20                   (7,475

8,070,000

  TRY        1,259,088     USD      CBK        08/14/20                   (121,244

2,265,000

  TRY        320,985     USD      GSC        08/20/20                   (3,053

3,652,000

  TRY        571,241     USD      CBK        09/08/20                   (64,583

595,000

  TRY        83,304     USD      CBK        09/16/20                   (1,109

14,291,500

  TRY        2,046,613     USD      MSC        09/16/20                   (72,337

1,903,000

  TRY        270,347     USD      GSC        10/02/20                   (9,633

1,747,000

  TRY        234,812     USD      GSC        01/19/21                   (8,253

355,995

  USD        29,690,000     ARS      GSC        10/07/20                   (11,422

138,850

  USD        11,837,000     ARS      BOA        10/27/20                   (2,672

41,310

  USD        3,948,000     ARS      GSC        01/22/21                   (535

82,754

  USD        7,890,000     ARS      CBK        01/22/21                   (871

149,182

  USD        215,000     AUD      GSC        09/16/20                   (4,452

344,657

  USD        495,000     AUD      DEUT        09/16/20                   (9,059

858,828

  USD        1,247,000     AUD      BCLY        09/16/20                   (32,250

348,897

  USD        1,502,000     BRL      MSC        08/04/20          61,017           

288,663

  USD        1,502,000     BRL      CBK        08/04/20          784           

823,578

  USD        3,968,000     BRL      DEUT        08/18/20          63,542           

297,868

  USD        1,509,000     BRL      BOA        08/24/20          8,912           

290,840

  USD        1,502,000     BRL      CBK        09/02/20          3,321           

90,494

  USD        470,000     BRL      BNP        09/02/20          525           

473,519

  USD        2,500,000     BRL      MSC        09/02/20          1,402          (6,444

1,381,892

  USD        7,416,000     BRL      GSC        09/02/20          3,157          (40,869

274,154

  USD        1,467,000     BRL      BOA        09/08/20                   (6,617

685,173

  USD        3,221,000     BRL      DEUT        09/09/20          68,718           

747,724

  USD        3,613,000     BRL      MSC        09/09/20          56,245           

197,041

  USD        273,000     CAD      MSC        09/11/20                   (6,794

620,279

  USD        854,000     CAD      JPM        09/11/20                   (17,358

342,465

  USD        460,000     CAD      SSG        09/16/20                   (997

323,792

  USD        435,000     CAD      MSC        09/16/20                   (1,004

319,652

  USD        430,000     CAD      BCLY        09/16/20                   (1,411

248,271

  USD        335,000     CAD      CBK        09/16/20                   (1,859

419,626

  USD        570,000     CAD      GSC        09/16/20                   (5,969

2,566,992

  USD        3,488,000     CAD      RBC        09/16/20                   (37,351

190,880

  USD        150,700,000     CLP      RBS        09/16/20                   (8,268

395,580

  USD        312,800,000     CLP      GSC        09/16/20                   (17,781

436,981

  USD        358,600,000     CLP      HSBC        09/16/20                   (36,904

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description
of Currency to be

Sold

     Counterparty      Settlement
Date
       Appreciation        Depreciation  

932,350

  USD        726,860,000     CLP      BOA        10/07/20        $        $ (28,326

236,654

  USD        1,709,000     CNH      CBK        11/27/20                   (6,111

77,448

  USD        545,000     CNY      HSBC        09/16/20                   (376

513,826

  USD        3,605,000     CNY      SCB        09/16/20                   (951

501,762

  USD        3,560,000     CNY      JPM        09/16/20                   (6,589

246,152

  USD        898,700,000     COP      GSC        09/16/20          6,267           

886,307

  USD        3,303,900,000     COP      RBS        09/16/20                  11,226          (6,815

306,614

  USD        1,146,100,000     COP      BCLY        09/16/20          1,043          (352

103,043

  USD        2,280,000     CZK      MSC        09/16/20          686                              —  

78,290

  USD        1,830,000     CZK      SCB        09/16/20                   (3,865

114,467

  USD        2,700,000     CZK      DEUT        09/16/20                   (6,746

109,658

  USD        2,600,000     CZK      CBK        09/16/20                   (7,065

83,821

  USD        74,000     EUR      MSC        09/16/20                   (3,435

405,935

  USD        359,000     EUR      HSBC        09/16/20                   (17,376

1,304,989

  USD        1,129,000     EUR      GSC        09/16/20                   (26,262

4,200,088

  USD        3,717,000     EUR      JPM        09/16/20                   (182,782

481,453

  USD        380,000     GBP      BNP        09/16/20                   (16,095

85,721

  USD        25,000,000     HUF      UBS        09/16/20          240           

63,145

  USD        19,600,000     HUF      BCLY        09/16/20                   (3,872

92,556

  USD        28,500,000     HUF      CBK        09/16/20                   (4,892

666,443

  USD        210,100,000     HUF      GSC        09/16/20                   (51,938

261,894

  USD        3,762,000,000     IDR      BNP        09/16/20          5,428           

126,098

  USD        1,845,000,000     IDR      DEUT        09/16/20          319           

176,808

  USD        2,614,000,000     IDR      MSC        09/16/20                   (1,396

694,845

  USD        10,213,000,000     IDR      GSC        09/16/20          123          (1,527

309,072

  USD        4,561,898,000     IDR      CBK        09/16/20                   (1,926

502,853

  USD        36,658,000     INR      JPM        08/24/20          14,015           

248,833

  USD        19,190,000     INR      JPM        09/16/20                   (6,486

330,998

  USD        25,420,000     INR      BNP        09/16/20                   (7,210

615,905

  USD        47,012,000     INR      GSC        10/08/20                   (8,146

180,698

  USD        216,160,000     KRW      GSC        09/16/20                   (764

183,368

  USD        219,400,000     KRW      GSC        10/29/20                   (876

565,754

  USD        13,699,000     MXN      MSC        08/13/20                   (48,720

581,144

  USD        12,965,000     MXN      SSG        09/17/20          2,969          (780

348,789

  USD        7,770,000     MXN      RBS        09/17/20          1,818           

58,204

  USD        1,291,000     MXN      BCLY        09/17/20          554           

72,887

  USD        1,650,000     MXN      SCB        09/17/20                   (795

271,439

  USD        6,136,000     MXN      GSC        09/17/20                   (2,566

136,980

  USD        3,140,000     MXN      DEUT        09/17/20                   (3,237

763,508

  USD        17,482,000     MXN      CBK        09/17/20          2,140          (19,294

613,011

  USD        14,959,000     MXN      JPM        10/02/20                   (53,704

88,156

  USD        377,000     MYR      DEUT        09/17/20                   (584

86,436

  USD        370,000     MYR      HSBC        09/17/20                   (656

365,118

  USD        1,565,000     MYR      BNP        09/17/20                   (3,260

621,555

  USD        236,176,000     NGN      JPM        08/11/20          11,881           

191,059

  USD        295,000     NZD      BNP        09/16/20                   (4,594

342,363

  USD        525,000     NZD      DEUT        09/16/20                   (5,833

442,263

  USD        1,532,000     PEN      JPM        09/16/20          9,042           

155,616

  USD        548,000     PEN      CBK        09/16/20          651           

122,829

  USD        6,201,000     PHP      GSC        09/16/20                   (3,022

349,574

  USD        1,300,000     PLN      UBS        09/16/20          2,361           

100,183

  USD        375,000     PLN      HSBC        09/16/20          25           

73,025

  USD        290,000     PLN      CBK        09/16/20                   (4,430

108,356

  USD        425,000     PLN      SCB        09/16/20                   (5,156

155,882

  USD        620,000     PLN      GSC        09/16/20                   (9,712

547,983

  USD        2,165,000     PLN      BNP        09/16/20                   (30,260

78,281

  USD        332,000     RON      BNP        09/16/20                   (2,410

319,496

  USD        1,370,000     RON      GSC        09/16/20                   (13,476

2,513,752

  USD        179,535,000     RUB      GSC        09/16/20          107,375           

302,530

  USD        21,969,000     RUB      CBK        09/16/20          8,071           

89,357

  USD        6,280,000     RUB      BOA        09/16/20          5,184           

113,098

  USD        8,090,000     RUB      DEUT        09/16/20          4,664           

79,293

  USD        5,900,000     RUB      MSC        09/16/20          213           

624,318

  USD        45,630,000     RUB      CBK        10/01/20          13,757           

197,510

  USD        6,140,000     THB      GSC        09/16/20          632           

108,178

  USD        3,380,000     THB      HSBC        09/16/20                   (201

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description
of Currency to be

Sold

     Counterparty      Settlement
Date
       Appreciation        Depreciation  

94,815

  USD        3,010,000     THB      RBS        09/16/20        $        $ (1,700

595,294

  USD        4,073,000     TRY      MSC        08/14/20          21,014           

815,206

  USD        6,015,000     TRY      CBK        08/14/20                   (32,889

131,124

  USD        914,000     TRY      GSC        08/20/20          2,828           

925,619

  USD        7,087,000     TRY      CBK        09/08/20                   (57,592

366,091

  USD        2,600,000     TRY      GSC        09/16/20          6,918           

79,485

  USD        560,000     TRY      JPM        09/16/20                  2,124           

342,734

  USD        15,118,000     UYU      CBK        09/16/20                   (11,400

723,845

  USD        11,824,000     ZAR      MSC        08/20/20          33,682           

880,214

  USD        15,975,000     ZAR      CBK        08/31/20                   (51,186

160,704

  USD        2,740,000     ZAR      SSG        09/16/20          1,234           

121,848

  USD        2,130,000     ZAR      BNP        09/16/20                   (2,119

600,878

  USD        10,500,000     ZAR      GSC        09/16/20                   (10,226

9,877,000

  ZAR        640,532     USD      MSC        08/20/20                   (64,015

9,377,000

  ZAR        598,359     USD      MSC        08/31/20                   (51,646

9,983,000

  ZAR        592,277     USD      MSC        09/16/20                   (11,263

14,221,000

  ZAR        844,235     USD      GSC        09/16/20                   (16,569

36,995,000

  ZAR        2,170,477     USD      BNP        09/16/20          801          (18,156

5,735,000

  ZAR        338,069     USD      MSC        11/03/20                   (5,900

Total Foreign Currency Contracts

 

     $   1,909,369        $   (2,091,069

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

 

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

BCLY

  Barclays

BNP

  BNP Paribas Securities Services

BOA

  Banc of America Securities LLC

CBK

  Citibank NA

DEUT

  Deutsche Bank Securities, Inc.

GSC

  Goldman Sachs & Co.

HSBC

  HSBC Bank USA

JPM

  JP Morgan Chase & Co.

MSC

  Morgan Stanley

RBC

  RBC Dominion Securities, Inc.

RBS

  RBS Greenwich Capital

SCB

  Standard Chartered Bank

SSG

  State Street Global Markets LLC

UBS

  UBS AG
Currency Abbreviations:     

ARS

  Argentine Peso

AUD

  Australian Dollar

BRL

  Brazilian Real

CAD

  Canadian Dollar

CLP

  Chilean Peso

CNH

  Chinese Renminbi

CNY

  Chinese Yuan

COP

  Colombian Peso

CZK

  Czech Koruna

EUR

  Euro

GBP

  British Pound

HUF

  Hungarian Forint

IDR

  Indonesian Rupiah

INR

  Indian Rupee

KRW

  South Korean Won

MXN

  Mexican Peso

MYR

  Malaysian Ringgit

NGN

  Nigerian Naira

NZD

  New Zealand Dollar

PEN

  Peruvian Sol

PHP

  Philippine Peso

PLN

  Polish Zloty

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

RON

  New Romanian Leu

RUB

  Russian Ruble

SGD

  Singapore Dollar

THB

  Thai Baht

TRY

  Turkish Lira

USD

  United States Dollar

UYU

  Uruguayan Peso

ZAR

  South African Rand
Index Abbreviations:     

BADLAR

  Buenos Aires Deposits of Large Amount Rate

CMT

  Constant Maturity Treasury Index
Other Abbreviations:     

BZDIOVRA

  Brazil Cetip Interbank Deposit Rate

CLICP

  Sinacofi Chile Interbank Offered Rate

DDCA

  Dollars on Deposit in Custody Account

EM

  Emerging Markets

JIBAR

  Johannesburg Interbank Average Rate

OJSC

  Open Joint Stock Company

OTC

  Over-the-Counter

PJSC

  Private Joint Stock Company

PRIBOR

  Prague Inter Bank Offered Rate

PT

  Perseroan Terbatas

THBFIX

  Thai Baht Interest Rate Fixing

TIIE

  Interbank Equilibrium Interest Rate

WIBOR

  Warsaw Interbank Offered Rate

 

  The Hartford Emerging Markets Local Debt Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total     Level 1     Level 2     Level  3(1)  

Assets

 

Corporate Bonds

   $     22,194,009     $     $ 22,194,009     $             —  

Foreign Government Obligations

     48,513,463             48,513,463        

Short-Term Investments

     736,384       579,150       157,234        

Purchased Options

     521,673             521,673        

Foreign Currency Contracts(2)

     1,909,369             1,909,369        

Futures Contracts(2)

     54,963       54,963              

Swaps - Interest Rate(2)

     588,967             588,967        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 74,518,828     $     634,113     $     73,884,715     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (2,091,069   $     $ (2,091,069   $  

Futures Contracts(2)

     (111,376     (111,376            

Swaps - Interest Rate(2)

     (548,651           (548,651      

Written Options

     (489,946           (489,946      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (3,241,042   $ (111,376   $ (3,129,666   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 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

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 97.4%

 

   Automobiles & Components - 0.5%

 

$           198,753   

Cie Generale des Etablissements Michelin SCA

   $         20,584,069  
     

 

 

 
   Banks - 7.5%

 

4,459,222   

Bank of America Corp.

     110,945,444  
838,969   

JP Morgan Chase & Co.

     81,077,964  
129,666   

M&T Bank Corp.

     13,738,113  
342,202   

PNC Financial Services Group, Inc.

     36,502,687  
1,129,431   

Truist Financial Corp.

     42,308,485  
     

 

 

 
        284,572,693  
     

 

 

 
   Capital Goods - 11.9%

 

341,505   

Caterpillar, Inc.

     45,379,184  
441,577   

Deere & Co.

     77,854,441  
760,652   

Eaton Corp. plc

     70,839,521  
353,250   

General Dynamics Corp.

     51,835,905  
366,196   

Honeywell International, Inc.

     54,698,697  
165,491   

Lockheed Martin Corp.

     62,716,124  
787,245   

Raytheon Technologies Corp.

     44,621,047  
394,544   

Trane Technologies plc

     44,137,637  
     

 

 

 
        452,082,556  
     

 

 

 
   Consumer Durables & Apparel - 1.0%

 

593,848   

VF Corp.

     35,844,665  
     

 

 

 
   Consumer Services - 1.1%

 

216,343   

McDonald’s Corp.

     42,031,118  
     

 

 

 
   Diversified Financials - 2.8%

 

126,934   

BlackRock, Inc.

     72,988,319  
657,499   

Blackstone Group, Inc. Class A

     35,031,547  
     

 

 

 
        108,019,866  
     

 

 

 
   Energy - 4.0%

 

302,303   

Chevron Corp.

     25,375,314  
501,361   

ConocoPhillips

     18,745,888  
1,966,016   

Kinder Morgan, Inc.

     27,720,825  
508,766   

Phillips 66

     31,553,667  
1,047,727   

TC Energy Corp.

     47,753,730  
     

 

 

 
        151,149,424  
     

 

 

 
   Food, Beverage & Tobacco - 7.2%

 

1,235,343   

Archer-Daniels-Midland Co.

     52,909,741  
578,702   

Coca-Cola Co.

     27,337,883  
1,285,896   

Mondelez International, Inc. Class A

     71,354,369  
301,535   

PepsiCo., Inc.

     41,509,308  
1,027,862   

Philip Morris International, Inc.

     78,950,080  
     

 

 

 
        272,061,381  
     

 

 

 
   Health Care Equipment & Services - 6.2%

 

539,384   

Koninklijke Philips N.V.*

     27,870,450  
1,008,433   

Medtronic plc

     97,293,616  
369,798   

UnitedHealth Group, Inc.

     111,967,438  
     

 

 

 
        237,131,504  
     

 

 

 
   Household & Personal Products - 2.3%

 

352,518   

Procter & Gamble Co.

     46,222,160  
697,368   

Unilever N.V.

     41,165,633  
     

 

 

 
        87,387,793  
     

 

 

 
   Insurance - 6.7%

 

523,753   

Chubb Ltd.

     66,642,332  
1,746,885   

MetLife, Inc.

     66,119,597  
1,054,693   

Progressive Corp.

     95,280,966  
236,991   

Travelers Cos., Inc.

     27,116,510  
     

 

 

 
        255,159,405  
     

 

 

 

 

  The Hartford Equity Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Materials - 2.3%

 

$           463,054   

Celanese Corp.

   $         45,008,849  
403,638   

PPG Industries, Inc.

     43,451,631  
     

 

 

 
        88,460,480  
     

 

 

 
   Media & Entertainment - 3.0%

 

2,664,661   

Comcast Corp. Class A

     114,047,491  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 11.7%

 

848,778   

AstraZeneca plc ADR

     47,344,837  
247,319   

Eli Lilly and Co.

     37,169,572  
857,792   

Johnson & Johnson

     125,031,762  
422,175   

Merck & Co., Inc.

     33,875,322  
511,801   

Novartis AG

     42,155,628  
2,973,945   

Pfizer, Inc.

     114,437,404  
130,144   

Roche Holding AG

     45,076,220  
     

 

 

 
        445,090,745  
     

 

 

 
   Real Estate - 2.8%

 

640,023   

Crown Castle International Corp. REIT

     106,691,834  
     

 

 

 
   Retailing - 3.4%

 

301,201   

Home Depot, Inc.

     79,965,854  
323,519   

Lowe’s Cos., Inc.

     48,175,214  
     

 

 

 
        128,141,068  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.6%

 

387,990   

Analog Devices, Inc.

     44,560,652  
1,112,869   

Intel Corp.

     53,117,237  
186,663   

KLA Corp.

     37,300,867  
     

 

 

 
        134,978,756  
     

 

 

 
   Software & Services - 0.9%

 

251,887   

Automatic Data Processing, Inc.

     33,478,301  
     

 

 

 
   Technology Hardware & Equipment - 6.4%

 

2,509,470   

Cisco Systems, Inc.

     118,196,037  
2,123,830   

Corning, Inc.

     65,838,730  
676,741   

TE Connectivity Ltd.

     60,277,321  
     

 

 

 
        244,312,088  
     

 

 

 
   Telecommunication Services - 2.4%

 

1,551,010   

Verizon Communications, Inc.

     89,152,055  
     

 

 

 
   Transportation - 2.0%

 

443,164   

Union Pacific Corp.

     76,822,479  
     

 

 

 
   Utilities - 7.7%

 

511,895   

American Electric Power Co., Inc.

     44,473,437  
765,300   

Dominion Energy, Inc.

     62,012,259  
335,431   

Duke Energy Corp.

     28,424,423  
325,314   

Eversource Energy

     29,301,032  
1,251,621   

Exelon Corp.

     48,325,087  
539,899   

FirstEnergy Corp.

     15,657,071  
398,646   

Sempra Energy

     49,615,481  
490,529   

UGI Corp.

     16,354,237  
     

 

 

 
        294,163,027  
     

 

 

 
  

Total Common Stocks
(cost $3,085,468,117)

   $ 3,701,362,798  
     

 

 

 

Short-Term Investments - 2.2%

 

   Repurchase Agreements - 2.2%

 

84,907,864   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $84,908,359; collateralized by U.S. Treasury Note at 2.875%, maturing 11/30/2025, with a market value of $24,491,104 and U.S. Treasury Note at 2.625%, maturing 12/31/2025, with a market value of $62,114,987

     84,907,864  
     

 

 

 
  

Total Short-Term Investments
(cost $84,907,864)

   $ 84,907,864  
     

 

 

 

 

  The Hartford Equity Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments
(cost $3,170,375,981)

     99.6%      $ 3,786,270,662  
  

Other Assets and Liabilities

     0.4%        14,309,076  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     3,800,579,738  
     

 

 

    

 

 

 

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.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   American Depositary Receipt
REIT   Real Estate Investment Trust

 

  The Hartford Equity Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

       Total              Level 1              Level 2              Level 3(1)      

Assets

 

Common Stocks

 

Automobiles & Components

   $ 20,584,069      $      $ 20,584,069      $  

Banks

     284,572,693        284,572,693                

Capital Goods

     452,082,556        452,082,556                

Consumer Durables & Apparel

     35,844,665        35,844,665                

Consumer Services

     42,031,118        42,031,118                

Diversified Financials

     108,019,866        108,019,866                

Energy

     151,149,424        151,149,424                

Food, Beverage & Tobacco

     272,061,381        272,061,381                

Health Care Equipment & Services

     237,131,504        209,261,054        27,870,450         

Household & Personal Products

     87,387,793        87,387,793                

Insurance

     255,159,405        255,159,405                

Materials

     88,460,480        88,460,480                

Media & Entertainment

     114,047,491        114,047,491                

Pharmaceuticals, Biotechnology & Life Sciences

     445,090,745        357,858,897        87,231,848         

Real Estate

     106,691,834        106,691,834                

Retailing

     128,141,068        128,141,068                

Semiconductors & Semiconductor Equipment

     134,978,756        134,978,756                

Software & Services

     33,478,301        33,478,301                

Technology Hardware & Equipment

     244,312,088        244,312,088                

Telecommunication Services

     89,152,055        89,152,055                

Transportation

     76,822,479        76,822,479                

Utilities

     294,163,027        294,163,027                

Short-Term Investments

     84,907,864               84,907,864         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   3,786,270,662      $   3,565,676,431      $   220,594,231      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Corporate Bonds - 6.5%

 

   Airlines - 0.1%

 

$        1,475,000   

Bombardier, Inc.
7.50%, 12/01/2024(1)

   $         1,194,750  
     

 

 

 
   Apparel - 0.1%

 

930,000   

PVH Corp.
4.63%, 07/10/2025(1)

     950,060  
390,000   

Under Armour, Inc.
3.25%, 06/15/2026

     364,163  
     

 

 

 
     1,314,223  
     

 

 

 
   Auto Parts & Equipment - 0.2%

 

1,150,000   

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     1,073,813  
 EUR        1,800,000   

Clarios Global L.P. / Clarios U.S. Finance Co.
4.38%, 05/15/2026(2)

     2,120,311  
     

 

 

 
     3,194,124  
     

 

 

 
   Commercial Banks - 0.4%

 

5,845,000   

Banco Santander S.A.
1.00%, 12/15/2024(3)(4)

     5,745,303  
$        2,025,000   

Freedom Mortgage Corp.
8.25%, 04/15/2025(1)

     2,019,938  
     

 

 

 
     7,765,241  
     

 

 

 
   Commercial Services - 0.5%

 

  

APX Group, Inc.

 

2,545,000   

6.75%, 02/15/2027(1)

     2,537,365  
2,150,000   

7.63%, 09/01/2023

     2,058,625  
 EUR        2,660,000   

Q-Park Holding I B.V.
2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(5)

     2,899,914  
1,600,000   

Verisure Midholding AB
5.75%, 12/01/2023(2)

     1,893,866  
     

 

 

 
     9,389,770  
     

 

 

 
   Distribution/Wholesale - 0.1%

 

$        1,760,000   

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

     1,817,200  
     

 

 

 
   Diversified Financial Services - 0.1%

 

2,065,000   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.65%, 07/21/2027

     1,877,434  
     

 

 

 
   Electrical Components & Equipment - 0.1%

 

2,000,000   

WESCO Distribution, Inc.
5.38%, 12/15/2021

     2,013,020  
     

 

 

 
   Entertainment - 0.8%

 

1,113,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

     1,003,503  
  

Cinemark USA, Inc.

 

2,520,000   

4.88%, 06/01/2023

     2,142,000  
830,000   

5.13%, 12/15/2022

     722,100  
  

Colt Merger Sub, Inc.

 

1,835,000   

5.75%, 07/01/2025(1)

     1,908,400  
5,630,000   

6.25%, 07/01/2025(1)

     5,872,794  
3,770,000   

8.13%, 07/01/2027(1)

     3,840,687  
975,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

     964,860  
     

 

 

 
     16,454,344  
     

 

 

 
   Food Service - 0.0%

 

900,000   

Aramark Services, Inc.
6.38%, 05/01/2025(1)

     949,500  
     

 

 

 
   Home Builders - 0.1%

 

1,950,000   

KB Home
7.00%, 12/15/2021

     2,042,625  
     

 

 

 

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Insurance - 0.4%   
  

Genworth Holdings, Inc.

  
$        3,175,000   

4.80%, 02/15/2024

   $         2,794,000  
1,500,000   

4.90%, 08/15/2023

     1,335,000  
1,400,000   

6.50%, 06/15/2034

     1,155,000  
1,925,000   

7.20%, 02/15/2021

     1,920,187  
     

 

 

 
        7,204,187  
     

 

 

 
   Internet - 0.1%   
1,075,000   

Photo Holdings Merger Sub, Inc.
8.50%, 10/01/2026(1)

     994,912  
 EUR          955,000   

United Group B.V.
3.25%, 02/15/2026, 3 mo. EURIBOR + 3.250%(1)(5)

     1,083,257  
     

 

 

 
        2,078,169  
     

 

 

 
   IT Services - 0.1%   
$          980,000   

Presidio Holdings, Inc.
8.25%, 02/01/2028(1)

     1,019,200  
     

 

 

 
   Leisure Time - 0.4%   
  

Carnival Corp.

  
2,490,000   

10.50%, 02/01/2026(1)

     2,577,150  
840,000   

11.50%, 04/01/2023(1)

     913,500  
 EUR        1,500,000   

Carnival plc
1.00%, 10/28/2029

     936,471  
  

Royal Caribbean Cruises Ltd.

  
$        2,255,000   

9.13%, 06/15/2023(1)

     2,305,738  
875,000   

11.50%, 06/01/2025(1)

     964,226  
     

 

 

 
        7,697,085  
     

 

 

 
   Lodging - 0.1%   
1,010,000   

Boyd Gaming Corp.
4.75%, 12/01/2027(1)

     970,863  
     

 

 

 
   Media - 0.3%   
 EUR        1,690,000   

Banijay Group SAS
6.50%, 03/01/2026(1)

     1,836,694  
$        1,100,000   

CSC Holdings LLC
5.88%, 09/15/2022

     1,184,920  
 GBP        1,974,000   

Virgin Media Vendor Financing Notes DAC
4.88%, 07/15/2028(1)

     2,617,428  
     

 

 

 
        5,639,042  
     

 

 

 
   Office/Business Equipment - 0.1%   
$        1,875,000   

Xerox Corp.
4.50%, 05/15/2021

     1,912,500  
     

 

 

 
   Oil & Gas - 0.5%   
2,750,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

     1,230,625  
1,020,000   

EQT Corp.
3.90%, 10/01/2027

     961,146  
6,085,000   

Foothills Resource, Inc.
11.50%, 04/01/2023

     609  
2,150,000   

Gulfport Energy Corp.
6.63%, 05/01/2023

     1,272,219  
930,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026

     948,600  
1,625,000   

QEP Resources, Inc.
5.38%, 10/01/2022

     1,300,000  
1,750,000   

Southwestern Energy Co.
7.75%, 10/01/2027

     1,645,525  
5,230,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     2,941,875  
     

 

 

 
        10,300,599  
     

 

 

 
   Oil & Gas Services - 0.1%   
2,246,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(2)

     2,059,896  
     

 

 

 

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Pharmaceuticals - 0.1%   
 EUR        1,055,000   

Rossini S.a.r.l.
3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(5)

   $ 1,216,516  
     

 

 

 
   Pipelines - 0.1%   
$          905,000   

EnLink Midstream Partners L.P.
5.05%, 04/01/2045

     488,700  
975,000   

EQM Midstream Partners L.P.
6.50%, 07/15/2048

     971,314  
1,525,000   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
5.50%, 09/15/2024(1)

     1,462,582  
     

 

 

 
        2,922,596  
     

 

 

 
   Retail - 1.1%   
2,010,000   

1011778 BC ULC / New Red Finance, Inc.
5.75%, 04/15/2025(1)

     2,150,479  
1,530,000   

Macy’s, Inc.
8.38%, 06/15/2025(1)

     1,597,963  
 EUR        9,925,000   

Peer Holding B.V.
0.00%, 03/08/2025, 3 mo. Euribor

     11,108,122  
  

Staples, Inc.

  
$        5,550,000   

7.50%, 04/15/2026(1)

     4,869,015  
2,950,000   

10.75%, 04/15/2027(1)

     1,873,250  
     

 

 

 
        21,598,829  
     

 

 

 
   Telecommunications - 0.1%   
1,875,000   

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

     2,027,081  
     

 

 

 
   Trucking & Leasing - 0.5%   
3,640,000   

DAE Funding LLC
5.25%, 11/15/2021(1)

     3,640,000  
6,570,000   

Fly Leasing Ltd.
6.38%, 10/15/2021

     6,093,675  
     

 

 

 
        9,733,675  
     

 

 

 
  

Total Corporate Bonds
(cost $131,137,904)

   $     124,392,469  
     

 

 

 

Senior Floating Rate Interests - 86.1%(6)

 

   Advertising - 0.3%   
5,830,883   

Entravision Communications Corp.
2.91%, 11/29/2024, 3 mo. USD LIBOR + 2.750%

     5,306,104  
     

 

 

 
   Aerospace/Defense - 0.5%   
10,051,184   

TransDigm, Inc.
2.41%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

   $ 9,379,061  
     

 

 

 
   Airlines - 0.8%   
10,190,000   

JetBlue Airways Corp.
6.25%, 06/12/2024, 1 mo. USD LIBOR + 5.250%

     10,039,290  
6,190,000   

Mileage Plus Holdings LLC
6.25%, 06/25/2027, 1 mo. USD LIBOR + 5.250%

     6,171,430  
     

 

 

 
        16,210,720  
     

 

 

 
   Auto Manufacturers - 0.1%   
2,097,166   

Navistar, Inc.
3.69%, 11/06/2024, 3 mo. USD LIBOR + 3.500%

     2,025,506  
     

 

 

 
   Auto Parts & Equipment - 1.4%   
7,399,894   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

     7,273,504  
14,335,715   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     13,974,312  
6,135,000   

Trico Group LLC
0.00%, 02/02/2024

     5,843,587  
     

 

 

 
        27,091,403  
     

 

 

 
   Beverages - 1.3%   
5,000,000   

Jacobs Douwe Egberts International B.V.
2.19%, 11/01/2025, 3 mo. USD LIBOR + 2.000%

     4,889,600  
  

Sunshine Investments B.V.

  

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
 EUR        8,205,000   

0.00%, 03/28/2025

   $ 9,526,198  
8,635,000   

3.25%, 03/28/2025, 3 mo. EURIBOR + 3.250%

     9,884,256  
     

 

 

 
            24,300,054  
     

 

 

 
   Chemicals - 0.7%   
  

LTI Holdings, Inc.

  
$        8,069,289   

3.67%, 09/06/2025, 3 mo. USD LIBOR + 3.500%

     7,053,043  
1,140,000   

6.92%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

     804,840  
4,805,473   

Tronox Finance LLC
3.06%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

     4,670,343  
     

 

 

 
        12,528,226  
     

 

 

 
   Commercial Services - 7.1%   
30,577,412   

APX Group, Inc.
7.25%, 12/31/2025, 1 mo. USD LIBOR + 4.000%

     28,602,723  
  

Belron Finance U.S. LLC

  
3,228,775   

2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     3,158,807  
8,303,462   

2.97%, 11/07/2024, 3 mo. USD LIBOR + 2.500%

     8,116,634  
29,067,431   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     26,996,377  
31,251,675   

Dun & Bradstreet Corp.
3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.750%

     31,062,915  
 EUR        2,870,000   

LGC Group Holdings Ltd.
3.25%, 01/22/2027, 3 mo. EURIBOR + 3.250%

     3,277,403  
$        4,249,323   

Quikrete Holdings, Inc.
2.66%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

     4,097,410  
5,102,813   

Tempo Acquisition LLC
2.91%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

     4,965,037  
  

Verisure Holding AB

  
 EUR        9,900,000   

0.00%, 10/21/2022

     11,561,654  
2,407,261   

3.00%, 10/20/2022, 3 mo. EURIBOR + 3.000%

     2,796,389  
1,530,000   

Vertical Midco GmbH
0.00%, 07/14/2027

     1,770,058  
$        7,890,129   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     7,799,392  
     

 

 

 
        134,204,799  
     

 

 

 
   Construction Materials - 0.4%   
7,185,684   

Hamilton Holdco LLC
2.31%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

     6,988,078  
     

 

 

 
   Distribution/Wholesale - 1.2%   
16,633,370   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

     16,124,057  
  

SRS Distribution, Inc.

  
5,238,489   

4.07%, 05/23/2025, 3 mo. USD LIBOR + 3.000%

     5,055,142  
2,747,223   

5.32%, 05/23/2025, 1 mo. USD LIBOR + 4.250%

     2,692,278  
     

 

 

 
        23,871,477  
     

 

 

 
   Diversified Financial Services - 4.7%   
 EUR        2,834,125   

AlixPartners LLP
3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

     3,258,570  
$        8,499,079   

AlixPartners, LLP
2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

     8,307,850  
  

Crown Finance U.S., Inc.

  
 EUR        1,765,501   

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

     1,312,794  
$      33,805,902   

3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

     21,273,040  
3,715,213   

Minotaur Acquisition, Inc.
5.16%, 03/27/2026, 3 mo. USD LIBOR + 5.000%

     3,476,808  
 EUR      30,694,055   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     34,813,968  
$        7,173,279   

Refinitiv U.S. Holdings, Inc.
3.41%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     7,114,386  
1,994,325   

RP Crown Parent LLC
2.92%, 10/12/2023, 3 mo. USD LIBOR + 2.750%

     1,984,353  

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        8,970,436   

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

   $ 8,703,207  
     

 

 

 
            90,244,976  
     

 

 

 
   Electrical Components & Equipment - 0.1%   
 EUR        1,700,000   

Virgin Media SFA Finance Ltd.
2.50%, 01/31/2029, 3 mo. EURIBOR + 2.500%

     1,945,444  
     

 

 

 
   Energy-Alternate Sources - 2.1%   
$      18,187,022   

BCP Renaissance Parent LLC
4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     16,353,225  
25,870,538   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

     23,115,326  
     

 

 

 
        39,468,551  
     

 

 

 
   Engineering & Construction - 0.2%   
5,335,265   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     4,857,332  
     

 

 

 
   Entertainment - 0.3%   
2,000,000   

Banijay Entertainment S.A.S
0.00%, 03/01/2025

     1,930,000  
3,615,006   

CityCenter Holdings LLC
3.00%, 04/18/2024, 3 mo. USD LIBOR + 2.250%

     3,339,940  
     

 

 

 
        5,269,940  
     

 

 

 
   Environmental Control - 0.4%   
 EUR        5,849,198   

Fluidra S.A.
2.00%, 07/02/2025, 3 mo. EURIBOR + 2.000%

     6,767,767  
     

 

 

 
   Food - 2.7%   
$        7,518,547   

Atkins Nutritionals Holdings, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

     7,499,751  
5,567,925   

B&G Foods, Inc.
2.66%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

     5,484,406  
  

Froneri International Ltd.

  
 EUR           145,000   

5.75%, 01/31/2028, 3 mo. EURIBOR + 5.750%

     169,308  
$        1,405,000   

5.91%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

     1,355,825  
14,220,000   

Froneri International plc
2.41%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

     13,618,210  
 EUR      13,670,000   

Froneri Luxembourg Finance Co., S.a r.l.
2.63%, 01/29/2027, 3 mo. EURIBOR + 2.625%

     15,566,691  
$        8,201,632   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

     7,709,534  
     

 

 

 
        51,403,725  
     

 

 

 
   Food Service - 0.8%   
10,718,138   

Aramark Services, Inc.
1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

     10,148,790  
4,512,900   

CHG PPC Parent LLC
2.91%, 03/31/2025, 3 mo. USD LIBOR + 2.750%

     4,366,231  
     

 

 

 
        14,515,021  
     

 

 

 
   Healthcare-Products - 0.7%   
 EUR        5,079,222   

Grifols S.A.
2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

     5,903,797  
  

Lifescan Global Corp.

  
$        5,907,468   

7.18%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     5,375,796  
2,500,000   

10.68%, 10/01/2025, 3 mo. USD LIBOR + 9.500%

     1,745,825  
     

 

 

 
        13,025,418  
     

 

 

 
   Healthcare-Services - 6.6%   
5,216,690   

CDRH Parent, Inc.
5.25%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

     3,364,765  
2,987,513   

CPI Holdco LLC
4.41%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

     2,942,700  
11,496,996   

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%(7)

     10,309,011  
4,702,117   

DuPage Medical Group Ltd.
3.50%, 08/15/2024, 3 mo. USD LIBOR + 2.750%

     4,502,277  

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        4,974,747   

Envision Healthcare Corp.
3.91%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

   $ 3,261,793  
  

EyeCare Partners LLC

  
4,066,622   

3.75%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(7)

     3,718,438  
17,384,807   

4.82%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

     15,896,320  
21,534,055   

Gentiva Health Services, Inc.
3.44%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

     21,157,209  
EUR         3,409,934   

IQVIA, Inc.
2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     3,941,420  
$      11,470,000   

Loire Finco Luxembourg S.a.r.l.
3.67%, 04/21/2027, 1 mo. USD LIBOR + 3.500%

     11,039,875  
  

MED ParentCo L.P.

  
4,147,777   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(7)

     3,747,807  
16,553,018   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

     14,956,810  
5,898,241   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     5,801,156  
6,799,243   

Pathway Vet Alliance LLC
0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

     6,659,043  
5,345,000   

Surf Holdings LLC
3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

     5,184,650  
9,773,369   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

     9,741,996  
     

 

 

 
            126,225,270  
     

 

 

 
   Household Products - 1.7%   
  

Diamond (BC) B.V.

  
 EUR      17,220,202   

3.25%, 09/06/2024, 3 mo. EURIBOR + 3.250%

     18,861,385  
$         9,321,942   

3.26%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

     8,776,608  
13,145,969   

Revlon Consumer Products Corp.
4.25%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

     3,257,308  
658,350   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     644,670  
     

 

 

 
        31,539,971  
     

 

 

 
   Housewares - 0.6%   
12,337,233   

Hayward Industries, Inc.
3.66%, 08/05/2024, 3 mo. USD LIBOR + 3.500%

     11,974,888  
     

 

 

 
   Insurance - 6.2%   
34,119,570   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     32,771,847  
  

Asurion LLC

  
8,913,922   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     8,769,071  
15,552,831   

3.16%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     15,285,478  
13,240,758   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

     13,335,959  
19,814,286   

Hub International Ltd.
3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     19,217,083  
 EUR        8,195,000   

Lorca Finco plc
0.00%, 07/01/2027

     9,430,893  
$        6,197,259   

NFP Corp.
3.41%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

     5,922,287  
2,625,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027

     2,605,312  
10,385,201   

Sedgwick Claims Management Services, Inc.
3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

     9,891,904  
     

 

 

 
        117,229,834  
     

 

 

 
   Leisure Time - 2.5%   
27,951,831   

Caesars Resort Collection LLC
2.91%, 12/23/2024, 3 mo. USD LIBOR + 2.750%

     25,673,757  
8,720,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

     8,529,294  
1,403,529   

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500%

     1,352,651  
12,520,347   

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     11,906,099  
     

 

 

 
        47,461,801  
     

 

 

 

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Lodging - 0.5%

 

$      10,366,874   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

   $         10,005,485  
     

 

 

 
   Machinery-Diversified - 0.2%

 

3,708,863   

Fluidra S.A.
2.16%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     3,616,141  
     

 

 

 
   Media - 11.4%

 

  

Altice Financing S.A.

 

EUR      2,708,413   

2.75%, 01/31/2026, 3 mo. EURIBOR + 2.750%

     3,054,785  
$      8,285,765   

2.92%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     7,954,334  
2,720,000   

AVSC Holding Corp.
8.25%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

     544,000  
EUR      4,185,000   

Banijay Entertainment S.A.S
0.00%, 03/04/2025(8)

     4,748,950  
$      5,137,060   

Charter Communications Operating LLC
1.92%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

     5,007,041  
  

CSC Holdings LLC

 

9,714,953   

2.43%, 07/17/2025, 3 mo. USD LIBOR + 2.250%

     9,368,907  
3,554,016   

2.68%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

     3,431,118  
11,645,666   

E.W. Scripps Co.
2.66%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

     11,212,564  
15,523,054   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

     15,106,881  
19,328,020   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

     18,718,028  
2,938,977   

Maxar Technologies Ltd.
2.91%, 10/04/2024, 3 mo. USD LIBOR + 2.750%

     2,819,596  
2,980,000   

MH Sub LLC
4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

     2,952,673  
13,208,969   

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024, 3 mo. USD LIBOR + 3.000%

     12,856,685  
  

NEP/NCP Holdco, Inc.

 

6,908,963   

3.41%, 10/20/2025, 3 mo. USD LIBOR + 3.250%

     5,689,116  
1,680,000   

7.16%, 10/19/2026, 3 mo. USD LIBOR + 7.000%

     1,238,160  
15,245,089   

Nexstar Broadcasting, Inc.
2.92%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

     14,816,397  
  

Numericable Group S.A.

 

12,613,153   

2.91%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

     12,055,021  
EUR      7,944,516   

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

     8,933,197  
$    12,370,968   

Shutterfly, Inc.
6.31%, 09/25/2026, 1 mo. USD LIBOR + 6.000%

     10,927,647  
2,853,527   

Sinclair Television Group, Inc.
2.68%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

     2,762,585  
10,003,137   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

     9,736,953  
14,700,000   

Vertical Midco GmbH
0.00%, 07/01/2027

     14,485,674  
GBP      6,075,000   

Virgin Media SFA Finance Ltd.
3.32%, 11/15/2027, 3 mo. GBP LIBOR + 3.250%

     7,655,081  
$    17,732,815   

William Morris Endeavor Entertainment LLC
2.92%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

     13,973,458  
EUR      9,985,000   

Ziggo B.V.
3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000%

     11,378,401  
$      4,650,000   

Ziggo Financing Partnership
2.68%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

     4,459,861  
     

 

 

 
     215,887,113  
     

 

 

 
   Metal Fabricate/Hardware - 0.3%

 

1,294,438   

Ameriforge Group, Inc.
5.00%, 06/08/2022, 3 mo. USD LIBOR + 5.000%

     1,139,106  
5,030,000   

Cardtronics USA, Inc.
5.00%, 06/25/2027, 1 mo. USD LIBOR + 4.000%

     4,992,275  
     

 

 

 
     6,131,381  
     

 

 

 

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Miscellaneous Manufacturing - 1.0%

 

$      19,601,664   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

   $         18,919,722  
     

 

 

 
   Oil & Gas - 3.8%

 

  

BCP Raptor LLC

 

10,858,487   

4.91%, 11/03/2025, 3 mo. USD LIBOR + 4.750%

     6,819,130  
13,120,506   

5.25%, 06/24/2024, 3 mo. USD LIBOR + 4.250%

     9,955,184  
22,841,651   

Cheniere Corpus Christi Holdings LLC
1.91%, 06/30/2024, 1 mo. USD LIBOR + 1.750%

     21,813,777  
3,115,963   

KCA Deutag Alpha Ltd.
7.75%, 02/28/2023, 3 mo. USD LIBOR + 6.750%

     1,429,791  
15,396,180   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

     14,693,806  
12,819,273   

PES Holdings LLC
3.50%, 12/31/2022, 3 mo. USD LIBOR + 6.990%(9)

     2,724,095  
2,330,000   

PowerTeam Services LLC
8.25%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

     1,972,741  
15,455,506   

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     13,446,290  
     

 

 

 
     72,854,814  
     

 

 

 
   Oil & Gas Services - 1.3%

 

26,280,058   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     23,137,489  
  

Utex Industries, Inc.

 

3,000,000   

7.43%, 05/22/2022, 1 mo. USD LIBOR + 7.250%

     341,250  
4,061,628   

8.25%, 05/22/2021, 1 mo. USD LIBOR + 5.000%

     1,060,572  
     

 

 

 
     24,539,311  
     

 

 

 
   Packaging & Containers - 2.9%

 

9,425,411   

BellRing Brands LLC
6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

     9,448,975  
15,327,416   

Berry Global, Inc.
2.19%, 10/01/2022, 1 mo. USD LIBOR + 2.000%

     15,024,700  
  

Flex Acquisition Co., Inc.

 

7,066,996   

3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

     6,710,325  
14,772,651   

4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     14,295,199  
2,508,698   

Proampac PG Borrower LLC
9.50%, 11/18/2024, 1 mo. USD LIBOR + 8.500%

     2,216,008  
8,447,787   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     8,266,836  
     

 

 

 
     55,962,043  
     

 

 

 
   Pharmaceuticals - 2.4%

 

4,499,767   

Bausch Health Cos., Inc.
3.18%, 06/02/2025, 3 mo. USD LIBOR + 3.000%

     4,421,741  
4,843,313   

Catalent Pharma Solutions, Inc.
3.25%, 05/18/2026, 3 mo. USD LIBOR + 2.250%

     4,802,968  
13,875,000   

Elanco Animal Health, Inc.
0.00%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     13,510,781  
9,048,385   

Endo International PLC
5.00%, 04/29/2024, 3 mo. USD LIBOR + 4.250%

     8,638,131  
14,613,940   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

     14,531,810  
     

 

 

 
     45,905,431  
     

 

 

 
   Real Estate - 1.4%

 

EUR      7,855,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%

     8,928,954  
$    19,194,318   

VICI Properties LLC
1.93%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

     18,422,131  
     

 

 

 
     27,351,085  
     

 

 

 
   Retail - 6.3%

 

25,700,682   

B.C. Unlimited Liability Co.
1.91%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

     24,636,416  

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     8,444,813   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

   $         8,388,064  
  

Coty, Inc.

 

25,207,512   

2.42%, 04/07/2025, 3 mo. USD LIBOR + 2.250%

     21,646,951  
EUR      2,732,104   

2.50%, 04/07/2025, 3 mo. EURIBOR + 2.500%

     2,815,998  
$4,012,469   

Harbor Freight Tools USA, Inc.
3.25%, 08/18/2023, 3 mo. USD LIBOR + 2.500%

     3,924,957  
7,911,804   

Michaels Stores, Inc.
3.50%, 01/30/2023, 3 mo. USD LIBOR + 2.500%

     7,526,103  
25,171,173   

PetSmart, Inc.
5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

     25,029,711  
10,659,750   

Rodan & Fields LLC
4.18%, 06/16/2025, 3 mo. USD LIBOR + 4.000%

     5,729,616  
13,021,415   

Sports Authority, Inc.
0.00%, 11/16/2020, 1 mo. USD LIBOR + 6.000%(9)

     13,022  
3,741,405   

Staples, Inc.
5.69%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     3,210,350  
16,110,351   

U.S. Foods, Inc.
1.91%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

     15,244,419  
1,321,573   

USS Ultimate Holdings, Inc.
4.75%, 08/25/2024, 1 mo. USD LIBOR + 3.750%

     1,242,688  
     

 

 

 
     119,408,295  
     

 

 

 
   Semiconductors - 0.3%

 

4,947,781   

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     4,910,672  
     

 

 

 
   Software - 8.5%

 

EUR      2,680,000   

AI Convoy (Luxembourg) S.a.r.l.
3.75%, 01/17/2027, 3 mo. EURIBOR + 3.750%

     3,035,714  
$      7,004,556   

CCC Information Services, Inc.
4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

     6,930,168  
13,159,682   

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     12,856,219  
31,376,363   

DCert Buyer, Inc.
4.16%, 10/16/2026, 3 mo. USD LIBOR + 4.000%

     30,832,924  
19,289,674   

Epicor Software Corp.
0.00%, 06/01/2022, 3 mo. USD LIBOR + 3.250%

     19,273,664  
23,915,793   

EVO Payments International LLC
3.42%, 12/22/2023, 3 mo. USD LIBOR + 3.250%

     23,288,004  
2,325,000   

Hyland Software, Inc.
7.75%, 07/07/2025, 3 mo. USD LIBOR + 7.000%

     2,311,933  
762,500   

MA FinanceCo. LLC
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     715,477  
19,214,905   

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

     19,359,017  
5,265,233   

Seattle Spinco, Inc.
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     4,940,525  
19,335,698   

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

     18,734,165  
  

Ultimate Software Group, Inc.

 

9,241,721   

3.91%, 05/04/2026, 3 mo. USD LIBOR + 3.750%

     9,144,498  
195,000   

7.50%, 05/03/2027, 1 mo. USD LIBOR + 6.750%

     198,251  
5,896,385   

Western Digital Corp.
1.91%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

     5,782,880  
5,096,346   

WEX, Inc.
2.41%, 05/15/2026, 3 mo. USD LIBOR + 2.250%

     4,913,438  
     

 

 

 
     162,316,877  
     

 

 

 
   Telecommunications - 2.3%

 

3,276,764   

Altice France S.A.
3.86%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

     3,197,564  
5,305,881   

CenturyLink, Inc.
2.41%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

     5,101,764  
EUR    13,583,511   

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 3 mo. EURIBOR + 2.625%

     15,875,740  

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        7,140,000   

T-Mobile USA, Inc.
3.16%, 04/01/2027, 1 mo. USD LIBOR + 3.000%

   $         7,162,919  
12,490,000   

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

     11,967,044  
     

 

 

 
        43,305,031  
     

 

 

 
   Textiles - 0.1%

 

3,500,000   

International Textile Group, Inc.
9.37%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

     1,540,000  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $1,732,128,464)

   $         1,636,488,767  
     

 

 

 

Convertible Bonds - 0.1%

 

   Media - 0.1%

 

950,000   

Scripps Escrow, Inc.
5.88%, 07/15/2027(1)

     954,750  
     

 

 

 
  

Total Convertible Bonds
(cost $819,593)

   $ 954,750  
     

 

 

 

Common Stocks - 0.6%

 

   Consumer Services - 0.0%

 

13,792   

Caesars Entertainment, Inc.*

     428,242  
     

 

 

 
   Energy - 0.4%

 

2,037,975   

Ascent Resources - Marcellus LLC Class A*(10)(11)

     1,324,684  
64,263   

Foresight Energy LLC*

     580,940  
418,220,006   

KCA Deutag*(10)(11)(12)

     1,142,995  
544,947   

Philadelphia Energy Solutions Class A*

     5,449  
389,285   

Templar Energy LLC Class A*

     1,946  
112,212   

Texgen Power LLC*(10)(11)

     3,646,890  
     

 

 

 
        6,702,904  
     

 

 

 
   Insurance - 0.2%

 

175,508   

AFG Holdings, Inc.

     4,387,700  
     

 

 

 
  

Total Common Stocks
(cost $30,865,155)

   $ 11,518,846  
     

 

 

 

Exchange-Traded Funds - 0.5%

 

   Other Investment Pools & Funds - 0.5%

 

461,700   

Invesco Senior Loan ETF

     9,991,188  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $9,605,022)

   $ 9,991,188  
     

 

 

 

Warrants - 0.0%

 

Energy - 0.0%

 

85,759   

Ascent Resources - Marcellus LLC Expires 3/30/23*(10)(11)

     2,144  
110,262   

Ascent Resources - Marcellus LLC Expires 3/30/23*(10)(11)

     5,513  
523,280   

Ascent Resources - Marcellus LLC Expires 3/30/23*(10)(11)

     2,616  
6,100   

Sable Permian Resources LLC Expires 10/24/09*(10)(11)

     109,800  
     

 

 

 
        120,073  
     

 

 

 
  

Total Warrants
(cost $71,756)

   $ 120,073  
     

 

 

 
  

Total Long-Term Investments
(cost $1,904,627,894)

   $ 1,783,466,093  
     

 

 

 

Short-Term Investments - 9.0%

 

   Other Investment Pools & Funds - 9.0%

 

170,021,866   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.05%(13)

     170,021,866  
     

 

 

 
  

Total Short-Term Investments
(cost $170,021,866)

   $ 170,021,866  
     

 

 

 

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments
(cost $2,074,649,760)

     102.8%      $ 1,953,487,959  
  

Other Assets and Liabilities

     (2.8)%        (52,697,926)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 1,900,790,033  
     

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $64,252,807, representing 3.4% 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 July 31, 2020, the aggregate value of these securities was $6,074,073, representing 0.3% 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)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

(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 July 31, 2020.

(7)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2020, the aggregate value of the unfunded commitment was $17,775,256, which rounds to 0.0% of total net assets.

(8)

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

(9)

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

(10)

Investment valued using significant unobservable inputs.

(11)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $6,234,642, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(12)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,142,995 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     $    1,142,995
(13)

Current yield as of period end.

OTC Total Return Swap Contracts Outstanding at July 31, 2020

 

Reference Entity   Counter-
party
 

Notional

Amount

    Payments
received
(paid) by the
Fund
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value 
    Unrealized
Appreciation/
(Depreciation)
 
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD     5,000,000       (1.00 %)      09/20/20       Quarterly     $     $ (1,056   $   (228,215   $ (227,159

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Reference Entity   Counter-
party
 

Notional

Amount

  Payments
received
(paid) by the
Fund
    Expiration
Date
    Periodic
Payment
Frequency
  Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value 
    Unrealized
Appreciation/
(Depreciation)
 
Markit iBoxx USD Liquid Leveraged Loan Index   MSC   USD    7,500,000     (1.00 %)      09/20/20     Quarterly   $     $ (2,208   $ (372,370   $ (370,162
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD    24,000,000     (1.00 %)      09/20/20     Quarterly           (22,052     (857,833     (835,781
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD    10,000,000     (1.00 %)      12/20/20     Quarterly           (4,370     (456,430     (452,060
Markit iBoxx USD Liquid Leveraged Loan Index   BCLY   USD    9,810,000     (1.00 %)      03/20/21     At Maturity           (981     2,105,281       2,106,262  
Markit iBoxx USD Liquid Leveraged Loan Index   MSC   USD    20,650,000     (1.00 %)      03/21/21     At Maturity           (5,019     2,063,343       2,068,362  
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD    11,615,000     (1.00 %)      05/22/23     At Maturity           (31,557     4,237       35,794  
Markit iBoxx USD Liquid Leveraged Loan Index   MSC   USD    9,285,000     (1.00 %)      05/22/23     At Maturity           (25,226     3,387       28,613  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

 

    $         —     $ (92,469   $ 2,261,400     $ 2,353,869  
           

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020

    Amount and Description
    of Currency to be
    Purchased
  Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
  Appreciation     Depreciation        
  16,068,092     EUR   18,649,286   USD   DEUT   08/31/20   $ 290,505     $  
  955,000     EUR   1,112,000   USD   BNP   08/31/20     13,679        
  2,882,000     EUR   3,394,353   USD   GSC   08/31/20     2,720        
  1,918,792     USD   1,653,000   EUR   RBC   08/31/20           (29,633
  3,337,651     USD   2,871,000   EUR   MSC   08/31/20           (46,456
  241,248,808     USD   206,322,706   EUR   JPM   08/31/20           (1,948,026
  10,136,127     USD   7,908,321   GBP   TDB   08/28/20           (217,488
 

            Total Foreign Currency Contracts

  $ 306,904     $ (2,241,603 )   

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                         
Counterparty Abbreviations:                                                                                                                       
BCLY    Barclays
BNP    BNP Paribas Securities Services
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
RBC    RBC Dominion Securities, Inc.
TDB    Toronto-Dominion Bank
Currency Abbreviations:                                                                                                                             
EUR    Euro
GBP    British Pound
USD    United States Dollar
Index Abbreviations:                                                                                                                                   
CPI    Consumer Price Index
iBoxx    Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Other Abbreviations:                                                                                                                                  
ETF    Exchange-Traded Fund
EURIBOR    Euro Interbank Offered Rate
LIBOR    London Interbank Offered Rate
OTC    Over-the-Counter

 

  The Hartford Floating Rate Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 124,392,469     $      $ 124,392,469     $  

Senior Floating Rate Interests

     1,636,488,767              1,636,488,767        

Convertible Bonds

     954,750              954,750        

Common Stocks

         

Consumer Services

     428,242       428,242               

Energy

     6,702,904              588,335       6,114,569  

Insurance

     4,387,700              4,387,700        

Exchange-Traded Funds

     9,991,188       9,991,188               

Warrants

     120,073                    120,073  

Short-Term Investments

     170,021,866       170,021,866               

Foreign Currency Contracts(2)

     306,904              306,904        

Swaps - Total Return(2)

     4,239,031              4,239,031        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     1,958,033,894     $     180,441,296      $     1,771,357,956     $       6,234,642  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (2,241,603   $      $ (2,241,603   $  

Swaps - Total Return(2)

     (1,885,162            (1,885,162      
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (4,126,765   $      $ (4,126,765   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

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

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 

Corporate Bonds - 9.5%

 

   Advertising - 0.1%

 

$        300,000   

Lamar Media Corp.
4.00%, 02/15/2030(1)

      $         303,000  
        

 

 

 
   Airlines - 0.2%

 

625,000   

Bombardier, Inc.
7.50%, 12/01/2024(1)

        506,250  
        

 

 

 
   Apparel - 0.1%

 

325,000   

PVH Corp.
4.63%, 07/10/2025(1)

        332,010  
110,000   

Under Armour, Inc.
3.25%, 06/15/2026

        102,713  
        

 

 

 
        434,723  
        

 

 

 
   Auto Parts & Equipment - 0.2%

 

350,000   

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

        326,812  
EUR        325,000   

Clarios Global L.P. / Clarios U.S. Finance Co.
4.38%, 05/15/2026(2)

        382,834  
        

 

 

 
        709,646  
        

 

 

 
   Commercial Banks - 0.5%

 

1,310,000   

Banco Santander S.A.
1.00%, 12/15/2024(3)(4)

        1,287,656  
  

Freedom Mortgage Corp.

 

$        340,000   

8.13%, 11/15/2024(1)

        334,900  
150,000   

8.25%, 04/15/2025(1)

        149,625  
        

 

 

 
        1,772,181  
        

 

 

 
   Commercial Services - 0.6%

 

  

APX Group, Inc.

 

1,015,000   

6.75%, 02/15/2027(1)

        1,011,955  
375,000   

7.63%, 09/01/2023

        359,062  
EUR        200,000   

Q-Park Holding I B.V.
2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(5)

        218,039  
275,000   

Verisure Midholding AB
5.75%, 12/01/2023(2)

        325,508  
        

 

 

 
        1,914,564  
        

 

 

 
   Distribution/Wholesale - 0.1%

 

$        260,000   

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

        268,450  
        

 

 

 
   Diversified Financial Services - 0.2%

 

555,000   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.65%, 07/21/2027

        504,589  
        

 

 

 
   Electrical Components & Equipment - 0.1%

 

500,000   

WESCO Distribution, Inc.
5.38%, 12/15/2021

        503,255  
        

 

 

 
   Entertainment - 1.7%

 

410,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

        369,664  
  

Cinemark USA, Inc.

 

580,000   

4.88%, 06/01/2023

        493,000  
220,000   

5.13%, 12/15/2022

        191,400  
  

Colt Merger Sub, Inc.

 

965,000   

5.75%, 07/01/2025(1)

        1,003,600  
1,680,000   

6.25%, 07/01/2025(1)

        1,752,450  
1,650,000   

8.13%, 07/01/2027(1)

        1,680,938  
175,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

        173,180  
        

 

 

 
        5,664,232  
        

 

 

 

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
   Food Service - 0.0%

 

$        150,000   

Aramark Services, Inc.
6.38%, 05/01/2025(1)

      $         158,250  
        

 

 

 
   Home Builders - 0.1%

 

475,000   

KB Home
7.00%, 12/15/2021

                 497,563  
        

 

 

 
   Insurance - 0.4%

 

  

Genworth Holdings, Inc.

 

725,000   

4.80%, 02/15/2024

        638,000  
375,000   

6.50%, 06/15/2034

        309,375  
325,000   

7.20%, 02/15/2021

        324,187  
        

 

 

 
        1,271,562  
        

 

 

 
   Internet - 0.5%

 

950,000   

Photo Holdings Merger Sub, Inc.
8.50%, 10/01/2026(1)

        879,225  
EUR        670,000   

United Group B.V.
3.25%, 02/15/2026, 3 mo. EURIBOR + 3.250%(1)(5)

        759,981  
        

 

 

 
        1,639,206  
        

 

 

 
   IT Services - 0.1%

 

$        315,000   

Presidio Holdings, Inc.
8.25%, 02/01/2028(1)

        327,600  
        

 

 

 
   Leisure Time - 0.5%

 

  

Carnival Corp.

 

605,000   

10.50%, 02/01/2026(1)

        626,175  
145,000   

11.50%, 04/01/2023(1)

        157,687  
EUR        500,000   

Carnival plc
1.00%, 10/28/2029

        312,157  
  

Royal Caribbean Cruises Ltd.

 

$        390,000   

9.13%, 06/15/2023(1)

        398,775  
300,000   

11.50%, 06/01/2025(1)

        330,592  
        

 

 

 
        1,825,386  
        

 

 

 
   Lodging - 0.1%

 

180,000   

Boyd Gaming Corp.
4.75%, 12/01/2027(1)

        173,025  
        

 

 

 
   Media - 0.5%

 

EUR        435,000   

Banijay Group SAS
6.50%, 03/01/2026(1)

        472,758  
$        325,000   

CSC Holdings LLC
5.88%, 09/15/2022

        350,090  
200,000   

Houghton Mifflin Harcourt Publishers, Inc.
9.00%, 02/15/2025(1)

        193,000  
GBP        470,000   

Virgin Media Vendor Financing Notes DAC
4.88%, 07/15/2028(1)

        623,197  
EUR        140,000   

Ziggo B.V.
2.88%, 01/15/2030(1)

        161,615  
        

 

 

 
        1,800,660  
        

 

 

 
   Office/Business Equipment - 0.1%

 

$        475,000   

Xerox Corp.
4.50%, 05/15/2021

        484,500  
        

 

 

 
   Oil & Gas - 0.5%

 

625,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

        279,687  
190,000   

EQT Corp.
3.90%, 10/01/2027

        179,037  
1,365,000   

Foothills Resource, Inc.
11.50%, 04/01/2023

        137  
300,000   

Gulfport Energy Corp.
6.63%, 05/01/2023

        177,519  
175,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026

        178,500  
200,000   

QEP Resources, Inc.
5.38%, 10/01/2022

        160,000  

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        250,000   

Southwestern Energy Co.
7.75%, 10/01/2027

      $         235,075  
790,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

        444,375  
        

 

 

 
                 1,654,330  
        

 

 

 
   Oil & Gas Services - 0.2%

 

614,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(2)

        563,124  
        

 

 

 
   Pharmaceuticals - 0.1%

 

EUR        290,000   

Rossini S.a.r.l.
3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(5)

        334,398  
        

 

 

 
   Pipelines - 0.2%

 

$        265,000   

EnLink Midstream Partners L.P.
5.05%, 04/01/2045

        143,100  
175,000   

EQM Midstream Partners L.P.
6.50%, 07/15/2048

        174,338  
225,000   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
5.50%, 09/15/2024(1)

        215,791  
        

 

 

 
        533,229  
        

 

 

 
   Retail - 1.7%

 

1,130,000   

1011778 BC ULC / New Red Finance, Inc.
5.75%, 04/15/2025(1)

        1,208,976  
135,000   

Kohl’s Corp.
9.50%, 05/15/2025

        159,667  
370,000   

Macy’s, Inc.
8.38%, 06/15/2025(1)

        386,435  
EUR      1,900,000   

Peer Holding B.V.
0.00%, 03/08/2025, 3 mo. EURIBOR(6)

        2,126,492  
  

Staples, Inc.

 

$      1,350,000   

7.50%, 04/15/2026(1)

        1,184,355  
775,000   

10.75%, 04/15/2027(1)

        492,125  
        

 

 

 
        5,558,050  
        

 

 

 
   Telecommunications - 0.1%

 

450,000   

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

        486,500  
        

 

 

 
   Trucking & Leasing - 0.6%

 

910,000   

DAE Funding LLC
5.25%, 11/15/2021(1)

        910,000  
1,300,000   

Fly Leasing Ltd.
6.38%, 10/15/2021

        1,205,750  
        

 

 

 
        2,115,750  
        

 

 

 
  

Total Corporate Bonds
(cost $33,059,883)

      $ 32,004,023  
        

 

 

 

Senior Floating Rate Interests - 80.0%(7)

 

   Aerospace/Defense - 0.2%

 

722,869   

TransDigm, Inc.
2.41%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

      $ 674,531  
        

 

 

 
   Airlines - 0.8%

 

1,710,000   

JetBlue Airways Corp.
6.25%, 06/12/2024, 1 mo. USD LIBOR + 5.250%

        1,684,709  
1,040,000   

Mileage Plus Holdings LLC
6.25%, 06/25/2027, 1 mo. USD LIBOR + 5.250%

        1,036,880  
        

 

 

 
        2,721,589  
        

 

 

 
   Auto Parts & Equipment - 1.0%

 

1,290,836   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

        1,268,788  
1,231,987   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

        1,200,928  

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        1,085,000   

Trico Group LLC
0.00%, 02/02/2024(6)

      $ 1,033,463  
        

 

 

 
           3,503,179  
        

 

 

 
   Beverages - 1.2%      
  

Sunshine Investments B.V.

     
 EUR        2,100,000   

0.00%, 03/28/2025(6)

        2,438,150  
1,500,000   

3.25%, 03/28/2025, 3 mo. EURIBOR + 3.250%

        1,717,010  
        

 

 

 
           4,155,160  
        

 

 

 
   Chemicals - 0.7%      
  

LTI Holdings, Inc.

     
$        1,841,199   

3.67%, 09/06/2025, 3 mo. USD LIBOR + 3.500%

        1,609,318  
190,000   

6.92%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

        134,140  
637,472   

Tronox Finance LLC
2.91%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

        619,547  
        

 

 

 
           2,363,005  
        

 

 

 
   Commercial Services - 7.5%      
6,094,750   

APX Group, Inc.
7.25%, 12/31/2025, 1 mo. USD LIBOR + 4.000%

        5,701,151  
  

Belron Finance U.S. LLC

     
442,775   

2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

        433,180  
1,165,186   

2.97%, 11/07/2024, 3 mo. USD LIBOR + 2.500%

        1,138,969  
5,852,287   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

        5,435,312  
6,361,058   

Dun & Bradstreet Corp.
3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.750%

        6,322,637  
 EUR          825,000   

LGC Group Holdings Ltd.
3.25%, 01/22/2027, 3 mo. EURIBOR + 3.250%

        942,111  
  

Verisure Holding AB

     
2,210,000   

0.00%, 10/21/2022(6)

        2,580,935  
962,277   

3.00%, 10/20/2022, 3 mo. EURIBOR + 3.000%

        1,117,827  
265,000   

Vertical Midco GmbH
0.00%, 07/14/2027(6)

        306,578  
$        1,127,728   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

        1,114,759  
        

 

 

 
           25,093,459  
        

 

 

 
   Distribution/Wholesale - 1.0%      
2,193,710   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

        2,126,539  
1,220,528   

SRS Distribution, Inc.
4.07%, 05/23/2025, 3 mo. USD LIBOR + 3.000%

        1,177,810  
        

 

 

 
           3,304,349  
        

 

 

 
   Diversified Financial Services - 5.4%      
 EUR        1,214,625   

AlixPartners LLP
3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

        1,396,530  
$            623,389   

AlixPartners, LLP
2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

        609,363  
  

Crown Finance U.S., Inc.

     
 EUR           205,198   

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

        152,582  
$         6,836,799   

3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

        4,302,193  
797,139   

Minotaur Acquisition, Inc.
5.16%, 03/27/2026, 3 mo. USD LIBOR + 5.000%

        745,986  
 EUR        6,310,241   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

        7,157,234  
$        1,999,328   

Refinitiv U.S. Holdings, Inc.
3.41%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

        1,982,914  
1,731,110   

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

        1,679,540  
        

 

 

 
           18,026,342  
        

 

 

 
   Electrical Components & Equipment - 0.1%      
 EUR         300,000   

Virgin Media SFA Finance Ltd.
2.50%, 01/31/2029, 3 mo. EURIBOR + 2.500%

        343,314  
        

 

 

 

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
   Energy-Alternate Sources - 2.2%      
$        3,032,804   

BCP Renaissance Parent LLC
4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

      $     2,727,006  
5,250,801   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

        4,691,591  
        

 

 

 
           7,418,597  
        

 

 

 
   Engineering & Construction - 0.3%      
935,756   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

        851,931  
        

 

 

 
   Entertainment - 0.2%      
605,000   

Banijay Entertainment S.A.S
0.00%, 03/01/2025(6)

        583,825  
        

 

 

 
   Environmental Control - 0.4%      
EUR        1,097,616   

Fluidra S.A.
2.00%, 07/02/2025, 3 mo. EURIBOR + 2.000%

        1,269,988  
        

 

 

 
   Food - 2.0%      
$        1,163,387   

Atkins Nutritionals Holdings, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

        1,160,479  
  

Froneri International Ltd.

     
 EUR           140,000   

5.75%, 01/31/2028, 3 mo. EURIBOR + 5.750%

        163,470  
$           200,000   

5.91%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

        193,000  
625,000   

Froneri International plc
2.41%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

        598,550  
EUR        3,140,000   

Froneri Luxembourg Finance Co., S.a r.l.
2.63%, 01/29/2027, 3 mo. EURIBOR + 2.625%

        3,575,670  
$           935,238   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

        879,124  
        

 

 

 
           6,570,293  
        

 

 

 
   Food Service - 0.2%      
264,338   

Aramark Services, Inc.
1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

        250,296  
558,600   

CHG PPC Parent LLC
2.91%, 03/31/2025, 3 mo. USD LIBOR + 2.750%

        540,445  
        

 

 

 
           790,741  
        

 

 

 
   Healthcare-Products - 0.4%      
EUR           298,500   

Grifols S.A.
2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

        346,959  
  

Lifescan Global Corp.

     
$          811,860   

7.18%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

        738,793  
500,000   

10.68%, 10/01/2025, 3 mo. USD LIBOR + 9.500%

        349,165  
        

 

 

 
           1,434,917  
        

 

 

 
   Healthcare-Services - 6.9%      
602,639   

CDRH Parent, Inc.
5.25%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

        388,702  
548,625   

CPI Holdco LLC
4.41%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

        540,396  
1,989,636   

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%(8)

        1,784,047  
913,623   

DuPage Medical Group Ltd.
3.50%, 08/15/2024, 3 mo. USD LIBOR + 2.750%

        874,794  
746,212   

Envision Healthcare Corp.
3.91%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

        489,269  
  

EyeCare Partners LLC

     
1,047,162   

3.75%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(8)

        957,504  
4,476,618   

4.82%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

        4,093,330  
2,627,148   

Gentiva Health Services, Inc.
3.44%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

        2,581,173  
3,490,000   

Loire Finco Luxembourg S.a.r.l.
3.67%, 04/21/2027, 1 mo. USD LIBOR + 3.500%

        3,359,125  
  

MED ParentCo L.P.

     
752,884   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(8)

        680,284  
3,004,624   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

        2,714,888  

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$          883,566   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

      $ 869,022  
1,137,365   

Pathway Vet Alliance LLC
0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%(6)

        1,113,912  
1,120,000   

Surf Holdings LLC
3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

        1,086,400  
1,740,377   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

        1,734,790  
        

 

 

 
           23,267,636  
        

 

 

 
   Household Products - 2.0%      
  

Diamond (BC) B.V.

     
3,302,034   

3.16%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

        3,108,865  
 EUR        2,579,500   

3.25%, 09/06/2024, 3 mo. EURIBOR + 3.250%

        2,825,341  
$        2,842,455   

Revlon Consumer Products Corp.
4.25%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

        704,304  
99,750   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

        97,677  
        

 

 

 
           6,736,187  
        

 

 

 
   Housewares - 0.7%      
2,492,265   

Hayward Industries, Inc.
3.66%, 08/05/2024, 3 mo. USD LIBOR + 3.500%

        2,419,067  
        

 

 

 
   Insurance - 7.1%      
6,454,566   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

        6,199,610  
  

Asurion LLC

     
277,648   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

        273,136  
7,038,352   

3.16%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

        6,917,363  
4,645,303   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

        4,678,703  
 EUR        2,075,000   

Lorca Finco plc
0.00%, 07/01/2027(6)

        2,387,932  
$        1,027,572   

NFP Corp.
3.41%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

        981,979  
660,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027(6)

        655,050  
1,767,726   

Sedgwick Claims Management Services, Inc.
3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

        1,683,759  
        

 

 

 
           23,777,532  
        

 

 

 
   Leisure Time - 2.7%      
3,779,585   

Caesars Resort Collection LLC
2.91%, 12/23/2024, 3 mo. USD LIBOR + 2.750%

        3,471,549  
1,985,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

        1,941,588  
3,673,862   

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

        3,493,622  
        

 

 

 
           8,906,759  
        

 

 

 
   Lodging - 0.2%      
547,747   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

        528,653  
        

 

 

 
   Media - 9.6%      
745,000   

AVSC Holding Corp.
8.25%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

        149,000  
 EUR        1,355,000   

Banijay Entertainment S.A.S
0.00%, 03/04/2025(6)

        1,537,593  
$        1,645,854   

Charter Communications Operating LLC
1.92%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

        1,604,198  
525,000   

CSC Holdings LLC
2.43%, 07/17/2025, 3 mo. USD LIBOR + 2.250%

        506,299  
2,044,849   

E.W. Scripps Co.
2.66%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

        1,968,801  
1,377,843   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

        1,340,903  
2,062,296   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

        1,997,210  

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        417,327   

Maxar Technologies Ltd.
2.91%, 10/04/2024, 3 mo. USD LIBOR + 2.750%

      $ 400,375  
520,000   

MH Sub LLC
4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

        515,232  
2,525,740   

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024, 3 mo. USD LIBOR + 3.000%

        2,458,378  
1,227,057   

NEP/NCP Holdco, Inc.
3.41%, 10/20/2025, 3 mo. USD LIBOR + 3.250%

        1,010,408  
2,015,688   

Nexstar Broadcasting, Inc.
2.92%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

        1,959,006  
  

Numericable Group S.A.

     
3,542,119   

2.91%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

        3,385,381  
EUR     1,441,474   

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

        1,620,862  
$     2,216,129   

Shutterfly, Inc.
6.31%, 09/25/2026, 1 mo. USD LIBOR + 6.000%

        1,957,573  
498,298   

Sinclair Television Group, Inc.
2.68%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

        482,418  
1,752,800   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

        1,706,158  
2,595,000   

Vertical Midco GmbH
0.00%, 07/01/2027(6)

        2,557,165  
3,616,785   

William Morris Endeavor Entertainment LLC
2.92%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

        2,850,027  
EUR        995,000   

Ziggo B.V.
3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000%

        1,133,852  
$     1,300,000   

Ziggo Financing Partnership
2.68%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

        1,246,843  
        

 

 

 
           32,387,682  
        

 

 

 
   Metal Fabricate/Hardware - 0.3%      
256,765   

Ameriforge Group, Inc.
5.00%, 06/08/2022, 3 mo. USD LIBOR + 5.000%

        225,953  
860,000   

Cardtronics USA, Inc.
5.00%, 06/25/2027, 1 mo. USD LIBOR + 4.000%

        853,550  
        

 

 

 
           1,079,503  
        

 

 

 
   Miscellaneous Manufacturing - 0.9%      
3,261,680   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

        3,148,206  
        

 

 

 
   Oil & Gas - 3.4%      
  

BCP Raptor LLC

     
4,425,948   

4.91%, 11/03/2025, 3 mo. USD LIBOR + 4.750%

        2,779,496  
2,913,049   

5.25%, 06/24/2024, 3 mo. USD LIBOR + 4.250%

        2,210,276  
1,986,231   

Cheniere Corpus Christi Holdings LLC
1.91%, 06/30/2024, 1 mo. USD LIBOR + 1.750%

        1,896,850  
576,377   

KCA Deutag Alpha Ltd.
7.75%, 02/28/2023, 3 mo. USD LIBOR + 6.750%

        264,476  
2,167,642   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

        2,068,754  
585,000   

PowerTeam Services LLC
8.25%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

        495,302  
2,073,527   

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

        1,803,968  
        

 

 

 
           11,519,122  
        

 

 

 
   Oil & Gas Services - 1.5%      
5,644,973   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

        4,969,947  
  

Utex Industries, Inc.

     
750,000   

7.43%, 05/22/2022, 1 mo. USD LIBOR + 7.250%

        85,313  
273,055   

8.25%, 05/22/2021, 1 mo. USD LIBOR + 5.000%

        71,300  
        

 

 

 
           5,126,560  
        

 

 

 
   Packaging & Containers - 2.1%      
1,657,500   

BellRing Brands LLC
6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

        1,661,644  
  

Flex Acquisition Co., Inc.

     

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        2,468,732   

3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

      $ 2,344,135  
2,390,834   

4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

        2,313,562  
783,665   

Proampac PG Borrower LLC
9.50%, 11/18/2024, 1 mo. USD LIBOR + 8.500%

        692,235  
        

 

 

 
           7,011,576  
        

 

 

 
   Pharmaceuticals - 2.1%      
1,021,688   

Catalent Pharma Solutions, Inc.
3.25%, 05/18/2026, 3 mo. USD LIBOR + 2.250%

        1,013,177  
2,425,000   

Elanco Animal Health, Inc.
0.00%, 02/04/2027, 1 mo. USD LIBOR + 1.750%(6)

        2,361,344  
1,515,044   

Endo International PLC
5.00%, 04/29/2024, 3 mo. USD LIBOR + 4.250%

        1,446,351  
2,401,441   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

        2,387,945  
        

 

 

 
           7,208,817  
        

 

 

 
   Real Estate - 0.5%      
 EUR      1,335,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(6)

        1,517,524  
        

 

 

 
   Retail - 5.7%      
$      3,679,721   

B.C. Unlimited Liability Co.
1.91%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

        3,527,344  
1,688,068   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

        1,676,724  
  

Coty, Inc.

     
4,930,886   

2.42%, 04/07/2025, 3 mo. USD LIBOR + 2.250%

        4,234,398  
 EUR          930,872   

2.50%, 04/07/2025, 3 mo. EURIBOR + 2.500%

        959,456  
$          835,700   

Harbor Freight Tools USA, Inc.
3.25%, 08/18/2023, 3 mo. USD LIBOR + 2.500%

        817,473  
1,368,515   

Michaels Stores, Inc.
3.50%, 01/30/2023, 3 mo. USD LIBOR + 2.500%

        1,301,800  
5,072,778   

PetSmart, Inc.
5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

        5,044,269  
1,758,153   

Rodan & Fields LLC
4.18%, 06/16/2025, 3 mo. USD LIBOR + 4.000%

        945,007  
2,009,604   

Sports Authority, Inc.
0.00%, 11/16/2020, 1 mo. USD LIBOR + 6.000%(9)

        2,010  
557,565   

Staples, Inc.
5.69%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

        478,424  
        

 

 

 
           18,986,905  
        

 

 

 
   Software - 8.5%      
 EUR          820,000   

AI Convoy (Luxembourg) S.a.r.l.
3.75%, 01/17/2027, 3 mo. EURIBOR + 3.750%

        928,838  
$        1,706,317   

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

        1,666,969  
5,491,238   

DCert Buyer, Inc.
4.16%, 10/16/2026, 3 mo. USD LIBOR + 4.000%

        5,396,129  
  

Epicor Software Corp.

     
2,342,173   

0.00%, 06/01/2022, 3 mo. USD LIBOR + 3.250%(6)

        2,340,229  
1,837,046   

5.25%, 07/30/2027, 1 mo. USD LIBOR + 4.250%

        1,833,904  
3,870,863   

EVO Payments International LLC
3.42%, 12/22/2023, 3 mo. USD LIBOR + 3.250%

        3,769,253  
810,000   

Hyland Software, Inc.
7.75%, 07/07/2025, 3 mo. USD LIBOR + 7.000%

        805,448  
109,632   

MA FinanceCo. LLC
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

        102,871  
7,402,657   

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

        7,458,177  
740,369   

Seattle Spinco, Inc.
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

        694,710  
1,832,238   

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

        1,775,237  
  

Ultimate Software Group, Inc.

     
1,846,800   

3.91%, 05/04/2026, 3 mo. USD LIBOR + 3.750%

        1,827,372  

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

          

Market Value

 
$        105,000   

7.50%, 05/03/2027, 1 mo. USD LIBOR + 6.750%

      $ 106,750  
        

 

 

 
             28,705,887  
        

 

 

 
   Telecommunications - 2.0%

 

521,378   

CenturyLink, Inc.
2.41%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

        501,320  
 EUR        2,252,660   

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 3 mo. EURIBOR + 2.625%

        2,632,798  
$        1,820,000   

T-Mobile USA, Inc.
3.16%, 04/01/2027, 1 mo. USD LIBOR + 3.000%

        1,825,842  
1,775,000   

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

        1,700,681  
        

 

 

 
        6,660,641  
        

 

 

 
   Textiles - 0.2%

 

1,500,000   

International Textile Group, Inc.
9.37%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

        660,000  
        

 

 

 
  

Total Senior Floating Rate Interests
(cost $283,674,112)

      $ 268,753,477  
        

 

 

 

Common Stocks - 0.5%

 

   Energy - 0.2%

 

190,736   

Ascent Resources - Marcellus LLC Class A*(10)(11)

        123,978  
12,294   

Foresight Energy LLC*

        111,136  
78,609   

Templar Energy LLC Class A*

        393  
13,865   

Texgen Power LLC*(10)(11)

        450,613  
        

 

 

 
        686,120  
        

 

 

 
   Insurance - 0.3%

 

34,814   

AFG Holdings, Inc.

        870,350  
        

 

 

 
  

Total Common Stocks
(cost $3,025,178)

      $ 1,556,470  
        

 

 

 

Convertible Bonds - 0.1%

 

   Media - 0.1%

 

175,000   

Scripps Escrow, Inc.
5.88%, 07/15/2027(1)

        175,875  
        

 

 

 
  

Total Convertible Bonds
(cost $150,280)

      $ 175,875  
        

 

 

 

Exchange-Traded Funds - 3.0%

 

   Other Investment Pools & Funds - 3.0%

 

468,100   

Invesco Senior Loan ETF

        10,129,684  
        

 

 

 
  

Total Exchange-Traded Funds
(cost $9,747,524)

      $ 10,129,684  
        

 

 

 

Warrants - 0.0%

 

  

Energy - 0.0%

     
94,294   

Ascent Resources - Marcellus LLC Expires 3/30/23*(10)(11)

        2,036  
600   

Sable Permian Resources LLC Expires 10/24/09*(10)(11)

        10,800  
        

 

 

 
        12,836  
        

 

 

 
  

Total Warrants
(cost $10,874)

      $ 12,836  
        

 

 

 
  

Total Long-Term Investments
(cost $329,667,851)

      $         312,632,365  
        

 

 

 

Short-Term Investments - 8.3%

 

   Other Investment Pools & Funds - 8.3%

 

28,070,490   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.05%(12)

        28,070,490  
        

 

 

 
  

Total Short-Term Investments
(cost $28,070,490)

      $ 28,070,490  
        

 

 

 

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

              

Market Value

 
  

Total Investments
(cost $357,738,341)

     101.4%      $ 340,702,855  
  

Other Assets and Liabilities

     (1.4)%        (4,767,445
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 335,935,410  
     

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $19,324,770, representing 5.8% 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 July 31, 2020, the aggregate value of these securities was $1,271,466, representing 0.4% 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)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

(6)

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

(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 July 31, 2020.

(8)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2020, the aggregate value of the unfunded commitment was $3,421,835, which rounds to 1.0% of total net assets.

(9)

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

(10)

Investment valued using significant unobservable inputs.

(11)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $587,427, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(12)

Current yield as of period end.

OTC Total Return Swap Contracts Outstanding at July 31, 2020

 

Reference Entity   Counter-
party
  Notional
Amount
    Payments
received
(paid) by the
Fund
    Expiration
Date
    Periodic
Payment
Frequency
  Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD 1,000,000       (1.00 %)      09/20/20     Quarterly   $     $ (919   $ (35,743   $ (34,824
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD 1,000,000       (1.00 %)      09/20/20     Quarterly           (211     (45,643     (45,432
Markit iBoxx USD Liquid Leveraged Loan Index   MSC   USD 1,100,000       (1.00 %)      09/20/20     Quarterly           (324     (54,614     (54,290
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD   3,035,000       (1.00 %)      12/20/20     At Maturity           (14,316        432,170       446,486  

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD 885,000       (1.00 %)      12/20/20     At Maturity   $     $ (2,405   $ 322     $ 2,727  
Markit iBoxx USD Liquid Leveraged Loan Index   MSC   USD 705,000       (1.00 %)      12/20/20     At Maturity           (1,915     258       2,173  
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD 1,000,000       (1.00 %)      12/20/20     Quarterly           (437     (45,643     (45,206
Markit iBoxx USD Liquid Leveraged Loan Index   BCLY   USD 2,900,000            (1.00 %)      03/20/21     At Maturity           (290     622,097       622,387  
Markit iBoxx USD Liquid Leveraged Loan Index   MSC   USD   4,350,000       (1.00 %)      03/20/21     At Maturity           (1,057     434,651       435,708  
Markit iBoxx USD Liquid Leveraged Loan Index       JPM       USD 3,045,000       (1.00 %)         03/20/21     At Maturity           (1,613     311,669       313,282  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

 

    $             —     $   (23,487   $ 1,619,524     $        1,643,011  
           

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020

    Amount and Description
    of Currency to be
    Purchased
  Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
  Appreciation     Depreciation        
  3,017,900     EUR   3,502,699   USD   DEUT   08/31/20   $ 54,563     $  
  171,000     EUR   199,112   USD   BNP   08/31/20     2,449        
  782,000     EUR   921,022   USD   GSC   08/31/20     738        
  338,952     USD   292,000   EUR   RBC   08/31/20           (5,235
  571,969     USD   492,000   EUR   MSC   08/31/20           (7,961
  47,721,562     USD   40,812,811   EUR   JPM   08/31/20           (385,340
  602,401     USD   470,000   GBP   TDB   08/28/20           (12,926
 

        Total Foreign Currency Contracts

  $ 57,750     $ (411,462 )  

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                                  
Counterparty Abbreviations:                                                                                                                               
BCLY    Barclays
BNP    BNP Paribas Securities Services
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
RBC    RBC Dominion Securities, Inc.
TDB    Toronto-Dominion Bank
Currency Abbreviations:                                                                                                                                     
EUR    Euro
GBP    British Pound
USD    United States Dollar
Index Abbreviations:                                                                                                                                           
CPI    Consumer Price Index
iBoxx    Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Other Abbreviations:                                                                                                                                          
ETF    Exchange-Traded Fund
EURIBOR    Euro Interbank Offered Rate
LIBOR    London Interbank Offered Rate
OTC    Over-the-Counter

 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 32,004,023     $      $ 32,004,023     $  

Senior Floating Rate Interests

     268,753,477              268,753,477        

Common Stocks

 

Energy

     686,120              111,529       574,591  

Insurance

     870,350              870,350        

Convertible Bonds

     175,875              175,875        

Exchange-Traded Funds

     10,129,684       10,129,684               

Warrants

     12,836                    12,836  

Short-Term Investments

     28,070,490       28,070,490               

Foreign Currency Contracts(2)

     57,750              57,750        

Swaps - Total Return(2)

     1,822,763              1,822,763        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     342,583,368     $     38,200,174      $     303,795,767     $     587,427  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (411,462   $      $ (411,462   $  

Swaps - Total Return(2)

     (179,752            (179,752      
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (591,214   $      $ (591,214   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

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

 

  Hartford Global Impact Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 

Common Stocks - 95.8%

 

   Australia - 1.9%

 

$            96,245   

SEEK Ltd.

      $         1,480,301  
        

 

 

 
   Bangladesh - 0.8%

 

211,785   

GrameenPhone Ltd.

        645,214  
        

 

 

 
   Brazil - 4.5%

 

55,600   

Hapvida Participacoes e Investimentos S.A.(1)

        694,287  
12,011   

Pagseguro Digital Ltd. Class A*

        459,181  
26,571   

StoneCo Ltd. Class A*

        1,267,703  
151,300   

YDUQS Part

        982,940  
        

 

 

 
           3,404,111  
        

 

 

 
   Canada - 2.3%

 

35,224   

Algonquin Power & Utilities Corp.

        485,975  
28,885   

Brookfield Renewable Partners L.P.

        1,241,703  
        

 

 

 
           1,727,678  
        

 

 

 
   China - 0.1%

 

6,700   

Hangzhou Tigermed Consulting Co., Ltd. Class H

        87,319  
        

 

 

 
   Denmark - 1.6%

 

9,760   

Vestas Wind Systems A/S

        1,251,085  
        

 

 

 
   France - 5.5%

 

30,368   

Nexity S.A.

        1,034,235  
15,733   

Schneider Electric SE

        1,804,001  
27,623   

Suez

        364,313  
43,037   

Veolia Environnement S.A.

        985,874  
        

 

 

 
           4,188,423  
        

 

 

 
   Germany - 4.9%

 

15,895   

LEG Immobilien AG*

        2,216,343  
23,179   

Vonovia SE

        1,498,194  
        

 

 

 
           3,714,537  
        

 

 

 
   India - 0.6%

 

49,101   

Shriram Transport Finance Co., Ltd.

        452,338  
        

 

 

 
   Ireland - 2.3%

 

15,470   

Trane Technologies plc

        1,730,629  
        

 

 

 
   Japan - 2.3%

 

7,400   

Eisai Co., Ltd.

        597,228  
51,648   

Katitas Co., Ltd.

        1,181,530  
        

 

 

 
           1,778,758  
        

 

 

 
   Kenya - 1.4%

 

4,148,800   

Safaricom plc

        1,080,056  
        

 

 

 
   Netherlands - 7.0%

 

11,454   

Koninklijke DSM N.V.

        1,753,217  
37,179   

Koninklijke Philips N.V.*

        1,921,072  
55,562   

Signify N.V.*(1)

        1,667,040  
        

 

 

 
           5,341,329  
        

 

 

 
   South Africa - 1.7%

 

173,882   

Vodacom Group Ltd.

        1,306,423  
        

 

 

 
   South Korea - 1.9%

 

4,278   

Samsung SDI Co., Ltd.

        1,432,195  
        

 

 

 
   Spain - 1.7%

 

11,940   

Acciona S.A.

        1,325,509  
        

 

 

 
   Sweden - 0.4%

 

8,089   

MIPS AB

        341,819  
        

 

 

 
   Switzerland - 1.3%

 

16,728   

Landis+Gyr Group AG*

        1,021,658  
        

 

 

 
   Taiwan - 2.3%

 

72,933   

MediaTek, Inc.

        1,741,498  
        

 

 

 

 

  Hartford Global Impact Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
   United Kingdom - 2.6%      
$            18,081   

Genus plc

      $ 806,910  
43,421   

Hikma Pharmaceuticals plc

        1,216,697  
        

 

 

 
           2,023,607  
        

 

 

 
   United States - 48.7%      
27,709   

Advanced Drainage Systems, Inc.

        1,357,741  
22,858   

Agilent Technologies, Inc.

        2,201,911  
34,808   

Avangrid, Inc.

        1,733,090  
21,005   

Ball Corp.

        1,546,598  
21,603   

Baxter International, Inc.

        1,866,067  
17,737   

Blackbaud, Inc.

        1,109,272  
14,202   

Boston Properties, Inc. REIT

        1,265,256  
7,221   

Brookfield Renewable Corp. Class A*

        323,472  
42,908   

Covanta Holding Corp.

        422,215  
12,510   

Danaher Corp.

        2,549,538  
9,691   

Etsy, Inc.*

        1,147,221  
27,093   

Evoqua Water Technologies Corp.*

        520,999  
25,566   

First Solar, Inc.*

        1,522,455  
14,798   

GoDaddy, Inc. Class A*

        1,040,004  
3,383   

Illumina, Inc.*

        1,292,847  
35,575   

Invitae Corp.*

        1,038,790  
22,901   

Itron, Inc.*

        1,592,994  
92,100   

Laureate Education, Inc. Class A*

        1,167,828  
36,339   

Mimecast Ltd.*

        1,705,389  
82,555   

Nuance Communications, Inc.*

        2,257,879  
26,865   

Rapid7, Inc.*

        1,600,348  
12,250   

Square, Inc. Class A*

        1,590,663  
10,711   

Sun Communities, Inc. REIT

        1,605,900  
34,031   

Upwork, Inc.*

        511,146  
9,637   

Watts Water Technologies, Inc. Class A

        808,448  
20,757   

Xylem, Inc.

        1,514,846  
12,668   

Zoetis, Inc.

        1,921,482  
        

 

 

 
           37,214,399  
        

 

 

 
  

Total Common Stocks
(cost $61,401,546)

      $ 73,288,886  
        

 

 

 

Short-Term Investments - 2.0%

     
   Repurchase Agreements - 2.0%      
1,525,972   

Fixed Income Clearing Corp., Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $1,525,981; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $1,556,528.

        1,525,972  
        

 

 

 
  

Total Short-Term Investments
(cost $1,525,972)

      $ 1,525,972  
        

 

 

 
  

Total Investments
(cost $62,927,518)

     97.8%      $ 74,814,858  
  

Other Assets and Liabilities

     2.2%        1,675,257  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   76,490,115  
     

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $2,361,327, representing 3.1% of net assets.

 

  Hartford Global Impact Fund

 

 

  Schedule of Investments – (continued)

  July 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 – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Australia

   $ 1,480,301      $      $ 1,480,301      $  

Bangladesh

     645,214        645,214                

Brazil

     3,404,111        3,404,111                

Canada

     1,727,678        1,727,678                

China

     87,319        87,319                

Denmark

     1,251,085               1,251,085         

France

     4,188,423               4,188,423         

Germany

     3,714,537               3,714,537         

India

     452,338               452,338         

Ireland

     1,730,629        1,730,629                

Japan

     1,778,758               1,778,758         

Kenya

     1,080,056               1,080,056         

Netherlands

     5,341,329               5,341,329         

South Africa

     1,306,423        1,306,423                

South Korea

     1,432,195               1,432,195         

Spain

     1,325,509               1,325,509         

Sweden

     341,819               341,819         

Switzerland

     1,021,658               1,021,658         

Taiwan

     1,741,498               1,741,498         

United Kingdom

     2,023,607               2,023,607         

United States

     37,214,399        37,214,399                

Short-Term Investments

     1,525,972               1,525,972         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         74,814,858      $         46,115,773      $         28,699,085      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 53.9%

  
   Automobiles & Components - 0.2%   
$            1,917   

Aptiv plc

   $ 149,046  
8,690   

NOK Corp.

     94,662  
100   

Tesla, Inc.*

     143,076  
     

 

 

 
        386,784  
     

 

 

 
  

Banks - 1.0%

  
13,178   

ABN Amro Bank N.V.(1)

     109,454  
57,808   

AIB Group plc*

     72,498  
41,158   

Bank of Ireland Group plc*

     85,509  
10,319   

BPER Banca*(2)

     26,194  
62,999   

CaixaBank S.A.

     135,514  
4,651   

KB Financial Group, Inc.

     137,648  
40,826   

Mitsubishi UFJ Financial Group, Inc.

     152,988  
35,587   

Resona Holdings, Inc.

     116,664  
5,721   

Societe Generale S.A.*

     88,077  
24,233   

Standard Chartered plc

     121,162  
5,897   

Sumitomo Mitsui Financial Group, Inc.

     157,134  
4,216   

Sumitomo Mitsui Trust Holdings, Inc.

     108,242  
83,111   

Unicaja Banco S.A.*(1)

     46,284  
14,434   

UniCredit S.p.A.*

     132,474  
     

 

 

 
        1,489,842  
     

 

 

 
   Capital Goods - 3.4%   
4,763   

ABB Ltd.

     119,615  
4,420   

Advanced Drainage Systems, Inc.

     216,580  
1,693   

Altra Industrial Motion Corp.

     57,951  
600   

American Woodmark Corp.*

     48,372  
8,648   

Arcadis N.V.*

     177,617  
8,919   

Chiyoda Corp.*

     21,350  
14,497   

Cie de Saint-Gobain*

     536,317  
1,400   

Daikin Industries Ltd.

     246,325  
1,010   

Deere & Co.

     178,073  
1,430   

Eaton Corp. plc

     133,176  
4,667   

Fortune Brands Home & Security, Inc.

     357,026  
1,172   

Hubbell, Inc.

     158,185  
3,151   

Ingersoll Rand, Inc.*

     99,540  
16,450   

JELD-WEN Holding, Inc.*

     322,420  
9,448   

JGC Holdings Corp.

     95,595  
5,893   

Kennametal, Inc.

     158,875  
7,900   

Kyudenko Corp.

     223,915  
2,636   

Middleby Corp.*

     218,946  
9,479   

PGT Innovations, Inc.*

     161,807  
815   

Rockwool International A/S Class B

     262,930  
3,453   

Rush Enterprises, Inc. Class A

     164,294  
2,236   

Siemens AG

     284,947  
561   

SPX FLOW, Inc.*

     22,485  
1,914   

Vestas Wind Systems A/S

     245,346  
7,257   

Vinci S.A.(2)

     624,574  
1,993   

Xylem, Inc.

     145,449  
     

 

 

 
        5,281,710  
     

 

 

 
   Commercial & Professional Services - 0.9%   
3,931   

Adecco Group AG

     185,755  
20,501   

Calisen plc*

     44,963  
375,100   

China Everbright International Ltd.

     231,888  
5,651   

Clean Harbors, Inc.*

     336,799  
1,254   

CoreLogic, Inc.

     85,473  
57,049   

Hays plc

     81,231  
15,694   

Pagegroup plc

     71,856  
976   

Verisk Analytics, Inc.

     184,181  
1,560   

Waste Management, Inc.

     170,976  
     

 

 

 
        1,393,122  
     

 

 

 

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Consumer Durables & Apparel - 1.4%   
$            3,495   

Berkeley Group Holdings plc

   $ 202,783  
509   

Cavco Industries, Inc.*

     101,968  
5,815   

Century Communities, Inc.*

     207,130  
2,347   

D.R. Horton, Inc.

     155,278  
8,000   

Fujitsu General Ltd.

     196,066  
5,443   

Kaufman & Broad S.A.

     234,996  
4,663   

Lennar Corp. Class A

     337,368  
9,900   

Sekisui Chemical Co., Ltd.

     134,761  
17,915   

Skyline Champion Corp.*

     505,740  
3,535   

Smith & Wesson Brands, Inc.*

     84,451  
791   

Sturm Ruger & Co., Inc.

     64,364  
     

 

 

 
        2,224,905  
     

 

 

 
   Consumer Services - 0.3%   
1,389   

Hyatt Hotels Corp. Class A(2)

     66,672  
31,809   

Melia Hotels International S.A.*

     117,757  
850   

Oriental Land Co., Ltd.

     102,546  
15,200   

Sands China Ltd.

     57,955  
850   

Vail Resorts, Inc.

     163,226  
     

 

 

 
        508,156  
     

 

 

 
   Diversified Financials - 1.1%   
2,543   

Berkshire Hathaway, Inc. Class B*

     497,869  
5,815   

Brookfield Asset Management, Inc. Class A

     187,999  
9,714   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     340,281  
1,461   

Julius Baer Group Ltd.

     64,138  
812   

Moody’s Corp.

     228,416  
414   

S&P Global, Inc.

     145,003  
17,631   

UBS Group AG

     207,707  
12,745   

Uranium Participation Corp.*

     46,719  
     

 

 

 
        1,718,132  
     

 

 

 
   Energy - 11.1%   
20,933   

Advantage Oil & Gas Ltd.*

     25,005  
3,979   

Ampol Ltd.

     74,586  
27,004   

ARC Resources Ltd.

     114,713  
251,048   

BP plc

     909,171  
38,983   

BP plc ADR

     859,185  
7,109   

Brigham Minerals, Inc. Class A

     78,768  
3,828   

Cabot Oil & Gas Corp.

     71,584  
13,354   

Cameco Corp.

     135,788  
6,353   

Canadian Natural Resources Ltd.

     112,077  
8,774   

Chevron Corp.

     736,490  
253,623   

China Oilfield Services Ltd. Class H

     197,887  
110,000   

China Petroleum & Chemical Corp. Class H

     46,862  
24,070   

China Shenhua Energy Co., Ltd. Class H

     39,855  
1,556   

Cimarex Energy Co.

     38,060  
57,000   

CNOOC Ltd.

     60,164  
578   

Concho Resources, Inc.

     30,368  
7,157   

ConocoPhillips

     267,600  
2,801   

Diamondback Energy, Inc.

     111,648  
300   

Drilling Co.*

     6,888  
3,000   

Ecopetrol S.A. ADR

     34,920  
31,142   

Enbridge, Inc.

     996,718  
101,412   

Eni S.p.A.

     903,358  
5,505   

EOG Resources, Inc.

     257,909  
5,820   

EQT Corp.

     84,506  
8,388   

Equinor ASA

     125,762  
12,500   

Equinor ASA ADR

     186,375  
18,251   

Exxon Mobil Corp.

     768,002  
9,000   

Formosa Petrochemical Corp.

     24,983  
5,770   

Fugro N.V.*(2)

     23,237  
12,109   

Galp Energia SGPS S.A.

     126,791  
54,277   

Gazprom PJSC ADR

     262,382  
2,548   

Grupa Lotos S.A.

     32,922  
1,160   

GS Holdings Corp.

     34,140  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            11,816   

Headwater Exploration, Inc.*

   $ 11,027  
1,400   

HollyFrontier Corp.

     38,500  
2,200   

Imperial Oil Ltd.

     34,410  
31,568   

Inpex Corp.

     180,191  
2,074   

Japan Petroleum Exploration Co., Ltd.

     33,685  
14,220   

JXTG Holdings, Inc.

     49,864  
4,432   

LUKOIL PJSC ADR

     300,646  
4,098   

Lundin Petroleum AB

     95,588  
3,499   

Magnolia Oil & Gas Corp. Class A*

     20,924  
5,530   

Marathon Petroleum Corp.

     211,246  
5,871   

MOL Hungarian Oil & Gas plc*

     34,585  
2,422   

Motor Oil Hellas Corinth Refineries S.A.

     33,081  
3,055   

Neste Oyj

     140,321  
114,770   

Oil & Natural Gas Corp. Ltd.

     120,007  
4,214   

OMV AG*

     133,086  
4,353   

Ovintiv, Inc.

     42,118  
6,139   

Parsley Energy, Inc. Class A

     67,406  
1,451   

PDC Energy, Inc.*

     20,691  
93,450   

Petroleo Brasileiro S.A.

     406,651  
10,769   

Petronet LNG Ltd.

     35,640  
3,114   

Phillips 66

     193,130  
925   

Pioneer Natural Resources Co.

     89,651  
2,735   

Polski Koncern Naftowy ORLEN S.A.

     38,943  
25,177   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

     34,332  
13,400   

PTT Exploration & Production PCL

     39,105  
44,200   

PTT PCL

     53,155  
3,646   

QEP Resources, Inc.

     5,360  
6,878   

Range Resources Corp.

     44,432  
6,394   

Repsol S.A.

     50,421  
26,081   

Rosneft Oil Co. PJSC GDR

     123,711  
3,403   

Royal Dutch Shell plc Class A

     49,737  
34,746   

Royal Dutch Shell plc Class A ADR(2)

     1,035,778  
57,348   

Royal Dutch Shell plc Class B

     804,963  
25,225   

Saipem S.p.A.

     54,022  
10,816   

Santos Ltd.

     40,401  
4,494   

Schlumberger Ltd.

     81,521  
23,322   

Southwestern Energy Co.*

     56,672  
11,064   

Suncor Energy, Inc.

     174,241  
35,249   

Surgutneftegas PJSC ADR

     174,499  
1,073   

Tatneft PJSC ADR*

     47,759  
23,890   

TC Energy Corp.

     1,088,978  
6,030   

Tenaris S.A.

     35,538  
3,773   

Tenaris S.A. ADR

     44,144  
40,933   

Total S.A.(2)

     1,549,056  
23,087   

Total SE ADR

     869,456  
9,097   

Tourmaline Oil Corp.

     92,502  
28,470   

Trican Well Service Ltd.*(2)

     19,342  
26,856   

Tupras Turkiye Petrol Rafinerileri A.S.*

     318,258  
3,670   

Viper Energy Partners L.P.

     37,948  
3,654   

Woodside Petroleum Ltd.

     52,209  
2,581   

WPX Energy, Inc.*

     15,409  
53,418   

YPF S.A. ADR*

     332,794  
     

 

 

 
        17,435,838  
     

 

 

 
   Food & Staples Retailing - 0.1%

 

59,105   

J Sainsbury plc

     144,059  
     

 

 

 
   Food, Beverage & Tobacco - 0.4%

 

6,800   

Archer-Daniels-Midland Co.

     291,244  
1,800   

Bunge Ltd.

     78,192  
800   

Ingredion, Inc.

     69,200  
7,700   

Kuala Lumpur Kepong Bhd

     42,368  
310,104   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

     21,118  
35,400   

Sime Darby Bhd

     43,613  
24,800   

Wilmar International Ltd.

     83,829  
     

 

 

 
        629,564  
     

 

 

 

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Insurance - 0.4%

 

$            4,976   

Assicurazioni Generali S.p.A.

   $ 74,718  
7,421   

Dai-ichi Life Holdings, Inc.

     87,541  
873   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     231,409  
166,660   

Shin Kong Financial Holding Co., Ltd.*

     48,431  
20,167   

T&D Holdings, Inc.

     166,004  
9,840   

Tongyang Life Insurance Co., Ltd.

     24,739  
     

 

 

 
        632,842  
     

 

 

 
   Materials - 12.4%

 

5,811   

Alcoa Corp.*

     75,543  
60,367   

Alrosa PJSC*

     55,560  
101,751   

Angang Steel Co., Ltd. Class H

     28,543  
17,293   

Anglo American plc

     418,630  
23,800   

ArcelorMittal S.A.*

     261,086  
5,325   

Arconic Corp.*

     86,744  
44,113   

Baoshan Iron & Steel Co., Ltd. Class A

     31,110  
25,534   

Barrick Gold Corp.

     737,931  
32,150   

BHP Group Ltd. ADR(2)

     1,698,806  
24,975   

BHP Group plc

     540,045  
22,850   

BHP Group plc ADR

     998,773  
5,401   

BlueScope Steel Ltd.

     43,194  
1,981   

Boliden AB

     54,097  
3,110   

Canfor Corp.*

     37,103  
77,294   

Centamin plc

     206,911  
24,150   

Centerra Gold, Inc.

     302,900  
2,500   

CF Industries Holdings, Inc.

     78,325  
229,239   

China BlueChemical Ltd. Class H

     33,758  
53,000   

China Hongqiao Group Ltd.

     30,439  
9,100   

Corteva, Inc.*

     259,896  
23,500   

Dundee Precious Metals, Inc.

     177,200  
6,758   

Eldorado Gold Corp.*

     85,083  
7,700   

Eldorado Gold.Corp.*

     96,749  
18,264   

Empresas CMPC S.A.

     40,457  
17,183   

Endeavour Mining Corp.*

     462,977  
24,988   

Eregli Demir ve Celik Fabrikalari T.A.S.

     27,300  
30,057   

Evolution Mining Ltd.

     128,404  
9,589   

Evraz plc

     35,508  
11,400   

First Quantum Minerals Ltd.

     96,344  
3,435   

FMC Corp.

     364,282  
7,655   

Fortescue Metals Group Ltd.

     95,283  
33,000   

Freeport-McMoRan, Inc.

     426,360  
92,300   

Gerdau S.A. ADR(2)

     308,282  
14,193   

Gold Fields Ltd.

     187,690  
15,537   

Harmony Gold Mining Co., Ltd.*

     100,356  
45,237   

Hochschild Mining plc

     160,300  
44,280   

Hunan Valin Steel Co., Ltd. Class A

     28,418  
44,623   

IAMGOLD Corp.*

     222,747  
1,892   

Imerys S.A.(2)

     70,100  
9,005   

Impala Platinum Holdings Ltd.

     80,388  
2,351   

Israel Chemicals Ltd.

     7,338  
18,900   

Jiangsu Shagang Co., Ltd. Class A

     29,365  
4,617   

JSR Corp.

     100,675  
44,797   

Kinross Gold Corp.*

     418,811  
108   

Korea Zinc Co., Ltd.

     37,555  
1,093   

Kumba Iron Ore Ltd.

     35,345  
5,533   

Kyoei Steel Ltd.

     65,787  
4,607   

LafargeHolcim Ltd.*

     217,959  
1,567   

Louisiana-Pacific Corp.

     49,627  
27,100   

Lundin Mining Corp.

     151,741  
104,000   

Maanshan Iron & Steel Co., Ltd. Class H

     28,049  
4,741   

Magnitogorsk Iron & Steel Works PJSC GDR

     33,043  
1,300   

Maruichi Steel Tube Ltd.

     31,035  
3,644   

MMC Norilsk Nickel PJSC ADR

     96,307  
5,883   

Mondi plc

     104,204  
4,200   

Mosaic Co.

     56,574  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            7,808   

Newcrest Mining Ltd.

   $ 198,915  
3,709   

Newmont Corp.

     256,663  
44,000   

Nine Dragons Paper Holdings Ltd.

     46,215  
2,178   

Norbord, Inc.

     70,830  
54,305   

Norsk Hydro ASA*

     153,397  
1,933   

Novolipetsk Steel PJSC GDR

     37,438  
10,850   

Nucor Corp.

     455,157  
6,900   

Nutrien Ltd.

     224,703  
10,400   

Oji Holdings Corp.

     43,645  
2,328   

Pacific Metals Co., Ltd.

     32,812  
89,900   

Pangang Group Vanadium Titanium & Resources Co., Ltd. Class A*

     28,374  
196,511   

Perseus Mining Ltd.*

     223,703  
187,192   

Petropavlovsk plc*

     87,787  
440   

POSCO

     71,002  
18,600   

Pretium Resources, Inc.*

     176,356  
99,776   

Ramelius Resources Ltd.

     157,726  
43,508   

Regis Resources Ltd.

     177,286  
54,396   

Resolute Mining Ltd.*

     51,981  
7,018   

Rio Tinto plc

     427,201  
35,400   

Rio Tinto plc ADR

     2,160,816  
4,942   

Salzgitter AG*

     67,097  
28,400   

Sansteel Minguang Co., Ltd. Fujian Class A

     29,005  
3,150   

Severstal PAO GDR

     38,362  
56,800   

Shanxi Taigang Stainless Steel Co., Ltd. Class A

     28,900  
30,560   

Sibanye Stillwater Ltd.*

     86,448  
36,722   

South32 Ltd.

     53,917  
19,797   

Southern Copper Corp.

     865,327  
9,703   

Steel Dynamics, Inc.

     265,959  
7,174   

Stora Enso Oyj Class R

     89,974  
6,600   

Suzano S.A.*

     53,139  
7,615   

Svenska Cellulosa AB SCA Class B*

     91,784  
16,913   

Teck Resources Ltd. Class B

     171,346  
7,200   

Torex Gold Resources, Inc.*

     126,267  
50,016   

UPL Ltd.*

     319,174  
6,847   

UPM-Kymmene Oyj

     182,772  
70,700   

Vale S.A. ADR*

     822,948  
26,239   

Vedanta Ltd.

     40,111  
1,584   

Vicat S.A.

     52,244  
324   

Vulcan Materials Co.

     38,044  
2,254   

Warrior Met Coal, Inc.

     35,884  
841   

West Fraser Timber Co., Ltd.

     41,640  
37,447   

Western Areas Ltd.

     64,236  
4,184   

Yamato Kogyo Co., Ltd.

     85,354  
2,266   

Yara International ASA

     95,589  
     

 

 

 
        19,464,565  
     

 

 

 
   Media & Entertainment - 0.9%

 

1,232   

Charter Communications, Inc. Class A*

     714,560  
16,692   

Comcast Corp. Class A

     714,418  
     

 

 

 
        1,428,978  
     

 

 

 
   Real Estate - 8.7%

 

884   

Aedifica S.A. REIT

     101,862  
2,769   

Agree Realty Corp. REIT

     185,440  
2,264   

Alexandria Real Estate Equities, Inc. REIT

     401,973  
4,319   

American Tower Corp. REIT

     1,128,943  
4,613   

Americold Realty Trust REIT

     186,135  
189,700   

Ayala Land, Inc.

     128,650  
2,142   

Boston Properties, Inc. REIT

     190,831  
9,768   

British Land Co. plc REIT

     46,614  
19,902   

Brixmor Property Group, Inc. REIT

     229,072  
2,405   

Camden Property Trust REIT

     218,398  
4,824   

Catena AB

     198,338  
32,092   

City Developments Ltd.

     192,187  
52,605   

CK Asset Holdings Ltd.

     292,098  
85   

Comforia Residential REIT, Inc. REIT

     266,234  
5,134   

Corporate Office Properties Trust REIT

     135,948  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            1,568   

Crown Castle International Corp. REIT

   $ 261,386  
3,520   

Derwent London plc REIT

     132,431  
3,649   

Digital Realty Trust, Inc. REIT

     585,810  
5,598   

Douglas Emmett, Inc. REIT

     163,126  
765   

Equinix, Inc. REIT

     600,892  
2,851   

Equity LifeStyle Properties, Inc. REIT

     194,780  
7,731   

Fastighets AB Balder Class B*

     320,171  
7,065   

Five Point Holdings LLC Class A*

     33,912  
25,228   

Goodman Group REIT

     306,737  
54,291   

Grainger plc

     205,886  
12,949   

Healthpeak Properties, Inc. REIT

     353,378  
5,065   

Host Hotels & Resorts, Inc. REIT

     54,601  
210   

Ichigo Office REIT Investment Corp. REIT

     137,025  
18,990   

Independence Realty Trust, Inc. REIT

     218,385  
8,212   

Invitation Homes, Inc. REIT

     244,882  
7,800   

Katitas Co., Ltd.

     178,437  
11,797   

Kojamo Oyj

     293,212  
6,428   

Land Securities Group plc REIT

     48,414  
42,400   

Link REIT

     328,985  
47,700   

Mapletree Industrial Trust REIT

     114,043  
40,896   

Medical Properties Trust, Inc. REIT

     823,236  
5,672   

Mitsubishi Estate Co., Ltd.

     81,480  
18,900   

Mitsui Fudosan Co., Ltd. REIT

     295,482  
30,250   

New World Development Co., Ltd.

     147,704  
5,806   

Nexity S.A.

     197,733  
22   

Nippon Accommodations Fund, Inc. REIT

     141,967  
7,390   

Prologis, Inc. REIT

     779,054  
15,053   

Retail Opportunity Investments Corp. REIT

     163,626  
5,564   

Rexford Industrial Realty, Inc. REIT

     261,119  
13,472   

Safestore Holdings plc REIT

     135,424  
69,500   

Shimao Group Holdings Ltd.

     294,912  
1,665   

Sun Communities, Inc. REIT

     249,633  
17,000   

Tokyo Tatemono Co., Ltd.

     181,696  
6,181   

UDR, Inc. REIT

     223,752  
15,543   

VICI Properties, Inc. REIT

     337,439  
7,397   

Vonovia SE

     478,111  
6,143   

Weyerhaeuser Co., REIT

     170,837  
4,999   

Xenia Hotels & Resorts, Inc. REIT

     39,792  
     

 

 

 
        13,682,213  
     

 

 

 
   Retailing - 0.2%

 

62,906   

Petrobras Distribuidora S.A.

     273,738  
6,676   

Xebio Holdings Co., Ltd.

     43,019  
     

 

 

 
        316,757  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 0.1%

 

3,511   

First Solar, Inc.*

     209,080  
     

 

 

 
   Software & Services - 0.3%

 

2,248   

Aspen Technology, Inc.*

     218,641  
25,886   

NEXTDC Ltd.*

     209,542  
     

 

 

 
        428,183  
     

 

 

 
   Technology Hardware & Equipment - 0.6%

 

4,215   

Hexagon AB Class B*

     275,650  
2,670   

Itron, Inc.*

     185,725  
42,980   

Smart Metering Systems plc

     348,817  
4,056   

Trimble, Inc.*

     180,533  
     

 

 

 
        990,725  
     

 

 

 
   Telecommunication Services - 1.5%

 

56,935   

BT Group plc

     73,159  
5,234   

Cellnex Telecom S.A.(1)

     329,399  
21,933   

China Mobile Ltd.

     149,718  
407,609   

China Telecom Corp. Ltd. Class H

     121,029  
3,244,570   

China Tower Corp. Ltd. Class H(1)

     590,281  
247,491   

China Unicom Hong Kong Ltd.

     137,661  
22,900   

KDDI Corp.

     728,161  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$            3,989   

KT Corp.

   $ 79,610  
6,083   

KT Corp. ADR

     59,978  
11,310   

MTN Group Ltd.

     39,559  
     

 

 

 
        2,308,555  
     

 

 

 
   Transportation - 1.0%

 

168   

AP Moller - Maersk A/S Class B

     216,289  
6,774   

Canadian National Railway Co.

     661,697  
5,380   

D/S Norden A/S

     81,236  
445   

FedEx Corp.

     74,938  
12,250   

Japan Airport Terminal Co., Ltd.

     420,604  
2,455   

JetBlue Airways Corp.*

     25,385  
510,551   

Pacific Basin Shipping Ltd.

     62,688  
40,644   

PostNL N.V.

     99,689  
     

 

 

 
        1,642,526  
     

 

 

 
   Utilities - 7.9%

 

9,628   

Atlantica Yield plc

     288,551  
16,954   

Avangrid, Inc.

     844,140  
96,777   

Beijing Enterprises Holdings Ltd.

     338,674  
25,875   

CenterPoint Energy, Inc.

     491,884  
79,167   

Centrica plc

     49,916  
1,601,346   

China Longyuan Power Group Corp. Ltd. Class H

     1,147,167  
73,600   

Cia de Saneamento do Parana

     432,439  
84,028   

CK Infrastructure Holdings Ltd.

     438,172  
6,886   

Duke Energy Corp.

     583,520  
58,655   

E.ON SE

     688,611  
11,170   

Edison International

     621,834  
81,466   

Enel S.p.A.

     746,271  
70,010   

Engie S.A.*

     932,615  
39,599   

ENN Energy Holdings Ltd.

     480,009  
3,161   

Eversource Energy

     284,711  
16,840   

Exelon Corp.

     650,192  
131,816   

Guangdong Investment Ltd.

     213,117  
1,395   

Iberdrola S.A.

     17,944  
54,240   

Iberdrola S.A.

     701,068  
69,103   

National Grid plc

     810,708  
5,474   

Pinnacle West Capital Corp.

     454,780  
4,259   

Sempra Energy

     530,075  
12,906   

Sunnova Energy International, Inc.*

     322,779  
11,035   

UGI Corp.

     367,907  
     

 

 

 
        12,437,084  
     

 

 

 
  

Total Common Stocks
(cost $72,337,348)

   $         84,753,620  
     

 

 

 

Asset & Commercial Mortgage-Backed Securities - 0.2%

 

   Whole Loan Collateral CMO - 0.2%

 

  

Connecticut Avenue Securities Trust

 

$            56,000   

2.27%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(3)

     54,702  
45,005   

2.32%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(3)

     44,048  
44,324   

2.47%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(3)

     43,665  
  

Fannie Mae Connecticut Avenue Securities

 

90,989   

2.37%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(3)

     88,072  
110,000   

3.17%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(3)

     109,035  
     

 

 

 
        339,522  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $321,207)

   $ 339,522  
     

 

 

 

Corporate Bonds - 0.5%

 

   Aerospace/Defense - 0.1%

 

125,000   

Boeing Co.
5.04%, 05/01/2027

     135,351  
     

 

 

 
   Construction Materials - 0.1%

 

112,000   

Eagle Materials, Inc.
4.50%, 08/01/2026

     116,359  
     

 

 

 

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Machinery-Diversified - 0.0%   
$             10,000   

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

   $ 10,446  
     

 

 

 
   Oil & Gas - 0.2%   
80,000   

Callon Petroleum Co.
6.25%, 04/15/2023

     26,000  
115,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

     51,463  
5,000   

Diamondback Energy, Inc.
4.75%, 05/31/2025

     5,438  
45,000   

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

     34,200  
50,000   

Occidental Petroleum Corp.
4.40%, 04/15/2046

     40,735  
  

PDC Energy, Inc.

  
35,000   

5.75%, 05/15/2026

     35,077  
30,000   

6.13%, 09/15/2024

     30,364  
110,000   

QEP Resources, Inc.
5.38%, 10/01/2022

     88,000  
     

 

 

 
        311,277  
     

 

 

 
   Pipelines - 0.1%   
  

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.

  
50,000   

5.38%, 09/15/2024

     45,357  
130,000   

5.75%, 03/01/2027(1)

     113,552  
35,000   

EnLink Midstream LLC
5.38%, 06/01/2029

     27,972  
45,000   

EnLink Midstream Partners L.P.
4.85%, 07/15/2026

     34,881  
     

 

 

 
        221,762  
     

 

 

 
  

Total Corporate Bonds
(cost $924,529)

   $ 795,195  
     

 

 

 

Foreign Government Obligations - 3.3%

 

   Argentina - 0.1%   
ARS       5,052,144   

Argentina Treasury Bond
1.20%, 03/18/2022(4)

     69,826  
  

Argentine Republic Government International Bond

  
EUR          100,000   

3.38%, 01/15/2023(5)

     49,347  
125,000   

5.00%, 01/15/2027(5)(6)

     58,514  
     

 

 

 
        177,687  
     

 

 

 
   Canada - 0.1%   
CAD          247,922   

Canadian Government Real Return Bond
4.25%, 12/01/2026(4)

     244,832  
     

 

 

 
   Germany - 0.8%   
  

Deutsche Bundesrepublik Inflation Linked Bond

  
EUR          707,232   

0.10%, 04/15/2026(4)(6)

     900,704  
206,382   

0.50%, 04/15/2030(4)(6)

     289,398  
     

 

 

 
            1,190,102  
     

 

 

 
   Greece - 0.1%   
41,225,000   

Hellenic Republic Government Bond
0.00%, 10/15/2042(7)

     155,395  
     

 

 

 
   Indonesia - 0.4%   
IDR 8,933,000,000   

Indonesia Treasury Bond
8.38%, 03/15/2034

     663,306  
     

 

 

 
   Japan - 0.7%   
  

Japanese Government CPI Linked Bond

  
JPY      84,150,132   

0.10%, 03/10/2026(4)

     791,538  
35,716,476   

0.10%, 03/10/2028(4)

     336,296  
     

 

 

 
        1,127,834  
     

 

 

 
   Mexico - 0.2%   
 MXN        3,655,300   

Mexican Bonos
8.00%, 11/07/2047

     187,002  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
MXN      3,542,995   

Mexican Udibonos
4.00%, 11/08/2046(4)

   $ 186,712  
     

 

 

 
        373,714  
     

 

 

 
   New Zealand - 0.2%   
NZD        285,116   

New Zealand Government Bond
3.00%, 09/20/2030(4)(6)

     245,969  
     

 

 

 
   Nigeria - 0.1%   
$        200,000   

Nigeria Government International Bond
7.88%, 02/16/2032(6)

     192,800  
     

 

 

 
   Russia - 0.2%   
RUB    25,645,883   

Russian Federal Inflation Linked Bond - OFZ
2.50%, 02/02/2028(4)

     341,436  
     

 

 

 
   South Korea - 0.3%   
KRW  467,601,179   

Inflation Linked Korea Treasury Bond
1.75%, 06/10/2028(4)

     423,411  
     

 

 

 
   Thailand - 0.1%   
THB      2,693,540   

Thailand Government Bond
1.25%, 03/12/2028(4)(6)

     82,028  
     

 

 

 
  

Total Foreign Government Obligations
(cost $5,447,906)

   $ 5,218,514  
     

 

 

 

U.S. Government Agencies - 0.6%

 

   FHLMC - 0.1%   
$          49,514   

2.22%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(3)

   $ 47,488  
44,243   

2.22%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(3)

     42,388  
48,503   

2.52%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(3)

     46,752  
50,542   

2.82%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(3)

     49,147  
     

 

 

 
        185,775  
     

 

 

 
   UMBS - 0.5%   
$        664,000   

2.50%, 08/13/2050(8)

   $ 697,615  
     

 

 

 
  

Total U.S. Government Agencies
(cost $880,845)

   $ 883,390  
     

 

 

 

U.S. Government Securities - 22.1%

 

   United States - 22.1%   
   U.S. Treasury Bonds - 4.7%   
$        343,813   

0.13%, 01/15/2030(4)

   $ 381,070  
518,274   

0.75%, 02/15/2045(4)

     675,515  
212,430   

0.88%, 02/15/2047(4)

     290,061  
97,387   

1.00%, 02/15/2046(4)

     134,710  
403,890   

1.75%, 01/15/2028(4)

     491,322  
2,389,841   

2.00%, 01/15/2026(4)

         2,816,119  
832,464   

2.38%, 01/15/2025(4)

     968,141  
489,496   

2.38%, 01/15/2027(4)

     604,544  
539,936   

3.63%, 04/15/2028(4)

     740,234  
389,921   

3.88%, 04/15/2029(4)

     562,643  
     

 

 

 
        7,664,359  
     

 

 

 
   U.S. Treasury Notes - 17.2%   
2,193,170   

0.13%, 01/15/2022(4)(9)

     2,231,190  
2,560,429   

0.13%, 01/15/2023(4)(9)

     2,639,144  
1,193,211   

0.13%, 07/15/2024(4)

     1,261,159  
743,417   

0.13%, 07/15/2026(4)

     804,399  
3,983,608   

0.25%, 01/15/2025(4)

     4,246,218  
771,825   

0.25%, 07/15/2029(4)

     864,020  
1,844,023   

0.38%, 07/15/2023(4)

     1,936,396  
1,394,753   

0.38%, 07/15/2025(4)

     1,512,327  
997,750   

0.38%, 01/15/2027(4)

     1,096,399  
707,511   

0.38%, 07/15/2027(4)

     784,908  
691,237   

0.50%, 01/15/2028(4)

     773,716  
258,919   

0.63%, 07/15/2021(4)

     263,544  
846,647   

0.63%, 04/15/2023(4)

     886,591  
2,929,398   

0.63%, 01/15/2024(4)

     3,113,530  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        863,257   

0.63%, 01/15/2026(4)

   $ 949,721  
592,640   

0.75%, 07/15/2028(4)

     682,568  
2,565,769   

0.88%, 01/15/2029(4)

     2,989,170  
     

 

 

 
        27,035,000  
     

 

 

 
  

Total U.S. Government Securities
(cost $32,269,988)

   $ 34,699,359  
     

 

 

 

Convertible Bonds - 0.1%

 

   Oil & Gas - 0.1%   
75,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     71,264  
40,000   

Oasis Petroleum, Inc.
2.63%, 09/15/2023

     4,600  
     

 

 

 
        75,864  
     

 

 

 
  

Total Convertible Bonds
(cost $101,242)

   $ 75,864  
     

 

 

 

Exchange-Traded Funds - 3.2%

 

   Other Investment Pools & Funds - 3.2%   
34,047   

Invesco Senior Loan ETF(2)

     736,777  
100,555   

VanEck Vectors Gold Miners ETF

     4,317,832  
     

 

 

 
        5,054,609  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $3,805,077)

   $ 5,054,609  
     

 

 

 

Preferred Stocks - 0.0%

 

   Materials - 0.0%   
1,553   

Sociedad Quimica y Minera de Chile S.A. Series B*

     47,284  
     

 

 

 
  

Total Preferred Stocks
(cost $46,486)

   $ 47,284  
     

 

 

 

Rights - 0.0%

 

   Consumer Services - 0.0%   
5,234   

Cellnex Telecom S.A.*

     21,887  
     

 

 

 
  

Total Rights
(cost $—)

   $ 21,887  
     

 

 

 
  

Total Long-Term Investments
(cost $116,134,628)

   $     131,889,244  
     

 

 

 

Short-Term Investments - 16.7%

 

   Other Investment Pools & Funds - 13.4%   
21,111,735   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.02%(10)

     21,111,735  
     

 

 

 
   Repurchase Agreements - 1.7%   
2,604,785   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $2,604,800; collateralized by U.S. Treasury Note at 2.875%, maturing 11/30/2025, with a market value of $2,656,938

     2,604,785  
     

 

 

 
   Securities Lending Collateral - 1.6%   
128,911   

Citibank NA DDCA, 0.09%, 8/3/2020(10)

     128,911  
150,424   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(10)

     150,424  
2,298,876   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(10)

     2,298,876  
     

 

 

 
        2,578,211  
     

 

 

 
  

Total Short-Term Investments
(cost $26,294,731)

   $ 26,294,731  
     

 

 

 

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                       

Market Value

 
  

Total Investments
(cost $142,429,359)

        100.6%      $ 158,183,975  
  

Other Assets and Liabilities

        (0.6)%        (939,882
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $     157,244,093  
        

 

 

    

 

 

 

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 July 31, 2020, the Fund invested 23.9% 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 July 31, 2020, the aggregate value of these securities was $1,568,623, representing 1.0% of net assets.

(2)

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

(3)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

(4)

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

(5)

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

(6)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At July 31, 2020, the aggregate value of these securities was $1,769,413, representing 1.1% of net assets.

(7)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(8)

Represents or includes a TBA transaction.

(9)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $2,971,724.

(10)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2020              
Description    Number
of
    Contracts    
         Expiration Date        Current
Notional
    Amount    
     Value and
Unrealized
Appreciation/
    (Depreciation)    
 

Long position contracts:

 

Brent Crude Oil Future

     4      10/27/20    $ 4,280      $ (1,229

Brent Crude Oil Future

     14      10/30/20      618,380        175,846  

Brent Crude Oil Future

     27      11/30/20       1,200,690        17,540  

Brent Crude Oil Future

     9      04/30/21      412,290        95,941  

Brent Crude Oil Future

     8      10/29/21      374,400        72,389  

Brent Crude Oil Future

     11      10/31/22      535,150        78,305  

Copper Future

     12      12/29/20      867,150        73,152  

Cotton No. 2 Future

     17      12/08/20      532,610        53,345  

Gasoline RBOB Future

     3      08/31/20      147,559        7,452  

Gasoline RBOB Future

     2      11/30/20      91,132        27,342  

Gasoline RBOB Future

     16      12/31/20      733,488        (38,476

Gold 6,964,294100oz Future

     32      12/29/20            6,354,880        479,262  

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

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

LME Copper Future

     3      12/16/20    $ 480,806      $ 64,192  

LME Nickel Future

                           23                      09/14/20                1,899,363        258,327  

LME Nickel Future

     12      11/16/20      993,384        64,978  

LME Nickel Future

     5      12/14/20      414,345        41,706  

LME Nickel Future

     9      01/18/21      746,847        15,875  

LME Primary Aluminum Future

     3      12/16/20      128,887        (6,481

LME Zinc Future

     35      09/14/20            2,025,625        337,483  

LME Zinc Future

     18      11/16/20      1,044,675        118,901  

LME Zinc Future

     2      12/14/20      116,200        7,583  

LME Zinc Future

     14      01/18/21      814,275        28,393  

Live Cattle Future

     5      10/30/20      215,750        3,453  

Live Cattle Future

     10      12/31/20      446,200        16,971  

NY Harbor ULSD Future

     9      12/31/20      488,452        (18,246

Platinum Future

     1      10/28/20      45,945        3,426  

Platinum Future

     4      01/27/21      185,040        12,264  

Silver Future

     6      09/28/20      726,480        176,705  

Soybean Future

     18      01/14/21      808,200        (872

Soybean Meal Future

     9      12/14/20      267,570        3,242  

Soybean Meal Future

     22      01/14/21      656,480        9,834  

U.S. Treasury 5-Year Note Future

     8      09/30/20      1,009,000        6,108  

WTI Crude Future

     18      05/20/21      766,620        161,524  

WTI Crude Future

     18      11/19/21      781,740        154,822  
           

 

 

 

Total

 

   $             2,501,057  
           

 

 

 

Short position contracts:

 

10-Year Mini JGB Future

     1      09/11/20    $ 143,933      $ (370

Euro-BUND Future

     2      09/08/20      418,220        (9,451

LME Copper Future

     1      12/16/20      160,269        (3,364

LME Nickel Future

     23      09/14/20      1,899,363        (144,208

LME Nickel Future

     12      11/16/20      993,384        (30,506

LME Nickel Future

     1      12/14/20      82,869        (3

LME Primary Aluminum Future

     37      09/14/20      1,569,494        (6,089

LME Primary Aluminum Future

     3      12/16/20      128,887        13,379  

LME Zinc Future

     35      09/14/20      2,025,625        (256,212

LME Zinc Future

     18      11/16/20      1,044,675        (56,972

LME Zinc Future

     2      12/14/20      116,200        9,229  

U.S. Treasury 10-Year Note Future

     90      09/21/20      12,607,031        (130,149

U.S. Treasury Ultra Long Term Bond Future

     4      09/21/20      910,750        (30,882
           

 

 

 

Total

 

   $ (645,598
           

 

 

 
  

Total futures contracts

 

   $ 1,855,459  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2020

 

        Reference Entity            

    Counter-  

party

 

Notional

    Amount (a)    

    

(Pay)/Receive

Fixed Rate

 

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

   

Market

    Value 

   

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Buy protection:

 

CMBX.NA.AAA.10

       GSC     USD     320,000      (0.50%)     11/17/59        Monthly      $      $ (3,759   $ (3,737   $ 22  

CMBX.NA.AAA.10

       MSC     USD     290,000      (0.50%)     11/17/59        Monthly               (14     (3,382     (3,368

CMBX.NA.AAA.11

       MSC   USD      320,000      (0.50%)     11/18/54        Monthly               (2,723     (2,942     (219

CMBX.NA.AAA.11

       MSC     USD     290,000      (0.50%)     11/18/54        Monthly        1,458              (2,662     (4,120

CMBX.NA.AAA.12

       MSC     USD     320,000      (0.50%)     08/17/61        Monthly               (248     (704     (456

CMBX.NA.AAA.12

       MSC     USD     290,000      (0.50%)     08/17/61        Monthly        4,274              (634     (4,908

CMBX.NA.AAA.13

       MSC     USD     330,000      (0.50%)     12/16/72        Monthly        2,347              2,108       (239

CMBX.NA.AAA.13

       MSC     USD     290,000      (0.50%)     12/16/72        Monthly        7,127              1,857       (5,270 )     

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

        Reference Entity            

    Counter-  

party

   

Notional

    Amount (a)    

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

   

Market

    Value 

   

Unrealized

Appreciation/

(Depreciation)

 
               

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

        $ 15,206      $ (6,744   $ (10,096   $ (18,558
               

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

CDX.NA.HY.34.V7

     GSC       USD     432,400        5.00     06/20/23        Quarterly      $      $ (9,813   $ 7,807     $ 17,620  

CDX.NA.HY.34.V7

     GSC       USD    220,900        5.00     06/20/23        Quarterly               (7,546     3,988       11,534  

CDX.NA.HY.34.V7

     GSC       USD    84,600        5.00     06/20/23        Quarterly               (1,922     1,527       3,449  
               

 

 

    

 

 

   

 

 

   

 

 

 

Total

                $      $ (19,281   $ 13,322     $ 32,603  
               

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

Russian Federation

     GSC       USD    80,000        (1.00 %)      06/20/25        Quarterly      $ 2,513      $     $ 74     $ (2,439

Russian Federation

     JPM       USD    210,000        (1.00 %)      06/20/25        Quarterly        6,974              193       (6,781

Russian Federation

     HSBC       USD    220,000        (1.00 %)      06/20/25        Quarterly        7,553              202       (7,351
               

 

 

    

 

 

   

 

 

   

 

 

 

Total

             $ 17,040      $     $ 469     $ (16,571
               

 

 

    

 

 

   

 

 

   

 

 

 
                      

Total OTC credit default swap contracts

                $ 32,246      $ (26,025   $ 3,695     $ (2,526
               

 

 

    

 

 

   

 

 

   

 

 

 

 

(a)

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

 

OTC Total Return Swap Contracts Outstanding at July 31, 2020  
Reference Entity   

Counter-

party

  

Notional

Amount

    

Payments

received

(paid) by the

Fund

    Expiration
Date
    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

   

Market

Value

    

Unrealized

Appreciation/

(Depreciation)

 

IBXXLLTR

   JPM        USD        1,180,000        (1.00%     09/20/20        At Maturity      $      $ (59   $ 22,814      $ 22,873  
                   

 

 

    

 

 

   

 

 

    

 

 

 

 

Bond Forward Contracts Outstanding at July 31, 2020  
Counterparty    Reference
Obligation
   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.75%, 07/15/2028      USD         7,613,944        08/29/20        $49,543  

 

Foreign Currency Contracts Outstanding at July 31, 2020

 

    Amount and Description
of Currency to be
Purchased
       Amount and Description
of Currency to be
Sold
                Counterparty             

Settlement

Date

           Appreciation      Depreciation    

235,000

   AUD      168,610        USD        BNP       08/31/20       $      $ (693

1,120,000

   BRL      204,480        USD        MSC       08/04/20           10,184         

1,120,000

   BRL      215,248        USD                 HSBC       08/04/20                       (584

1,120,000

   BRL      216,832                    USD        HSBC       09/02/20                (2,437

115,000

   CAD      85,990        USD        JPM       08/31/20                (128

5,387,200,000

   COP      1,435,056        USD        GSC       08/31/20         4,590         

168,400,000

   COP      45,626        USD        BNP       08/31/20                (624

1,398,695,000

   JPY      13,268,576        USD        JPM       08/31/20                (50,845

783,000,000

   JPY      7,455,111        USD        MSC       08/31/20                (55,726

299,880,000

           KRW              249,412        USD        BNP       08/31/20         2,302         

647,000

   MXN      29,291        USD        CBK       08/31/20                (335

2,060,000

   NOK      226,308        USD        MSC       08/31/20         54         

170,000

   NZD      113,627        USD        CBK       08/31/20                (878

4,630,000

   RUB      64,484        USD        GSC       08/31/20                (2,313

10,900,000

   SEK      1,241,194        USD        BOA       08/31/20         630         

7,449,190

   USD      10,440,000        AUD        BCLY       08/31/20                (10,607

217,054

   USD      1,120,000        BRL         HSBC       08/04/20         2,390         

215,248

   USD      1,120,000        BRL         MSC       08/04/20         584         

241,519

   USD      323,000        CAD        JPM       08/31/20         359          

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

    Amount and Description
of Currency to be
Purchased
       Amount and Description
of Currency to be
Sold
            Counterparty              

Settlement

Date

             Appreciation      Depreciation    
1,817,023    USD      1,665,000        CHF      JPM        08/31/20         $      $ (5,158

1,114,811

   USD      840,400,000        CLP      GSC        08/31/20           4,324         

167,751

   USD      1,177,000        CNH      CBK        08/31/20                  (301

1,459,610

   USD      5,387,200,000        COP      BNP        08/31/20           19,964         

10,309,533

           USD              8,817,000        EUR           JPM        08/31/20                  (83,247

446,131

   USD      6,525,107,000        IDR          BCLY            08/31/20           553         

12,118,619

   USD      1,278,000,000        JPY      GSC        08/31/20           45,323        (3,862

1,190,258

   USD      125,470,000        JPY      JPM                 08/31/20                  4,561         

98,161

   USD      10,400,000        JPY      TDB        08/31/20                  (119

416,680

   USD      500,995,000        KRW      BNP        08/31/20                  (3,847

293,630

   USD      6,486,000        MXN      CBK        08/31/20           3,357         

242,627

   USD      363,000        NZD      CBK        08/31/20           1,875         

176,697

   USD      730,000        RON      BCLY        08/31/20                  (904

220,973

   USD      15,866,000        RUB      GSC        08/31/20           7,926         

86,652

   USD      2,731,000        THB      JPM        08/31/20                  (919

656,248

   USD      4,535,000        TRY      GSC        08/31/20           24,384         

306,796

   USD      2,195,000        TRY      UBS        08/31/20           966          

        Total Foreign Currency Contracts

                             $        134,326      $ (223,527

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY

  Barclays

BNP

  BNP Paribas Securities Services

BOA

  Banc of America Securities LLC

CBK

  Citibank NA

GSC

  Goldman Sachs & Co.

HSBC

  HSBC Bank USA

JPM

  JP Morgan Chase & Co.

MSC

  Morgan Stanley

TDB

  Toronto-Dominion Bank

UBS

  UBS AG

Currency Abbreviations:

ARS

  Argentine Peso

AUD

  Australian Dollar

BRL

  Brazilian Real

CAD

  Canadian Dollar

CHF

  Swiss Franc

CLP

  Chilean Peso

CNH

  Chinese Renminbi

COP

  Colombian Peso

EUR

  Euro

IDR

  Indonesian Rupiah

JPY

  Japanese Yen

KRW

  South Korean Won

MXN

  Mexican Peso

NOK

  Norwegian Krone

NZD

  New Zealand Dollar

RON

  New Romanian Leu

RUB

  Russian Ruble

SEK

  Swedish Krona

THB

  Thai Baht

TRY

  Turkish Lira

USD

  United States Dollar

Index Abbreviations:

CDX.NA.HY

  Credit Derivatives North American High Yield

CMBX.NA

  Markit Commercial Mortgage Backed North American

CPI

  Consumer Price Index

Other Abbreviations:

ADR

  American Depositary Receipt

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

CMO

  Collateralized Mortgage Obligation

DDCA

  Dollars on Deposit in Custody Account

ETF

  Exchange-Traded Fund

FHLMC

  Federal Home Loan Mortgage Corp.

GDR

  Global Depositary Receipt

LIBOR

  London Interbank Offered Rate

OTC

  Over-the-Counter

PJSC

  Private Joint Stock Company

PT

  Perseroan Terbatas

REIT

  Real Estate Investment Trust

TBA

  To Be Announced

UMBS

  Uniform Mortgage-Backed Securities

 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

       Total             Level 1             Level 2             Level 3(1)      

Assets

 

Common Stocks

 

Automobiles & Components

   $ 386,784     $ 292,122     $ 94,662     $  

Banks

     1,489,842             1,489,842        

Capital Goods

     5,281,710       2,443,179       2,838,531        

Commercial & Professional Services

     1,393,122       822,392       570,730        

Consumer Durables & Apparel

     2,224,905       1,456,299       768,606        

Consumer Services

     508,156       229,898       278,258        

Diversified Financials

     1,718,132       1,446,287       271,845        

Energy

     17,435,838       10,113,499       7,322,339        

Food & Staples Retailing

     144,059             144,059        

Food, Beverage & Tobacco

     629,564       438,636       190,928        

Insurance

     632,842             632,842        

Materials

     19,464,565       13,558,090       5,906,475        

Media & Entertainment

     1,428,978       1,428,978              

Real Estate

     13,682,213       8,927,930       4,754,283        

Retailing

     316,757       273,738       43,019        

Semiconductors & Semiconductor Equipment

     209,080       209,080              

Software & Services

     428,183       218,641       209,542        

Technology Hardware & Equipment

     990,725       715,075       275,650        

Telecommunication Services

     2,308,555       59,978       2,248,577        

Transportation

     1,642,526       762,020       880,506        

Utilities

     12,437,084       5,872,812       6,564,272        

Asset & Commercial Mortgage-Backed Securities

     339,522             339,522        

Corporate Bonds

     795,195             795,195        

Foreign Government Obligations

     5,218,514             5,218,514        

U.S. Government Agencies

     883,390             883,390        

U.S. Government Securities

     34,699,359             34,699,359        

Convertible Bonds

     75,864             75,864        

Exchange-Traded Funds

     5,054,609       5,054,609              

Preferred Stocks

     47,284       47,284              

Rights

     21,887       21,887              

Short-Term Investments

     26,294,731       23,689,946       2,604,785        

Bond Forward Contracts(2)

     49,543             49,543        

Foreign Currency Contracts(2)

     134,326             134,326        

Futures Contracts(2)

     2,588,969       2,588,969              

Swaps - Credit Default(2)

     32,625             32,625        

Swaps - Total Return(2)

     22,873             22,873        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $   161,012,311     $   80,671,349     $   80,340,962     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (223,527   $     $ (223,527   $  

Futures Contracts(2)

     (733,510     (732,281     (1,229      

Swaps - Credit Default(2)

     (35,151           (35,151      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (992,188   $ (732,281   $ (259,907   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 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

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

    

Market Value

 

Affiliated Investment Companies - 99.8%

 

   Domestic Equity Funds - 58.6%

 

$        2,981,107   

Hartford Core Equity Fund, Class F

 

   $         105,769,670  
1,625,275   

Hartford Multifactor US Equity ETF

 

     50,592,048  
2,885,617   

Hartford Small Cap Value Fund, Class F

 

     22,969,511  
3,356,327   

The Hartford Equity Income Fund, Class F

 

     58,635,032  
608,153   

The Hartford Growth Opportunities Fund, Class F

 

     34,129,526  
868,220   

The Hartford MidCap Fund, Class F

 

     27,774,353  
1,225,117   

The Hartford Small Company Fund, Class F

 

     30,603,418  
        

 

 

 
  

Total Domestic Equity Funds
(cost $299,743,356)

 

   $ 330,473,558  
        

 

 

 
   International/Global Equity Funds - 21.8%

 

1,252,092   

Hartford Emerging Markets Equity Fund, Class F

 

     11,243,790  
1,564,823   

Hartford Multifactor Developed Markets (ex-US) ETF

 

     39,230,113  
4,528,984   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

     36,458,322  
2,185,373   

The Hartford International Opportunities Fund, Class F

 

     35,708,996  
        

 

 

 
  

Total International/Global Equity Funds
(cost $130,851,107)

 

   $ 122,641,221  
        

 

 

 
   Taxable Fixed Income Funds - 19.4%

 

962,258   

Hartford Core Bond ETF

 

     40,948,889  
439,354   

Hartford Short Duration ETF

 

     17,967,382  
744,107   

The Hartford Inflation Plus Fund, Class F

 

     8,348,884  
1,073,213   

The Hartford Strategic Income Fund, Class F

 

     9,701,847  
3,064,575   

The Hartford World Bond Fund, Class F

 

     32,668,368  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $107,457,477)

 

   $ 109,635,370  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $538,051,940)

 

   $ 562,750,149  
        

 

 

 

Short-Term Investments - 0.2%

 

   Other Investment Pools & Funds - 0.2%

 

1,131,774   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.05%(1)

 

     1,131,774  
        

 

 

 
  

Total Short-Term Investments
(cost $1,131,774)

 

   $ 1,131,774  
        

 

 

 
  

Total Investments
(cost $539,183,714)

     100.0%      $ 563,881,923  
  

Other Assets and Liabilities

     0.0%        (250,358
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 563,631,565  
     

 

 

    

 

 

 

 

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 Growth Allocation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $ 562,750,149      $ 562,750,149      $      $ —   

Short-Term Investments

     1,131,774        1,131,774               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     563,881,923      $     563,881,923      $                     —      $                 —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

 

Market Value

 

Common Stocks - 96.1%

 
   Biotechnology - 20.1%  
$           159,577   

89bio, Inc.*

  $ 4,847,949  
82,313   

Aimmune Therapeutics, Inc.*(1)

    1,087,355  
87,079   

Akero Therapeutics, Inc.*

    3,057,344  
29,600   

Akouos, Inc.*

    578,680  
679,848   

Alkermes plc*

    12,244,062  
112,500   

Alnylam Pharmaceuticals, Inc.*

    16,398,000  
25,600   

ALX Oncology Holdings, Inc.*

    837,120  
297,220   

Apellis Pharmaceuticals, Inc.*

    7,695,026  
162,063   

Arena Pharmaceuticals, Inc.*

    9,949,048  
18,590   

Argenx SE ADR*

    4,278,117  
28,831   

Ascendis Pharma A/S ADR*

    3,967,434  
165,417   

Assembly Biosciences, Inc.*

    3,672,257  
82,100   

Avidity Biosciences, Inc.*

    2,314,399  
134,462   

Biohaven Pharmaceutical Holding Co., Ltd.*

    8,610,946  
41,812   

Black Diamond Therapeutics, Inc.*(1)

    1,163,210  
253,262   

Coherus Biosciences, Inc.*

    4,454,879  
185,991   

Constellation Pharmaceuticals, Inc.*

    5,001,298  
216,159   

Cytokinetics, Inc.*

    4,673,358  
56,500   

Forma Therapeutics Holdings, Inc.*

    1,975,240  
336,622   

G1 Therapeutics, Inc.*

    4,938,245  
34,667   

Galapagos N.V.*

    6,438,375  
53,200   

Generation Bio Co.*

    1,044,848  
19,960   

Genmab A/S*

    6,870,360  
149,007   

Genus plc

    6,649,810  
192,915   

Global Blood Therapeutics, Inc.*(1)

    13,017,904  
396,914   

GlycoMimetics, Inc.*

    1,563,841  
928,680   

ImmunoGen, Inc.*

    3,816,875  
854,046   

Ironwood Pharmaceuticals, Inc.*

    7,831,602  
95,185   

Kodiak Sciences, Inc.*

    4,409,921  
32,800   

Legend Biotech Corp. ADR*

    1,155,872  
83,936   

Madrigal Pharmaceuticals, Inc.*(1)

    8,612,673  
574,699   

Momenta Pharmaceuticals, Inc.*

    16,947,873  
215,429   

Myovant Sciences Ltd.*

    3,274,521  
488,789   

Nurix Therapeutics, Inc.*

    9,477,619  
179,712   

Oyster Point Pharma, Inc.*(1)

    4,020,157  
539,554   

PhaseBio Pharmaceuticals, Inc.*(1)

    2,158,216  
133,323   

Radius Health, Inc.*

    1,673,204  
16,078   

Regeneron Pharmaceuticals, Inc.*

    10,162,421  
27,000   

Relay Therapeutics, Inc.*

    957,420  
1,383,328   

Rigel Pharmaceuticals, Inc.*

    3,181,654  
121,617   

Seattle Genetics, Inc.*

    20,221,259  
667,130   

Syndax Pharmaceuticals, Inc.*

    9,413,204  
99,064   

Turning Point Therapeutics, Inc.*

    5,867,561  
133,199   

Twist Bioscience Corp.*

    7,464,472  
217,412   

UroGen Pharma Ltd.*(1)

    4,802,631  
66,481   

Vertex Pharmaceuticals, Inc.*

    18,082,832  
201,912   

Zai Lab Ltd. ADR*

    15,367,522  
60,904   

Zealand Pharma A/S ADR*(1)

    1,975,726  
    

 

 

 
       298,204,340  
    

 

 

 
   Health Care Equipment - 21.5%  
462,405   

Abbott Laboratories

    46,536,439  
296,841   

Baxter International, Inc.

    25,641,126  
46,585   

Becton Dickinson and Co.

    13,106,224  
1,003,982   

Boston Scientific Corp.*

    38,723,586  
252,338   

Danaher Corp.

    51,426,484  
481,887   

Edwards Lifesciences Corp.*

    37,784,760  
56,858   

Hill-Rom Holdings, Inc.

    5,527,735  
220,224   

Hologic, Inc.*

    15,367,231  
41,225   

Integer Holdings Corp.*

    2,711,368  
37,600   

Intuitive Surgical, Inc.*

    25,772,544  
19,111   

Masimo Corp.*

    4,206,713  
124,615   

NuVasive, Inc.*

    7,120,501  

 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$           155,246   

Shockwave Medical, Inc.*

   $ 7,656,733  
832,674   

Smith & Nephew plc

     16,434,869  
59,694   

Teleflex, Inc.

     22,271,831  
     

 

 

 
        320,288,144  
     

 

 

 
   Health Care Facilities - 2.9%   
297,022   

Acadia Healthcare Co., Inc.*

     8,854,226  
174,818   

Encompass Health Corp.

     11,901,609  
182,473   

HCA Healthcare, Inc.

     23,108,381  
     

 

 

 
        43,864,216  
     

 

 

 
   Health Care Services - 2.1%   
39,115   

Amedisys, Inc.*

     9,159,168  
149,659   

Fresenius SE & Co. KGaA*

     7,467,041  
44,322   

LHC Group, Inc.*

     8,647,665  
394,577   

R1 RCM, Inc.*

     5,393,868  
     

 

 

 
        30,667,742  
     

 

 

 
   Health Care Supplies - 0.6%   
              2,964,447   

ConvaTec Group plc(2)

     7,878,500  
99,800   

Kangji Medical Holdings Ltd.*

     368,280  
     

 

 

 
        8,246,780  
     

 

 

 
   Health Care Technology - 1.8%   
16,500   

Accolade, Inc.*(1)

     535,260  
308,672   

HMS Holdings Corp.*

     10,031,840  
169,763   

Omnicell, Inc.*

     11,932,641  
17,168   

Teladoc Health, Inc.*

     4,079,632  
     

 

 

 
        26,579,373  
     

 

 

 
   Integrated Telecommunication Services - 0.1%   
75,400   

Therapeutics Acquisition Corp. Class A*

     1,070,680  
     

 

 

 
   Life Sciences Tools & Services - 10.3%   
3,400   

Berkeley Lights, Inc.*

     203,898  
34,894   

Bio-Techne Corp.

     9,601,433  
77,016   

ICON plc*

     14,283,387  
201,718   

NanoString Technologies, Inc.*

     7,284,037  
536,077   

PPD, Inc.*

     15,744,581  
128,948   

PRA Health Sciences, Inc.*

     13,740,699  
39,091   

Repligen Corp.*

     5,899,223  
25,963   

Tecan Group AG

     10,888,723  
147,081   

Thermo Fisher Scientific, Inc.

     60,884,180  
598,563   

WuXi AppTec Co., Ltd. Class H(1)(2)

     9,025,082  
279,500   

Wuxi Biologics Cayman, Inc.*(2)

     5,769,954  
     

 

 

 
        153,325,197  
     

 

 

 
   Managed Health Care - 11.1%   
238,505   

Centene Corp.*

     15,562,451  
60,220   

Humana, Inc.

     23,633,339  
41,046   

Molina Healthcare, Inc.*

     7,581,196  
471,300   

Notre Dame Intermedica Participacoes S.A.

     6,031,570  
371,111   

UnitedHealth Group, Inc.

     112,364,989  
     

 

 

 
        165,173,545  
     

 

 

 
   Pharmaceuticals - 25.6%   
518,111   

Amneal Pharmaceuticals, Inc.*(1)

     2,243,421  
731,102   

AstraZeneca plc ADR

     40,780,870  
900,807   

Bristol-Myers Squibb Co.

     52,841,339  
162,790   

Chugai Pharmaceutical Co., Ltd.

     7,349,845  
187,075   

Daiichi Sankyo Co., Ltd.

     16,553,623  
216,895   

Eisai Co., Ltd.

     17,504,848  
262,050   

Elanco Animal Health, Inc.*

     6,192,241  
357,512   

Eli Lilly and Co.

     53,730,478  
48,507   

Hikma Pharmaceuticals plc

     1,359,211  
99,927   

Hutchison China MediTech Ltd. ADR*

     2,710,020  
119,032   

Laboratorios Farmaceuticos Rovi S.A.

     4,111,079  
575,534   

Mylan N.V.*

     9,271,853  
96,795   

MyoKardia, Inc.*

     8,724,133  

 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$             87,548   

Novartis AG

 

   $ 7,211,086  
262,445   

Odonate Therapeutics, Inc.*

 

     9,545,125  
280,045   

Ono Pharmaceutical Co., Ltd.

 

     7,871,331  
2,378,652   

Pfizer, Inc.

 

     91,530,529  
266,369   

Revance Therapeutics, Inc.*

 

     6,254,344  
141,865   

Royalty Pharma plc Class A*

 

     6,107,288  
127,046   

Satsuma Pharmaceuticals, Inc.*

 

     2,999,556  
75,770   

Takeda Pharmaceutical Co., Ltd.

 

     2,747,936  
183,053   

Theravance Biopharma, Inc.*

 

     3,554,889  
238,886   

Tricida, Inc.*

 

     3,196,295  
109,272   

UCB S.A.

 

     14,040,551  
203,582   

WaVe Life Sciences Ltd.*(1)

 

     1,787,450  
        

 

 

 
        380,219,341  
        

 

 

 
  

Total Common Stocks
(cost $1,084,848,392)

 

   $ 1,427,639,358  
        

 

 

 

Rights - 0.0%

 

   Pharmaceuticals, Biotechnology & Life Sciences - 0.0%

 

66,213   

Clementia Pharmaceuticals, Inc.* (3)(4)

 

     70,848  
        

 

 

 
  

Total Rights
(cost $89,388)

 

   $ 70,848  
        

 

 

 
  

Total Long-Term Investments
(cost $1,084,937,780)

 

   $ 1,427,710,206  
        

 

 

 

Short-Term Investments - 3.5%

 

   Repurchase Agreements - 2.4%

 

36,504,305   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $36,504,518; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $37,234,454.

 

     36,504,305  
        

 

 

 
   Securities Lending Collateral - 1.1%

 

813,209   

Citibank NA DDCA, 0.09%, 8/3/2020(5)

 

     813,209  
948,923   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(5)

 

     948,923  
14,502,038   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(5)

 

     14,502,038  
        

 

 

 
        16,264,170  
        

 

 

 
  

Total Short-Term Investments
(cost $52,768,475)

 

   $ 52,768,475  
        

 

 

 
  

Total Investments
(cost $1,137,706,255)

     99.6%      $   1,480,478,681  
  

Other Assets and Liabilities

     0.4%        5,731,312  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 1,486,209,993  
     

 

 

    

 

 

 

 

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.

 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2020, the aggregate value of these securities was $22,673,536, representing 1.5% of net assets.

(3)

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of this security was $70,848, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(4)

Investment valued using significant unobservable inputs.

(5)

Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt   

DDCA

   Dollars on Deposit in Custody Account   

 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Biotechnology

   $ 298,204,340      $ 278,245,795      $ 19,958,545      $  

Health Care Equipment

     320,288,144        303,853,275        16,434,869         

Health Care Facilities

     43,864,216        43,864,216                

Health Care Services

     30,667,742        23,200,701        7,467,041         

Health Care Supplies

     8,246,780        368,280        7,878,500         

Health Care Technology

     26,579,373        26,579,373                

Integrated Telecommunication Services

     1,070,680        1,070,680                

Life Sciences Tools & Services

     153,325,197        127,641,438        25,683,759         

Managed Health Care

     165,173,545        165,173,545                

Pharmaceuticals

     380,219,341        301,469,831        78,749,510         

Rights

     70,848                      70,848  

Short-Term Investments

     52,768,475        16,264,170        36,504,305         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,480,478,681      $     1,287,731,304      $     192,676,529      $         70,848  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 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 period ended July 31, 2020 is not presented.

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 

Corporate Bonds - 87.9%

 

   Advertising - 0.4%

 

  

Lamar Media Corp.

 

$        280,000   

3.75%, 02/15/2028(1)

      $ 282,450  
965,000   

5.75%, 02/01/2026

        1,013,540  
        

 

 

 
        1,295,990  
        

 

 

 
   Aerospace/Defense - 2.7%

 

  

Bombardier, Inc.

 

2,565,000   

6.13%, 01/15/2023(1)

        2,205,900  
1,585,000   

7.88%, 04/15/2027(1)

        1,260,075  
  

DAE Funding LLC

 

430,000   

4.50%, 08/01/2022(1)

        422,329  
865,000   

5.00%, 08/01/2024(1)

        800,678  
  

TransDigm, Inc.

 

2,150,000   

5.50%, 11/15/2027

        2,039,705  
2,780,000   

6.25%, 03/15/2026(1)

        2,932,900  
        

 

 

 
        9,661,587  
        

 

 

 
   Apparel - 0.6%

 

985,000   

G-III Apparel Group Ltd.
7.88%, 08/15/2025(1)

        993,323  
1,200,000   

PVH Corp.
4.63%, 07/10/2025(1)

        1,225,884  
        

 

 

 
        2,219,207  
        

 

 

 
   Auto Manufacturers - 2.3%

 

  

Ford Motor Co.

 

2,350,000   

4.75%, 01/15/2043

        2,150,250  
975,000   

8.50%, 04/21/2023

        1,082,250  
  

Ford Motor Credit Co. LLC

 

3,530,000   

4.54%, 08/01/2026

        3,635,900  
850,000   

5.13%, 06/16/2025

        906,160  
  

General Motors Co.

 

295,000   

6.13%, 10/01/2025

        344,816  
215,000   

6.80%, 10/01/2027

        261,805  
        

 

 

 
        8,381,181  
        

 

 

 
   Auto Parts & Equipment - 1.0%

 

  

Adient Global Holdings Ltd.

 

 EUR        1,225,000   

3.50%, 08/15/2024(2)

        1,322,370  
$        1,160,000   

4.88%, 08/15/2026(1)

        1,083,150  
1,200,000   

Clarios Global L.P. / Clarios U.S. Finance Co.
8.50%, 05/15/2027(1)

        1,261,200  
        

 

 

 
        3,666,720  
        

 

 

 
   Chemicals - 0.5%

 

  

CF Industries, Inc.

 

170,000   

4.95%, 06/01/2043

        198,934  
945,000   

5.15%, 03/15/2034

        1,086,750  
270,000   

5.38%, 03/15/2044

        329,508  
        

 

 

 
        1,615,192  
        

 

 

 
   Commercial Banks - 1.1%

 

EUR        600,000   

Banco de Sabadell S.A.
6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(2)(3)(4)

        574,251  
$      3,065,000   

Credit Suisse Group AG
6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(2)(3)(4)

        3,264,225  
        

 

 

 
        3,838,476  
        

 

 

 
   Commercial Services - 2.0%

 

1,012,000   

APX Group, Inc.
7.88%, 12/01/2022

        1,019,590  
1,710,000   

Ashtead Capital, Inc.
4.00%, 05/01/2028(1)

        1,778,400  

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        120,000   

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(1)

               $         120,300  
1,650,000   

Herc Holdings, Inc.
5.50%, 07/15/2027(1)

        1,744,875  
  

Service Corp. International

 

460,000   

4.63%, 12/15/2027

        488,750  
355,000   

5.13%, 06/01/2029

        392,275  
  

United Rentals North America, Inc.

 

560,000   

4.63%, 10/15/2025

        576,100  
1,025,000   

5.88%, 09/15/2026

        1,094,187  
        

 

 

 
           7,214,477  
        

 

 

 
   Construction Materials - 0.9%

 

1,635,000   

Builders FirstSource, Inc.
5.00%, 03/01/2030(1)

        1,714,788  
820,000   

Norbord, Inc.
5.75%, 07/15/2027(1)

        873,300  
520,000   

Standard Industries, Inc.
4.75%, 01/15/2028(1)

        555,750  
        

 

 

 
           3,143,838  
        

 

 

 
   Distribution/Wholesale - 0.9%

 

1,000,000   

American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/2028(1)

        1,040,000  
1,010,000   

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK)
8.63%, 09/15/2024(1)(5)

        1,020,100  
600,000   

IAA, Inc.
5.50%, 06/15/2027(1)

        639,750  
550,000   

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

        567,875  
        

 

 

 
           3,267,725  
        

 

 

 
   Diversified Financial Services - 3.4%

 

360,000   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.50%, 09/15/2023

        366,119  
  

Credit Acceptance Corp.

 

730,000   

5.13%, 12/31/2024(1)

        743,140  
1,445,000   

6.63%, 03/15/2026

        1,508,219  
955,000   

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

        771,759  
1,745,000   

goeasy Ltd.
5.38%, 12/01/2024(1)

        1,808,012  
  

Springleaf Finance Corp.

 

2,610,000   

5.38%, 11/15/2029

        2,753,811  
430,000   

6.13%, 03/15/2024

        468,094  
575,000   

6.88%, 03/15/2025

        642,562  
2,860,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

        2,952,950  
        

 

 

 
           12,014,666  
        

 

 

 
   Electric - 0.5%

 

805,000   

Clearway Energy Operating LLC
4.75%, 03/15/2028(1)

        860,344  
930,000   

NextEra Energy Operating Partners L.P.
4.25%, 07/15/2024(1)

        990,450  
        

 

 

 
           1,850,794  
        

 

 

 
   Engineering & Construction - 0.1%

 

330,000   

United Rentals North America Co.
3.88%, 02/15/2031

        330,000  
        

 

 

 
   Entertainment - 2.3%

 

1,370,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

        1,235,219  
  

Colt Merger Sub, Inc.

 

440,000   

5.75%, 07/01/2025(1)

        457,600  
1,340,000   

6.25%, 07/01/2025(1)

        1,397,788  
955,000   

8.13%, 07/01/2027(1)

        972,906  

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        1,920,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

               $ 1,742,400  
2,610,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

        2,582,856  
        

 

 

 
           8,388,769  
        

 

 

 
   Environmental Control - 1.2%

 

1,307,000   

Clean Harbors, Inc.
4.88%, 07/15/2027(1)

        1,385,564  
975,000   

Stericycle, Inc.
5.38%, 07/15/2024(1)

        1,026,187  
2,551,000   

Tervita Corp.
7.63%, 12/01/2021(1)

        2,015,290  
        

 

 

 
           4,427,041  
        

 

 

 
   Food - 3.0%

 

740,000   

B&G Foods, Inc.
5.25%, 09/15/2027

        786,650  
  

Kraft Heinz Foods Co.

 

920,000   

3.75%, 04/01/2030(1)

        997,050  
1,215,000   

4.25%, 03/01/2031(1)

        1,341,156  
  

Post Holdings, Inc.

 

630,000   

4.63%, 04/15/2030(1)

        663,075  
2,520,000   

5.00%, 08/15/2026(1)

        2,640,859  
1,395,000   

5.63%, 01/15/2028(1)

        1,524,456  
990,000   

5.75%, 03/01/2027(1)

        1,054,350  
1,870,000   

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

        1,871,870  
        

 

 

 
           10,879,466  
        

 

 

 
   Food Service - 0.4%

 

  

Aramark Services, Inc.

 

440,000   

5.00%, 04/01/2025(1)

        452,100  
960,000   

5.00%, 02/01/2028(1)

        966,000  
        

 

 

 
           1,418,100  
        

 

 

 
   Gas - 0.7%

 

  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

924,000   

5.50%, 05/20/2025

        997,920  
338,000   

5.75%, 05/20/2027

        370,110  
1,128,000   

5.88%, 08/20/2026

        1,244,692  
        

 

 

 
           2,612,722  
        

 

 

 
   Healthcare-Products - 1.3%

 

1,740,000   

Avantor Funding, Inc.
4.63%, 07/15/2028(1)

        1,838,310  
1,610,000   

Avantor, Inc.
6.00%, 10/01/2024(1)

        1,694,525  
1,030,000   

Hill-Rom Holdings, Inc.
4.38%, 09/15/2027(1)

        1,084,930  
        

 

 

 
           4,617,765  
        

 

 

 
   Healthcare-Services - 3.8%

 

265,000   

Catalent Pharma Solutions, Inc.
5.00%, 07/15/2027(1)

        281,992  
1,010,000   

Centene Corp.
3.38%, 02/15/2030

        1,069,338  
  

CHS/Community Health Systems, Inc.

 

2,195,000   

6.63%, 02/15/2025(1)

        2,217,608  
410,000   

6.88%, 02/01/2022

        315,700  
1,680,000   

8.13%, 06/30/2024(1)

        1,064,734  
  

HCA, Inc.

 

2,460,000   

3.50%, 09/01/2030

        2,585,495  
2,215,000   

5.38%, 02/01/2025

        2,497,412  
1,070,000   

5.38%, 09/01/2026

        1,222,475  
100,000   

5.63%, 09/01/2028

        119,250  
1,135,000   

5.88%, 05/01/2023

        1,245,662  
80,000   

5.88%, 02/01/2029

        97,400  

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        836,000   

7.50%, 11/15/2095

      $ 1,024,100  
        

 

 

 
        13,741,166  
        

 

 

 
   Home Builders - 1.8%

 

305,000   

Adams Homes, Inc.
7.50%, 02/15/2025(1)

                 298,900  
1,295,000   

Ashton Woods USA LLC / Ashton Woods Finance Co.
6.63%, 01/15/2028(1)

        1,304,712  
420,000   

KB Home
4.80%, 11/15/2029

        436,800  
  

M/I Homes, Inc.

 

790,000   

4.95%, 02/01/2028

        811,725  
1,020,000   

5.63%, 08/01/2025

        1,060,800  
  

Taylor Morrison Communities, Inc.

 

500,000   

5.13%, 08/01/2030(1)

        546,250  
1,790,000   

5.75%, 01/15/2028(1)

        2,009,651  
        

 

 

 
        6,468,838  
        

 

 

 
   Household Products/Wares - 0.8%

 

EUR    1,855,000   

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

        2,100,972  
$        675,000   

Prestige Brands, Inc.
5.13%, 01/15/2028(1)

        708,271  
        

 

 

 
        2,809,243  
        

 

 

 
   Insurance - 2.1%

 

  

Acrisure LLC / Acrisure Finance, Inc.

 

2,335,000   

7.00%, 11/15/2025(1)

        2,358,607  
943,000   

8.13%, 02/15/2024(1)

        1,001,937  
875,000   

10.13%, 08/01/2026(1)

        966,875  
  

Genworth Holdings, Inc.

 

135,000   

4.80%, 02/15/2024

        118,800  
1,260,000   

4.90%, 08/15/2023

        1,121,400  
750,000   

6.50%, 06/15/2034

        618,750  
505,000   

7.20%, 02/15/2021

        503,738  
280,000   

7.63%, 09/24/2021

        280,700  
430,000   

NMI Holdings, Inc.
7.38%, 06/01/2025(1)

        467,457  
        

 

 

 
        7,438,264  
        

 

 

 
   Internet - 0.6%

 

  

Booking Holdings, Inc.

 

835,000   

4.50%, 04/13/2027

        985,970  
1,065,000   

4.63%, 04/13/2030

        1,297,277  
        

 

 

 
        2,283,247  
        

 

 

 
   IT Services - 0.6%

 

  

Presidio Holdings, Inc.

 

1,095,000   

4.88%, 02/01/2027(1)

        1,116,900  
890,000   

8.25%, 02/01/2028(1)

        925,600  
        

 

 

 
        2,042,500  
        

 

 

 
   Leisure Time - 0.7%

 

  

Carnival Corp.

 

875,000   

10.50%, 02/01/2026(1)

        905,625  
1,555,000   

11.50%, 04/01/2023(1)

        1,691,062  
        

 

 

 
        2,596,687  
        

 

 

 
   Lodging - 3.1%

 

  

Boyd Gaming Corp.

 

270,000   

4.75%, 12/01/2027(1)

        259,538  
1,365,000   

6.00%, 08/15/2026

        1,375,756  
625,000   

6.38%, 04/01/2026

        639,062  
2,590,000   

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

        2,564,100  
  

Hilton Domestic Operating Co., Inc.

 

2,072,000   

4.25%, 09/01/2024

        2,092,720  
500,000   

5.38%, 05/01/2025(1)

        522,750  

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        530,000   

Marriott International, Inc.
5.75%, 05/01/2025

               $ 588,738  
1,735,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

        1,648,250  
1,690,000   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.50%, 03/01/2025(1)

        1,588,600  
        

 

 

 
           11,279,514  
        

 

 

 
   Media - 10.6%

 

  

Altice Financing S.A.

 

2,700,000   

5.00%, 01/15/2028(1)

        2,771,685  
1,350,000   

7.50%, 05/15/2026(1)

        1,451,588  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

1,570,000   

4.25%, 02/01/2031(1)

        1,638,326  
790,000   

4.50%, 08/15/2030(1)

        837,321  
925,000   

4.50%, 05/01/2032(1)

        975,875  
              4,535,000   

5.75%, 02/15/2026(1)

        4,750,412  
  

CSC Holdings LLC

 

1,305,000   

4.13%, 12/01/2030(1)

        1,378,432  
1,800,000   

5.25%, 06/01/2024

        1,980,000  
770,000   

5.50%, 04/15/2027(1)

        825,825  
1,970,000   

6.50%, 02/01/2029(1)

        2,255,650  
  

DISH DBS Corp.

 

965,000   

5.00%, 03/15/2023

        1,006,070  
570,000   

5.88%, 11/15/2024

        594,339  
2,000,000   

6.75%, 06/01/2021

        2,070,000  
1,250,000   

7.38%, 07/01/2028(1)

        1,323,075  
530,000   

7.75%, 07/01/2026

        597,628  
  

Gray Television, Inc.

 

1,520,000   

5.13%, 10/15/2024(1)

        1,561,481  
400,000   

5.88%, 07/15/2026(1)

        413,848  
925,000   

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

        1,008,528  
  

Sirius XM Radio, Inc.

 

695,000   

4.63%, 07/15/2024(1)

        731,835  
1,470,000   

5.50%, 07/01/2029(1)

        1,637,213  
200,000   

Vertical Media GmbH Co.
7.63%, 07/15/2028(1)

        212,500  
830,000   

Vertical U.S Newco, Inc.
5.25%, 07/15/2027(1)

        879,800  
990,000   

Videotron Ltd.
5.00%, 07/15/2022

        1,037,025  
2,255,000   

Virgin Media Secured Finance plc
4.50%, 08/15/2030(1)

        2,412,624  
959,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

        994,963  
  

Ziggo B.V.

 

365,000   

4.88%, 01/15/2030(1)

        387,922  
2,093,000   

5.50%, 01/15/2027(1)

        2,208,115  
        

 

 

 
           37,942,080  
        

 

 

 
   Metal Fabricate/Hardware - 0.7%

 

300,000   

Advanced Drainage Systems, Inc.
5.00%, 09/30/2027(1)

        309,000  
  

Novelis Corp.

 

980,000   

4.75%, 01/30/2030(1)

        1,022,404  
1,190,000   

5.88%, 09/30/2026(1)

        1,269,623  
        

 

 

 
           2,601,027  
        

 

 

 
   Mining - 0.5%

 

1,740,000   

Constellium SE
5.88%, 02/15/2026(1)

        1,792,200  
        

 

 

 
   Office/Business Equipment - 1.7%

 

2,950,000   

CDW LLC / CDW Finance Corp.
4.13%, 05/01/2025

        3,118,740  
  

Xerox Corp.

 

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        2,000,000   

4.13%, 03/15/2023

      $ 2,057,160  
95,000   

4.80%, 03/01/2035

        89,300  
755,000   

6.75%, 12/15/2039

        829,551  
        

 

 

 
        6,094,751  
        

 

 

 
   Oil & Gas - 6.7%

 

  

Apache Corp.

 

1,900,000   

4.38%, 10/15/2028

        1,897,625  
581,000   

4.75%, 04/15/2043

        553,403  
689,000   

5.10%, 09/01/2040

        668,330  
905,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

                 404,988  
1,164,000   

Chesapeake Energy Corp.
11.50%, 01/01/2025(1)(6)

        107,670  
  

Continental Resources, Inc.

 

2,270,000   

4.38%, 01/15/2028

        2,117,456  
550,000   

4.90%, 06/01/2044

        473,688  
1,845,000   

EQT Corp.
3.90%, 10/01/2027

        1,738,543  
1,910,000   

Foothills Resource, Inc.
11.50%, 04/01/2023

        191  
2,134,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026

        2,176,680  
1,385,000   

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

        1,052,600  
  

Occidental Petroleum Corp.

 

1,155,000   

3.00%, 02/15/2027

        1,019,287  
400,000   

3.40%, 04/15/2026

        362,000  
3,836,000   

4.20%, 03/15/2048

        3,117,901  
679,000   

4.40%, 04/15/2046

        553,181  
  

Parsley Energy LLC / Parsley Finance Corp.

 

386,000   

4.13%, 02/15/2028(1)

        380,210  
163,000   

5.38%, 01/15/2025(1)

        167,841  
  

QEP Resources, Inc.

 

1,175,000   

5.25%, 05/01/2023

        819,563  
560,000   

5.63%, 03/01/2026

        326,200  
  

SM Energy Co.

 

1,270,000   

5.00%, 01/15/2024

        698,500  
575,000   

5.63%, 06/01/2025

        299,000  
395,000   

6.63%, 01/15/2027

        194,538  
1,410,000   

Sunoco L.P. / Sunoco Finance Corp.
6.00%, 04/15/2027

        1,487,550  
3,885,000   

Transocean, Inc.
6.80%, 03/15/2038

        995,531  
1,705,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

        959,062  
  

WPX Energy, Inc.

 

310,000   

5.25%, 09/15/2024

        319,579  
280,000   

5.75%, 06/01/2026

        283,850  
745,000   

5.88%, 06/15/2028

        763,163  
        

 

 

 
        23,938,130  
        

 

 

 
   Packaging & Containers - 5.1%

 

2,090,000   

ARD Finance S.A. (6.50% Cash, 7.25% PIK)
6.50%, 06/30/2027(1)(5)

        2,137,025  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

680,000   

4.13%, 08/15/2026(1)

        705,704  
2,980,000   

5.25%, 08/15/2027(1)

        3,119,375  
  

Ball Corp.

 

 EUR        1,075,000   

0.88%, 03/15/2024

        1,239,806  
925,000   

1.50%, 03/15/2027

        1,066,178  
  

Berry Global, Inc.

 

$           340,000   

5.63%, 07/15/2027(1)

        363,800  
933,000   

6.00%, 10/15/2022

        937,665  
1,200,000   

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

        1,252,176  
  

Flex Acquisition Co., Inc.

 

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$    2,170,000   

6.88%, 01/15/2025(1)

      $ 2,202,550  
775,000   

7.88%, 07/15/2026(1)

        803,435  
3,085,000   

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

        3,256,834  
EUR        795,000   

Silgan Holdings, Inc.
2.25%, 06/01/2028

                 920,082  
$        270,000   

Trivium Packaging Finance B.V.
5.50%, 08/15/2026(1)

        287,631  
        

 

 

 
        18,292,261  
        

 

 

 
   Pharmaceuticals - 3.5%

 

  

Bausch Health Cos., Inc.

 

2,150,000   

5.00%, 01/30/2028(1)

        2,160,707  
182,000   

5.50%, 03/01/2023(1)

        182,000  
356,000   

5.88%, 05/15/2023(1)

        356,000  
1,000,000   

6.13%, 04/15/2025(1)

        1,032,500  
1,875,000   

7.00%, 01/15/2028(1)

        2,039,062  
335,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

        344,213  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

2,196,000   

6.00%, 06/30/2028(1)

        1,674,450  
1,515,000   

9.50%, 07/31/2027(1)

        1,630,519  
623,000   

Par Pharmaceutical, Inc.
7.50%, 04/01/2027(1)

        662,641  
  

Teva Pharmaceutical Finance Netherlands B.V.

 

1,260,000   

3.15%, 10/01/2026

        1,149,385  
1,270,000   

6.75%, 03/01/2028

        1,409,700  
        

 

 

 
        12,641,177  
        

 

 

 
   Pipelines - 5.4%

 

1,890,000   

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.75%, 01/15/2028(1)

        1,611,414  
  

Buckeye Partners L.P.

 

640,000   

4.13%, 03/01/2025(1)

        643,200  
655,000   

4.50%, 03/01/2028(1)

        651,725  
1,745,000   

Cheniere Corpus Christi Holdings LLC
5.13%, 06/30/2027

        1,972,860  
738,000   

Cheniere Energy Partners L.P.
4.50%, 10/01/2029

        780,656  
2,095,000   

DCP Midstream Operating L.P.
5.38%, 07/15/2025

        2,206,077  
  

EQM Midstream Partners L.P.

 

435,000   

6.00%, 07/01/2025(1)

        461,387  
440,000   

6.50%, 07/01/2027(1)

        485,144  
950,000   

6.50%, 07/15/2048

        946,409  
  

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

 

1,180,000   

4.75%, 10/01/2023(1)

        1,137,249  
1,310,000   

6.00%, 03/01/2027(1)

        1,190,135  
3,225,000   

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

        3,450,750  
  

Western Midstream Operating L.P.

 

2,950,000   

5.05%, 02/01/2030

        2,987,258  
925,000   

6.25%, 02/01/2050

        913,438  
        

 

 

 
        19,437,702  
        

 

 

 
   Real Estate Investment Trusts - 1.3%

 

2,610,000   

Iron Mountain, Inc.
4.88%, 09/15/2029(1)

        2,718,967  
  

VICI Properties L.P. / VICI Note Co., Inc.

 

195,000   

3.50%, 02/15/2025(1)

        197,438  
130,000   

3.75%, 02/15/2027(1)

        130,975  
780,000   

4.25%, 12/01/2026(1)

        803,400  
655,000   

4.63%, 12/01/2029(1)

        686,309  
        

 

 

 
        4,537,089  
        

 

 

 

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
   Retail - 3.4%

 

  

1011778 BC ULC / New Red Finance, Inc.

 

$           225,000   

3.88%, 01/15/2028(1)

      $ 233,930  
1,210,000   

4.38%, 01/15/2028(1)

                 1,258,557  
3,570,000   

5.00%, 10/15/2025(1)

        3,650,325  
  

Asbury Automotive Group, Inc.

 

104,000   

4.50%, 03/01/2028(1)

        106,639  
107,000   

4.75%, 03/01/2030(1)

        109,675  
  

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 

820,000   

4.75%, 06/01/2027(1)

        876,498  
              1,000,000   

5.25%, 06/01/2026(1)

        1,049,700  
910,000   

Lithia Motors, Inc.
4.63%, 12/15/2027(1)

        967,148  
870,000   

Party City Holdings, Inc.
6.63%, 08/01/2026(1)

        200,100  
610,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

        625,250  
195,000   

Staples, Inc.
7.50%, 04/15/2026(1)

        171,074  
2,360,000   

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

        2,534,050  
435,000   

Yum! Brands, Inc.
4.75%, 01/15/2030(1)

        471,975  
        

 

 

 
        12,254,921  
        

 

 

 
   Semiconductors - 2.3%

 

1,775,000   

Entegris, Inc.
4.63%, 02/10/2026(1)

        1,844,438  
1,090,000   

Micron Technology, Inc.
4.98%, 02/06/2026

        1,279,701  
  

Qorvo, Inc.

 

1,355,000   

4.38%, 10/15/2029(1)

        1,460,013  
1,770,000   

5.50%, 07/15/2026

        1,899,723  
  

Sensata Technologies B.V.

 

1,005,000   

5.00%, 10/01/2025(1)

        1,085,400  
770,000   

5.63%, 11/01/2024(1)

        839,300  
        

 

 

 
        8,408,575  
        

 

 

 
   Software - 3.5%

 

575,000   

BY Crown Parent LLC / BY Bond Finance, Inc.
4.25%, 01/31/2026(1)

        596,016  
775,000   

CDK Global, Inc.
5.25%, 05/15/2029(1)

        848,664  
1,150,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

        1,175,875  
  

IQVIA, Inc.

 

EUR           545,000   

2.25%, 01/15/2028(1)

        635,332  
$           885,000   

5.00%, 05/15/2027(1)

        944,461  
2,175,000   

MSCI, Inc.
4.00%, 11/15/2029(1)

        2,338,125  
1,210,000   

Open Text Corp.
3.88%, 02/15/2028(1)

        1,258,037  
1,030,000   

Open Text Holdings, Inc.
4.13%, 02/15/2030(1)

        1,081,500  
  

PTC, Inc.

 

240,000   

3.63%, 02/15/2025(1)

        248,825  
265,000   

4.00%, 02/15/2028(1)

        278,343  
2,290,000   

SS&C Technologies, Inc.
5.50%, 09/30/2027(1)

        2,458,887  
755,000   

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

        820,209  
        

 

 

 
        12,684,274  
        

 

 

 
   Telecommunications - 3.5%

 

EUR           835,000   

Altice France Holding S.A.
8.00%, 05/15/2027(1)

        1,057,098  
  

Altice France S.A.

 

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
$        640,000   

5.50%, 01/15/2028(1)

      $ 672,800  
2,330,000   

7.38%, 05/01/2026(1)

        2,485,294  
2,215,000   

8.13%, 02/01/2027(1)

        2,472,604  
1,250,000   

Embarq Corp.
8.00%, 06/01/2036

        1,465,000  
  

Frontier Communications Corp.

 

1,275,000   

6.88%, 01/15/2025(6)

        395,250  
775,000   

10.50%, 09/15/2022(6)

        269,313  
  

Sprint Corp.

 

1,174,000   

7.13%, 06/15/2024

        1,369,530  
10,000   

7.63%, 02/15/2025

        12,146  
1,466,000   

7.88%, 09/15/2023

        1,700,560  
550,000   

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

        722,425  
        

 

 

 
        12,622,020  
        

 

 

 
   Toys/Games/Hobbies - 0.7%

 

  

Mattel, Inc.

 

695,000   

5.88%, 12/15/2027(1)

        754,207  
1,640,000   

6.75%, 12/31/2025(1)

                 1,756,555  
        

 

 

 
        2,510,762  
        

 

 

 
   Trucking & Leasing - 0.2%

 

  

Avolon Holdings Funding Ltd.

 

440,000   

3.95%, 07/01/2024(1)

        400,445  
180,000   

4.38%, 05/01/2026(1)

        159,248  
200,000   

Fly Leasing Ltd.
6.38%, 10/15/2021

        185,500  
        

 

 

 
        745,193  
        

 

 

 
  

Total Corporate Bonds
(cost $308,049,183)

      $     316,005,337  
        

 

 

 

Senior Floating Rate Interests - 1.5%(7)

 

   Auto Parts & Equipment - 0.3%

 

1,002,425   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

        977,154  
        

 

 

 
   Commercial Services - 0.8%

 

2,832,900   

Dun & Bradstreet Corp.
3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.750%

        2,815,789  
        

 

 

 
   Food - 0.0%

 

100,000   

Froneri International Ltd.
5.91%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

        96,500  
        

 

 

 
   Household Products - 0.1%

 

536,250   

Diamond (BC) B.V.
3.26%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

        504,879  
        

 

 

 
   Insurance - 0.3%

 

935,900   

Hub International Ltd.
3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

        907,692  
        

 

 

 
  

Total Senior Floating Rate Interests
(cost $5,375,107)

      $ 5,302,014  
        

 

 

 

Convertible Bonds - 3.3%

 

   Commercial Services - 0.3%

 

850,000   

Square, Inc.
0.13%, 03/01/2025(1)

        1,126,444  
        

 

 

 
   Engineering & Construction - 0.4%

 

EUR        600,000   

Cellnex Telecom S.A.
1.50%, 01/16/2026(2)

        1,278,244  
        

 

 

 
   Healthcare-Products - 0.5%

 

$        687,000   

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025(1)

        638,025  
1,325,000   

NuVasive, Inc.
0.38%, 03/15/2025(1)

        1,236,460  
        

 

 

 
        1,874,485  
        

 

 

 

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

            

Market Value

 
   Media - 0.4%      
$        1,360,000   

Scripps Escrow, Inc.
5.88%, 07/15/2027(1)

      $ 1,366,800  
        

 

 

 
   Oil & Gas - 0.3%      
1,025,000   

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

        1,211,550  
        

 

 

 
   Semiconductors - 0.3%      
650,000   

Microchip Technology, Inc.
2.25%, 02/15/2037

        926,250  
        

 

 

 
   Software - 1.1%      
  

Splunk, Inc.

     
350,000   

1.13%, 09/15/2025

        542,278  
492,000   

1.13%, 06/15/2027(1)

        556,843  
1,258,000   

Western Digital Corp.
1.50%, 02/01/2024

        1,215,294  
1,270,000   

Workday, Inc.
0.25%, 10/01/2022

        1,707,684  
        

 

 

 
           4,022,099  
        

 

 

 
  

Total Convertible Bonds
(cost $10,938,794)

      $ 11,805,872  
        

 

 

 

Common Stocks - 0.2%

     
   Consumer Services - 0.1%      
16,558   

Caesars Entertainment, Inc.*

        514,126  
        

 

 

 
   Energy - 0.1%      
104,555,002   

KCA Deutag*(8)(9)(10)

        285,749  
        

 

 

 
  

Total Common Stocks
(cost $2,031,808)

      $ 799,875  
        

 

 

 

Escrows - 0.8%(11)

        
   Media - 0.8%      
2,560,000   

Nexstar Broadcasting, Inc.*(1)

        2,739,968  
        

 

 

 
  

Total Escrows
(cost $2,626,638)

      $ 2,739,968  
        

 

 

 
  

Total Long-Term Investments
(cost $329,021,530)

      $     336,653,066  
        

 

 

 

Short-Term Investments - 3.6%

     
   Repurchase Agreements - 3.6%      
13,049,550   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $13,049,626; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $13,310,591.
0.07%, 08/03/2020

        13,049,550  
        

 

 

 
  

Total Short-Term Investments
(cost $13,049,550)

      $ 13,049,550  
        

 

 

 
  

Total Investments
(cost $342,071,080)

     97.3%      $ 349,702,616  
  

Other Assets and Liabilities

     2.7%        9,553,189  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 359,255,805  
     

 

 

    

 

 

 

 

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.

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

*

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 July 31, 2020, the aggregate value of these securities was $194,021,568, representing 54.0% 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 July 31, 2020, the aggregate value of these securities was $8,540,062, representing 2.4% of net assets.

(3)

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

(4)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(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)

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

(7)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. 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 July 31, 2020.

(8)

Investment valued using significant unobservable inputs.

(9)

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 $285,749 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        $    285,749  
(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 July 31, 2020, the aggregate fair value of this security was $285,749, 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)

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

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2020  
Reference Entity   

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

     Cost Basis     Value      

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.HY.34.V7

   USD         6,862,000        5.00%       06/20/25        Quarterly      $ (121,130   $ 216,643      $ 337,773  
             

 

 

   

 

 

    

 

 

 
                  

Total centrally cleared credit default swap contracts

 

   $ (121,130   $ 216,643      $ 337,773  
             

 

 

   

 

 

    

 

 

 

 

(a)

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

 

Foreign Currency Contracts Outstanding at July 31, 2020  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
       Appreciation          Depreciation  

8,299,542            USD

   7,098,000            EUR    JPM    08/31/20    $      $ (67,017

 

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:

JPM

  JP Morgan Chase & Co.

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Currency Abbreviations:

EUR

   Euro

USD

   United States Dollar
Index Abbreviations:

MSCI

   Morgan Stanley Capital International
Other Abbreviations:

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

PIK

   Payment-in-kind

 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Corporate Bonds

   $         316,005,337       $       $ 316,005,337       $   

Senior Floating Rate Interests

     5,302,014               5,302,014         

Convertible Bonds

     11,805,872               11,805,872         

Common Stocks

 

Consumer Services

     514,126        514,126                

Energy

     285,749                      285,749  

Escrows

     2,739,968               2,739,968         

Short-Term Investments

     13,049,550               13,049,550         

Swaps - Credit Default(2)

     337,773               337,773         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 350,040,389      $         514,126      $         349,240,514      $         285,749  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (67,017)      $      $ (67,017)      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (67,017)      $      $ (67,017)      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Asset & Commercial Mortgage-Backed Securities - 4.0%

 

   Asset-Backed - Automobile - 0.1%

 

$          614,799   

Hertz Vehicle Financing L.P.
3.71%, 03/25/2023(1)

   $ 614,344  
     

 

 

 
   Asset-Backed - Finance & Insurance - 0.3%

 

1,360,000   

HSI Asset Securitization Corp. Trust
0.44%, 02/25/2036, 1 mo. USD LIBOR + 0.270%(2)

     1,296,873  
248,499   

Pretium Mortgage Credit Partners LLC
3.72%, 02/27/2060(1)(3)

     248,921  
     

 

 

 
         1,545,794  
     

 

 

 
   Asset-Backed - Home Equity - 0.1%

 

648,880   

GSAA Home Equity Trust
5.99%, 06/25/2036(4)

     267,879  
709,926   

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(3)

     403,034  
     

 

 

 
     670,913  
     

 

 

 
   Commercial Mortgage - Backed Securities - 0.3%

 

1,398,179   

Stanwich Mortgage Loan Trust
3.48%, 11/16/2024(1)(3)

     1,384,323  
     

 

 

 
   Other Asset Backed Securities - 1.0%

 

242,675   

AASET Trust
3.35%, 01/16/2040(1)

     217,196  
283,000   

CF Hippolyta LLC
1.99%, 07/15/2060(1)

     286,064  
1,363,274   

Legacy Mortgage Asset Trust
4.00%, 01/25/2059(1)(3)

     1,386,420  
1,427,155   

Vericrest Opportunity Loan Trust
3.35%, 08/25/2049(1)(3)

     1,428,649  
  

VOLT LXXXIV LLC

 

356,929   

3.23%, 01/25/2050(1)(3)

     355,062  
1,378,414   

3.43%, 12/27/2049(1)(3)

     1,376,038  
     

 

 

 
     5,049,429  
     

 

 

 
   Whole Loan Collateral CMO - 2.2%

 

372,542   

Adjustable Rate Mortgage Trust
0.71%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)

     363,361  
710,961   

Banc of America Funding Trust
6.05%, 10/25/2036(3)

     692,130  
148,322   

Bear Stearns Adjustable Rate Mortgage Trust
4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

     147,129  
368,222   

Chase Mortgage Finance Trust
3.79%, 12/25/2035(4)

     350,105  
  

Connecticut Avenue Securities Trust

 

1,275,000   

2.27%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

     1,245,445  
1,022,545   

2.32%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

     1,000,785  
            1,009,592   

2.47%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

     994,597  
346,394   

Deutsche Alt-A Securities Mortgage Loan Trust
0.32%, 12/25/2036, 1 mo. USD LIBOR + 0.150%(2)

     310,771  
  

Fannie Mae Connecticut Avenue Securities

 

938,182   

3.17%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2)

     730,074  
216,974   

5.07%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)

     218,731  
107,829   

5.87%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

     112,395  
85,907   

6.17%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2)

     88,262  
165,625   

GreenPoint Mortgage Funding Trust
2.72%, 10/25/2045, 12 mo. USD MTA + 1.400%(2)

     134,601  
361,516   

GSR Mortgage Loan Trust
3.23%, 10/25/2035(4)

     267,187  
439,236   

HarborView Mortgage Loan Trust
0.38%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)

     390,026  
1,888,972   

IndyMac Index Mortgage Loan Trust
0.46%, 01/25/2036, 1 mo. USD LIBOR + 0.290%(2)

     1,493,126  
591,601   

JP Morgan Mortgage Trust
3.79%, 01/25/2037(4)

     535,096  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

MASTR Adjustable Rate Mortgages Trust

 

$            943,663   

0.41%, 05/25/2037, 1 mo. USD LIBOR + 0.240%(2)

   $ 545,242  
5,690   

3.59%, 11/21/2034(4)

     5,725  
  

Residential Funding Mortgage Securities, Inc.

 

132,898   

4.27%, 02/25/2036(4)

     117,960  
274,481   

6.00%, 07/25/2037

     255,194  
375,522   

Structured Adjustable Rate Mortgage Loan Trust
3.69%, 06/25/2035(4)

     318,154  
396,841   

WaMu Mortgage Pass-Through Certificates Trust
0.59%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(2)

     376,624  
571,364   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
2.15%, 11/25/2046, 12 mo. USD MTA + 0.830%(2)

     489,599  
     

 

 

 
     11,182,319  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $20,782,297)

   $ 20,447,122  
     

 

 

 

Corporate Bonds - 1.1%

 

   Aerospace/Defense - 0.5%

 

2,375,000   

Boeing Co.
5.04%, 05/01/2027

     2,571,662  
     

 

 

 
   Machinery-Diversified - 0.0%

 

220,000   

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

     229,823  
     

 

 

 
   Oil & Gas - 0.3%

 

90,000   

Diamondback Energy, Inc.
4.75%, 05/31/2025

     97,890  
480,000   

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

     364,800  
930,000   

PDC Energy, Inc.
6.13%, 09/15/2024

     941,290  
     

 

 

 
     1,403,980  
     

 

 

 
   Pipelines - 0.3%

 

1,670,000   

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.38%, 09/15/2024

     1,514,924  
     

 

 

 
  

Total Corporate Bonds
(cost $4,827,028)

   $ 5,720,389  
     

 

 

 

Foreign Government Obligations - 10.2%

 

   Argentina - 0.1%

 

ARS      23,234,934   

Argentina Treasury Bond
1.20%, 03/18/2022(5)

     321,130  
     

 

 

 
   Azerbaijan - 0.2%

 

$        1,170,000   

Republic of Azerbaijan International Bond
4.75%, 03/18/2024(6)

     1,260,214  
     

 

 

 
   Brazil - 0.5%

 

BRL      13,050,008   

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(5)

     2,790,577  
     

 

 

 
   Colombia - 0.3%

 

 COP  5,422,148,073   

Colombian TES
4.75%, 02/23/2023(5)

     1,568,051  
     

 

 

 
   Germany - 2.6%

 

  

Deutsche Bundesrepublik Inflation Linked Bond

 

EUR        7,255,573   

0.10%, 04/15/2023(5)(6)

     8,767,571  
3,472,825   

0.10%, 04/15/2026(5)(6)

     4,422,860  
     

 

 

 
         13,190,431  
     

 

 

 
   Indonesia - 2.6%

 

  

Indonesia Government International Bond

 

100,000   

2.15%, 07/18/2024(6)

     122,963  
195,000   

2.63%, 06/14/2023(6)

     241,213  
$            270,000   

3.38%, 04/15/2023(6)

     283,713  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
 IDR 176,829,000,000   

Indonesia Treasury Bond
6.50%, 06/15/2025

   $         12,393,775  
     

 

 

 
     13,041,664  
     

 

 

 
   Japan - 1.3%

 

 JPY        669,447,142   

Japanese Government CPI Linked Bond
0.20%, 03/10/2030(5)

     6,429,804  
     

 

 

 
   Macedonia - 0.3%

 

EUR         1,085,000   

North Macedonia Government International Bond
3.68%, 06/03/2026(1)

     1,353,138  
     

 

 

 
   Mexico - 0.3%

 

$         1,360,000   

Mexico Government International Bond
4.50%, 04/22/2029

     1,525,920  
     

 

 

 
   Romania - 0.4%

 

EUR        1,750,000   

Romanian Government International Bond
3.62%, 05/26/2030(1)

     2,278,901  
     

 

 

 
   Russia - 1.4%

 

  

Russian Federal Inflation Linked Bond - OFZ

 

RUB    245,461,416   

2.50%, 08/16/2023(5)

     3,338,632  
291,324,407   

2.50%, 02/02/2028(5)

     3,878,536  
     

 

 

 
     7,217,168  
     

 

 

 
   South Africa - 0.2%

 

ZAR    22,565,611   

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(5)

     990,940  
     

 

 

 
  

Total Foreign Government Obligations
(cost $51,659,565)

   $ 51,967,938  
     

 

 

 

Senior Floating Rate Interests - 6.7%(7)

 

   Advertising - 0.1%

 

$        223,313   

Clear Channel Outdoor Holdings, Inc.
3.76%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

     198,190  
     

 

 

 
   Aerospace/Defense - 0.1%

 

581,994   

TransDigm, Inc.
2.41%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

   $ 544,059  
     

 

 

 
   Airlines - 0.1%

 

100,000   

JetBlue Airways Corp.
6.25%, 06/12/2024, 1 mo. USD LIBOR + 5.250%

     98,521  
180,000   

Mileage Plus Holdings LLC
6.25%, 06/25/2027, 1 mo. USD LIBOR + 5.250%

     179,460  
99,500   

WestJet Airlines Ltd.
4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000%

     72,815  
     

 

 

 
     350,796  
     

 

 

 
   Auto Manufacturers - 0.0%

 

102,375   

Navistar, Inc.
3.69%, 11/06/2024, 3 mo. USD LIBOR + 3.500%

     98,877  
     

 

 

 
   Auto Parts & Equipment - 0.1%

 

208,648   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

     205,084  
187,240   

Altra Industrial Motion Corp.
2.16%, 10/01/2025, 3 mo. USD LIBOR + 2.000%

     181,155  
198,874   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     193,861  
130,000   

Trico Group LLC
0.00%, 02/02/2024(8)

     123,825  
     

 

 

 
     703,925  
     

 

 

 
   Beverages - 0.1%

 

EUR        490,000   

Sunshine Investments B.V.
0.00%, 03/28/2025(8)

     568,902  
     

 

 

 
   Chemicals - 0.3%

 

$      197,923   

Axalta Coating Systems U.S. Holdings, Inc.
2.06%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     193,470  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     114,623   

Cabot Microelectronics Corp.
2.19%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

   $         113,477  
EUR       97,643   

CTC AcquiCo GmbH
2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     107,973  
$       98,506   

Element Solutions, Inc.
2.16%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

     95,632  
301,583   

Minerals Technologies, Inc.
3.00%, 02/14/2024, 3 mo. USD LIBOR + 2.250%

     300,642  
305,841   

Tronox Finance LLC
2.91%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

     297,241  
  

Univar, Inc.

 

99,500   

2.16%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

     96,490  
65,933   

2.41%, 07/01/2024, 3 mo. USD LIBOR + 2.250%

     64,614  
137,550   

WR Grace & Co.
2.06%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     135,143  
     

 

 

 
     1,404,682  
     

 

 

 
   Commercial Services - 0.7%

 

200,000   

Amentum Government Services Holdings LLC
4.16%, 02/01/2027, 1 mo. USD LIBOR + 4.000%

     198,500  
199,249   

Belron Finance U.S. LLC
2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     194,932  
196,492   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     182,492  
199,491   

BrightView Landscapes LLC
2.69%, 08/15/2025, 3 mo. USD LIBOR + 2.500%

     195,003  
100,000   

Deerfield Dakota Holding LLC
4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

     98,464  
224,438   

Dun & Bradstreet Corp.
3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.750%

     223,082  
99,250   

KAR Auction Services, Inc.
2.44%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

     95,528  
138,726   

Quikrete Holdings, Inc.
2.66%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

     133,766  
193,776   

Russell Investments U.S. Inst’l Holdco, Inc.
3.82%, 06/01/2023, 3 mo. USD LIBOR + 2.750%

     190,567  
281,300   

Tempo Acquisition LLC
2.91%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

     273,705  
360,693   

Trans Union LLC
1.91%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

     350,774  
476,513   

United Rentals, Inc.
1.91%, 10/31/2025, 3 mo. USD LIBOR + 1.750%

     471,986  
EUR     430,000   

Verisure Holding AB
0.00%, 10/21/2022(8)

     502,173  
100,000   

Vertical Midco GmbH
0.00%, 07/14/2027(8)

     115,690  
$     295,441   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     292,043  
     

 

 

 
     3,518,705  
     

 

 

 
   Construction Materials - 0.1%

 

147,750   

Brookfield WEC Holdings, Inc.
3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     144,352  
98,000   

Hamilton Holdco LLC
2.31%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

     95,305  
     

 

 

 
     239,657  
     

 

 

 
   Distribution/Wholesale - 0.1%

 

484,340   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

     469,509  
199,490   

Beacon Roofing Supply, Inc.
2.41%, 01/02/2025, 3 mo. USD LIBOR + 2.250%

     193,328  
     

 

 

 
     662,837  
     

 

 

 
   Diversified Financial Services - 0.2%

 

193,500   

AlixPartners, LLP
2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

     189,146  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     105,571   

Crown Finance U.S., Inc.
3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

   $         66,433  
350,000   

Delos Finance S.a.r.l.
2.06%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

     337,487  
118,479   

FinCo I LLC
2.16%, 12/27/2022, 3 mo. USD LIBOR + 2.000%

     116,406  
EUR       97,014   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     110,035  
$     299,241   

Refinitiv U.S. Holdings, Inc.
3.41%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     296,784  
82,664   

Victory Capital Holdings, Inc.
2.80%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

     81,080  
     

 

 

 
     1,197,371  
     

 

 

 
   Electrical Components & Equipment - 0.1%

 

670,000   

Virgin Media Bristol LLC
2.68%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

     649,270  
     

 

 

 
   Electronics - 0.0%

 

98,500   

Resideo Funding, Inc.
2.56%, 10/24/2025, 1 mo. USD LIBOR + 2.250%

     95,422  
     

 

 

 
   Energy-Alternate Sources - 0.0%

 

181,282   

BCP Renaissance Parent LLC
4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     163,004  
     

 

 

 
   Engineering & Construction - 0.1%

 

218,250   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     198,699  
     

 

 

 
   Entertainment - 0.0%

 

142,463   

Wyndham Hotels & Resorts, Inc.
1.91%, 05/30/2025, 3 mo. USD LIBOR + 1.750%

     135,488  
     

 

 

 
   Environmental Control - 0.1%

 

293,930   

Advanced Disposal Services, Inc.
3.00%, 11/10/2023, 3 mo. USD LIBOR + 2.250%

     291,910  
145,500   

Clean Harbors, Inc.
1.91%, 06/28/2024, 3 mo. USD LIBOR + 1.750%

     143,091  
     

 

 

 
     435,001  
     

 

 

 
   Food - 0.1%

 

99,250   

B&G Foods, Inc.
2.66%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

     97,761  
160,000   

Froneri International plc
2.41%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

     153,229  
213,886   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

     201,053  
     

 

 

 
     452,043  
     

 

 

 
   Food Service - 0.1%

 

  

Aramark Services, Inc.

 

218,266   

1.91%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

     207,080  
99,750   

1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

     94,451  
     

 

 

 
     301,531  
     

 

 

 
   Gas - 0.0%

 

98,750   

Messer Industries USA, Inc.
2.81%, 03/01/2026, 3 mo. USD LIBOR + 2.500%

     96,528  
     

 

 

 
   Healthcare-Services - 0.3%

 

132,757   

Gentiva Health Services, Inc.
3.44%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

     130,434  
EUR       161,700   

IQVIA, Inc.
2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     186,903  
$       249,344   

Jaguar Holding Co.
3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     248,182  
277,248   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     272,684  
249,422   

Pathway Vet Alliance LLC
0.00%, 03/31/2027, 1 mo. USD LIBOR + 4.000%(8)

     244,279  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     245,917   

Universal Health Services, Inc.
1.91%, 10/31/2025, 3 mo. USD LIBOR + 1.750%

   $         244,072  
248,750   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

     247,952  
     

 

 

 
     1,574,506  
     

 

 

 
   Household Products - 0.0%

 

199,500   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     195,354  
     

 

 

 
   Insurance - 0.3%

 

124,688   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     119,762  
99,746   

Alliant Holdings Intermediate LLC
2.91%, 05/09/2025, 1 mo. USD LIBOR + 2.750%

     96,080  
666,097   

Asurion LLC
3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     655,273  
310,446   

Hub International Ltd.
3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     301,089  
100,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027(8)

     99,250  
  

Sedgwick Claims Management Services, Inc.

 

177,300   

3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

     168,878  
148,500   

4.16%, 09/03/2026, 3 mo. USD LIBOR + 4.000%

     144,761  
100,000   

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

     98,667  
     

 

 

 
     1,683,760  
     

 

 

 
   IT Services - 0.1%

 

  

Science Applications International Corp.

 

245,625   

2.04%, 10/31/2025, 3 mo. USD LIBOR + 1.875%

     241,275  
134,158   

2.41%, 03/12/2027, 1 mo. USD LIBOR + 2.250%

     131,392  
     

 

 

 
     372,667  
     

 

 

 
   Leisure Time - 0.3%

 

  

Caesars Resort Collection LLC

 

434,032   

2.91%, 12/23/2024, 3 mo. USD LIBOR + 2.750%

     398,659  
245,000   

4.69%, 07/21/2025, 1 mo. USD LIBOR + 4.500%

     235,737  
225,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

     220,079  
200,000   

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500%

     192,750  
246,075   

Golden Entertainment, Inc.
3.75%, 10/21/2024, 3 mo. USD LIBOR + 3.000%

     223,621  
397,741   

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     378,227  
     

 

 

 
     1,649,073  
     

 

 

 
   Lodging - 0.1%

 

464,071   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

     447,893  
149,022   

Station Casinos LLC
2.50%, 02/08/2027, 1 mo. USD LIBOR + 2.250%

     137,224  
     

 

 

 
     585,117  
     

 

 

 
   Machinery-Construction & Mining - 0.0%

 

71,179   

Pike Corp.
4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

     70,478  
105,000   

Pro Mach Group, Inc.
0.00%, 03/07/2025(8)

     99,750  
     

 

 

 
     170,228  
     

 

 

 
   Machinery-Diversified - 0.0%

 

$     100,000   

Gardner Denver, Inc.
2.92%, 03/01/2027, 1 mo. USD LIBOR + 2.750%

     98,400  
     

 

 

 
   Media - 0.6%

 

116,700   

Altice Financing S.A.
2.92%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     112,032  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     195,745   

AVSC Holding Corp.
4.25%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

   $         139,413  
387,900   

Charter Communications Operating LLC
1.92%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

     378,082  
  

CSC Holdings LLC

 

292,064   

2.43%, 07/17/2025, 3 mo. USD LIBOR + 2.250%

     281,661  
187,150   

2.43%, 01/15/2026, 3 mo. USD LIBOR + 2.250%

     180,366  
311,432   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

     303,083  
222,626   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

     215,600  
100,000   

MH Sub LLC
4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

     99,083  
98,737   

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024, 3 mo. USD LIBOR + 3.000%

     96,104  
199,470   

NASCAR Holdings LLC
2.92%, 10/19/2026, 3 mo. USD LIBOR + 2.750%

     194,677  
158,503   

Nexstar Broadcasting, Inc.
2.92%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

     154,046  
99,750   

Nielsen Finance LLC
4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

     99,750  
EUR     199,750   

Nielsen Holding & Finance BV
3.75%, 06/04/2025, 3 mo. EURIBOR + 3.750%

     232,001  
$     119,400   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

     116,223  
440,000   

Vertical Midco GmbH
0.00%, 07/01/2027(8)

     433,585  
     

 

 

 
     3,035,706  
     

 

 

 
   Metal Fabricate/Hardware - 0.1%

 

245,000   

Cardtronics USA, Inc.
5.00%, 06/25/2027, 1 mo. USD LIBOR + 4.000%

     243,163  
153,575   

Circor International, Inc.
4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

     149,256  
     

 

 

 
     392,419  
     

 

 

 
   Miscellaneous Manufacturing - 0.1%

 

135,329   

H.B. Fuller Co.
2.19%, 10/20/2024, 3 mo. USD LIBOR + 2.000%

     131,653  
279,300   

Ingersoll-Rand Services Co.
1.91%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

     268,058  
243,125   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     234,667  
     

 

 

 
     634,378  
     

 

 

 
   Oil & Gas - 0.0%

 

103,163   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

     98,456  
     

 

 

 
   Oil & Gas Services - 0.1%

 

99,750   

Buckeye Partners L.P.
2.92%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

     97,350  
99,000   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     87,162  
376,200   

UGI Energy Services LLC
3.91%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

     370,715  
     

 

 

 
     555,227  
     

 

 

 
   Packaging & Containers - 0.2%

 

  

Berry Global, Inc.

 

100,000   

2.19%, 10/01/2022, 1 mo. USD LIBOR + 2.000%

     98,025  
198,000   

2.19%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

     191,710  
145,628   

Flex Acquisition Co., Inc.
4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     140,921  
688,535   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     673,787  
     

 

 

 
     1,104,443  
     

 

 

 

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Pharmaceuticals - 0.3%   
  

Bausch Health Cos., Inc.

  
$        160,000   

2.93%, 11/27/2025, 3 mo. USD LIBOR + 2.750%

   $         156,467  
177,163   

3.18%, 06/02/2025, 3 mo. USD LIBOR + 3.000%

     174,091  
98,750   

Catalent Pharma Solutions, Inc.
3.25%, 05/18/2026, 3 mo. USD LIBOR + 2.250%

     97,927  
440,000   

Elanco Animal Health, Inc.
0.00%, 02/04/2027, 1 mo. USD LIBOR + 1.750%(8)

     428,450  
358,900   

Endo International PLC
5.00%, 04/29/2024, 3 mo. USD LIBOR + 4.250%

     342,628  
266,679   

IQVIA, Inc.
1.91%, 03/07/2024, 1 mo. USD LIBOR + 1.750%

     261,146  
164,175   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

     163,252  
     

 

 

 
        1,623,961  
     

 

 

 
   Real Estate - 0.2%   
EUR        290,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(8)

     329,650  
$        427,496   

KFC Holding Co.
1.94%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     413,068  
419,545   

VICI Properties LLC
1.93%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

     402,667  
     

 

 

 
        1,145,385  
     

 

 

 
   Retail - 0.3%   
460,316   

B.C. Unlimited Liability Co.
1.91%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

     441,254  
194,500   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

     193,193  
274,273   

Coty, Inc.
2.42%, 04/07/2025, 3 mo. USD LIBOR + 2.250%

     235,532  
307,307   

Michaels Stores, Inc.
3.50%, 01/30/2023, 3 mo. USD LIBOR + 2.500%

     292,326  
123,100   

PetSmart, Inc.
0.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%(8)

     122,408  
127,091   

Staples, Inc.
5.69%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     109,052  
     

 

 

 
        1,393,765  
     

 

 

 
   Semiconductors - 0.1%   
94,938   

Entegris, Inc.
2.16%, 11/06/2025, 3 mo. USD LIBOR + 2.000%

     93,751  
71,111   

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     70,578  
101,487   

ON Semiconductor Corp.
2.16%, 09/19/2026, 1 mo. USD LIBOR + 2.000%

     99,600  
     

 

 

 
        263,929  
     

 

 

 
   Software - 0.7%   
152,385   

Almonde, Inc.
4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     140,745  
486,679   

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     475,456  
136,077   

Epicor Software Corp.
5.25%, 07/30/2027, 1 mo. USD LIBOR + 4.250%

     135,845  
500,000   

EVO Payments International LLC
3.42%, 12/22/2023, 3 mo. USD LIBOR + 3.250%

     486,875  
217,427   

Go Daddy Operating Co. LLC
1.91%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

     211,991  
17,882   

MA FinanceCo. LLC
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     16,779  
197,468   

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

     198,949  
120,758   

Seattle Spinco, Inc.
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     113,311  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        394,169   

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

   $         381,784  
  

Ultimate Software Group, Inc.

  
398,496   

3.91%, 05/04/2026, 3 mo. USD LIBOR + 3.750%

     394,304  
270,000   

4.75%, 05/04/2026, 1 mo. USD LIBOR + 4.000%

     269,900  
203,700   

Verint Systems, Inc.
2.17%, 06/28/2024, 3 mo. USD LIBOR + 2.000%

     202,172  
475,370   

WEX, Inc.
2.41%, 05/15/2026, 3 mo. USD LIBOR + 2.250%

     458,309  
     

 

 

 
        3,486,420  
     

 

 

 
   Telecommunications - 0.4%   
493,069   

Altice France S.A.
3.86%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

     481,152  
147,511   

Ciena Corp.
4.00%, 09/26/2025, 1 mo. USD LIBOR + 0.750%

     146,035  
100,000   

LCPR Loan Financing LLC
5.18%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

     100,250  
252,996   

Level 3 Financing, Inc.
1.91%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

     244,827  
EUR        250,000   

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 3 mo. EURIBOR + 2.625%

     292,188  
$        285,000   

T-Mobile USA, Inc.
3.16%, 04/01/2027, 1 mo. USD LIBOR + 3.000%

     285,915  
225,000   

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

     215,579  
     

 

 

 
        1,765,946  
     

 

 

 
   Transportation - 0.1%   
498,750   

Genesee & Wyoming, Inc.
2.31%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

     489,089  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $34,958,329)

   $   34,333,216  
     

 

 

 

U.S. Government Agencies - 11.4%

  
   Mortgage-Backed Agencies - 11.4%   
   FHLMC - 1.0%   
$     1,127,401   

2.22%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

   $ 1,081,268  
1,011,736   

2.22%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

     969,329  
1,111,217   

2.52%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

     1,071,102  
1,148,269   

2.82%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)

     1,116,582  
935,438   

4.42%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2)

     692,861  
     

 

 

 
        4,931,142  
     

 

 

 
   FNMA – 0.15%   
$        796,899   

2.57%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

   $ 784,656  
     

 

 

 
   GNMA – 1.7%   
$     8,375,000   

2.50%, 08/20/2050(9)

   $ 8,848,711  
     

 

 

 
   UMBS - 8.6%   
$   12,825,000   

2.00%, 09/14/2050(9)

   $ 13,266,227  
12,825,000   

2.00%, 10/14/2050(9)

     13,239,707  
16,500,000   

2.50%, 08/13/2050(9)

     17,335,312  
     

 

 

 
        43,841,246  
     

 

 

 
  

Total U.S. Government Agencies
(cost $58,508,579)

   $ 58,405,755  
     

 

 

 

U.S. Government Securities - 76.8%

  
   U.S. Treasury Securities - 76.8%   
   U.S. Treasury Bonds - 1.2%   
$        909,764   

1.00%, 02/15/2048(5)

   $ 1,289,127  
3,330,000   

2.88%, 08/15/2045

     4,573,547  
     

 

 

 
        5,862,674  
     

 

 

 
   U.S. Treasury Notes - 75.6%   
59,443,828   

0.13%, 04/15/2021(5)(10)(11)(12)

     59,825,763  
11,276,163   

0.13%, 04/15/2025

     12,002,139  
58,894,378   

0.13%, 07/15/2026(5)

     63,725,464  

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        7,720,077   

0.13%, 07/15/2030

      $ 8,628,191  
16,892,340   

0.38%, 01/15/2027(5)

        18,562,510  
16,723,681   

0.50%, 01/15/2028(5)(12)

        18,719,159  
116,706,811   

0.63%, 01/15/2026(5)(12)

        128,396,176  
32,706,890   

0.75%, 07/15/2028(5)

        37,669,875  
32,559,905   

0.88%, 01/15/2029(5)

        37,932,919  
500,000   

1.13%, 02/28/2022(11)

        507,891  
265,000   

2.75%, 09/30/2020(12)

        266,108  
        

 

 

 
     386,236,195  
        

 

 

 
  

Total U.S. Government Securities
(cost $365,050,415)

 

   $ 392,098,869  
        

 

 

 
  

Total Long-Term Investments
(cost $535,786,213)

      $ 562,973,289  
        

 

 

 

Short-Term Investments - 0.5%

 

   Repurchase Agreements - 0.5%

 

2,491,171   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $2,491,186; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $2,541,059.

 

     2,491,171  
        

 

 

 
  

Total Short-Term Investments
(cost $2,491,171)

 

   $ 2,491,171  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $538,277,384)

     110.7%      $ 565,464,460  
  

Total Purchased Options
(cost $72,770)

     0.0%      $ 438  
     

 

 

    

 

 

 
  

Total Investments
(cost $538,350,154)

     110.7%      $ 565,464,898  
  

Other Assets and Liabilities

     (10.7)%        (54,548,248
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   510,916,650  
     

 

 

    

 

 

 

 

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 July 31, 2020, the aggregate value of these securities was $19,192,820, representing 3.8% of net assets.

(2)

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

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)

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 July 31, 2020, the aggregate value of these securities was $15,098,534, representing 3.0% of net assets.

(7)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. 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 July 31, 2020.

(8)

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

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(9)

Represents or includes a TBA transaction.

(10)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $1,610,280.

(11)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $709,176.

(12)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of July 31, 2020, the market value of securities pledged was $1,039,634.

 

OTC Swaption Contracts Outstanding at July 31, 2020  
Description    Counter-
party
   Exercise
Price/FX
Rate/
Rate
    Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value 
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *    BOA      1.70     Pay        11/23/20        USD        2,905,000        2,905,000      $ 438      $ 72,770      $ (72,332

        Total purchased OTC swaption contracts

 

               $ 438      $   72,770      $       (72,332
                      

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

Futures Contracts Outstanding at July 31, 2020  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     39      09/30/20    $ 8,618,391      $ 11,827    

U.S. Treasury 10-Year Note Future

     476      09/21/20      66,677,187        601,947    
           

 

 

 

Total

 

   $             613,774    
           

 

 

 

Short position contracts:

 

Euro-BUND Future

     56      09/08/20    $     11,710,149      $ (100,691)   

U.S. Treasury 5-Year Note Future

     387      09/30/20      48,810,375        (333,214)   

U.S. Treasury 10-Year Ultra Future

     150      09/21/20      23,887,500        (254,821)   

U.S. Treasury Ultra Long Term Bond Future

     7      09/21/20      1,593,812        (76,263)   
           

 

 

 

Total

 

   $ (764,989)   
           

 

 

 
  

Total futures contracts

 

   $ (151,215)   
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2020  
Reference Entity   

Counter-

party

  

Notional

Amount (a)

   (Pay)/Receive
Fixed Rate
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

  

Sell protection:

  

CDX.NA.HY.34.V7

   GSC    USD     11,336,400      5.00%        06/20/23        Quarterly      $      $ (387,237   $ 204,670      $ 591,907  
                       

 

 

    

 

 

   

 

 

    

 

 

 
                      

Total OTC credit default swap contracts

 

   $           —      $ (387,237   $     204,670      $       591,907  
                       

 

 

    

 

 

   

 

 

    

 

 

 

 

(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)

  July 31, 2020 (Unaudited)

 

OTC Interest Rate Swap Contracts Outstanding at July 31, 2020  

Counter-

party

  

Payments made

by Fund

  

Payments

received by

Fund

    

Notional

Amount

     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value      Unrealized
Appreciation/
(Depreciation)
 

    BCLY

   2.00% Fixed      CPURNSA      USD      7,810,000        01/15/22        At Maturity      $      $      $ (237,505   $ (237,505

BCLY

   2.29% Fixed      CPURNSA      USD      25,572,000        01/15/22        At Maturity                      (959,178     (959,178

BOA

   1.24% Fixed      CPURNSA      USD      6,050,000        01/15/29        At Maturity                      189,443       189,443  

BOA

   2.12% Fixed      CPURNSA      USD      8,580,000        01/15/24        At Maturity                      (368,382     (368,382

CBK

   0.01% Fixed      CPURNSA      USD      46,000,000        04/15/21        Annual                      451,510       451,510  
                          

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

         $         —      $         —      $     (924,112   $     (924,112
                          

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2020  

Payments made by

Fund

   Payments
received by
Fund
   Notional Amount      Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value      Unrealized
Appreciation/
(Depreciation)
 
12 Mo. Federal Funds Rate    0.94% Fixed      USD        13,439,000        08/22/24        Annual      $      $      $ (504,100   $ (504,100
12 Mo. Federal Funds Rate    1.03% Fixed      USD        9,012,000        09/06/26        Annual                      (518,766     (518,766
12 Mo. Federal Funds Rate    1.00% Fixed      USD        3,322,000        09/29/26        Annual        62,068               (186,609     (248,677
3 Mo. USD LIBOR    2.36% Fixed      USD        5,465,000        04/09/24        Semi-Annual                      (475,511     (475,511
3 Mo. USD LIBOR    2.36% Fixed      USD        6,700,000        04/09/24        Semi-Annual                      (583,236     (583,236
3 Mo. USD LIBOR    2.36% Fixed      USD        6,965,000        04/09/24        Semi-Annual                      (607,280     (607,280
3 Mo. USD LIBOR    0.84% Fixed      USD        2,705,000        03/20/30        Semi-Annual                      (90,028     (90,028
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $   62,068      $         —      $ (2,965,530   $  (3,027,598
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

Bond Forward Contracts Outstanding at July 31, 2020  
Counterparty    Reference
Obligation
   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BSI

   U.S. Treasury Bonds, 0.13%, 04/15/2025      USD        24,687,304        08/29/20      $ 78,227  

BSI

   U.S. Treasury Bonds, 0.13%, 07/15/2026      USD        9,113,168        08/29/20        53,818  

MSC

   U.S. Treasury Bonds, 0.63%, 01/15/2026      USD              20,495,455              08/29/20        102,621  
              

 

 

 

Total bond forward contracts

 

   $             234,666  
              

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020
Amount and Description
of Currency to be
Purchased
     Amount and Description
of Currency to be
Sold
     Counterparty    Settlement
Date
   Appreciation      Depreciation

754,800,000

    JPY            7,160,332       USD          JPM    08/31/20    $      $            (27,438)       

56,320,000

    MXN            2,549,685       USD          CBK    08/31/20           (29,155)       

24,560,000

    NOK            2,698,116       USD          MSC    08/31/20      645      —        

175,410,000

    RUB            2,443,019       USD          GSC    08/31/20           (87,637)       

2,784,863

    USD            14,019,000       BRL          SCB    09/16/20      102,352      —        

1,488,924

    USD            5,620,240,000       COP          GSC    09/16/20           (11,262)       

114,814

    USD            99,000       EUR          BCLY    08/31/20           (1,879)       

18,630,122

    USD            15,933,000       EUR          JPM    08/31/20           (150,434)       

9,433,971

    USD            137,981,266,000       IDR          BCLY    08/31/20      11,692      —        

6,422,480

    USD            677,020,000       JPY          JPM    08/31/20      24,611      —        

3,296,422

    USD            228,953,000       RUB          JPM    09/16/20      227,676      —        

1,393,759

    USD            103,700,000       RUB          MSC    09/16/20      3,828      —        

1,117,785

    USD            19,012,000       ZAR          BNP    09/16/20      11,281      —        

Total Foreign Currency Contracts

   $             382,085      $            (307,805)        

 

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 Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Counterparty Abbreviations:                                                                                                                                           
BCLY    Barclays
BNP    BNP Paribas Securities Services
BOA    Banc of America Securities LLC
CBK    Citibank NA
GSC    Goldman Sachs & Co.
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
SCB    Standard Chartered Bank
Currency Abbreviations:                                                                                                                                                 
ARS    Argentine Peso
BRL    Brazilian Real
COP    Colombian Peso
EUR    Euro
IDR    Indonesian Rupiah
JPY    Japanese Yen
MXN    Mexican Peso
NOK    Norwegian Krone
RUB    Russian Ruble
USD    United States Dollar
ZAR    South African Rand
Index Abbreviations:                                                                                                                                                       
CMBX.NA    Markit Commercial Mortgage Backed North American
CMT    Constant Maturity Treasury Index
CPI    Consumer Price Index
CPURNSA    Consumer Price All Urban Non-Seasonally Adjusted
MTA    Monthly Treasury Average Index
Other Abbreviations:                                                                                                                                                      
CMO    Collateralized Mortgage Obligation
EURIBOR    Euro Interbank Offered Rate
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
LIBOR    London Interbank Offered Rate
OTC    Over-the-Counter
TBA    To Be Announced
UMBS    Uniform Mortgage-Backed Securities

 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                       

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 20,447,122     $     $ 20,447,122     $  

Corporate Bonds

     5,720,389             5,720,389        

Foreign Government Obligations

     51,967,938             51,967,938        

Senior Floating Rate Interests

     34,333,216             34,333,216        

U.S. Government Agencies

     58,405,755             58,405,755        

U.S. Government Securities

     392,098,869             392,098,869        

Short-Term Investments

     2,491,171             2,491,171        

Purchased Options

     438             438        

Bond Forward Contracts(2)

     234,666             234,666        

Foreign Currency Contracts(2)

     382,085             382,085        

Futures Contracts(2)

     613,774       613,774              

Swaps - Credit Default(2)

     591,907             591,907        

Swaps - Interest Rate(2)

     640,953             640,953        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     567,928,283     $     613,774     $     567,314,509     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (307,805   $     $ (307,805   $  

Futures Contracts(2)

     (764,989     (764,989            

Swaps - Interest Rate(2)

     (4,592,663           (4,592,663      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (5,665,457   $ (764,989   $ (4,900,468   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 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

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

       

Market Value

 

Common Stocks - 95.9%

 

   Argentina - 0.3%

 

$            1,941   

MercadoLibre, Inc.*

      $ 2,182,887  
38,685   

YPF S.A. ADR*

        241,008  
        

 

 

 
           2,423,895  
        

 

 

 
   Australia - 1.3%

 

104,742   

BHP Group Ltd.

        2,757,736  
54,832   

Commonwealth Bank of Australia

        2,789,569  
359,030   

Goodman Group REIT

        4,365,301  
333,050   

Resolute Mining Ltd.*

        318,261  
252,627   

Western Areas Ltd.

        433,354  
        

 

 

 
           10,664,221  
        

 

 

 
   Austria - 0.1%

 

19,983   

Erste Group Bank AG*

        447,285  
44,433   

Zumtobel Group AG

             338,688  
        

 

 

 
           785,973  
        

 

 

 
   Belgium - 0.7%

 

19,333   

Ageas S.A.

        723,751  
70,941   

AGFA-Gevaert N.V.*

        287,605  
25,419   

bpost S.A.*

        165,337  
48,566   

Groupe Bruxelles Lambert S.A.

        4,212,642  
26,306   

Orange Belgium S.A.

        440,458  
        

 

 

 
           5,829,793  
        

 

 

 
   Brazil - 2.4%

 

68,244   

B2W Cia Digital*

        1,560,969  
78,100   

B3 S.A. - Brasil Bolsa Balcao*

        949,797  
313,503   

Itau Unibanco Holding S.A. ADR

        1,598,865  
387,168   

Localiza Rent a Car S.A.

        3,779,240  
110,942   

Magazine Luiza S.A.

        1,716,485  
73,127   

Pagseguro Digital Ltd. Class A*

        2,795,645  
245,419   

TOTVS S.A.

        1,215,204  
239,904   

Vale S.A. ADR*

        2,792,483  
1,006,744   

Via Varejo S.A.*

        3,767,173  
        

 

 

 
           20,175,861  
        

 

 

 
   Canada - 5.3%

 

132,557   

Advantage Oil & Gas Ltd.*

        158,342  
67,107   

ARC Resources Ltd.

        285,071  
38,735   

Bank of Montreal(1)

        2,119,154  
63,844   

Bank of Nova Scotia

        2,622,015  
84,356   

Barrick Gold Corp.

        2,437,882  
42,233   

Cameco Corp.

        429,440  
79,090   

Canadian National Railway Co.

        7,725,660  
52,908   

CCL Industries, Inc. Class B

        1,760,111  
48,539   

Centerra Gold, Inc.

        608,798  
49,176   

CGI, Inc.*

        3,512,388  
28,246   

Descartes Systems Group, Inc.*

        1,590,228  
42,962   

Eldorado Gold Corp.*

        540,892  
55,364   

IAMGOLD Corp.*

        275,713  
52,423   

Intact Financial Corp.

        5,723,498  
79,576   

Kinross Gold Corp.*

        745,627  
34,085   

Northern Dynasty Minerals Ltd.*(1)

        54,711  
53,695   

Royal Bank of Canada

        3,704,071  
134,406   

Smart REIT

        2,034,980  
60,016   

Toronto-Dominion Bank

        2,655,678  
32,346   

Tourmaline Oil Corp.

        328,906  
190,052   

Trican Well Service Ltd.*(1)

        129,118  
494,228   

Tricon Residential, Inc.(1)

        3,542,192  
84,402   

Uranium Participation Corp.*

        309,391  
        

 

 

 
           43,293,866  
        

 

 

 

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

       

Market Value

 
   Chile - 0.2%

 

$        220,046   

Empresas COPEC S.A.

      $     1,796,270  
        

 

 

 
   China - 9.8%

 

1,329,505   

361 Degrees International Ltd.

        187,128  
124,588   

Alibaba Group Holding Ltd.*

        3,909,078  
56,180   

Alibaba Group Holding Ltd. ADR*

        14,102,304  
492,987   

AMVIG Holdings Ltd.

        85,236  
145,500   

Anhui Conch Cement Co., Ltd. Class H

        1,100,292  
6,537,456   

Bank of China Ltd. Class H

        2,177,030  
1,669,485   

China BlueChemical Ltd. Class H

        245,849  
1,913,419   

China Longyuan Power Group Corp. Ltd. Class H

        1,370,729  
904,104   

China Machinery Engineering Corp. Class H

        219,513  
2,726,722   

China Telecom Corp. Ltd. Class H

        809,634  
4,038,000   

China Tower Corp. Ltd. Class H(2)

        734,629  
969,966   

CSPC Pharmaceutical Group Ltd.

        2,042,903  
1,583,605   

Daphne International Holdings Ltd.*

        38,798  
1,323,573   

Dongfeng Motor Group Co., Ltd. Class H

        947,522  
75,500   

ENN Energy Holdings Ltd.

        915,192  
282,169   

Guangdong Tapai Group Co., Ltd. Class A

        633,267  
9,900   

Hangzhou Tigermed Consulting Co., Ltd. Class H

        129,024  
4,317,398   

Industrial & Commercial Bank of China Ltd. Class H

        2,529,742  
89,796   

Jiangsu Hengrui Medicine Co., Ltd. Class A

        1,215,260  
111,420   

Livzon Pharmaceutical Group, Inc. Class A

        870,313  
319,728   

Luxshare Precision Industry Co., Ltd. Class A

        2,698,461  
117,416   

Meituan Dianping Class B*

        2,905,634  
192,690   

Midea Group Co., Ltd. Class A

        1,979,091  
262,155   

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

        2,766,055  
45,175   

Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A

        2,247,694  
270,026   

Sunny Optical Technology Group Co., Ltd.

        5,070,842  
23,923   

TAL Education Group ADR*

        1,870,061  
214,840   

Tencent Holdings Ltd.

        14,737,628  
60,021   

Trip.com Group Ltd. ADR*

        1,632,571  
316,800   

Vatti Corp. Ltd. Class A

        471,002  
64,297   

Will Semiconductor Ltd. Class A

        1,907,485  
121,564   

Wuxi Biologics Cayman, Inc.*(2)

        2,509,548  
185,006   

Yihai International Holding Ltd.*

        2,269,730  
249,510   

Yonyou Network Technology Co., Ltd. Class A

        1,680,925  
24,872   

Zai Lab Ltd. ADR*

        1,893,008  
        

 

 

 
           80,903,178  
        

 

 

 
   Cyprus - 0.3%

 

106,400   

TCS Group Holding plc GDR

        2,676,827  
        

 

 

 
   Denmark - 0.9%

 

1,061   

AP Moller - Maersk A/S Class B

             1,365,965  
8,177   

Ascendis Pharma A/S ADR*

        1,125,237  
38,011   

D/S Norden A/S

        573,951  
2,084   

Drilling Co.*

        47,851  
30,219   

DSV Panalpina A/S

        4,135,031  
        

 

 

 
           7,248,035  
        

 

 

 
   Finland - 0.2%

 

311,060   

Nokia Oyj

        1,493,126  
        

 

 

 
   France - 9.1%

 

17,048   

Accor S.A.*

        429,139  
45,958   

Airbus SE*

        3,363,942  
26,466   

Alstom S.A.*

        1,474,768  
153,075   

AXA S.A.(1)

        3,071,249  
65,166   

BNP Paribas S.A.*

        2,629,041  
59,837   

Bureau Veritas S.A.*

        1,316,402  
30,532   

Capgemini SE

        3,959,829  
125,542   

Cie de Saint-Gobain*

        4,644,431  
27,912   

Criteo S.A. ADR*

        382,115  
99,906   

Danone S.A.

        6,687,035  
511   

Dassault Aviation S.A.*

        419,036  
188,070   

Elior Group S.A.(2)

        1,041,579  
212,271   

Engie S.A.*

        2,827,697  

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        13,086   

Imerys S.A.(1)

      $ 484,845  
11,873   

L’Oreal S.A.

            3,984,910  
6,573   

LVMH Moet Hennessy Louis Vuitton SE

        2,858,224  
35,547   

Metropole Television S.A.*

        429,300  
274,517   

Orange S.A.

        3,217,581  
24,137   

Pernod Ricard S.A.

        4,147,937  
27,457   

Quadient

        405,940  
21,505   

Renault S.A.*

        511,071  
85,476   

Rexel S.A.*

        1,014,485  
85,770   

Schneider Electric SE

        9,834,687  
18,233   

SCOR SE*

        469,262  
46,880   

Societe Generale S.A.*

        721,732  
1,340   

Sopra Steria Group*

        200,094  
93,298   

Television Francaise 1 S.A.*

        535,206  
17,285   

Thales S.A.

        1,249,557  
110,436   

Total S.A.(1)

        4,179,307  
37,628   

UBISOFT Entertainment S.A.*

        3,142,782  
11,553   

Vicat S.A.

        381,048  
40,955   

Vinci S.A.

        3,524,795  
13,199   

Worldline S.A.*(2)

        1,135,501  
        

 

 

 
           74,674,527  
        

 

 

 
   Germany - 4.5%

 

35,857   

Allianz SE

        7,439,405  
27,724   

Brenntag AG

        1,710,931  
94,442   

CECONOMY AG*

        336,577  
33,784   

Daimler AG

        1,477,172  
10,078   

Hamburger Hafen und Logistik AG

        174,059  
154,548   

Infineon Technologies AG

        3,940,259  
19,208   

Merck KGaA

        2,454,893  
19,447   

Metro AG

        177,422  
24,798   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

        6,573,290  
18,718   

Rheinmetall AG

        1,769,721  
47,150   

RWE AG

        1,777,289  
33,592   

Salzgitter AG*

        456,072  
8,661   

Volkswagen AG*

        1,267,771  
48,774   

Vonovia SE

        3,152,549  
59,331   

Zalando SE*(2)

        4,283,118  
        

 

 

 
           36,990,528  
        

 

 

 
   Greece - 0.2%

 

117,080   

Hellenic Telecommunications Organization S.A.

        1,722,660  
        

 

 

 
   Hong Kong - 3.3%

 

821,600   

AIA Group Ltd.

        7,408,317  
146,316   

China Mobile Ltd.

        998,773  
729,000   

China Overseas Land & Investment Ltd.

        2,221,377  
1,657,269   

China Unicom Hong Kong Ltd.

        921,816  
118,725   

CK Asset Holdings Ltd.

        659,241  
111,306   

Dah Sing Financial Holdings Ltd.

        307,590  
13,611,605   

G-Resources Group Ltd.*

        86,033  
251,096   

Galaxy Entertainment Group Ltd.

        1,712,409  
1,466,622   

Hong Kong & China Gas Co., Ltd.

        2,101,420  
91,970   

Hong Kong Exchanges & Clearing Ltd.

        4,378,980  
154,469   

Link REIT

        1,198,536  
3,631,327   

Pacific Basin Shipping Ltd.

        445,876  
420,663   

PAX Global Technology Ltd.

        195,883  
1,235,733   

Sands China Ltd.

        4,711,620  
        

 

 

 
           27,347,871  
        

 

 

 
   Hungary - 0.1%

 

340,673   

Magyar Telekom Telecommunications plc

        429,439  
        

 

 

 
   India - 0.8%

 

161,634   

Canara Bank*

        219,421  
106,040   

ICICI Bank Ltd.*

        493,472  
80,302   

Kotak Mahindra Bank Ltd.

        1,463,444  
1,033,977   

Nava Bharat Ventures Ltd.

        637,361  

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        59,467   

NTPC Ltd.

      $ 69,021  
410,105   

Oil & Natural Gas Corp. Ltd.

        428,819  
107,925   

Reliance Industries Ltd.

        2,984,729  
125,796   

Zee Entertainment Enterprises Ltd.

        232,608  
     

 

 

    

 

 

 
           6,528,875  
     

 

 

    

 

 

 
   Indonesia - 0.3%

 

888,929   

Bank Central Asia Tbk PT

        1,904,061  
630,150   

Bank Mandiri Persero Tbk PT

        250,453  
2,081,250   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

        141,730  
     

 

 

    

 

 

 
           2,296,244  
     

 

 

    

 

 

 
   Ireland - 1.6%

 

406,894   

AIB Group plc*

        510,296  
289,585   

Bank of Ireland Group plc*

        601,639  
318,985   

Cairn Homes plc

        327,056  
62,504   

CRH plc

        2,275,678  
58,760   

Experian plc

        2,052,493  
289,193   

Glenveagh Properties plc*(2)

        238,455  
707,659   

Hibernia plc REIT

        943,416  
21,388   

Linde plc*

        5,205,341  
43,529   

Smurfit Kappa Group plc

        1,470,545  
     

 

 

    

 

 

 
           13,624,919  
     

 

 

    

 

 

 
   Italy - 1.7%

 

43,210   

Assicurazioni Generali S.p.A.

        648,828  
65,704   

BPER Banca*(1)

        166,788  
347,270   

Davide Campari-Milano N.V.(1)

        3,505,819  
141,180   

Eni S.p.A.

        1,257,604  
20,208   

Ferrari N.V.

        3,613,487  
78,563   

Moncler S.p.A.*

        3,037,392  
157,071   

Saipem S.p.A.

        336,382  
117,781   

UniCredit S.p.A.*

        1,080,987  
     

 

 

    

 

 

 
               13,647,287  
     

 

 

    

 

 

 
   Japan - 12.8%

 

17,570   

Aisan Industry Co., Ltd.

        73,167  
94,893   

Aozora Bank Ltd.

        1,517,988  
225,830   

Astellas Pharma, Inc.

        3,522,487  
38,620   

Avex, Inc.

        309,647  
3,580   

Benesse Holdings, Inc.

        93,367  
23,400   

Canon, Inc.

        376,565  
3,660   

Cawachi Ltd.

        110,022  
17,385   

Central Japan Railway Co.

        2,108,965  
60,990   

Chiyoda Corp.*

        145,995  
15,207   

Chubu Steel Plate Co., Ltd.

        104,477  
39,390   

Chugai Pharmaceutical Co., Ltd.

        1,778,429  
156,690   

Citizen Watch Co., Ltd.

        427,085  
6,840   

CMIC Holdings Co., Ltd.

        78,829  
30,420   

Cosel Co., Ltd.

        235,144  
60,030   

Dai-ichi Life Holdings, Inc.

        708,137  
44,060   

DeNA Co., Ltd.

        497,034  
74,789   

East Japan Railway Co.

        4,311,186  
40,578   

Eisai Co., Ltd.

        3,274,911  
12,100   

Enplas Corp.

        240,240  
25,200   

EPS Holdings, Inc.

        216,851  
33,560   

Exedy Corp.

        414,420  
13,060   

FANUC Corp.

        2,203,524  
29,415   

Fuji Media Holdings, Inc.

        259,114  
4,355   

Fujitsu Ltd.

        583,113  
62,080   

Funai Electric Co., Ltd.*

        285,968  
10,135   

Gendai Agency, Inc.

        25,257  
31,090   

GMO Payment Gateway, Inc.

        3,259,332  
166,220   

Gree, Inc.

        685,214  
95,260   

Hino Motors Ltd.

        549,300  
30,190   

Hisaka Works Ltd.

        204,847  
81,600   

Honda Motor Co., Ltd.

        1,989,396  

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        40,400   

Ichiyoshi Securities Co., Ltd.

      $ 146,934  
126,220   

Inpex Corp.

        720,465  
62,142   

Isuzu Motors Ltd.

        506,861  
13,790   

Japan Petroleum Exploration Co., Ltd.

        223,968  
399,285   

Japan Post Bank Co., Ltd.

            2,978,809  
42,420   

Japan Steel Works Ltd.

        604,663  
66,420   

JGC Holdings Corp.

        672,041  
27,910   

JSR Corp.

        608,586  
25,405   

Kao Corp.

        1,842,980  
118,000   

KDDI Corp.

        3,752,098  
112,700   

Kirin Holdings Co., Ltd.

        2,171,579  
39,240   

Kyoei Steel Ltd.

        466,561  
31,780   

Maxell Holdings Ltd.

        273,072  
3,510   

Melco Holdings, Inc.

        87,436  
12,380   

Miraial Co., Ltd.

        119,789  
148,420   

Mitsubishi Estate Co., Ltd.

        2,132,096  
15,461   

Mitsubishi Heavy Industries Ltd.

        359,678  
129,710   

Mitsubishi Motors Corp.

        255,593  
903,629   

Mitsubishi UFJ Financial Group, Inc.

        3,386,185  
57,290   

Nakayama Steel Works Ltd.

        181,498  
20,030   

Neturen Co., Ltd.

        89,505  
163,330   

Nexon Co., Ltd.

        4,196,244  
80,700   

NGK Insulators Ltd.

        1,002,934  
78,235   

Nichicon Corp.

        494,485  
59,490   

Nikon Corp.

        415,920  
32,430   

Nippon Chemi-Con Corp.*

        515,380  
55,714   

Nippon Television Holdings, Inc.

        602,852  
74,600   

Nipro Corp.

        798,757  
51,810   

Nishimatsuya Chain Co., Ltd.

        522,545  
469,901   

Nissan Motor Co., Ltd.

        1,607,326  
14,230   

Nitto Denko Corp.

        806,563  
60,100   

NOK Corp.

        654,680  
147,005   

Nomura Holdings, Inc.

        691,831  
206,905   

NTT DOCOMO, Inc.

        5,696,326  
15,050   

OKUMA Corp.

        581,417  
15,300   

Pacific Metals Co., Ltd.

        215,644  
259,320   

Resona Holdings, Inc.

        850,121  
23,890   

Sanyo Shokai Ltd.

        125,044  
72,067   

Secom Co., Ltd.

        6,232,278  
12,800   

Shimamura Co., Ltd.

        890,095  
25,707   

Shin-Etsu Chemical Co., Ltd.

        3,008,714  
61,570   

Shiseido Co., Ltd.

        3,430,445  
66,430   

SoftBank Group Corp.

        4,189,944  
52,948   

Sumitomo Mitsui Financial Group, Inc.

        1,410,875  
32,720   

Sumitomo Mitsui Trust Holdings, Inc.

        840,056  
35,940   

Sumitomo Riko Co., Ltd.

        168,189  
26,100   

Sysmex Corp.

        2,007,001  
141,844   

T&D Holdings, Inc.

        1,167,586  
29,720   

Tachi-S Co., Ltd.

        236,873  
49,240   

Takeda Pharmaceutical Co., Ltd.

        1,785,777  
22,060   

THK Co., Ltd.

        519,739  
94,730   

Tochigi Bank Ltd.

        138,993  
44,060   

Tokai Rika Co., Ltd.

        551,077  
19,540   

Tokyo Seimitsu Co., Ltd.

        624,424  
90,700   

Tokyo Steel Manufacturing Co., Ltd.

        512,270  
40,500   

Toppan Forms Co., Ltd.

        382,505  
8,156   

Toshiba Machine Co., Ltd.

        152,813  
46,120   

Toyo Engineering Corp.*

        133,092  
108,875   

Toyo Tire Corp.

        1,448,638  
18,060   

Toyoda Gosei Co., Ltd.

        354,129  
34,980   

Toyota Boshoku Corp.

        409,211  
35,430   

TV Asahi Holdings Corp.

        484,505  
47,020   

Unipres Corp.

        351,991  
34,200   

Ushio, Inc.

        402,162  
47,950   

Xebio Holdings Co., Ltd.

        308,983  
29,720   

Yamato Kogyo Co., Ltd.

        606,294  

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$          7,510   

Yodogawa Steel Works Ltd.

      $ 124,026  
150,491   

Z Holdings Corp.

        800,271  
     

 

 

    

 

 

 
               105,621,433  
     

 

 

    

 

 

 
   Luxembourg - 0.1%

 

17,257   

RTL Group S.A.*

        569,392  
     

 

 

    

 

 

 
   Malaysia - 1.0%

 

597,922   

CIMB Group Holdings Bhd

        507,405  
897,158   

Kuala Lumpur Kepong Bhd

        4,936,487  
791,884   

Public Bank Bhd

        3,178,455  
     

 

 

    

 

 

 
           8,622,347  
     

 

 

    

 

 

 
   Mexico - 0.4%

 

2,806,009   

Alfa S.A.B. de C.V. Class A

        1,523,100  
570,064   

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

        1,744,396  
     

 

 

    

 

 

 
           3,267,496  
     

 

 

    

 

 

 
   Monaco - 0.1%

 

19,847   

Endeavour Mining Corp.*

        534,755  
     

 

 

    

 

 

 
   Netherlands - 4.2%

 

90,673   

ABN Amro Bank N.V.(2)

        753,112  
2,743   

Adyen N.V.*(2)

        4,578,495  
31,948   

Akzo Nobel N.V.

        3,010,282  
4,012   

Argenx SE ADR*

        923,282  
12,852   

ASML Holding N.V.

        4,569,370  
39,451   

Fugro N.V.*(1)

        158,879  
79,475   

Heineken N.V.

        7,699,114  
180,841   

ING Groep N.V.

        1,260,983  
103,735   

Koninklijke Philips N.V.*

        5,360,079  
78,973   

NN Group N.V.

        2,890,578  
275,747   

PostNL N.V.

        676,336  
68,858   

Royal Dutch Shell plc Class A

        1,006,399  
147,196   

Royal Dutch Shell plc Class B

        2,066,110  
     

 

 

    

 

 

 
           34,953,019  
     

 

 

    

 

 

 
   New Zealand - 0.5%

 

285,093   

a2 Milk Co., Ltd.*

        3,913,641  
     

 

 

    

 

 

 
   Norway - 0.1%

 

25,648   

Equinor ASA

        384,544  
300,952   

Norsk Hydro ASA*

        850,107  
     

 

 

    

 

 

 
           1,234,651  
     

 

 

    

 

 

 
   Russia - 1.5%

 

124,988   

Gazprom PJSC ADR

        604,208  
34,252   

LUKOIL PJSC ADR

        2,323,497  
39,101   

Sberbank of Russia PJSC ADR

        463,984  
108,164   

Surgutneftegas PJSC ADR

        535,461  
306,912   

VEON Ltd.

        518,681  
51,905   

X5 Retail Group N.V. GDR

        1,947,992  
101,813   

Yandex N.V. Class A*

        5,858,320  
     

 

 

    

 

 

 
           12,252,143  
     

 

 

    

 

 

 
   South Africa - 0.7%

 

58,702   

Gold Fields Ltd.

        776,281  
96,519   

Harmony Gold Mining Co., Ltd. ADR*

        622,548  
30,207   

Impala Platinum Holdings Ltd.

        269,658  
74,499   

MTN Group Ltd.

        260,576  
620,333   

Nampak Ltd.*

        42,611  
197,966   

Raubex Group Ltd.

        293,004  
254,086   

Standard Bank Group Ltd.

        1,615,966  
923,631   

Woolworths Holdings Ltd.

        1,708,271  
     

 

 

    

 

 

 
           5,588,915  
     

 

 

    

 

 

 
   South Korea - 2.4%

 

79,268   

DGB Financial Group, Inc.

        343,493  
19,242   

DoubleUGames Co., Ltd.

        1,231,054  
30,092   

Hankook Tire & Technology Co., Ltd.

        658,975  

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        31,714   

KB Financial Group, Inc.

      $ 938,584  
22,739   

KIWOOM Securities Co., Ltd.

        1,836,379  
46,141   

KT Corp.

        920,853  
200,232   

Samsung Electronics Co., Ltd.

        9,786,107  
32,499   

Shinhan Financial Group Co., Ltd.

        815,505  
45,467   

SK Hynix, Inc.

        3,183,429  
71,351   

Tongyang Life Insurance Co., Ltd.

        179,381  
     

 

 

    

 

 

 
               19,893,760  
     

 

 

    

 

 

 
   Spain - 3.2%

 

461,545   

CaixaBank S.A.

        992,805  
115,031   

Cellnex Telecom S.A.(2)

        7,239,407  
10,310   

Iberdrola S.A.

        132,615  
742,288   

Iberdrola S.A.

        9,594,285  
286,681   

Industria de Diseno Textil S.A.

        7,596,443  
145,473   

Prosegur Cia de Seguridad S.A.

        386,579  
601,022   

Unicaja Banco S.A.*(2)

        334,702  
     

 

 

    

 

 

 
           26,276,836  
     

 

 

    

 

 

 
   Sweden - 1.4%

 

269,531   

Assa Abloy AB Class B

        5,950,218  
147,747   

Qliro Group AB*

        113,009  
182,687   

Sandvik AB*

        3,414,151  
9,281   

Spotify Technology S.A.*

        2,392,827  
     

 

 

    

 

 

 
           11,870,205  
     

 

 

    

 

 

 
   Switzerland - 8.5%

 

28,732   

Adecco Group AG

        1,357,698  
21,236   

Alcon, Inc.*

        1,283,488  
37,309   

GAM Holding AG*

        91,482  
7,271   

Geberit AG

        4,012,986  
3,892   

Implenia AG

        171,190  
90,310   

Julius Baer Group Ltd.*

        3,964,599  
18,289   

Kuehne + Nagel International AG*

        3,152,784  
35,731   

LafargeHolcim Ltd.*

        1,690,449  
6,249   

Lonza Group AG

        3,907,719  
35,313   

Nestle S.A.

        4,199,482  
141,202   

Novartis AG

        11,630,417  
3,715   

Partners Group Holding AG

        3,598,747  
21,376   

Roche Holding AG

        7,403,716  
11,002   

Schindler Holding AG

        2,796,545  
63,809   

Swiss Prime Site AG

        5,823,434  
9,904   

Swisscom AG

        5,264,622  
30,950   

Temenos AG

        4,573,862  
426,029   

UBS Group AG

        5,018,953  
     

 

 

    

 

 

 
           69,942,173  
     

 

 

    

 

 

 
   Taiwan - 5.8%

 

1,059,252   

Acer, Inc.*

        731,755  
2,208,911   

Cathay Financial Holding Co., Ltd.

        2,986,055  
1,152,056   

Chunghwa Telecom Co., Ltd.

        4,305,387  
1,440,699   

Compal Electronics, Inc.

        914,996  
771,172   

Formosa Chemicals & Fibre Corp.

        1,774,210  
1,014,208   

Formosa Plastics Corp.

        2,716,254  
309,148   

Foxconn Technology Co., Ltd.

        572,741  
314,000   

Hon Hai Precision Industry Co., Ltd.

        839,205  
2,388,178   

Innolux Corp.*

        676,397  
447,070   

MediaTek, Inc.

        10,675,162  
1,517,925   

Nan Ya Plastics Corp.

        3,165,352  
154,526   

Realtek Semiconductor Corp.

        1,971,469  
1,134,440   

Shin Kong Financial Holding Co., Ltd.*

        329,667  
464,879   

Taiwan Semiconductor Manufacturing Co., Ltd.

        6,765,662  
101,959   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

        8,043,546  
176,674   

TCI Co., Ltd.

        1,707,018  
     

 

 

    

 

 

 
           48,174,876  
     

 

 

    

 

 

 
   Thailand - 0.5%

 

1,572,469   

CP ALL PCL*

        3,441,706  

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

       

Market Value

 
$      175,084   

Kasikornbank PCL NVDR

      $ 456,234  
42,139   

Kasikornbank PCL

        110,456  
        

 

 

 
           4,008,396  
        

 

 

 
   Turkey - 0.1%

 

103,296   

Anadolu Efes Biracilik Ve Malt Sanayii AS

        286,131  
62,596   

Coca-Cola Icecek AS

        402,582  
        

 

 

 
           688,713  
        

 

 

 
   United Kingdom - 8.8%

 

74,932   

Anglo American plc

        1,813,960  
81,031   

AstraZeneca plc

        8,952,272  
581,121   

Aviva plc

        1,998,506  
411,878   

Babcock International Group plc

        1,551,661  
322,673   

BAE Systems plc

        2,067,979  
177,274   

Beazley plc

        965,686  
454,006   

BP plc

        1,644,185  
76,490   

British Land Co. plc REIT

        365,018  
467,669   

BT Group plc

        600,931  
616,358   

Centrica plc

        388,624  
125,701   

Compass Group plc

        1,729,545  
163,266   

Diageo plc

        5,974,004  
12,402   

Go-Ahead Group plc

             101,591  
117,820   

Halfords Group plc

        225,171  
396,253   

Hays plc

        564,219  
409,509   

J Sainsbury plc

        998,112  
340,444   

Kingfisher plc

        1,075,833  
51,701   

Land Securities Group plc REIT

        389,401  
2,613,913   

Lloyds Banking Group plc

        890,587  
230,981   

Marks & Spencer Group plc

        284,470  
42,945   

Mondi plc

        760,671  
615,023   

National Grid plc

        7,215,374  
110,461   

Pagegroup plc

        505,752  
121,595   

Provident Financial plc

        262,719  
120,022   

Prudential plc

        1,715,205  
50,316   

Reckitt Benckiser Group plc

        5,045,162  
203,811   

SIG plc

        74,920  
460,037   

Smith & Nephew plc

        9,079,962  
196,911   

Standard Chartered plc

        984,529  
71,770   

SThree plc

        238,625  
57,826   

Unilever N.V.

        3,416,955  
129,919   

Unilever plc

        7,736,024  
23,094   

Victrex plc

        563,506  
266,293   

WPP plc

        1,974,907  
        

 

 

 
           72,156,066  
        

 

 

 
   United States - 0.7%

 

727,000   

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

        283,530  
62,460   

DraftKings, Inc.(4)(5)

        2,038,070  
8,264   

EPAM Systems, Inc.*

        2,397,221  
5,907   

JAND, Inc. Class A(3)(4)(5)

        102,487  
25,014   

Ovintiv, Inc.(1)

        242,026  
16,188   

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

        616,110  
        

 

 

 
           5,679,444  
        

 

 

 
  

Total Common Stocks
(cost $740,721,594)

      $     789,801,656  
        

 

 

 

Exchange-Traded Funds - 0.1%

 

   Other Investment Pools & Funds - 0.1%

 

8,477   

iShares Core MSCI EAFE ETF

        494,718  
        

 

 

 
  

Total Exchange-Traded Funds
(cost $431,782)

      $ 494,718  
        

 

 

 

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)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        28,813   

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

      $ 15,674  
        

 

 

 
           23,157  
        

 

 

 
  

Total Escrows
(cost $—)

      $ 23,157  
        

 

 

 

Convertible Preferred Stocks - 0.5%

 

   United States - 0.5%

 

5,648   

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

        428,401  
135,133   

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

        1,095,929  
243,469   

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

        584,325  
13,926   

Honest Co., Inc. Series C*(3)(4)(5)

        486,714  
13,190   

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

        235,837  
38,688   

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

        329,235  
51,890   

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

        482,058  
15,711   

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

        265,987  
18,160   

We Co. Series D1*(3)(4)(5)

        142,193  
15,935   

We Co. Series D2*(3)(4)(5)

        124,771  
        

 

 

 
           4,175,450  
        

 

 

 
  

Total Convertible Preferred Stocks
(cost $3,785,690)

      $ 4,175,450  
        

 

 

 

Warrants - 0.0%

 

   United States - 0.0%

 

438   

DraftKings, Inc. Expires 04/23/25*(4)(5)

                 9,369  
        

 

 

 
  

Total Warrants
(cost $—)

      $ 9,369  
        

 

 

 

Rights - 0.1%

 

   Brazil - 0.0%

 

4,523   

B2W Cia Digital*

        6,069  
        

 

 

 
   Spain - 0.1%

 

115,031   

Cellnex Telecom S.A.*

        481,028  
        

 

 

 
  

Total Rights
(cost $—)

      $ 487,097  
        

 

 

 
  

Total Long-Term Investments
(cost $744,939,066)

      $   794,991,447  
        

 

 

 

Short-Term Investments - 2.5%

 

   Repurchase Agreements - 2.0%

 

16,752,324   

Fixed Income Clearing Corp. Repurchase agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $16,752,422; collateralized by U.S. Treasury Note 1.375%, maturing 04/30/2025, with a market value of $17,087,413

        16,752,324  
        

 

 

 
   Securities Lending Collateral - 0.5%

 

183,946   

Citibank NA DDCA, 0.09%, 8/3/2020(7)

        183,946  
214,645   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(7)

        214,645  
3,280,337   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(7)

        3,280,337  
        

 

 

 
           3,678,928  
        

 

 

 
  

Total Short-Term Investments
(cost $20,431,252)

      $ 20,431,252  
        

 

 

 

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

           

Market Value

 
  

Total Investments
(cost $765,370,318)

     99.1%      $ 815,422,699  
  

Other Assets and Liabilities

     0.9%        7,436,440  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   822,859,139  
     

 

 

    

 

 

 

 

Note:

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

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

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 July 31, 2020, the aggregate value of these securities was $22,848,546, representing 2.8% of net assets.

(3)

Investment valued using significant unobservable inputs.

(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 $7,248,173 or 0.9% of net assets.

 

            Period Acquired    Security Name    Shares/Par Value      Base Total Cost      Base Market Value  

06/2015

  

Airbnb, Inc. Series E Convertible Preferred

     5,648      $ 525,797      $ 428,401  

08/2011

  

Allstar Co.

     727,000        316,259        283,530  

11/2014

  

Coupang LLC Convertible Preferred

     135,133        420,685        1,095,929  

12/2014

  

DraftKings, Inc.

     62,460        256,475        2,038,070  

4/2020

  

DraftKings, Inc. Warrants

     438               9,369  

05/2014

  

Essence Group Holdings Corp. Series 3 Convertible Preferred

     243,469        384,997        584,325  

08/2014

  

Honest Co., Inc. Series C Convertible Preferred

     13,926        376,800        486,714  

04/2015

  

JAND, Inc. Class A

     5,907        67,844        102,487  

04/2015

  

JAND, Inc. Series D Convertible Preferred

     13,190        151,491        235,837  

07/2014

  

Lookout, Inc. Series F Convertible Preferred

     38,688        441,937        329,235  

04/2015

  

MarkLogic Corp. Series F Convertible Preferred

     51,890        602,661        482,058  

08/2014

  

One Kings Lane, Inc.

     46,766               7,483  

09/2015

  

Rubicon Global Holdings LLC Series C Convertible Preferred

     15,711        313,599        265,987  

11/2013

  

Tory Burch LLC

     16,188        1,268,749        616,110  

04/2017

  

Veracode, Inc.

     28,813               15,674  

12/2014

  

We Co. Series D1 Convertible Preferred

     18,160        302,385        142,193  

12/2014

  

We Co. Series D2 Convertible Preferred

     15,935        265,336        124,771  
        

 

 

    

 

 

 
         $ 5,695,015      $ 7,248,173  
        

 

 

    

 

 

 

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(5)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $7,248,173, which represented 0.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(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 July 31, 2020  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

SPI 200 Future

     122        09/17/20      $   12,808,589      $ (239,681
           

 

 

 
           

Total futures contracts

 

   $ (239,681
           

 

 

 

 

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:

SPI    Share Price Index

Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

GDR

   Global Depositary Receipt

MSCI

   Morgan Stanley Capital International

NVDR

   Non-Voting Depositary Receipt

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust

 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                       

Description

   Total     Level 1     Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 2,423,895     $ 2,423,895     $      $  

Australia

     10,664,221             10,664,221         

Austria

     785,973             785,973         

Belgium

     5,829,793             5,829,793         

Brazil

     20,175,861       20,175,861               

Canada

     43,293,866       43,293,866               

Chile

     1,796,270       1,796,270               

China

     80,903,178       19,712,204       61,190,974         

Cyprus

     2,676,827             2,676,827         

Denmark

     7,248,035       1,125,237       6,122,798         

Finland

     1,493,126             1,493,126         

France

     74,674,527       763,163       73,911,364         

Germany

     36,990,528             36,990,528         

Greece

     1,722,660             1,722,660         

Hong Kong

     27,347,871             27,347,871         

Hungary

     429,439             429,439         

India

     6,528,875             6,528,875         

Indonesia

     2,296,244             2,296,244         

Ireland

     13,624,919       145,108       13,479,811         

Italy

     13,647,287             13,647,287         

Japan

     105,621,433             105,621,433         

Luxembourg

     569,392             569,392         

Malaysia

     8,622,347             8,622,347         

Mexico

     3,267,496       3,267,496               

Monaco

     534,755       534,755               

Netherlands

     34,953,019       13,200,891       21,752,128         

New Zealand

     3,913,641             3,913,641         

Norway

     1,234,651             1,234,651         

Russia

     12,252,143       6,377,001       5,875,142         

South Africa

     5,588,915       915,552       4,673,363         

South Korea

     19,893,760             19,893,760         

Spain

     26,276,836             26,276,836         

Sweden

     11,870,205       2,392,827       9,477,378         

Switzerland

     69,942,173             69,942,173         

Taiwan

     48,174,876       8,043,546       40,131,330         

Thailand

     4,008,396       3,441,706       566,690         

Turkey

     688,713             688,713         

United Kingdom

     72,156,066       463,796       71,692,270         

United States

     5,679,444       2,639,247       2,038,070        1,002,127  

Exchange-Traded Funds

     494,718       494,718               

Escrows

     23,157                    23,157  

Convertible Preferred Stocks

     4,175,450                    4,175,450  

Warrants

     9,369             9,369         

Rights

     487,097       487,097               

Short-Term Investments

     20,431,252       3,678,928       16,752,324         
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ 815,422,699     $ 135,373,164     $ 674,848,801      $ 5,200,734  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (239,681   $ (239,681   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (239,681   $ (239,681   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

(1) For the period ended July 31, 2020, investments valued at $640,533 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input 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 period ended July 31, 2020 is not presented.

 

  The Hartford International Growth Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 97.8%

 

   Australia - 0.8%

 

$      247,703   

Goodman Group REIT

   $ 3,011,721  
     

 

 

 
   Brazil - 0.7%

 

27,964   

Pagseguro Digital Ltd. Class A*

     1,069,064  
27,721   

XP, Inc. Class A*

     1,289,026  
     

 

 

 
        2,358,090  
     

 

 

 
   Canada - 3.5%

 

86,627   

Algonquin Power & Utilities Corp.

     1,195,167  
16,466   

Canadian National Railway Co.

     1,608,430  
110,607   

Dollarama, Inc.

     4,044,594  
41,064   

Intact Financial Corp.

     4,483,332  
38,196   

Magna International, Inc.

     1,765,437  
     

 

 

 
        13,096,960  
     

 

 

 
   China - 16.4%

 

71,960   

Alibaba Group Holding Ltd. ADR*

     18,063,399  
204,631   

ANTA Sports Products Ltd.

     1,942,559  
1,839,400   

China Longyuan Power Group Corp. Ltd. Class H

     1,317,704  
6,376,150   

China Tower Corp. Ltd. Class H(1)

     1,160,006  
1,228,800   

CSPC Pharmaceutical Group Ltd.

     2,588,048  
158,030   

ENN Energy Holdings Ltd.

     1,915,601  
9,300   

Hangzhou Tigermed Consulting Co., Ltd. Class H

     121,205  
50,349   

Huazhu Group Ltd. ADR(2)

     1,728,481  
7,300   

Kweichow Moutai Co., Ltd. Class A

     1,755,706  
10,465   

New Oriental Education & Technology Group, Inc. ADR*

     1,467,193  
277,303   

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

     2,925,885  
361,855   

Shanghai International Airport Co., Ltd. Class A

     3,520,016  
133,648   

Shenzhou International Group Holdings Ltd.

     1,596,389  
77,278   

Sunny Optical Technology Group Co., Ltd.

     1,451,210  
25,720   

TAL Education Group ADR*

     2,010,532  
243,622   

Tencent Holdings Ltd.

     16,712,020  
45,341   

WuXi AppTec Co., Ltd. Class H(1)

     683,648  
     

 

 

 
        60,959,602  
     

 

 

 
   Denmark - 2.1%

 

33,104   

DSV Panalpina A/S

     4,529,802  
50,558   

Novo Nordisk A/S Class B

     3,317,240  
     

 

 

 
        7,847,042  
     

 

 

 
   France - 10.8%

 

37,584   

Accor S.A.*

     946,080  
19,606   

Airbus SE*

     1,435,081  
88,108   

AXA S.A.(2)

     1,767,771  
22,932   

Capgemini SE

     2,974,151  
63,138   

Cie de Saint-Gobain*

     2,335,792  
53,383   

Edenred(2)

     2,648,023  
118,471   

Engie S.A.*

     1,578,172  
4,143   

Kering S.A.

     2,347,780  
15,683   

L’Oreal S.A.

     5,263,652  
7,350   

LVMH Moet Hennessy Louis Vuitton SE

     3,196,097  
9,252   

Safran S.A.*

     983,966  
62,780   

Schneider Electric SE

     7,198,573  
18,157   

UBISOFT Entertainment S.A.*

     1,516,517  
69,626   

Worldline S.A.*(1)(2)

     5,989,879  
     

 

 

 
        40,181,534  
     

 

 

 
   Germany - 5.7%

 

12,018   

adidas AG*

     3,314,291  
11,907   

Beiersdorf AG

     1,421,762  
26,513   

Brenntag AG

     1,636,197  
13,045   

Deutsche Boerse AG

     2,373,457  
30,329   

Fresenius SE & Co. KGaA*

     1,513,226  
232,913   

Infineon Technologies AG

     5,938,204  

 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        11,435   

LEG Immobilien AG*

   $ 1,594,456  
8,014   

Volkswagen AG*

     1,173,065  
27,023   

Zalando SE*(1)

     1,950,796  
     

 

 

 
        20,915,454  
     

 

 

 
   Hong Kong - 3.1%

 

339,168   

AIA Group Ltd.

     3,058,257  
71,500   

Hong Kong Exchanges & Clearing Ltd.

     3,404,339  
123,174   

Link REIT

     955,716  
679,587   

Sands China Ltd.

     2,591,139  
148,783   

Techtronic Industries Co., Ltd.

     1,556,127  
     

 

 

 
        11,565,578  
     

 

 

 
   India - 0.3%

 

119,046   

ICICI Bank Ltd. ADR*

     1,117,842  
     

 

 

 
   Indonesia - 0.5%

 

831,100   

Bank Central Asia Tbk PT

     1,780,193  
     

 

 

 
   Ireland - 1.9%

 

55,985   

Experian plc

     1,955,562  
11,247   

ICON plc*

     2,085,869  
29,045   

James Hardie Industries plc

     599,469  
30,184   

Ryanair Holdings plc ADR*

     2,263,800  
     

 

 

 
        6,904,700  
     

 

 

 
   Italy - 1.6%

 

161,301   

Davide Campari-Milano N.V.(2)

     1,628,393  
17,642   

Ferrari N.V.

     3,179,673  
29,947   

Moncler S.p.A.*

     1,157,807  
     

 

 

 
        5,965,873  
     

 

 

 
   Japan - 9.5%

 

29,600   

Bandai Namco Holdings, Inc.

     1,634,581  
23,985   

Eisai Co., Ltd.

     1,935,747  
12,509   

GMO Payment Gateway, Inc.

     1,311,386  
29,100   

Hoya Corp.

     2,869,825  
15,178   

Keyence Corp.

     6,400,362  
89,100   

Komatsu Ltd.

     1,750,539  
63,480   

Mitsui Fudosan Co., Ltd. REIT

     992,444  
22,581   

Murata Manufacturing Co., Ltd.

     1,450,392  
53,170   

Nexon Co., Ltd.

     1,366,034  
42,600   

Recruit Holdings Co., Ltd.

     1,328,943  
11,492   

Shin-Etsu Chemical Co., Ltd.

     1,345,009  
5,860   

SMC Corp.

     3,079,717  
65,355   

SoftBank Group Corp.

     4,122,140  
16,219   

Sony Corp.

     1,260,135  
48,705   

Tokio Marine Holdings, Inc.

     2,056,566  
8,450   

Tokyo Electron Ltd.

     2,338,261  
     

 

 

 
        35,242,081  
     

 

 

 
   Netherlands - 5.3%

 

1,322   

Adyen N.V.*(1)

     2,206,624  
54,811   

AerCap Holdings N.V.*

     1,476,060  
10,190   

ASM International N.V.

     1,558,747  
23,168   

ASML Holding N.V.

     8,237,096  
19,400   

Heineken N.V.

     1,879,369  
44,890   

Koninklijke Philips N.V.*

     2,319,506  
23,255   

Wolters Kluwer N.V.

     1,831,512  
     

 

 

 
        19,508,914  
     

 

 

 
   New Zealand - 0.4%

 

113,416   

a2 Milk Co., Ltd.*

     1,556,929  
     

 

 

 
   Russia - 0.5%

 

30,306   

Yandex N.V. Class A*

     1,743,807  
     

 

 

 
   South Korea - 1.3%

 

101,013   

Samsung Electronics Co., Ltd.

     4,936,893  
     

 

 

 

 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Spain - 3.2%

 

$    138,631   

Cellnex Telecom S.A.(1)

   $ 8,724,659  
123,546   

Industria de Diseno Textil S.A.

     3,273,709  
     

 

 

 
        11,998,368  
     

 

 

 
   Sweden - 4.0%

 

140,741   

Alfa Laval AB*

     3,333,904  
72,036   

Assa Abloy AB Class B

     1,590,281  
34,890   

Atlas Copco AB Class A(2)

     1,548,818  
100,090   

EQT AB(2)

     2,366,199  
68,484   

Sandvik AB*

     1,279,865  
8,822   

Spotify Technology S.A.*

     2,274,488  
32,648   

Swedish Match AB

     2,515,487  
     

 

 

 
        14,909,042  
     

 

 

 
   Switzerland - 11.4%

 

36,779   

Alcon, Inc.*

     2,222,896  
68,225   

Julius Baer Group Ltd.*

     2,995,070  
9,611   

Kuehne + Nagel International AG*

     1,656,810  
23,410   

Logitech International S.A.

     1,707,721  
2,637   

Lonza Group AG

     1,649,009  
118,748   

Nestle S.A.

     14,121,714  
80,855   

Novartis AG

     6,659,802  
4,989   

Partners Group Holding AG

     4,832,880  
14,466   

Roche Holding AG

     5,010,393  
9,145   

Temenos AG

     1,351,469  
     

 

 

 
        42,207,764  
     

 

 

 
   Taiwan - 5.8%

 

307,000   

Accton Technology Corp.

     2,405,033  
296,875   

MediaTek, Inc.

     7,088,797  
819,214   

Taiwan Semiconductor Manufacturing Co., Ltd.

     11,922,511  
     

 

 

 
        21,416,341  
     

 

 

 
   United Kingdom - 8.6%

 

100,564   

Anglo American plc

     2,434,461  
7,305   

Aon plc Class A

     1,499,132  
87,612   

AstraZeneca plc

     9,679,338  
244,169   

BAE Systems plc

     1,564,855  
54,749   

Diageo plc

     2,003,300  
432,851   

Grainger plc

     1,641,488  
29,335   

IHS Markit Ltd.

     2,368,214  
66,538   

Intermediate Capital Group plc

     1,164,683  
19,060   

Intertek Group plc

     1,340,471  
27,586   

London Stock Exchange Group plc

     3,047,118  
133,380   

Segro plc REIT

     1,689,157  
83,362   

Smith & Nephew plc

     1,645,354  
32,554   

Unilever N.V.

     1,923,625  
     

 

 

 
        32,001,196  
     

 

 

 
   United States - 0.4%

 

6,996   

Accenture plc Class A

     1,572,561  
     

 

 

 
  

Total Common Stocks
(cost $272,279,583)

   $   362,798,485  
     

 

 

 

Exchange-Traded Funds - 0.4%

 

   Other Investment Pools & Funds - 0.4%

 

31,387   

iShares MSCI ACWI ex U.S. ETF(2)

   $ 1,411,787  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $1,222,690)

   $ 1,411,787  
     

 

 

 

Rights - 0.1%

 

   Spain - 0.1%

 

138,631   

Cellnex Telecom S.A.*

     579,717  
     

 

 

 
  

Total Rights
(cost $—)

   $ 579,717  
     

 

 

 

 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

          Market Value  
  

Total Long-Term Investments
(cost $273,502,273)

      $     364,789,989  
        

 

 

 

Short-Term Investments - 2.9%

     
   Repurchase Agreements - 1.2%      
4,552,846   

Fixed Income Clearing Corp Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $4,552,873; collateralized by U.S. Treasury Note at 2.625%, maturing 12/31/2025, with a market value of $4,644,015.

      $ 4,552,846  
        

 

 

 
   Securities Lending Collateral - 1.7%      
306,420   

Citibank NA DDCA, 0.09%, 8/3/2020(3)

        306,420  
357,557   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3)

        357,557  
5,464,417   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(3)

        5,464,417  
        

 

 

 
           6,128,394  
        

 

 

 
  

Total Short-Term Investments
(cost $10,681,240)

      $ 10,681,240  
        

 

 

 
  

Total Investments
(cost $284,183,513)

     101.2%      $ 375,471,229  
  

Other Assets and Liabilities

     (1.2)%        (4,371,028
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 371,100,201  
     

 

 

    

 

 

 

 

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 July 31, 2020, the aggregate value of these securities was $20,715,612, representing 5.6% 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    All Country World Index
ADR    American Depositary Receipt
DDCA    Dollars on Deposit in Custody Account
ETF    Exchange-Traded Fund
MSCI    Morgan Stanley Capital International
PT    Perseroan Terbatas
REIT    Real Estate Investment Trust

 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                       

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 3,011,721      $      $ 3,011,721      $  

Brazil

     2,358,090        2,358,090                

Canada

     13,096,960        13,096,960                

China

     60,959,602        23,390,810        37,568,792         

Denmark

     7,847,042               7,847,042         

France

     40,181,534               40,181,534         

Germany

     20,915,454               20,915,454         

Hong Kong

     11,565,578               11,565,578         

India

     1,117,842        1,117,842                

Indonesia

     1,780,193               1,780,193         

Ireland

     6,904,700        4,349,669        2,555,031         

Italy

     5,965,873        1,575,884        4,389,989         

Japan

     35,242,081               35,242,081         

Netherlands

     19,508,914        7,393,565        12,115,349         

New Zealand

     1,556,929               1,556,929         

Russia

     1,743,807        1,743,807                

South Korea

     4,936,893               4,936,893         

Spain

     11,998,368               11,998,368         

Sweden

     14,909,042        2,274,488        12,634,554         

Switzerland

     42,207,764               42,207,764         

Taiwan

     21,416,341               21,416,341         

United Kingdom

     32,001,196        3,867,346        28,133,850         

United States

     1,572,561        1,572,561                

Exchange-Traded Funds

     1,411,787        1,411,787                

Rights

     579,717        579,717                

Short-Term Investments

     10,681,240        6,128,394        4,552,846         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     375,471,229      $     70,860,920      $     304,610,309      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 

Common Stocks - 98.3%

 

   Argentina - 1.2%

 

$          39,496   

MercadoLibre, Inc.*

      $ 44,417,992  
        

 

 

 
   Australia - 1.9%

 

1,816,348   

Australia & New Zealand Banking Group Ltd.

        23,068,876  
1,184,913   

Goodman Group REIT

        14,406,879  
8,877,265   

Sydney Airport

                 33,248,338  
        

 

 

 
           70,724,093  
        

 

 

 
   Belgium - 1.2%

 

234,386   

KBC Group N.V.

        13,363,837  
255,087   

UCB S.A.

        32,776,576  
        

 

 

 
           46,140,413  
        

 

 

 
   Brazil - 1.2%

 

3,118,424   

Localiza Rent a Car S.A.

        30,439,687  
326,902   

XP, Inc. Class A*

        15,200,943  
        

 

 

 
           45,640,630  
        

 

 

 
   Canada - 4.8%

 

1,116,234   

Alimentation Couche-Tard, Inc. Class B

        38,792,559  
1,401,925   

Barrick Gold Corp.

        40,515,522  
1,423,855   

Brookfield Asset Management, Inc. Class A

        45,986,015  
546,322   

Canadian National Railway Co.

        53,365,762  
        

 

 

 
           178,659,858  
        

 

 

 
   China - 16.6%

 

294,700   

Alibaba Group Holding Ltd.*

        9,246,518  
523,886   

Alibaba Group Holding Ltd. ADR*

        131,505,864  
540,600   

Autobio Diagnostics Co., Ltd. Class A

        12,603,405  
886,300   

China International Travel Service Corp. Ltd. Class A

        30,883,900  
3,618,084   

ENN Energy Holdings Ltd.

        43,857,525  
3,283,497   

Han’s Laser Technology Industry Group Co., Ltd. Class A

        18,811,088  
832,691   

Hangzhou Tigermed Consulting Co., Ltd. Class A

        12,847,672  
329,900   

Hangzhou Tigermed Consulting Co., Ltd. Class H

        4,299,503  
2,021,800   

Hualan Biological Engineering, Inc. Class A

        18,821,869  
8,640,101   

Kingdee International Software Group Co., Ltd.*

        23,897,030  
1,431,090   

Meituan Dianping Class B*

        35,414,456  
251,635   

New Oriental Education & Technology Group, Inc. ADR*

        35,279,227  
1,173,346   

Shanghai International Airport Co., Ltd. Class A

        11,413,956  
575,600   

Shenzhen Kangtai Biological Products Co., Ltd. Class A*

        18,560,692  
231,514   

TAL Education Group ADR*

        18,097,449  
2,201,592   

Tencent Holdings Ltd.

        151,025,147  
1,009,645   

WuXi AppTec Co., Ltd. Class H(1)(2)

        15,223,341  
1,166,500   

Wuxi Biologics Cayman, Inc.*(2)

        24,081,042  
        

 

 

 
           615,869,684  
        

 

 

 
   Denmark - 3.0%

 

105,616   

Ascendis Pharma A/S ADR*

        14,533,818  
288,225   

DSV Panalpina A/S

        39,439,403  
67,326   

Genmab A/S*

        23,174,042  
141,676   

Orsted A/S(2)

        20,192,365  
113,711   

Vestas Wind Systems A/S

        14,576,040  
        

 

 

 
           111,915,668  
        

 

 

 
   France - 10.8%

 

734,141   

Airbus SE*

        53,736,180  
1,792,625   

AXA S.A.(1)

        35,966,669  
700,940   

BNP Paribas S.A.*

        28,278,553  
775,832   

Edenred

        38,484,551  
151,259   

L’Oreal S.A.(1)

        50,766,738  
217,327   

Safran S.A.*

        23,113,102  
292,879   

Schneider Electric SE(1)

        33,582,525  
1,180,934   

Total S.A.

        44,690,909  
370,523   

Vinci S.A.(1)

        31,889,087  

 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$    672,372   

Worldline S.A.*(2)

      $     57,843,719  
        

 

 

 
           398,352,033  
        

 

 

 
   Germany - 6.3%

 

214,578   

adidas AG*

        59,175,728  
278,613   

Allianz SE

        57,805,026  
2,823,825   

Infineon Technologies AG

        71,994,475  
628,429   

Zalando SE*(2)

        45,366,423  
        

 

 

 
           234,341,652  
        

 

 

 
   Hong Kong - 2.5%

 

3,261,632   

AIA Group Ltd.

        29,409,936  
1,986,415   

Link REIT

        15,412,739  
4,491,735   

Techtronic Industries Co., Ltd.

        46,979,213  
        

 

 

 
           91,801,888  
        

 

 

 
   Ireland - 2.1%

 

1,180,417   

CRH plc

        42,630,042  
1,054,990   

Experian plc

                 36,850,914  
        

 

 

 
           79,480,956  
        

 

 

 
   Italy - 1.5%

 

300,490   

Ferrari N.V.

        53,732,014  
        

 

 

 
   Japan - 12.8%

 

212,100   

Daiichi Sankyo Co., Ltd.

        18,767,999  
201,420   

Daikin Industries Ltd.

        35,439,138  
268,900   

Eisai Co., Ltd.

        21,701,993  
1,290,200   

KDDI Corp.

        41,025,057  
142,020   

Keyence Corp.

        59,887,962  
854,135   

Nexon Co., Ltd.

        21,944,277  
196,300   

Oriental Land Co., Ltd.

        23,682,147  
1,286,170   

Recruit Holdings Co., Ltd.

        40,123,153  
61,186   

Shiseido Co., Ltd.

        3,409,050  
755,100   

SoftBank Group Corp.

        47,626,476  
307,425   

Sysmex Corp.

        23,639,930  
416,840   

Terumo Corp.

        15,769,495  
1,318,244   

Tokio Marine Holdings, Inc.

        55,662,792  
145,200   

Tokyo Electron Ltd.

        40,179,344  
544,300   

Unicharm Corp.

        24,620,213  
        

 

 

 
           473,479,026  
        

 

 

 
   Netherlands - 2.0%

 

395,115   

AerCap Holdings N.V.*

        10,640,447  
77,900   

Argenx SE ADR*

        17,927,127  
129,538   

ASML Holding N.V.

        46,055,633  
        

 

 

 
           74,623,207  
        

 

 

 
   Russia - 0.8%

 

480,809   

Yandex N.V. Class A*

        27,665,750  
        

 

 

 
   South Korea - 1.4%

 

1,077,539   

Samsung Electronics Co., Ltd.

        52,663,469  
        

 

 

 
   Spain - 4.8%

 

16,053,310   

CaixaBank S.A.

        34,531,431  
1,115,687   

Cellnex Telecom S.A.(2)

        70,215,091  
128,343   

Iberdrola S.A.

        1,650,904  
5,570,070   

Iberdrola S.A.

        71,994,749  
        

 

 

 
           178,392,175  
        

 

 

 
   Sweden - 1.5%

 

2,150,465   

Sandvik AB*

        40,189,024  
61,335   

Spotify Technology S.A.*

        15,813,390  
        

 

 

 
           56,002,414  
        

 

 

 
   Switzerland - 6.2%

 

72,944   

Lonza Group AG

        45,614,439  
462,936   

Nestle S.A.

        55,053,137  
656,899   

Novartis AG

        54,106,948  
27,242   

Partners Group Holding AG

        26,389,521  

 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

       

Market Value

 
$     135,261   

Roche Holding AG

      $ 46,848,526  
        

 

 

 
           228,012,571  
        

 

 

 
   Taiwan - 3.0%

 

1,667,057   

MediaTek, Inc.

        39,806,077  
4,897,044   

Taiwan Semiconductor Manufacturing Co., Ltd.

        71,269,607  
        

 

 

 
           111,075,684  
        

 

 

 
   United Arab Emirates - 0.2%

 

1,089,065   

Network International Holdings plc*(2)

        5,748,383  
        

 

 

 
   United Kingdom - 12.3%

 

3,295,156   

Anglo American plc

        79,769,387  
518,262   

AstraZeneca plc

        57,257,373  
24,383,682   

Barclays plc

        31,613,354  
512,301   

Berkeley Group Holdings plc

        29,724,137  
1,414,718   

Diageo plc

        51,765,408  
1,537,679   

Intermediate Capital Group plc

        26,915,570  
372,465   

London Stock Exchange Group plc

             41,142,055  
1,201,072   

Rio Tinto plc

        73,111,873  
4,955,203   

Segro plc REIT

        62,753,900  
        

 

 

 
           454,053,057  
        

 

 

 
   United States - 0.2%

 

179,480   

Royalty Pharma plc Class A*

        7,726,614  
        

 

 

 
  

Total Common Stocks
(cost $2,902,255,631)

      $ 3,640,519,231  
        

 

 

 

Rights - 0.1%

 

   Spain - 0.1%

 

997,194   

Cellnex Telecom S.A.*

        4,169,991  
        

 

 

 
  

Total Rights
(cost $—)

      $ 4,169,991  
        

 

 

 

Exchange-Traded Funds - 0.0%

 

   Other Investment Pools & Funds - 0.0%

 

12,991   

iShares MSCI ACWI ex U.S. ETF(1)

        584,335  
        

 

 

 
  

Total Exchange-Traded Funds
(cost $462,350)

      $ 584,335  
        

 

 

 

Preferred Stocks - 0.6%

 

   Brazil - 0.6%

 

3,791,800   

Itau Unibanco Holding S.A. *

        19,545,773  
        

 

 

 
  

Total Preferred Stocks
(cost $18,342,044)

      $ 19,545,773  
        

 

 

 
  

Total Long-Term Investments
(cost $2,921,060,025)

      $     3,664,819,330  
        

 

 

 

Short-Term Investments - 0.4%

 

   Repurchase Agreements - 0.4%

 

13,372,689   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $13,372,767; collateralized by U.S. Treasury Note at 0.250%, maturing 07/31/2025, with a market value of $13,640,144.

        13,372,689  
        

 

 

 
   Securities Lending Collateral - 0.0%

 

54,887   

Citibank NA DDCA, 0.09%, 8/3/2020(3)

        54,887  
64,047   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3)

        64,047  
978,802   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(3)

        978,802  
        

 

 

 
           1,097,736  
        

 

 

 
  

Total Short-Term Investments
(cost $14,470,425)

      $ 14,470,425  
        

 

 

 

 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

           

Market Value

 
  

Total Investments
(cost $2,935,530,450)

     99.4%      $ 3,679,289,755  
  

Other Assets and Liabilities

     0.6%        23,643,054  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   3,702,932,809  
     

 

 

    

 

 

 

 

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 July 31, 2020, the aggregate value of these securities was $238,670,364, representing 6.4% of net assets.

(3)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                
Currency Abbreviations:                                                                                                                    
USD    United States Dollar
Other Abbreviations:                                                                                                                         
ACWI    All Country World Index
ADR    American Depositary Receipt
DDCA    Dollars on Deposit in Custody Account
ETF    Exchange-Traded Fund
MSCI    Morgan Stanley Capital International
REIT    Real Estate Investment Trust

 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                   

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 44,417,992      $ 44,417,992      $      $  

Australia

     70,724,093               70,724,093         

Belgium

     46,140,413               46,140,413         

Brazil

     45,640,630        45,640,630                

Canada

     178,659,858        178,659,858                

China

     615,869,684        189,182,043        426,687,641         

Denmark

     111,915,668        34,726,183        77,189,485         

France

     398,352,033               398,352,033         

Germany

     234,341,652               234,341,652         

Hong Kong

     91,801,888               91,801,888         

Ireland

     79,480,956               79,480,956         

Italy

     53,732,014               53,732,014         

Japan

     473,479,026               473,479,026         

Netherlands

     74,623,207        28,567,574        46,055,633         

Russia

     27,665,750        27,665,750                

South Korea

     52,663,469               52,663,469         

Spain

     178,392,175               178,392,175         

Sweden

     56,002,414        15,813,390        40,189,024         

Switzerland

     228,012,571               228,012,571         

Taiwan

     111,075,684               111,075,684         

United Arab Emirates

     5,748,383               5,748,383         

United Kingdom

     454,053,057               454,053,057         

United States

     7,726,614        7,726,614                

Rights

     4,169,991        4,169,991                

Exchange-Traded Funds

     584,335        584,335                

Preferred Stocks

     19,545,773        19,545,773                

Short-Term Investments

     14,470,425        1,097,736        13,372,689         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,679,289,755      $     597,797,869      $     3,081,491,886      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  The Hartford International Value Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks—96.7%

 

   Argentina - 0.2%

 

$    395,112   

YPF S.A. ADR*

   $ 2,461,548  
     

 

 

 
   Australia - 0.6%

 

3,401,547   

Resolute Mining Ltd.*

     3,250,501  
2,606,674   

Western Areas Ltd.

     4,471,465  
     

 

 

 
        7,721,966  
     

 

 

 
   Austria - 0.6%

 

205,779   

Erste Group Bank AG*

     4,606,001  
477,195   

Zumtobel Group AG

     3,637,393  
     

 

 

 
        8,243,394  
     

 

 

 
   Belgium - 1.3%

 

198,517   

Ageas S.A.

     7,431,693  
728,035   

AGFA-Gevaert N.V.*

     2,951,562  
255,061   

bpost S.A.*

     1,659,029  
265,838   

Orange Belgium S.A.

     4,451,091  
     

 

 

 
        16,493,375  
     

 

 

 
   Canada - 4.4%

 

1,361,084   

Advantage Oil & Gas Ltd.*

     1,625,842  
730,553   

ARC Resources Ltd.

     3,103,398  
552,013   

Barrick Gold Corp.

     15,953,132  
431,346   

Cameco Corp.

     4,386,078  
503,858   

Centerra Gold, Inc.

     6,319,620  
437,577   

Eldorado Gold Corp.*

     5,509,094  
578,520   

IAMGOLD Corp.*(1)

     2,881,030  
819,069   

Kinross Gold Corp.*

     7,674,676  
354,099   

Northern Dynasty Minerals Ltd.*

     568,377  
337,119   

Tourmaline Oil Corp.

     3,427,945  
1,941,254   

Trican Well Service Ltd.*

     1,318,856  
850,833   

Uranium Participation Corp.*

     3,118,885  
     

 

 

 
        55,886,933  
     

 

 

 
   China - 2.0%

 

13,643,732   

361 Degrees International Ltd.

     1,920,361  
4,872,762   

AMVIG Holdings Ltd.

     842,483  
16,876,704   

China BlueChemical Ltd. Class H

     2,485,274  
9,223,713   

China Machinery Engineering Corp. Class H

     2,239,481  
27,818,834   

China Telecom Corp. Ltd. Class H

     8,260,126  
16,090,580   

Daphne International Holdings Ltd.*

     394,216  
13,626,541   

Dongfeng Motor Group Co., Ltd. Class H

     9,754,997  
     

 

 

 
        25,896,938  
     

 

 

 
   Denmark - 1.6%

 

10,995   

AP Moller - Maersk A/S Class B

     14,155,315  
388,187   

D/S Norden A/S

     5,861,465  
21,222   

Drilling Co.*

     487,282  
     

 

 

 
        20,504,062  
     

 

 

 
   Finland - 1.2%

 

3,180,317   

Nokia Oyj

     15,265,909  
     

 

 

 
   France - 11.5%

 

523,748   

AXA S.A.

     10,508,317  
359,957   

BNP Paribas S.A.*

     14,522,018  
552,199   

Cie de Saint-Gobain*

     20,428,621  
287,410   

Criteo S.A. ADR*

     3,934,643  
5,320   

Dassault Aviation S.A.*

     4,362,562  
1,084,982   

Engie S.A.*

     14,453,224  
139,367   

Imerys S.A.

     5,163,643  
362,996   

Metropole Television S.A.*

     4,383,890  
280,347   

Quadient

     4,144,812  
219,322   

Renault S.A.*

     5,212,239  
883,684   

Rexel S.A.*

     10,488,144  
188,951   

SCOR SE*

     4,863,027  

 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    489,117   

Societe Generale S.A.*

   $ 7,530,111  
13,523   

Sopra Steria Group*

     2,019,308  
960,725   

Television Francaise 1 S.A.*

     5,511,220  
625,663   

Total S.A.

     23,677,401  
116,697   

Vicat S.A.

     3,848,972  
     

 

 

 
        145,052,152  
     

 

 

 
   Germany - 2.1%

 

964,492   

CECONOMY AG*

     3,437,303  
347,564   

Daimler AG

     15,196,893  
103,114   

Hamburger Hafen und Logistik AG

     1,780,895  
208,172   

Metro AG

     1,899,233  
351,506   

Salzgitter AG*

     4,772,330  
     

 

 

 
        27,086,654  
     

 

 

 
   Greece - 0.5%

 

434,518   

Hellenic Telecommunications Organization S.A.

     6,393,294  
     

 

 

 
   Hong Kong - 3.0%

 

1,496,904   

China Mobile Ltd.

     10,218,069  
16,973,268   

China Unicom Hong Kong Ltd.

     9,440,974  
1,221,640   

CK Asset Holdings Ltd.

     6,783,362  
1,147,563   

Dah Sing Financial Holdings Ltd.

     3,171,246  
135,352,472   

G-Resources Group Ltd.*

     855,499  
37,593,276   

Pacific Basin Shipping Ltd.

     4,615,927  
5,242,306   

PAX Global Technology Ltd.

     2,441,097  
     

 

 

 
        37,526,174  
     

 

 

 
   Hungary - 0.3%

 

3,443,273   

Magyar Telekom Telecommunications plc

     4,340,459  
     

 

 

 
   India - 0.8%

 

1,650,836   

Canara Bank*

     2,241,035  
621,372   

NTPC Ltd.

     721,198  
4,284,206   

Oil & Natural Gas Corp. Ltd.

     4,479,702  
1,283,913   

Zee Entertainment Enterprises Ltd.

     2,374,072  
     

 

 

 
        9,816,007  
     

 

 

 
   Indonesia - 0.3%

 

6,489,715   

Bank Mandiri Persero Tbk PT

     2,579,336  
21,872,467   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

     1,489,485  
     

 

 

 
        4,068,821  
     

 

 

 
   Ireland - 0.9%

 

4,302,419   

AIB Group plc*

     5,395,767  
3,017,579   

Bank of Ireland Group plc*

     6,269,290  
     

 

 

 
        11,665,057  
     

 

 

 
   Italy - 2.8%

 

441,764   

Assicurazioni Generali S.p.A.

     6,633,393  
677,223   

BPER Banca*

     1,719,112  
1,450,521   

Eni S.p.A.

     12,920,961  
1,604,190   

Saipem S.p.A.

     3,435,524  
1,229,465   

UniCredit S.p.A.*

     11,283,955  
     

 

 

 
        35,992,945  
     

 

 

 
   Japan - 30.2%

 

180,369   

Aisan Industry Co., Ltd.

     751,112  
394,291   

Avex, Inc.

     3,161,338  
36,493   

Benesse Holdings, Inc.

     951,740  
244,447   

Canon, Inc.

     3,933,767  
38,213   

Cawachi Ltd.

     1,148,711  
617,400   

Chiyoda Corp.*

     1,477,900  
147,636   

Chubu Steel Plate Co., Ltd.

     1,014,303  
1,644,667   

Citizen Watch Co., Ltd.

     4,482,813  
70,898   

CMIC Holdings Co., Ltd.

     817,083  
312,254   

Cosel Co., Ltd.

     2,413,694  
618,173   

Dai-ichi Life Holdings, Inc.

     7,292,211  
456,023   

DeNA Co., Ltd.

     5,144,329  
76,410   

Eisai Co., Ltd.

     6,166,788  

 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    123,956   

Enplas Corp.

   $ 2,461,086  
262,530   

EPS Holdings, Inc.

     2,259,121  
357,329   

Exedy Corp.

     4,412,523  
299,684   

Fuji Media Holdings, Inc.

     2,639,887  
45,052   

Fujitsu Ltd.

     6,032,245  
631,556   

Funai Electric Co., Ltd.*

     2,909,227  
98,394   

Gendai Agency, Inc.

     245,208  
1,697,540   

Gree, Inc.

     6,997,822  
986,226   

Hino Motors Ltd.

     5,686,894  
315,122   

Hisaka Works Ltd.

     2,138,188  
816,764   

Honda Motor Co., Ltd.

     19,912,587  
412,386   

Ichiyoshi Securities Co., Ltd.

     1,499,843  
1,267,997   

Inpex Corp.

     7,237,743  
660,158   

Isuzu Motors Ltd.

     5,384,579  
125,269   

Japan Petroleum Exploration Co., Ltd.

     2,034,534  
477,548   

Japan Steel Works Ltd.

     6,807,064  
698,697   

JGC Holdings Corp.

     7,069,456  
289,091   

JSR Corp.

     6,303,719  
403,911   

Kyoei Steel Ltd.

     4,802,477  
352,773   

Maxell Holdings Ltd.

     3,031,233  
31,347   

Melco Holdings, Inc.

     780,875  
124,893   

Miraial Co., Ltd.

     1,208,465  
511,721   

Mitsubishi Estate Co., Ltd.

     7,351,019  
159,859   

Mitsubishi Heavy Industries Ltd.

     3,718,893  
1,335,593   

Mitsubishi Motors Corp.

     2,631,784  
4,149,867   

Mitsubishi UFJ Financial Group, Inc.

     15,550,871  
598,667   

Nakayama Steel Works Ltd.

     1,896,609  
203,023   

Neturen Co., Ltd.

     907,222  
799,358   

Nichicon Corp.

     5,052,345  
622,390   

Nikon Corp.

     4,351,390  
346,585   

Nippon Chemi-Con Corp.*

     5,507,950  
568,665   

Nippon Television Holdings, Inc.

     6,153,231  
547,399   

Nishimatsuya Chain Co., Ltd.

     5,520,955  
1,611,054   

Nissan Motor Co., Ltd.

     5,510,712  
146,006   

Nitto Denko Corp.

     8,275,685  
602,856   

NOK Corp.

     6,567,021  
1,514,080   

Nomura Holdings, Inc.

     7,125,521  
155,669   

OKUMA Corp.

     6,013,858  
157,002   

Pacific Metals Co., Ltd.

     2,212,848  
2,667,713   

Resona Holdings, Inc.

     8,745,487  
246,611   

Sanyo Shokai Ltd.

     1,290,804  
130,545   

Shimamura Co., Ltd.

     9,077,922  
531,076   

Sumitomo Mitsui Financial Group, Inc.

     14,151,282  
338,631   

Sumitomo Mitsui Trust Holdings, Inc.

     8,694,045  
370,999   

Sumitomo Riko Co., Ltd.

     1,736,168  
1,471,325   

T&D Holdings, Inc.

     12,111,185  
308,263   

Tachi-S Co., Ltd.

     2,456,899  
493,146   

Takeda Pharmaceutical Co., Ltd.

     17,884,830  
234,276   

THK Co., Ltd.

     5,519,602  
1,000,081   

Tochigi Bank Ltd.

     1,467,376  
469,371   

Tokai Rika Co., Ltd.

     5,870,623  
199,709   

Tokyo Seimitsu Co., Ltd.

     6,381,941  
925,802   

Tokyo Steel Manufacturing Co., Ltd.

     5,228,894  
421,078   

Toppan Forms Co., Ltd.

     3,976,897  
83,770   

Toshiba Machine Co., Ltd.

     1,569,541  
471,520   

Toyo Engineering Corp.*

     1,360,704  
185,744   

Toyoda Gosei Co., Ltd.

     3,642,161  
358,553   

Toyota Boshoku Corp.

     4,194,503  
370,669   

TV Asahi Holdings Corp.

     5,068,897  
482,696   

Unipres Corp.

     3,613,451  
350,624   

Ushio, Inc.

     4,123,030  
483,876   

Xebio Holdings Co., Ltd.

     3,118,026  
302,421   

Yamato Kogyo Co., Ltd.

     6,169,447  
74,150   

Yodogawa Steel Works Ltd.

     1,224,568  

 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,536,119   

Z Holdings Corp.

   $ 8,168,671  
     

 

 

 
        381,805,433  
     

 

 

 
   Luxembourg - 0.5%

 

179,333   

RTL Group S.A.*

     5,917,066  
     

 

 

 
   Malaysia - 0.4%

 

6,156,407   

CIMB Group Holdings Bhd

     5,224,414  
     

 

 

 
   Monaco - 0.4%

 

209,385   

Endeavour Mining Corp.*

     5,641,647  
     

 

 

 
   Netherlands - 4.0%

 

929,615   

ABN Amro Bank N.V.(2)

     7,721,200  
402,903   

Fugro N.V.*

     1,622,592  
1,853,924   

ING Groep N.V.

     12,927,190  
2,816,241   

PostNL N.V.

     6,907,512  
1,530,569   

Royal Dutch Shell plc Class B

     21,483,764  
     

 

 

 
        50,662,258  
     

 

 

 
   Norway - 1.0%

 

266,819   

Equinor ASA

     4,000,455  
3,091,742   

Norsk Hydro ASA*

     8,733,325  
     

 

 

 
        12,733,780  
     

 

 

 
   Russia - 1.9%

 

1,287,758   

Gazprom PJSC ADR

     6,225,183  
32,965   

LUKOIL PJSC ADR

     2,236,193  
363,540   

Sberbank of Russia PJSC ADR

     4,313,876  
1,125,207   

Surgutneftegas PJSC ADR

     5,570,285  
3,162,252   

VEON Ltd.

     5,344,206  
     

 

 

 
        23,689,743  
     

 

 

 
   South Africa - 1.9%

 

605,113   

Gold Fields Ltd.

     8,002,075  
1,001,861   

Harmony Gold Mining Co., Ltd. ADR*

     6,462,003  
310,043   

Impala Platinum Holdings Ltd.

     2,767,760  
760,826   

MTN Group Ltd.

     2,661,152  
6,440,585   

Nampak Ltd.*

     442,410  
2,114,894   

Raubex Group Ltd.

     3,130,198  
     

 

 

 
        23,465,598  
     

 

 

 
   South Korea - 3.2%

 

830,339   

DGB Financial Group, Inc.

     3,598,123  
313,225   

Hankook Tire & Technology Co., Ltd.

     6,859,208  
333,763   

KB Financial Group, Inc.

     9,877,805  
462,070   

KT Corp.

     9,221,707  
342,041   

Shinhan Financial Group Co., Ltd.

     8,582,913  
728,852   

Tongyang Life Insurance Co., Ltd.

     1,832,379  
     

 

 

 
        39,972,135  
     

 

 

 
   Spain - 1.4%

 

4,735,752   

CaixaBank S.A.

     10,186,827  
1,535,198   

Prosegur Cia de Seguridad S.A.

     4,079,625  
6,116,200   

Unicaja Banco S.A.*(2)

     3,406,038  
     

 

 

 
        17,672,490  
     

 

 

 
   Sweden - 0.1%

 

1,568,453   

Qliro Group AB*

     1,199,682  
     

 

 

 
   Switzerland - 4.7%

 

303,819   

Adecco Group AG

     14,356,621  
381,021   

GAM Holding AG*

     934,263  
40,468   

Implenia AG

     1,779,991  
125,331   

Julius Baer Group Ltd.*

     5,502,016  
365,441   

LafargeHolcim Ltd.*

     17,289,173  
1,615,363   

UBS Group AG

     19,030,232  
     

 

 

 
        58,892,296  
     

 

 

 
   Taiwan - 2.6%

 

10,822,559   

Acer, Inc.*

     7,476,465  
14,418,115   

Compal Electronics, Inc.

     9,157,029  

 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    3,157,396   

Foxconn Technology Co., Ltd.

   $ 5,849,533  
24,379,747   

Innolux Corp.*

     6,905,011  
11,556,633   

Shin Kong Financial Holding Co., Ltd.*

     3,358,349  
     

 

 

 
        32,746,387  
     

 

 

 
   Thailand - 0.5%

 

1,688,985   

Kasikornbank PCL NVDR

     4,401,159  
559,187   

Kasikornbank PCL

     1,465,755  
     

 

 

 
        5,866,914  
     

 

 

 
   Turkey - 0.6%

 

1,123,352   

Anadolu Efes Biracilik Ve Malt Sanayii AS

     3,111,694  
645,974   

Coca-Cola Icecek AS

     4,154,546  
     

 

 

 
        7,266,240  
     

 

 

 
   United Kingdom - 9.0%

 

423,720   

Anglo American plc

     10,257,446  
1,355,717   

Babcock International Group plc

     5,107,370  
4,721,484   

BP plc

     17,098,873  
781,163   

British Land Co. plc REIT

     3,727,793  
4,693,140   

BT Group plc

     6,030,449  
6,295,128   

Centrica plc

     3,969,182  
128,186   

Go-Ahead Group plc

     1,050,039  
1,188,041   

Halfords Group plc

     2,270,513  
4,080,963   

Hays plc

     5,810,824  
4,195,052   

J Sainsbury plc

     10,224,760  
3,477,080   

Kingfisher plc

     10,987,884  
527,992   

Land Securities Group plc REIT

     3,976,725  
2,359,096   

Marks & Spencer Group plc

     2,905,404  
1,163,171   

Pagegroup plc

     5,325,646  
1,254,355   

Provident Financial plc

     2,710,172  
1,758,395   

SIG plc

     646,381  
2,018,740   

Standard Chartered plc

     10,093,433  
734,217   

SThree plc

     2,441,169  
1,209,618   

WPP plc

     8,970,882  
     

 

 

 
        113,604,945  
     

 

 

 
   United States - 0.2%

 

259,777   

Ovintiv, Inc.

     2,513,502  
     

 

 

 
  

Total Common Stocks
(cost $1,519,251,942)

   $   1,223,290,218  
     

 

 

 

Short-Term Investments - 4.4%

 

   Repurchase Agreements - 2.0%

 

24,803,314   

Fixed Income Clearing Corp. Repurchase Agreement dated
07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of
$157,235; collateralized by U.S. Treasury Note 2.875%, maturing
11/30/2025, with a market value of $160,466

     24,803,314  
     

 

 

 
   Securities Lending Collateral - 2.4%

 

1,525,103   

Citibank NA DDCA, 0.09%, 8/3/2020(3)

     1,525,103  
1,779,625   

Fidelity Investments Money Market Funds, Government Portfolio,
Institutional Class, 0.09%(3)

     1,779,625  
27,197,339   

Goldman Sachs Financial Square Funds, Government Fund, Institutional
Class, 0.13%(3)

     27,197,339  
     

 

 

 
        30,502,067  
     

 

 

 
  

Total Short-Term Investments
(cost $55,305,381)

   $ 55,305,381  
     

 

 

 

 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments
(cost $1,574,557,323)

     101.1%      $ 1,278,595,599  
  

Other Assets and Liabilities

     (1.1)%        (14,514,008)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     1,264,081,591  
     

 

 

    

 

 

 

 

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 July 31, 2020, the aggregate value of these securities was $11,127,238, representing 0.9% of net assets.

(3)

Current yield as of period end.

Futures Contracts Outstanding at July 31, 2020

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

Long position contracts:

 

iShares MSCI EAFE ETF

     138      09/18/20    $         12,513,840      $ (263,011
           

 

 

 
           

Total futures contracts

 

   $     (263,011
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                      
Index Abbreviations:                                                                                                                                 
EAFE    Europe, Australasia and Far East
MSCI    Morgan Stanley Capital International
Other Abbreviations:                                                                                                                                
ADR    American Depositary Receipt
DDCA    Dollars on Deposit in Custody Account
NVDR    Non-Voting Depositary Receipt
PJSC    Private Joint Stock Company
PT    Perseroan Terbatas
REIT    Real Estate Investment Trust

 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                   

Description

   Total     Level 1     Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 2,461,548     $ 2,461,548     $      $  

Australia

     7,721,966             7,721,966         

Austria

     8,243,394             8,243,394         

Belgium

     16,493,375             16,493,375         

Canada

     55,886,933       55,886,933               

China

     25,896,938       842,483       25,054,455         

Denmark

     20,504,062             20,504,062         

Finland

     15,265,909             15,265,909         

France

     145,052,152       7,783,615       137,268,537         

Germany

     27,086,654             27,086,654         

Greece

     6,393,294             6,393,294         

Hong Kong

     37,526,174             37,526,174         

Hungary

     4,340,459             4,340,459         

India

     9,816,007             9,816,007         

Indonesia

     4,068,821             4,068,821         

Ireland

     11,665,057             11,665,057         

Italy

     35,992,945             35,992,945         

Japan

     381,805,433             381,805,433         

Luxembourg

     5,917,066             5,917,066         

Malaysia

     5,224,414             5,224,414         

Monaco

     5,641,647       5,641,647               

Netherlands

     50,662,258             50,662,258         

Norway

     12,733,780             12,733,780         

Russia

     23,689,743       5,344,206       18,345,537         

South Africa

     23,465,598       9,592,201       13,873,397         

South Korea

     39,972,135             39,972,135         

Spain

     17,672,490             17,672,490         

Sweden

     1,199,682             1,199,682         

Switzerland

     58,892,296             58,892,296         

Taiwan

     32,746,387             32,746,387         

Thailand

     5,866,914             5,866,914         

Turkey

     7,266,240             7,266,240         

United Kingdom

     113,604,945       4,711,682       108,893,263         

United States

     2,513,502       2,513,502               

Short-Term Investments

     55,305,381       30,502,067       24,803,314         
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     1,278,595,599     $     125,279,884     $     1,153,315,715      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (263,011   $ (263,011   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (263,011   $ (263,011   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

(1) For the period ended July 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

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 

Common Stocks - 99.9%

 

   Banks - 4.5%

 

$    1,426,437   

Cullen/Frost Bankers, Inc.(1)

      $ 102,789,050  
227,664   

First Citizens BancShares, Inc. Class A

        96,955,268  
1,481,602   

First Republic Bank

        166,650,593  
837,919   

M&T Bank Corp.

        88,777,518  
2,023,162   

Prosperity Bancshares, Inc.

        112,406,881  
1,324,781   

South State Corp.

        63,139,062  
        

 

 

 
           630,718,372  
        

 

 

 
   Capital Goods - 10.2%

 

1,198,482   

Axon Enterprise, Inc.*

        99,629,809  
3,099,558   

Fastenal Co.

        145,803,208  
865,463   

HEICO Corp. Class A

        66,251,193  
1,384,270   

IDEX Corp.

        228,155,381  
8,471,714   

Ingersoll Rand, Inc.*

        267,621,445  
850,327   

Lennox International, Inc.

        228,006,682  
1,613,225   

Lincoln Electric Holdings, Inc.

        145,819,408  
1,308,092   

PACCAR, Inc.

        111,292,467  
600,255   

Watsco, Inc.

        141,702,198  
        

 

 

 
           1,434,281,791  
        

 

 

 
   Commercial & Professional Services - 4.3%

 

77,586   

CoStar Group, Inc.*

        65,929,479  
5,696,036   

GFL Environmental, Inc.(1)

        123,034,378  
2,746,270   

Healthcare Services Group, Inc.

        71,924,811  
4,067,730   

IAA, Inc.*

        176,336,095  
11,567,712   

KAR Auction Services, Inc. (3)

        175,019,483  
        

 

 

 
           612,244,246  
        

 

 

 
   Consumer Durables & Apparel - 5.7%

 

1,578,211   

Carter’s, Inc.

        124,236,770  
63,361   

NVR, Inc.*

        249,018,234  
3,408,045   

PVH Corp.

        165,835,470  
5,762,562   

Under Armour, Inc. Class C*

        54,686,713  
4,408,776   

YETI Holdings, Inc.* (3)

        215,545,059  
        

 

 

 
           809,322,246  
        

 

 

 
   Consumer Services - 1.7%

 

2,263,349   

Choice Hotels International, Inc.

        190,211,850  
986,307   

Hyatt Hotels Corp. Class A(1)

        47,342,736  
        

 

 

 
           237,554,586  
        

 

 

 
   Diversified Financials - 1.7%

 

401,363   

Credit Acceptance Corp.*(1)

        187,813,802  
682,471   

Hamilton Lane, Inc. Class A

        49,301,705  
        

 

 

 
                    237,115,507  
        

 

 

 
   Energy - 0.5%

 

3,604,100   

Cabot Oil & Gas Corp.

        67,396,670  
        

 

 

 
   Food & Staples Retailing - 0.9%

 

4,500,578   

Performance Food Group Co.*

        126,106,196  
        

 

 

 
   Food, Beverage & Tobacco - 0.7%

 

1,683,137   

Lamb Weston Holdings, Inc.

        101,122,871  
        

 

 

 
   Health Care Equipment & Services - 11.6%

 

465,977   

Amedisys, Inc.*

        109,113,174  
3,016,926   

Encompass Health Corp.

        205,392,322  
2,035,175   

Hill-Rom Holdings, Inc.

        197,859,714  
3,274,832   

Integra LifeSciences Holdings Corp.*

        156,373,228  
487,936   

LHC Group, Inc.*

        95,201,193  
448,736   

Masimo Corp.*

        98,775,768  
719,310   

Molina Healthcare, Inc.*

        132,856,557  
2,738,984   

NuVasive, Inc.* (3)

        156,505,546  
1,328,002   

Tandem Diabetes Care, Inc.*

        138,723,089  
355,872   

Teleflex, Inc.

        132,775,843  

 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$    1,510,994   

Varian Medical Systems, Inc.*

      $ 215,649,064  
        

 

 

 
           1,639,225,498  
        

 

 

 
   Insurance - 4.3%

 

137,046   

Alleghany Corp.

        71,581,867  
348,290   

Erie Indemnity Co. Class A

        73,182,695  
2,325,433   

Fidelity National Financial, Inc.

                 75,251,012  
197,434   

Markel Corp.*

        206,227,710  
108,856   

White Mountains Insurance Group Ltd.

        95,807,431  
1,372,471   

WR Berkley Corp.

        84,750,084  
        

 

 

 
           606,800,799  
        

 

 

 
   Materials - 3.0%

 

1,748,899   

Ball Corp.

        128,771,433  
7,650,780   

Element Solutions, Inc.*

        83,087,471  
1,034,662   

Packaging Corp. of America

        99,451,712  
2,733,069   

Silgan Holdings, Inc.

        104,539,889  
        

 

 

 
           415,850,505  
        

 

 

 
   Media & Entertainment - 3.9%

 

103,295   

Cable One, Inc.

        188,261,335  
3,307,949   

Cargurus, Inc.*

        95,566,647  
1,143,309   

Roku, Inc.*

        177,087,131  
8,761,296   

Zynga, Inc. Class A*

        86,123,540  
        

 

 

 
           547,038,653  
        

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 7.6%

 

2,614,350   

Apellis Pharmaceuticals, Inc.*

        67,685,521  
391,406   

Bio-Techne Corp.

        107,699,275  
2,674,881   

ChemoCentryx, Inc.*

        140,992,978  
1,082,149   

Ionis Pharmaceuticals, Inc.*

        62,288,496  
108,857   

Mettler-Toledo International, Inc.*

        101,781,295  
1,686,596   

PRA Health Sciences, Inc.*

        179,723,670  
3,449,017   

PTC Therapeutics, Inc.* (3)

        159,792,958  
1,260,641   

Reata Pharmaceuticals, Inc. Class A*

        186,196,676  
467,599   

Repligen Corp.*

        70,565,365  
        

 

 

 
           1,076,726,234  
        

 

 

 
   Real Estate - 2.7%

 

2,610,367   

Douglas Emmett, Inc. REIT

        76,066,094  
2,962,747   

Equity Commonwealth REIT

        93,533,923  
345,989   

PS Business Parks, Inc. REIT

        47,729,182  
3,862,658   

Redfin Corp.*

        160,609,320  
        

 

 

 
           377,938,519  
        

 

 

 
   Retailing - 3.9%

 

1,408,098   

CarMax, Inc.*

        136,543,263  
2,172,050   

Etsy, Inc.*

        257,127,279  
577,377   

Wayfair, Inc. Class A*(1)

        153,634,246  
        

 

 

 
           547,304,788  
        

 

 

 
   Semiconductors & Semiconductor Equipment - 6.2%

 

3,265,994   

First Solar, Inc.*

        194,489,943  
2,024,485   

MKS Instruments, Inc.

        258,000,368  
967,920   

Monolithic Power Systems, Inc.

        256,508,479  
1,629,837   

Silicon Laboratories, Inc.*

        163,814,917  
        

 

 

 
           872,813,707  
        

 

 

 
   Software & Services - 11.1%

 

1,009,158   

Aspen Technology, Inc.*

        98,150,707  
1,491,415   

Black Knight, Inc.*

        111,736,812  
1,942,487   

Blackbaud, Inc.

        121,483,137  
318,559   

Fair Isaac Corp.*

        139,907,927  
8,130,572   

Genpact Ltd.

        323,759,377  
1,528,777   

Guidewire Software, Inc.*

        179,875,902  
1,634,948   

Q2 Holdings, Inc.*

        153,766,859  
44,516   

Science Applications International Corp.

        3,560,390  
8,038,181   

Teradata Corp.* (3)

        168,801,801  

 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$    1,678,468   

WEX, Inc.*

      $ 265,818,977  
        

 

 

 
           1,566,861,889  
        

 

 

 
   Technology Hardware & Equipment - 11.5%      
1,275,650   

CDW Corp.

        148,294,313  
1,582,023   

Coherent, Inc.* (3)

        219,632,253  
15,797,465   

CommScope Holding Co., Inc.* (3)

        146,600,475  
1,478,115   

F5 Networks, Inc.*

        200,875,828  
14,997,739   

Flex Ltd.*

        172,324,021  
6,136,678   

II-VI, Inc.* (3)

        311,252,308  
2,949,036   

Lumentum Holdings, Inc.*

        273,759,012  
3,959,103   

National Instruments Corp.

        140,548,157  
        

 

 

 
           1,613,286,367  
        

 

 

 
   Transportation - 1.8%      
351,683   

AMERCO

        111,740,239  
3,172,214   

Knight-Swift Transportation Holdings, Inc.

        137,959,587  
        

 

 

 
           249,699,826  
        

 

 

 
   Utilities - 2.1%      
1,201,018   

Black Hills Corp.

        69,490,901  
1,949,629   

NiSource, Inc.

        47,668,429  
5,438,773   

UGI Corp.

        181,328,692  
        

 

 

 
           298,488,022  
        

 

 

 
  

Total Common Stocks
(cost $11,571,840,208)

      $ 14,067,897,292  
        

 

 

 

Short-Term Investments - 1.3%

     
   Repurchase Agreements - 0.2%      
26,760,464   

Fixed Income Clearing Corp Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $26,760,620; collateralized by U.S. Treasury Note at 0.375%, maturing 04/30/2025, with a market value of $27,295,734

        26,760,464  
        

 

 

 
   Securities Lending Collateral - 1.1%      
7,983,462   

Citibank NA DDCA, 0.09%, 8/3/2020(2)

        7,983,462  
9,315,808   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(2)

        9,315,808  
142,369,977   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(2)

        142,369,977  
        

 

 

 
           159,669,247  
        

 

 

 
  

Total Short-Term Investments
(cost $186,429,711)

      $ 186,429,711  
        

 

 

 
  

Total Investments
(cost $11,758,269,919)

     101.2%      $ 14,254,327,003  
  

Other Assets and Liabilities

     (1.2)%        (170,995,634)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     14,083,331,369  
     

 

 

    

 

 

 

 

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.

 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(3)

Affiliated company - The Fund owns greater than 5% of the outstanding voting securities of this issuer.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

DDCA

  Dollars on Deposit in Custody Account

REIT

  Real Estate Investment Trust

 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

       Total              Level 1              Level 2              Level 3(1)      

Assets

           

Common Stocks

           

Banks

   $ 630,718,372      $ 630,718,372      $      $  

Capital Goods

     1,434,281,791        1,434,281,791                

Commercial & Professional Services

     612,244,246        612,244,246                

Consumer Durables & Apparel

     809,322,246        809,322,246                

Consumer Services

     237,554,586        237,554,586                

Diversified Financials

     237,115,507        237,115,507                

Energy

     67,396,670        67,396,670                

Food & Staples Retailing

     126,106,196        126,106,196                

Food, Beverage & Tobacco

     101,122,871        101,122,871                

Health Care Equipment & Services

     1,639,225,498        1,639,225,498                

Insurance

     606,800,799        606,800,799                

Materials

     415,850,505        415,850,505                

Media & Entertainment

     547,038,653        547,038,653                

Pharmaceuticals, Biotechnology & Life Sciences

     1,076,726,234        1,076,726,234                

Real Estate

     377,938,519        377,938,519                

Retailing

     547,304,788        547,304,788                

Semiconductors & Semiconductor Equipment

     872,813,707        872,813,707                

Software & Services

     1,566,861,889        1,566,861,889                

Technology Hardware & Equipment

     1,613,286,367        1,613,286,367                

Transportation

     249,699,826        249,699,826                

Utilities

     298,488,022        298,488,022                

Short-Term Investments

     186,429,711        159,669,247        26,760,464         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $  14,254,327,003      $  14,227,566,539      $   26,760,464      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 98.6%

 

   Automobiles & Components - 1.0%

 

$      226,527   

Gentex Corp.

   $         6,113,964  
     

 

 

 
   Banks - 6.6%

 

81,285   

M&T Bank Corp.

     8,612,146  
108,897   

South State Corp.

     5,190,031  
564,508   

Sterling Bancorp /DE

     6,350,715  
292,564   

Synovus Financial Corp.

     5,895,164  
225,078   

Western Alliance Bancorp

     8,091,554  
215,583   

Zions Bancorp N.A

     6,999,980  
     

 

 

 
        41,139,590  
     

 

 

 
   Capital Goods - 13.6%

 

344,755   

Colfax Corp.*

     10,025,475  
82,415   

EnerSys

     5,543,233  
131,988   

Fortune Brands Home & Security, Inc.

     10,097,082  
435,500   

Ingersoll Rand, Inc.*

     13,757,445  
263,700   

JELD-WEN Holding, Inc.*

     5,168,520  
45,313   

John Bean Technologies Corp.

     4,248,547  
49,394   

L3Harris Technologies, Inc.

     8,314,492  
62,631   

Moog, Inc. Class A

     3,364,537  
256,616   

Rexnord Corp.

     7,434,166  
182,969   

SPX FLOW, Inc.*

     7,333,398  
152,953   

Westinghouse Air Brake Technologies Corp.

     9,512,147  
     

 

 

 
        84,799,042  
     

 

 

 
   Commercial & Professional Services - 1.8%

 

186,516   

Clean Harbors, Inc.*

     11,116,354  
     

 

 

 
   Consumer Durables & Apparel - 5.5%

 

107,365   

Carter’s, Inc.

     8,451,773  
103,621   

Columbia Sportswear Co.

     7,858,617  
139,181   

Lennar Corp. Class A

     10,069,745  
392,877   

Steven Madden Ltd.

     8,321,135  
     

 

 

 
        34,701,270  
     

 

 

 
   Consumer Services - 1.6%

 

229,584   

Wyndham Hotels & Resorts, Inc.

     10,138,429  
     

 

 

 
   Diversified Financials - 2.7%

 

822,181   

SLM Corp.

     5,566,165  
230,017   

Voya Financial, Inc.

     11,362,840  
     

 

 

 
        16,929,005  
     

 

 

 
   Energy - 2.5%

 

250,571   

Delek U.S. Holdings, Inc.

     4,379,981  
228,043   

Diamondback Energy, Inc.

     9,089,794  
183,906   

Viper Energy Partners L.P.

     1,901,588  
     

 

 

 
        15,371,363  
     

 

 

 
   Food & Staples Retailing - 1.3%

 

411,051   

U.S. Foods Holding Corp.*

     8,344,335  
     

 

 

 
   Food, Beverage & Tobacco - 1.0%

 

68,097   

Post Holdings, Inc.*

     6,042,928  
     

 

 

 
   Health Care Equipment & Services - 11.6%

 

162,114   

Acadia Healthcare Co., Inc.*

     4,832,618  
231,225   

Centene Corp.*

     15,087,431  
235,856   

Dentsply Sirona, Inc.

     10,519,178  
145,103   

Encompass Health Corp.

     9,878,612  
63,368   

Hill-Rom Holdings, Inc.

     6,160,637  
97,600   

Hologic, Inc.*

     6,810,528  
41,887   

Molina Healthcare, Inc.*

     7,736,529  
86,331   

Zimmer Biomet Holdings, Inc.

     11,642,599  
     

 

 

 
        72,668,132  
     

 

 

 
   Insurance - 9.3%

 

101,661   

Arthur J Gallagher & Co.

     10,927,541  

 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        90,987   

Assurant, Inc.

   $         9,778,373  
507,175   

CNO Financial Group, Inc.

     7,658,342  
93,538   

Hanover Insurance Group, Inc.

     9,529,651  
118,077   

Kemper Corp.

     9,271,406  
510,435   

Lancashire Holdings Ltd.

     5,166,676  
33,223   

RenaissanceRe Holdings Ltd.

     5,992,765  
     

 

 

 
        58,324,754  
     

 

 

 
   Materials - 7.5%

 

163,400   

Buzzi Unicem S.p.A.

     3,717,632  
64,583   

Carpenter Technology Corp.

     1,444,076  
129,150   

Celanese Corp.

     12,553,380  
151,144   

Crown Holdings, Inc.*

     10,818,888  
79,507   

FMC Corp.

     8,431,717  
100,817   

Reliance Steel & Aluminum Co.

     9,906,278  
     

 

 

 
        46,871,971  
     

 

 

 
   Media & Entertainment - 1.9%

 

47,031   

Electronic Arts, Inc.*

     6,660,530  
445,744   

TEGNA, Inc.

     5,250,865  
     

 

 

 
        11,911,395  
     

 

 

 
   Real Estate - 10.9%

 

181,425   

American Campus Communities, Inc. REIT

     6,465,987  
125,492   

Americold Realty Trust REIT

     5,063,602  
85,766   

Boston Properties, Inc. REIT

     7,640,893  
253,474   

Corporate Office Properties Trust REIT

     6,711,992  
162,186   

First Industrial Realty Trust, Inc. REIT

     7,123,209  
317,887   

Gaming and Leisure Properties, Inc. REIT

     11,510,688  
186,753   

Highwoods Properties, Inc. REIT

     7,160,110  
442,631   

Host Hotels & Resorts, Inc. REIT

     4,771,562  
69,822   

Life Storage, Inc. REIT

     6,851,633  
257,688   

Physicians Realty Trust REIT

     4,648,692  
     

 

 

 
        67,948,368  
     

 

 

 
   Retailing - 2.0%

 

91,411   

Dollar Tree, Inc.*

     8,533,217  
52,421   

Expedia Group, Inc.

     4,246,625  
     

 

 

 
        12,779,842  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.0%

 

18,568   

KLA Corp.

     3,710,443  
13,408   

Lam Research Corp.

     5,056,961  
79,242   

MKS Instruments, Inc.

     10,098,601  
     

 

 

 
        18,866,005  
     

 

 

 
   Software & Services - 3.1%

 

122,198   

Amdocs Ltd.

     7,588,496  
75,548   

Leidos Holdings, Inc.

     7,189,147  
84,432   

SS&C Technologies Holdings, Inc.

     4,854,840  
     

 

 

 
        19,632,483  
     

 

 

 
   Technology Hardware & Equipment - 6.6%

 

121,085   

Ciena Corp.*

     7,205,768  
36,949   

Coherent, Inc.*

     5,129,630  
43,160   

F5 Networks, Inc.*

     5,865,444  
144,891   

Lumentum Holdings, Inc.*

     13,450,231  
32,109   

Rogers Corp.*

     3,827,072  
129,971   

Western Digital Corp.

     5,601,750  
     

 

 

 
        41,079,895  
     

 

 

 
   Utilities - 5.1%

 

159,321   

Alliant Energy Corp.

     8,579,436  
113,744   

Evergy, Inc.

     7,374,024  
151,142   

Portland General Electric Co.

     6,669,896  

 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
$        74,826   

Sempra Energy

 

   $ 9,312,844  
        

 

 

 
           31,936,200  
        

 

 

 
  

Total Common Stocks
(cost $591,672,000)

 

   $   616,715,325  
        

 

 

 

Short-Term Investments - 0.9%

 

   Repurchase Agreements - 0.9%

 

5,733,237   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $5,733,270; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $5,847,946

 

     5,733,237  
        

 

 

 
  

Total Short-Term Investments
(cost $5,733,237)

 

   $ 5,733,237  
        

 

 

 
  

Total Investments
(cost $597,405,237)

     99.5%      $ 622,448,562  
  

Other Assets and Liabilities

     0.5%        3,083,937  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 625,532,499  
     

 

 

    

 

 

 

 

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.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

REIT

  Real Estate Investment Trust

 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)

Assets

           

Common Stocks

           

Automobiles & Components

   $ 6,113,964      $ 6,113,964      $      $   

Banks

     41,139,590        41,139,590                

Capital Goods

     84,799,042        84,799,042                

Commercial & Professional Services

     11,116,354        11,116,354                

Consumer Durables & Apparel

     34,701,270        34,701,270                

Consumer Services

     10,138,429        10,138,429                

Diversified Financials

     16,929,005        16,929,005                

Energy

     15,371,363        15,371,363                

Food & Staples Retailing

     8,344,335        8,344,335                

Food, Beverage & Tobacco

     6,042,928        6,042,928                

Health Care Equipment & Services

     72,668,132        72,668,132                

Insurance

     58,324,754        53,158,078        5,166,676         

Materials

     46,871,971        43,154,339        3,717,632         

Media & Entertainment

     11,911,395        11,911,395                

Real Estate

     67,948,368        67,948,368                

Retailing

     12,779,842        12,779,842                

Semiconductors & Semiconductor Equipment

     18,866,005        18,866,005                

Software & Services

     19,632,483        19,632,483                

Technology Hardware & Equipment

     41,079,895        41,079,895                

Utilities

     31,936,200        31,936,200                

Short-Term Investments

     5,733,237               5,733,237         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       622,448,562      $       607,831,017      $       14,617,545      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

 (1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

    

Market Value

 

Affiliated Investment Companies - 99.8%

 

   Domestic Equity Funds - 42.9%

 

$    1,483,831   

Hartford Core Equity Fund, Class F

 

   $ 52,646,326  
732,046   

Hartford Multifactor US Equity ETF

 

     22,787,348  
1,405,567   

Hartford Small Cap Value Fund, Class F

 

     11,188,314  
1,784,741   

The Hartford Equity Income Fund, Class F

 

     31,179,431  
300,184   

The Hartford Growth Opportunities Fund, Class F

 

     16,846,326  
423,601   

The Hartford MidCap Fund, Class F

 

     13,551,009  
580,594   

The Hartford Small Company Fund, Class F

 

     14,503,241  
        

 

 

 
  

Total Domestic Equity Funds
(cost $146,854,211)

 

   $ 162,701,995  
        

 

 

 
   International/Global Equity Funds - 17.7%

 

751,569   

Hartford Emerging Markets Equity Fund, Class F

 

     6,749,092  
864,559   

Hartford Multifactor Developed Markets (ex-US) ETF

 

     21,674,494  
2,366,141   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

     19,047,432  
1,194,051   

The Hartford International Opportunities Fund, Class F

 

     19,510,800  
        

 

 

 
  

Total International/Global Equity Funds
(cost $71,529,808)

 

   $ 66,981,818  
        

 

 

 
   Taxable Fixed Income Funds - 39.2%

 

1,327,033   

Hartford Core Bond ETF

 

     56,471,889  
496,261   

Hartford Short Duration ETF

 

     20,294,594  
930,698   

The Hartford Inflation Plus Fund, Class F

 

     10,442,426  
1,927,603   

The Hartford Strategic Income Fund, Class F

 

     17,425,529  
4,138,928   

The Hartford World Bond Fund, Class F

 

     44,120,975  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $145,833,041)

 

   $ 148,755,413  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $364,217,060)

 

   $ 378,439,226  
        

 

 

 

Short-Term Investments - 0.2%

 

   Other Investment Pools & Funds - 0.2%

 

801,928   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.05%(1)

 

     801,928  
        

 

 

 
  

Total Short-Term Investments
(cost $801,928)

 

   $ 801,928  
        

 

 

 
  

Total Investments
(cost $365,018,988)

     100.0%      $ 379,241,154  
  

Other Assets and Liabilities

     0.0%        (136,775
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   379,104,379  
     

 

 

    

 

 

 

 

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   

 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 378,439,226      $ 378,439,226      $      $  

Short-Term Investments

     801,928        801,928                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      379,241,154      $      379,241,154      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 22.4%

 

   Automobiles & Components - 0.5%

 

        $        99,800   

SAIC Motor Corp. Ltd. Class A

   $ 259,909  
50,356   

Tofas Turk Otomobil Fabrikasi AS

     183,047  
26,143   

Volkswagen AG*

     3,826,734  
332,000   

Xinyi Glass Holdings Ltd.

     487,094  
     

 

 

 
             4,756,784  
     

 

 

 
   Banks - 0.4%

 

558,000   

Agricultural Bank of China Ltd. Class H

     198,061  
89,800   

Bangkok Bank PCL

     287,176  
2,294,000   

Bank of China Ltd. Class H

     763,922  
460,822   

Bank of Communications Co., Ltd. Class H

     255,796  
574,000   

China CITIC Bank Corp. Ltd. Class H

     250,451  
1,303,739   

China Minsheng Banking Corp. Ltd. Class H

     821,161  
177,962   

Indiabulls Housing Finance Ltd.

     450,435  
463,900   

Thanachart Capital PCL

     516,973  
     

 

 

 
     3,543,975  
     

 

 

 
   Capital Goods - 1.4%

 

17,430   

Alstom S.A.*

     971,254  
23,975   

Cie de Saint-Gobain*

     886,956  
968   

Cummins, Inc.

     187,076  
29,254   

Fortune Brands Home & Security, Inc.

     2,237,931  
80,869   

Marubeni Corp.

     372,314  
5,889   

Mitsubishi Corp.

     118,662  
5,276   

Mitsubishi Heavy Industries Ltd.

     122,739  
105,365   

Mitsui & Co., Ltd.

     1,575,216  
18,156   

Nexans S.A.*

     946,287  
72,855   

Rexel S.A.*

     864,691  
2,901   

Rockwool International A/S Class B

     935,901  
7,974   

Schneider Electric SE

     914,327  
32,644   

Signify N.V.*(1)

     979,426  
34,724   

Sumitomo Corp.

     385,774  
7,710   

Vestas Wind Systems A/S

     988,306  
     

 

 

 
     12,486,860  
     

 

 

 
   Commercial & Professional Services - 0.1%

 

76,538   

ADT, Inc.(2)

     658,992  
     

 

 

 
   Consumer Durables & Apparel -  2.3%

 

145,000   

ANTA Sports Products Ltd.

     1,376,483  
32,707   

D.R. Horton, Inc.

     2,163,895  
176,100   

Gree Electric Appliances, Inc. of Zhuhai Class A

     1,435,134  
439,000   

Haier Electronics Group Co., Ltd.

     1,525,440  
57,353   

KB Home

     1,929,355  
28,523   

Lennar Corp. Class A

     2,063,639  
111,500   

Li Ning Co., Ltd.

     359,388  
187,600   

Midea Group Co., Ltd. Class A

     1,926,812  
480   

NVR, Inc.*

     1,886,472  
44,718   

PulteGroup, Inc.

     1,949,705  
28,200   

Shenzhou International Group Holdings Ltd.

     336,841  
48,357   

Toll Brothers, Inc.

     1,847,237  
117,783   

TRI Pointe Group, Inc.*

     1,969,332  
     

 

 

 
     20,769,733  
     

 

 

 
   Consumer Services - 0.3%

 

14,700   

McDonald’s Holdings Co. Japan Ltd.

     703,517  
5,100   

New Oriental Education & Technology Group, Inc. ADR*

     715,020  
12,600   

TAL Education Group ADR*

     984,942  
     

 

 

 
     2,403,479  
     

 

 

 
   Diversified Financials - 0.4%

 

29,000   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     1,015,870  
50,663   

Invesco Ltd.

     508,656  
20,925   

Navient Corp.

     166,563  
16,243   

OneMain Holdings, Inc.

     466,174  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        79,936   

ORIX Corp.

   $ 864,517  
243,852   

Power Finance Corp. Ltd.

     263,304  
429,193   

REC Ltd.

     573,466  
     

 

 

 
        3,858,550  
     

 

 

 
   Energy - 0.2%

 

603,301   

China Shenhua Energy Co., Ltd. Class H

     998,941  
162,558   

CNOOC Ltd.

     171,580  
560,354   

Yanzhou Coal Mining Co., Ltd. Class H

     438,019  
     

 

 

 
                1,608,540  
     

 

 

 
   Food & Staples Retailing - 0.7%

 

1,597   

George Weston Ltd.

     120,623  
34,761   

Kesko Oyj Class B

     737,073  
55,320   

Koninklijke Ahold Delhaize N.V.

     1,593,263  
34,818   

Kroger Co.

     1,211,318  
5,013   

Loblaw Cos., Ltd.

     260,072  
46,268   

Metro AG

     422,121  
69,900   

Seven & i Holdings Co., Ltd.

     2,112,343  
3,676   

Sprouts Farmers Market, Inc.*

     96,973  
5,500   

Sundrug Co., Ltd.

     187,170  
     

 

 

 
        6,740,956  
     

 

 

 
   Food, Beverage & Tobacco - 2.3%

 

61,233   

Altria Group, Inc.

     2,519,738  
30,661   

Campbell Soup Co.

     1,519,866  
296,000   

China Mengniu Dairy Co., Ltd.*

     1,388,970  
3,088   

General Mills, Inc.

     195,378  
250,640   

Inner Mongolia Yili Industrial Group Co., Ltd. Class A

     1,314,889  
4,192   

JM Smucker Co.

     458,395  
10,789   

Kraft Heinz Co.

     370,926  
16,982   

Kweichow Moutai Co., Ltd. Class A

     4,084,301  
30,785   

Philip Morris International, Inc.

     2,364,596  
1,334,000   

WH Group Ltd.(1)

     1,187,470  
165,175   

Wuliangye Yibin Co., Ltd. Class A

     5,148,625  
     

 

 

 
        20,553,154  
     

 

 

 
   Health Care Equipment & Services - 0.3%

 

6,062   

CVS Health Corp.

     381,542  
26,300   

Guangzhou Wondfo Biotech Co., Ltd. Class A

     367,967  
44,400   

Hartalega Holdings Bhd

     213,347  
7,700   

Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A

     383,116  
20,231   

Telefonica Celular del Paraguay S.A.

     1,105,017  
     

 

 

 
        2,450,989  
     

 

 

 
   Household & Personal Products - 0.1%

 

7,117   

Kimberly-Clark Corp.

     1,082,069  
     

 

 

 
   Insurance - 0.5%

 

224,016   

Japan Post Holdings Co., Ltd.

     1,529,984  
268,000   

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

     2,827,727  
     

 

 

 
        4,357,711  
     

 

 

 
   Materials - 0.5%

 

259,500   

Anhui Conch Cement Co., Ltd. Class H

     1,962,377  
4,671   

Dow, Inc.*

     191,791  
409,445   

Elkem ASA(1)

     784,605  
8,294   

Kinross Gold Corp.*

     77,401  
171,878   

Maanshan Iron & Steel Co., Ltd. Class H

     46,355  
19,325   

MMC Norilsk Nickel PJSC ADR

     504,804  
688,500   

Nanjing Iron & Steel Co., Ltd. Class A

     324,668  
378,385   

National Aluminium Co., Ltd.

     166,044  
815,650   

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     181,603  
19,372   

Yamana Gold, Inc.

     125,825  
     

 

 

 
        4,365,473  
     

 

 

 
   Media & Entertainment - 0.6%

 

13,800   

Capcom Co., Ltd.

     542,351  
963   

Charter Communications, Inc. Class A*

     558,540  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        18,339   

Cinemark Holdings, Inc.

   $ 216,950  
71,411   

Eutelsat Communications S.A.

     722,154  
11,400   

Nexon Co., Ltd.

     292,887  
36,900   

Tencent Holdings Ltd.

     2,531,272  
38,331   

Zynga, Inc. Class A*

     376,794  
     

 

 

 
        5,240,948  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 2.1%

 

25,273   

AbbVie, Inc.

     2,398,660  
4,591   

Amgen, Inc.

     1,123,280  
2,823   

Bristol-Myers Squibb Co.

     165,597  
163,200   

CSPC Pharmaceutical Group Ltd.

     343,725  
26,155   

Gilead Sciences, Inc.

     1,818,557  
15,612   

Johnson & Johnson

     2,275,605  
20,713   

Merck & Co., Inc.

     1,662,011  
33,240   

Novartis AG

     2,737,887  
14,192   

Orion Oyj Class B

     619,184  
42,446   

Pfizer, Inc.

     1,633,322  
9,451   

Roche Holding AG

     3,273,415  
148,500   

Sino Biopharmaceutical Ltd.

     193,999  
198,000   

SSY Group Ltd.

     125,094  
2,600   

Zai Lab Ltd. ADR*

     197,886  
     

 

 

 
                18,568,222  
     

 

 

 
   Real Estate - 2.9%

 

23,801   

American Tower Corp. REIT

     6,221,343  
156,111   

Castellum AB

     3,357,405  
115,784   

Douglas Emmett, Inc. REIT

     3,373,946  
80,781   

Equity LifeStyle Properties, Inc. REIT

     5,518,958  
15,343   

Gaming and Leisure Properties, Inc. REIT

     555,570  
46,000   

Hang Lung Group Ltd.

     111,320  
193,148   

Henderson Land Development Co., Ltd.

     722,863  
41,000   

Hysan Development Co., Ltd.

     113,269  
117,500   

Kerry Properties Ltd.

     279,603  
13,120   

Klepierre S.A. REIT

     227,222  
20,784   

Public Storage REIT

     4,154,306  
152,000   

Sino Land Co., Ltd.

     184,176  
22,048   

SITE Centers Corp. REIT

     161,612  
63,000   

Sun Hung Kai Properties Ltd.

     766,193  
     

 

 

 
        25,747,786  
     

 

 

 
   Retailing - 0.8%

 

9,300   

Alibaba Group Holding Ltd. ADR*

     2,334,486  
2,006,600   

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

     782,574  
40,770   

K’s Holdings Corp.

     523,402  
115,200   

Meituan Dianping Class B*

     2,850,796  
1,334   

Target Corp.

     167,924  
13,296   

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

     506,045  
     

 

 

 
        7,165,227  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 0.5%

 

15,200   

First Solar, Inc.*

     905,160  
28,516   

Intel Corp.

     1,361,069  
98,650   

Radiant Opto-Electronics Corp.

     421,769  
30,551   

STMicroelectronics N.V.

     858,396  
1,208,468   

United Microelectronics Corp.

     916,375  
     

 

 

 
        4,462,769  
     

 

 

 
   Software & Services - 1.2%

 

10,342   

Amdocs Ltd.

     642,238  
1,569   

Booz Allen Hamilton Holding Corp.

     128,282  
4,826   

CGI, Inc.*

     344,696  
2,086   

Check Point Software Technologies Ltd.*

     261,480  
549   

Citrix Systems, Inc.

     78,375  
604   

Fortinet, Inc.*

     83,533  
4,500   

Fujitsu Ltd.

     602,528  
18,818   

International Business Machines Corp.

     2,313,485  
9,538   

Leidos Holdings, Inc.

     907,636  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        10,409   

Microsoft Corp.

   $ 2,133,949  
14,299   

Nortonlifelock, Inc.

     306,714  
26,145   

Oracle Corp.

     1,449,740  
16,712   

SolarWinds Corp.*

     306,832  
12,600   

TIS, Inc.

     269,837  
44,917   

Western Union Co.

     1,090,585  
     

 

 

 
        10,919,910  
     

 

 

 
   Technology Hardware & Equipment - 0.2%

 

118,274   

Foxconn Technology Co., Ltd.

     219,120  
78,867   

Lite-On Technology Corp.

     133,427  
12,565   

Seagate Technology plc

     568,189  
65,661   

Tripod Technology Corp.

     285,025  
14,400   

VTech Holdings Ltd.

     78,123  
21,994   

Xerox Holdings Corp.*

     366,200  
     

 

 

 
        1,650,084  
     

 

 

 
   Telecommunication Services - 2.0%

 

78,431   

AT&T, Inc.

     2,319,989  
119,000   

China Mobile Ltd.

     812,310  
126,210   

Deutsche Telekom AG

     2,107,044  
425,000   

HKT Trust & HKT Ltd.

     626,233  
5,133,900   

Jasmine International PCL

     566,363  
38,100   

KDDI Corp.

     1,211,482  
96,096   

Mobile TeleSystems PJSC ADR

     851,411  
96,459   

Ooredoo QPSC

     178,643  
220,329   

Orange S.A.

     2,582,450  
522,000   

PCCW Ltd.

     294,279  
13,594   

Proximus SADP

     279,642  
4,121   

Swisscom AG

     2,190,580  
134,453   

Telecom Italia S.p.A.

     54,528  
204,193   

Telefonica Celular del Paraguay S.A.

     1,970,462  
189,143   

Telefonica S.A.

     792,134  
168,761   

VEON Ltd.

     285,206  
16,932   

Verizon Communications, Inc.

     973,251  
     

 

 

 
        18,096,007  
     

 

 

 
   Transportation - 0.2%

 

13,809   

Macquarie Infrastructure Corp.

     413,718  
144,720   

Shanghai International Airport Co., Ltd. Class A

     1,407,792  
     

 

 

 
        1,821,510  
     

 

 

 
   Utilities - 1.9%

 

644,000   

CGN Power Co., Ltd. Class H(1)

     135,527  
1,517,000   

China Longyuan Power Group Corp. Ltd. Class H

     1,086,744  
63,300   

Chubu Electric Power Co., Inc.

     752,705  
15,700   

Edison International

     874,019  
57,413   

EDP Renovaveis S.A.

     938,700  
83,476   

Electricite de France S.A.

     845,325  
9,639   

Enagas S.A.

     243,186  
56,769   

Encavis AG

     892,830  
65,738   

Endesa S.A.

     1,875,301  
315,502   

Enel S.p.A.

     2,890,164  
70,757   

Engie S.A.*

     942,566  
112,500   

ENN Energy Holdings Ltd.

     1,363,697  
39,473   

Exelon Corp.

     1,524,052  
72,375   

Iberdrola S.A.

     935,468  
13,000   

Osaka Gas Co., Ltd.

     241,042  
24,367   

RWE AG

     918,499  
8,600   

Toho Gas Co., Ltd.

     375,297  
14,700   

Tohoku Electric Power Co., Inc.

     138,917  
     

 

 

 
        16,974,039  
     

 

 

 
  

Total Common Stocks
(cost $186,611,832)

   $         200,283,767  
     

 

 

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Asset & Commercial Mortgage-Backed Securities - 16.1%

  
   Asset-Backed - Automobile - 0.4%

 

  

ARI Fleet Lease Trust

 

        $        48,822   

2.55%, 10/15/2026(1)

   $ 48,960  
149,862   

3.22%, 08/16/2027(1)

     151,579  
965,000   

Broad River BSL Funding CLO
2.59%, 04/20/2029, 3 mo. USD LIBOR + 2.380%(1)(6)

     962,701  
44,673   

Canadian Pacer Auto Receivables Trust
3.27%, 12/19/2022(1)

     45,420  
275,000   

Chesapeake Funding II LLC
0.87%, 08/16/2032(1)

     275,481  
  

Chesapeake Funding LLC

 

56,352   

0.63%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(1)(6)

     56,276  
99,633   

1.91%, 08/15/2029(1)

     99,955  
271,437   

3.23%, 08/15/2030(1)

     276,646  
  

Enterprise Fleet Financing LLC

 

315,000   

2.06%, 05/20/2025(1)

     319,757  
33,370   

2.13%, 05/22/2023(1)

     33,440  
133,794   

2.98%, 10/20/2024(1)

     135,980  
268,852   

3.38%, 05/20/2024(1)

     273,723  
745,000   

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

     753,881  
110,359   

Santander Retail Auto Lease Trust
2.72%, 01/20/2022(1)

     111,263  
     

 

 

 
                3,545,062  
     

 

 

 
   Asset-Backed - Finance & Insurance - 7.0%

 

723,217   

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

     720,044  
630,000   

Allegany Park CLO Ltd.
2.07%, 01/20/2033, 3 mo. USD LIBOR + 1.800%(1)(6)

     615,289  
590,000   

Apidos CLO
2.12%, 01/20/2033, 3 mo. USD LIBOR + 1.850%(1)(6)

     585,420  
270,000   

Apidos CLO
2.97%, 07/24/2031, 3 mo. USD LIBOR + 2.700%(1)(6)

     269,319  
2,430,000   

Atlas Senior Loan Fund Ltd.
1.57%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(1)(6)

     2,392,218  
350,000   

Avery Point CLO Ltd.
2.04%, 08/05/2027, 3 mo. USD LIBOR + 1.500%(1)(6)

     338,949  
1,085,000   

Ballyrock CLO Ltd.
1.63%, 11/20/2030, 3 mo. USD LIBOR + 1.250%(1)(6)

     1,066,010  
1,000,000   

Barings CLO Ltd.
2.17%, 07/20/2029, 3 mo. USD LIBOR + 1.900%(1)

     963,177  
  

Bayview Koitere Fund Trust

 

307,167   

3.50%, 07/28/2057(1)(7)

     317,080  
143,442   

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

     148,542  
  

Bayview Opportunity Master Fund Trust

 

149,836   

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

     152,302  
204,135   

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

     210,208  
181,285   

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

     187,552  
  

BlueMountain CLO Ltd.

 

1,400,000   

1.78%, 07/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6)

     1,351,094  
2,000,000   

1.97%, 07/30/2030, 3 mo. USD LIBOR + 1.700%(1)(6)

     1,951,802  
1,200,000   

2.09%, 08/15/2031, 3 mo. USD LIBOR + 1.700%(1)(6)

     1,171,109  
490,000   

2.12%, 04/20/2027, 3 mo. USD LIBOR + 1.850%(1)(6)

     457,326  
  

Carlyle Global Market Strategies CLO Ltd.

 

1,945,000   

1.89%, 05/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6)

     1,840,555  
560,000   

2.07%, 07/20/2032, 3 mo. USD LIBOR + 1.800%(1)(6)

     533,319  
1,000,000   

2.07%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(6)

     926,546  
1,255,000   

Cayuga Park CLO Ltd.
4.05%, 07/17/2031(1)(6)(8)

     1,255,344  

513,000

  

CF Hippolyta LLC
1.69%, 07/15/2060(1)

     518,355  
  

CIFC Funding Ltd.

 

750,000   

1.31%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(1)(6)

     736,189  
1,200,000   

2.06%, 10/22/2031, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,163,389  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

        $    1,540,000

    

2.07%, 07/20/2030, 3 mo. USD LIBOR + 1.800%(1)(6)

   $         1,501,676  

1,200,000

    

2.07%, 04/20/2032, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,173,336  

1,200,000

    

2.08%, 07/15/2032, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,172,413  

785,000

    

2.17%, 01/16/2033, 3 mo. USD LIBOR + 1.900%(1)(6)

     777,613  
    

DB Master Finance LLC

 

138,950

    

3.79%, 05/20/2049(1)

     143,886  

124,063

    

4.02%, 05/20/2049(1)

     131,464  
    

Dryden Senior Loan Fund

 

1,200,000

    

1.73%, 04/15/2029, 3 mo. USD LIBOR + 1.450%(1)(6)

     1,157,563  

500,000

    

2.13%, 10/15/2027, 3 mo. USD LIBOR + 1.850%(1)(6)

     478,083  

230,000

    

Ford Credit Floorplan Master Owner Trust
2.44%, 09/15/2026

     240,961  
    

GreatAmerica Leasing Receivables Funding LLC

 

139,783

    

2.36%, 01/20/2023(1)

     140,087  

57,999

    

2.60%, 06/15/2021(1)

     58,224  

160,000

    

2.83%, 06/17/2024(1)

     163,252  

1,000,000

    

Highbridge Loan Management Ltd.
1.52%, 07/25/2030, 3 mo. USD LIBOR + 1.270%(1)(6)

     988,857  

242,560

    

Horizon Aircraft Finance Ltd.
3.43%, 11/15/2039(1)

     211,329  
    

KKR CLO Ltd.

 

2,500,000

    

1.46%, 01/15/2031, 3 mo. USD LIBOR + 1.180%(1)(6)

     2,439,720  

605,000

    

1.52%, 01/20/2029, 3 mo. USD LIBOR + 1.250%(1)(6)

     598,147  

1,055,000

    

1.62%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(1)(6)

     1,040,383  

250,000

    

LCM L.P. 2.22%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(6)

     239,097  

1,200,000

    

LCM XIV L.P.
1.85%, 07/20/2031, 3 mo. USD LIBOR + 1.580%(1)(6)

     1,141,265  
    

LCM XXV Ltd.

 

1,473,000

    

1.92%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(6)

     1,413,724  

931,334

    

2.57%, 07/20/2030, 3 mo. USD LIBOR + 2.300%(1)(6)

     882,820  
    

Madison Park Funding Ltd.

 

855,000

    

1.03%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(1)(6)

     839,737  

500,000

    

1.48%, 04/15/2029, 3 mo. USD LIBOR + 1.200%(1)(6)

     476,406  

1,000,000

    

1.76%, 01/22/2028, 3 mo. USD LIBOR + 1.500%(1)(6)

     975,648  

1,200,000

    

1.77%, 04/19/2030, 3 mo. USD LIBOR + 1.500%(1)(6)

     1,159,572  

1,000,000

    

1.80%, 07/27/2030, 3 mo. USD LIBOR + 1.550%(1)(6)

     951,804  

1,200,000

    

2.13%, 01/15/2033, 3 mo. USD LIBOR + 1.850%(1)(6)

     1,176,680  

1,090,000

    

Magnetite VII Ltd.
1.08%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(6)

     1,070,020  

618,000

    

Magnetite XVI Ltd.
1.47%, 01/18/2028, 3 mo. USD LIBOR + 1.200%(1)(6)

     595,868  

715,000

    

Magnetite XVIII Ltd.
1.89%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(1)(6)

     696,240  

305,000

    

MKT Mortgage Trust
2.94%, 02/12/2040(1)(7)

     292,351  
    

MMAF Equipment Finance LLC

 

114,131

    

2.21%, 10/17/2022(1)

     115,056  

295,000

    

2.21%, 12/15/2032(1)

     302,138  

1,250,000

    

Oaktree CLO Ltd.
2.94%, 07/15/2029, 3 mo. USD LIBOR + 2.590%(1)(6)

     1,247,996  
    

Octagon Investment Partners Ltd.

 

625,000

    

1.98%, 07/15/2029, 3 mo. USD LIBOR + 1.700%(1)(6)

     607,568  

1,682,420

    

2.06%, 10/24/2030, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,625,973  

55,826

    

OneMain Financial Issuance Trust
2.37%, 09/14/2032(1)

     55,993  

500,000

    

Race Point CLO Ltd.
2.43%, 02/20/2030, 3 mo. USD LIBOR + 2.050%(1)(6)

     465,495  

530,000

    

RR Ltd.
1.88%, 10/15/2029, 3 mo. USD LIBOR + 1.600%(1)(6)

     518,037  
    

Sound Point CLO Ltd.

 

1,200,000

    

2.07%, 10/20/2031, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,146,973  

2,340,000

    

2.72%, 07/20/2030, 3 mo. USD LIBOR + 2.400%(1)(6)

     2,321,919  

1,155,000

    

Sound Point Clo XX Ltd.
1.35%, 07/26/2031, 3 mo. USD LIBOR + 1.100%(1)(6)

     1,119,715  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

        $        123,519

  

Springleaf Funding Trust
3.48%, 05/15/2028(1)

   $ 123,340  

1,195,000

  

Treman Park CLO Ltd.
1.34%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(6)

     1,181,835  
  

Vantage Data Centers Issuer LLC

 

421,104

  

3.19%, 07/15/2044(1)

     431,079  

322,025

  

4.07%, 02/16/2043(1)

     333,756  
  

Voya CLO Ltd.

 

1,200,000

  

1.52%, 01/18/2029, 3 mo. USD LIBOR + 1.250%(1)(6)

     1,153,094  

1,200,000

  

1.57%, 01/20/2031, 3 mo. USD LIBOR + 1.300%(1)(6)

     1,145,022  

1,200,000

  

1.57%, 04/19/2031, 3 mo. USD LIBOR + 1.300%(1)(6)

     1,144,734  

990,000

  

2.18%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(6)

     948,065  

1,200,000

  

2.36%, 07/14/2031, 3 mo. USD LIBOR + 2.090%(1)(6)

     1,079,707  

800,000

  

2.47%, 10/18/2031, 3 mo. USD LIBOR + 2.200%(1)

     755,060  
     

 

 

 
             62,021,919  
     

 

 

 
   Commercial Mortgage - Backed Securities - 4.3%

 

1,125,000

  

1211 Avenue of the Americas Trust
4.14%, 08/10/2035(1)(7)

     1,196,358  

1,250,000

  

280 Park Avenue Mortgage Trust
1.71%, 09/15/2034, 1 mo. USD LIBOR + 1.537%(1)(6)

     1,209,226  

365,000

  

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

     424,832  

1,000,000

  

Banc of America Commercial Mortgage Trust
3.75%, 02/15/2050

     1,124,290  
  

Benchmark Mortgage Trust

 

30,341,561

  

0.49%, 07/15/2051(7)(9)

     906,357  

22,967,419

  

0.67%, 01/15/2052(7)(9)

     1,026,067  

1,210,000

  

BF NYT Mortgage Trust
1.88%, 12/15/2035, 1 mo. USD LIBOR + 1.700%(1)(6)

     1,176,705  
  

BX Commercial Mortgage Trust

 

925,626

  

1.28%, 11/15/2035, 1 mo. USD LIBOR + 1.100%(1)(6)

     919,236  

1,044,044

  

1.43%, 12/15/2036, 1 mo. USD LIBOR + 1.250%(1)(6)

     1,025,761  

265,803

  

2.18%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(6)

     259,803  

860,000

  

BX Trust 1.63%,
11/25/2032, 1 mo. USD LIBOR + 1.450%(1)(6)

     830,172  

1,190,000

  

CAMB Commercial Mortgage Trust
1.93%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(6)

     1,182,618  
  

CD Commercial Mortgage Trust

 

365,000

  

3.51%, 05/10/2050(7)

     410,154  

1,000,000

  

3.83%, 02/10/2050

     1,101,066  

19,604,065

  

CD Mortgage Trust
1.02%, 02/10/2050(7)(9)

     1,010,772  

95,000

  

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

     106,196  

944,000

  

Commercial Mortgage Trust
4.32%, 12/10/2045(1)(7)

     906,575  
  

CSAIL Commercial Mortgage Trust

 

20,445,013

  

0.61%, 08/15/2051(7)(9)

     790,194  

24,462,138

  

0.72%, 11/15/2050(7)(9)

     967,891  

785,000

  

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

     781,224  

335,000

  

DC Office Trust
3.07%, 09/15/2045(1)(7)

     312,755  

350,000

  

ExteNet LLC
3.20%, 07/26/2049(1)

     350,814  
  

FREMF Mortgage Trust

 

75,000

  

3.50%, 11/25/2045(1)(7)

     78,106  

370,000

  

3.54%, 02/25/2052(1)(7)

     401,706  

390,000

  

3.65%, 10/25/2052(1)(7)

     436,238  

135,000

  

3.68%, 01/25/2048(1)(7)

     144,396  

75,000

  

3.70%, 04/25/2048(1)(7)

     81,203  

95,000

  

3.78%, 10/25/2048(1)(7)

     103,145  

80,000

  

3.88%, 02/25/2050(1)(7)

     85,308  

1,200,000

  

3.98%, 05/25/2050(1)(7)

     1,265,731  

1,160,000

  

4.04%, 07/25/2027(1)(7)

     1,312,058  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

        $        460,000

  

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

   $ 499,725  

120,000

  

4.16%, 04/25/2049(1)(7)

     133,381  
  

GS Mortgage Securities Corp. Trust

 

100,000

  

1.55%, 07/15/2032, 1 mo. USD LIBOR + 1.300%(1)(6)

     98,238  

1,190,000

  

1.78%, 06/15/2036, 1 mo. USD LIBOR + 1.600%(1)(6)

             1,124,517  
  

GS Mortgage Securities Trust

 

35,441,351

  

0.45%, 03/10/2051(7)(9)

     989,271  

15,266,899

  

1.09%, 07/10/2052(7)(9)

     1,108,108  

5,829,371

  

1.14%, 05/10/2052(7)(9)

     428,213  

1,250,000

  

3.76%, 05/10/2049(7)

     1,274,187  

469,000

  

3.97%, 05/10/2052

     505,227  

500,000

  

Hudson Yards Mortgage Trust
2.98%, 08/10/2038(1)(7)

     470,684  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

1,195,000

  

3.62%, 01/16/2037(1)

     1,160,581  

1,190,000

  

3.75%, 06/05/2039(1)(7)

     1,172,011  

920,000

  

KNDL Mortgage Trust
1.53%, 05/15/2036, 1 mo. USD LIBOR + 1.350%(1)(6)

     897,564  

1,314,000

  

Morgan Stanley Bank of America Merrill Lynch Trust
4.11%, 11/15/2052(7)

     1,441,280  
  

Morgan Stanley Capital Trust

 

1,250,000

  

1.83%, 10/15/2037, 1 mo. USD LIBOR + 1.650%(1)(6)

     1,193,712  

275,000

  

3.30%, 12/15/2036, 1 mo. USD LIBOR + 1.800%(1)(6)

     256,426  

400,000

  

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

     379,460  

1,000,000

  

Wells Fargo Commercial Mortgage Trust
4.14%, 10/15/2045

     1,039,198  
  

Wells Fargo N.A.

 

12,505,278

  

0.70%, 12/15/2052(7)(9)

     683,795  

4,895,794

  

0.90%, 05/15/2062(7)(9)

     318,515  
  

WF-RBS Commercial Mortgage Trust

 

915,000

  

5.22%, 06/15/2044(1)(7)

     877,392  

665,000

  

5.66%, 11/15/2044(1)(7)

     666,753  
     

 

 

 
     38,645,195  
     

 

 

 
   Other Asset Backed Securities - 1.8%

 

221,743

  

AASET Trust
3.84%, 05/15/2039(1)

     201,296  

478,249

  

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

     428,504  

255,000

  

Affirm Asset Securitization Trust
3.46%, 10/15/2024(1)

     255,334  

650,000

  

Atlas Senior Loan Fund Ltd.
1.78%, 01/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6)

     611,224  

1,000,000

  

Barings BDC Static CLO Ltd.
1.93%, 04/15/2027, 3 mo. USD LIBOR + 1.650%(1)(6)

     991,672  

1,045,000

  

Benefit Street Partners CLO Ltd.
2.28%, 01/15/2033, 3 mo. USD LIBOR + 2.000%(1)(6)

     1,016,070  

545,000

  

BlueMountain CLO Ltd.
1.83%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(1)(6)

     529,652  
  

Carlyle U.S. CLO Ltd.

 

1,980,000

  

1.49%, 07/20/2031, 3 mo. USD LIBOR + 1.220%(1)(6)

     1,932,072  

1,200,000

  

1.72%, 10/20/2027, 3 mo. USD LIBOR + 1.450%(1)(6)

     1,153,856  

1,105,000

  

2.03%, 07/15/2032, 3 mo. USD LIBOR + 1.750%(1)(6)

     1,070,578  

235,406

  

Castlelake Aircraft Securitization Trust
3.97%, 04/15/2039(1)

     205,062  

174,104

  

Cloud Pass-Through Trust
3.55%, 12/05/2022(1)(7)

     176,772  

29,036

  

Daimler Trucks Retail Trust
2.77%, 04/15/2021(1)

     29,076  

400,000

  

Dewolf Park CLO Ltd.
2.43%, 10/15/2030, 3 mo. USD LIBOR + 2.150%(1)(6)

     386,798  

1,000,000

  

Eaton Vance CLO Ltd.
2.13%, 01/15/2028, 3 mo. USD LIBOR + 1.850%(1)(6)

     986,434  

        $        750,000

  

Harbor Park CLO Ltd.
1.97%, 01/20/2031, 3 mo. USD LIBOR + 1.700%(1)(6)

   $ 730,440  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        569,575   

Hertz Fleet Lease Funding L.P.
2.70%, 01/10/2033(1)

     573,943  
500,000   

LCM XIII L.P.
1.41%, 07/19/2027, 3 mo. USD LIBOR + 1.140%(1)(6)

     494,584  
700,000   

Neuberger Berman CLO Ltd.
1.88%, 01/15/2028, 3 mo. USD LIBOR + 1.600%(1)(6)

     668,811  
1,250,000   

Neuberger Berman Loan Advisers CLO Ltd.
2.22%, 04/20/2031, 3 mo. USD LIBOR + 1.950%(1)(6)

     1,242,919  
340,697   

Sapphire Aviation Finance Ltd.
3.23%, 03/15/2040(1)

     282,902  
178,516   

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

     179,999  
702,063   

Sonic Capital LLC
3.85%, 01/20/2050(1)

     747,409  
340,000   

Stack Infrastructure Issuer LLC
3.08%, 10/25/2044(1)

     341,409  
  

START Ireland

 

55,070   

3.54%, 11/15/2044(1)

     47,279  
164,913   

4.09%, 03/15/2044(1)

     145,329  
  

Towd Point Mortgage Trust

 

127,683   

2.25%, 04/25/2056(1)(7)

     128,591  
227,184   

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

     233,474  
78,589   

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

     80,217  
296,641   

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

     307,165  
111,446   

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

     115,405  
     

 

 

 
                16,294,276  
     

 

 

 
   Whole Loan Collateral CMO - 2.6%

 

  

Angel Oak Mortgage Trust LLC

 

228,297   

2.62%, 11/25/2059(1)(7)

     229,984  
32,771   

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

     32,772  
392,835   

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

     400,313  
  

Benchmark Mortgage Trust

 

2,953,459   

1.05%, 05/15/2052(7)(9)

     206,143  
12,801,721   

1.23%, 03/15/2062(7)(9)

     1,042,297  
325,000   

3.72%, 12/15/2072(7)

     324,168  
1,000,000   

3.96%, 05/15/2052(7)

     1,120,472  
1,000,000   

Chase Mortgage Reference Notes
2.68%, 10/25/2057, 1 mo. USD LIBOR + 2.500%(1)(6)

     1,001,260  
78,286   

COLT Mortgage Loan Trust
3.69%, 10/26/2048(1)(7)

     79,718  
  

Deephaven Residential Mortgage Trust

 

67,218   

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

     67,208  
47,786   

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

     48,286  
17,193   

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

     17,167  
95,861   

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

     96,827  
691,436   

3.05%, 10/25/2059(1)(7)

     697,526  
82,841   

3.56%, 04/25/2059(1)(7)

     83,184  
  

Fannie Mae Connecticut Avenue Securities

 

277,630   

1.12%, 10/25/2029, 1 mo. USD LIBOR + 0.950%(6)

     277,478  
440,658   

2.32%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(6)

     428,549  
361,096   

2.37%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(6)

     345,716  
442,977   

2.42%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(6)

     427,168  
399,880   

2.72%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(6)

     384,344  
887,089   

2.82%, 02/25/2030, 1 mo. USD LIBOR + 2.650%(6)

     858,130  
910,837   

3.72%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(6)

     917,735  
635,814   

4.42%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(6)

     640,571  
677,759   

4.52%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(6)

     692,279  
820,965   

4.62%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(6)

     833,855  
1,349,237   

5.17%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(6)

     1,364,259  
983,671   

5.47%, 10/25/2028, 1 mo. USD LIBOR + 5.300%(6)

     998,385  
732,816   

5.87%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(6)

     763,853  
857,949   

6.07%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6)

     875,058  
747,016   

6.17%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(6)

     767,496  
        $        721,693   

6.92%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(6)

   $ 752,792  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        945,000   

FREMF Mortgage Trust
4.19%, 05/25/2052(1)(7)

     1,076,048  
218,754   

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

     227,966  
  

Mill City Mortgage Loan Trust

 

49,889   

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

     50,248  
221,011   

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

     226,610  
265,785   

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

     285,556  
  

Seasoned Credit Risk Transfer Trust

 

320,109   

3.50%, 03/25/2058

     349,466  
308,001   

3.50%, 07/25/2058

     336,722  
449,828   

3.50%, 10/25/2058

     492,968  
947,196   

Sequoia Mortgage Trust
3.75%, 02/25/2048(1)(7)

     962,017  
241,588   

Verus Securitization Trust
3.21%, 05/25/2059(1)(7)

     246,422  
31,810,122   

Wells Fargo N.A.
0.96%, 08/15/2061(7)(9)

     2,243,129  
     

 

 

 
     23,272,145  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $145,313,870)

   $         143,778,597  
     

 

 

 

Corporate Bonds - 23.3%

  
   Aerospace/Defense - 0.4%

 

600,000   

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

     675,996  
200,000   

BAE Systems plc
3.40%, 04/15/2030(1)

     225,497  
  

Boeing Co.

 

603,000   

3.25%, 03/01/2028

     601,084  
170,000   

3.45%, 11/01/2028

     168,617  
  

Lockheed Martin Corp.

 

300,000   

4.07%, 12/15/2042

     401,224  
135,000   

4.85%, 09/15/2041

     184,671  
  

United Technologies Corp.

 

300,000   

3.95%, 08/16/2025

     347,502  
900,000   

4.13%, 11/16/2028

     1,081,411  
     

 

 

 
     3,686,002  
     

 

 

 
   Agriculture - 0.6%

 

  

Altria Group, Inc.

 

1,150,000   

4.40%, 02/14/2026

     1,337,495  
140,000   

4.50%, 05/02/2043

     164,496  
180,000   

5.80%, 02/14/2039

     235,821  
835,000   

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

     919,456  
  

BAT International Finance plc

 

565,000   

3.25%, 06/07/2022(1)

     590,785  
65,000   

3.50%, 06/15/2022(1)

     68,200  
1,250,000   

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

     1,306,454  
  

Philip Morris International, Inc.

 

300,000   

2.63%, 03/06/2023

     317,388  
80,000   

4.88%, 11/15/2043

     109,290  
     

 

 

 
     5,049,385  
     

 

 

 
   Airlines - 0.1%

 

458,390   

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

     438,841  
239,604   

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

     239,906  
60,981   

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

     45,296  
     

 

 

 
     724,043  
     

 

 

 

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Apparel - 0.2%

 

        $        640,000

  

G-III Apparel Group Ltd.
7.88%, 08/15/2025(1)

   $ 645,408  
  

VF Corp.

 

160,000   

2.80%, 04/23/2027

     172,566  
770,000   

2.95%, 04/23/2030

     848,273  
     

 

 

 
        1,666,247  
     

 

 

 
   Auto Manufacturers - 0.4%

 

580,000   

Daimler Finance North America LLC
2.30%, 02/12/2021(1)

     584,929  
400,000   

Ford Motor Credit Co. LLC
3.82%, 11/02/2027

     392,500  
550,000   

General Motors Co.
6.13%, 10/01/2025

     642,878  
  

General Motors Financial Co., Inc.

 

1,375,000   

3.70%, 05/09/2023

     1,435,002  
335,000   

3.95%, 04/13/2024

     357,302  
485,000   

Volkswagen Group of America Finance LLC
3.35%, 05/13/2025(1)

     529,309  
     

 

 

 
        3,941,920  
     

 

 

 
   Auto Parts & Equipment - 0.1%

 

675,000   

Panther BF Aggregator L.P. / Panther Finance Co., Inc.
6.25%, 05/15/2026(1)

     722,331  
     

 

 

 
   Beverages - 0.4%

 

  

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

 

105,000   

4.70%, 02/01/2036

     128,810  
385,000   

4.90%, 02/01/2046

     491,759  
  

Anheuser-Busch InBev Worldwide, Inc.

 

540,000   

3.50%, 01/12/2024

     594,812  
115,000   

3.75%, 07/15/2042

     127,995  
105,000   

4.38%, 04/15/2038

     126,301  
15,000   

4.50%, 06/01/2050

     18,962  
380,000   

4.60%, 04/15/2048

     470,287  
  

Molson Coors Brewing Co.

 

1,250,000   

3.00%, 07/15/2026

     1,320,280  
180,000   

3.50%, 05/01/2022

     187,546  
     

 

 

 
        3,466,752  
     

 

 

 
   Biotechnology - 0.2%

 

  

Amgen, Inc.

 

315,000   

2.30%, 02/25/2031

     335,999  
1,425,000   

2.65%, 05/11/2022

     1,479,785  
     

 

 

 
        1,815,784  
     

 

 

 
   Chemicals - 0.3%

 

725,000   

NOVA Chemicals Corp.
4.88%, 06/01/2024(1)

     724,638  
1,180,000   

Sherwin-Williams Co.
2.95%, 08/15/2029

     1,315,554  
450,000   

Syngenta Finance N.V.
5.18%, 04/24/2028(1)

     488,733  
     

 

 

 
                2,528,925  
     

 

 

 
   Commercial Banks - 5.0%

 

  

Bank of America Corp.

 

740,000   

2.63%, 10/19/2020

     743,670  
1,381,000   

3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(10)

     1,560,381  
450,000   

3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(10)

     512,838  
635,000   

4.00%, 04/01/2024

     710,308  
200,000   

Bank of New York Mellon Corp.
3.00%, 02/24/2025

     220,561  
  

Barclays plc

  
815,000   

3.20%, 08/10/2021

     833,826  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        720,000     

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(10)

   $         786,833  
    

BNP Paribas S.A.

 

390,000     

2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(10)

     414,313  
405,000     

3.38%, 01/09/2025(1)

     441,676  
    

BPCE S.A.

 

300,000     

3.50%, 10/23/2027(1)

     332,419  
425,000     

5.15%, 07/21/2024(1)

     476,657  
1,200,000     

5.70%, 10/22/2023(1)

     1,346,708  
    

Capital One Financial Corp.

 

615,000     

3.75%, 04/24/2024

     673,109  
165,000     

4.20%, 10/29/2025

     185,384  
    

Citigroup, Inc.

 

1,000,000     

2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950% thereafter)(10)

     1,043,160  
500,000     

4.45%, 09/29/2027

     582,098  
500,000     

Citizens Bank NA
2.55%, 05/13/2021

     507,660  
    

Credit Agricole S.A.

 

360,000     

3.25%, 10/04/2024(1)

     391,537  
250,000     

3.75%, 04/24/2023(1)

     269,465  
1,150,000     

4.13%, 01/10/2027(1)

     1,325,713  
    

Credit Suisse Group AG

 

850,000     

3.57%, 01/09/2023(1)

     881,822  
335,000     

3.63%, 09/09/2024

     373,336  
250,000     

3.87%, 01/12/2029, (3.87% fixed rate until 01/12/2028; 3 mo. USD LIBOR + 1.410% thereafter)(1)(10)

     281,129  
    

Credit Suisse Group Funding Guernsey Ltd.

 

950,000     

3.80%, 09/15/2022

     1,009,666  
1,125,000     

4.55%, 04/17/2026

     1,312,962  
    

Danske Bank A/S

 

485,000     

3.88%, 09/12/2023(1)

     522,246  
200,000     

5.00%, 01/12/2022(1)

     210,761  
250,000     

5.38%, 01/12/2024(1)

     282,281  
670,000     

Deutsche Bank AG
4.25%, 10/14/2021

     691,695  
440,000     

Fifth Third Bancorp
2.55%, 05/05/2027

     478,443  
450,000     

Fifth Third Bank
2.88%, 10/01/2021

     461,773  
    

Goldman Sachs Group, Inc.

 

2,330,000     

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(10)

     2,541,926  
1,000,000     

4.25%, 10/21/2025

     1,141,711  
300,000     

6.25%, 02/01/2041

     471,345  
    

HSBC Holdings plc

 

1,755,000     

3.60%, 05/25/2023

     1,883,339  
200,000     

4.04%, 03/13/2028, (4.04% fixed rate until 03/13/2027; 3 mo. USD LIBOR + 1.546% thereafter)(10)

     223,744  
    

ING Groep N.V.

 

720,000     

3.95%, 03/29/2027

     838,977  
1,100,000     

4.63%, 01/06/2026(1)

     1,302,237  
    

JP Morgan Chase & Co.

 

535,000     

2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD SOFR + 2.040% thereafter)(10)

     577,156  
105,000     

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(10)

     119,062  
650,000     

3.25%, 09/23/2022

     689,344  
180,000     

3.38%, 05/01/2023

     192,845  
555,000     

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(10)

     644,757  
230,000     

5.40%, 01/06/2042

     344,063  
920,000     

Macquarie Group Ltd.
4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD LIBOR + 1.330% thereafter)(1)(10)

     990,790  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
    

Morgan Stanley

 

        $        320,000     

3.13%, 07/27/2026

   $         359,334  
750,000     

3.63%, 01/20/2027

     863,431  
875,000     

3.70%, 10/23/2024

     977,752  
575,000     

4.10%, 05/22/2023

     625,247  
550,000     

5.75%, 01/25/2021

     564,147  
1,795,000     

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

     1,833,144  
    

Santander Holdings USA, Inc.

 

205,000     

3.40%, 01/18/2023

     214,656  
1,095,000     

3.70%, 03/28/2022

     1,137,305  
1,125,000     

4.50%, 07/17/2025

     1,241,781  
410,000     

Synchrony Bank
3.65%, 05/24/2021

     416,358  
695,000     

Truist Financial Corp.
3.20%, 09/03/2021

     714,774  
165,000     

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

     182,427  
    

UBS Group Funding Switzerland AG

 

785,000     

2.95%, 09/24/2020(1)

     787,889  
550,000     

3.00%, 04/15/2021(1)

     560,251  
315,000     

3.13%, 08/13/2030, (3.13% fixed rate until 08/13/2029; 3 mo. USD LIBOR + 1.468% thereafter)(1)(10)

     349,471  
1,794,000     

Wells Fargo & Co.
4.48%, 01/16/2024

     1,990,663  
       

 

 

 
     44,644,356  
       

 

 

 
     Commercial Services - 0.4%

 

260,000     

Ashtead Capital, Inc.
4.25%, 11/01/2029(1)

     274,659  
    

CommonSpirit Health

 

597,000     

2.95%, 11/01/2022

     625,809  
70,000     

4.35%, 11/01/2042

     77,800  
    

ERAC USA Finance LLC

 

255,000     

3.30%, 12/01/2026(1)

     270,971  
510,000     

4.50%, 08/16/2021(1)

     528,071  
120,000     

4.50%, 02/15/2045(1)

     130,393  
550,000     

5.63%, 03/15/2042(1)

     681,071  
1,200,000     

IHS Markit Ltd.
3.63%, 05/01/2024

     1,291,800  
       

 

 

 
     3,880,574  
       

 

 

 
     Construction Materials - 0.3%

 

956,000     

Jeld-Wen, Inc.
4.88%, 12/15/2027(1)

     972,730  
443,000     

Johnson Controls International plc
4.95%, 07/02/2064(6)(11)

     564,574  
290,000     

Norbord, Inc.
5.75%, 07/15/2027(1)

     308,850  
675,000     

Standard Industries, Inc.
6.00%, 10/15/2025(1)

     702,985  
       

 

 

 
     2,549,139  
       

 

 

 
     Diversified Financial Services - 0.2%

 

700,000     

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

     740,598  
635,000     

Charles Schwab Corp.
4.63%, 03/22/2030

     815,473  
415,000     

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

     427,902  
       

 

 

 
     1,983,973  
       

 

 

 
     Electric - 1.7%

 

    

Cleco Corporate Holdings LLC

 

275,000     

3.38%, 09/15/2029

     282,187  
753,000     

3.74%, 05/01/2026

     801,082  
425,000     

4.97%, 05/01/2046

     485,572  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        720,000     

CMS Energy Corp.
3.00%, 05/15/2026

   $         785,695  
    

Dominion Energy South Carolina, Inc.

 

105,000     

4.60%, 06/15/2043

     141,579  
156,000     

6.63%, 02/01/2032

     230,096  
    

Dominion Energy, Inc.

 

950,000     

2.45%, 01/15/2023(1)

     989,909  
135,000     

2.72%, 08/15/2021(6)(11)

     137,849  
510,000     

4.10%, 04/01/2021(11)

     521,301  
    

Duke Energy Corp.

 

105,000     

2.65%, 09/01/2026

     115,514  
550,000     

3.05%, 08/15/2022

     575,256  
120,000     

3.40%, 06/15/2029

     138,086  
165,000     

Evergy Metro, Inc.
2.25%, 06/01/2030

     180,857  
530,000     

Evergy, Inc.
2.90%, 09/15/2029

     586,311  
1,205,000     

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

     1,320,809  
    

Georgia Power Co.

 

165,000     

3.70%, 01/30/2050

     198,059  
140,000     

4.75%, 09/01/2040

     178,515  
425,000     

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

     603,804  
205,000     

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

     200,388  
645,000     

ITC Holdings Corp.
2.95%, 05/14/2030(1)

     715,212  
661,000     

Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028(1)

     743,890  
    

NextEra Energy Capital Holdings, Inc.

 

1,310,000     

2.25%, 06/01/2030

     1,412,424  
100,000     

3.25%, 04/01/2026

     113,174  
160,000     

Niagara Mohawk Power Corp.
3.03%, 06/27/2050(1)

     181,373  
550,000     

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

     675,181  
115,000     

Oncor Electric Delivery Co. LLC
2.95%, 04/01/2025

     126,179  
85,000     

PacifiCorp
4.13%, 01/15/2049

     114,879  
1,105,000     

PPL Capital Funding, Inc.
3.10%, 05/15/2026

     1,229,007  
    

San Diego Gas & Electric Co.

 

40,000     

3.75%, 06/01/2047

     50,335  
10,000     

4.15%, 05/15/2048

     13,140  
145,000     

Southern California Edison Co.
2.25%, 06/01/2030

     149,812  
    

Southern Co.

 

605,000     

2.95%, 07/01/2023

     642,802  
245,000     

4.40%, 07/01/2046

     310,124  
90,000     

Tucson Electric Power Co.
4.00%, 06/15/2050

     113,598  
106,000     

Union Electric Co.
4.00%, 04/01/2048

     138,951  
       

 

 

 
     15,202,950  
       

 

 

 
     Electrical Components & Equipment - 0.2%

 

505,000     

Energizer Holdings, Inc.
4.75%, 06/15/2028(1)

     541,663  
1,025,000     

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

     1,047,755  
       

 

 

 
     1,589,418  
       

 

 

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
     Electronics - 0.1%

 

        $        565,000     

Fortive Corp.
4.30%, 06/15/2046

   $         690,317  
       

 

 

 
     Engineering & Construction - 0.1%

 

300,000     

SBA Tower Trust
3.45%, 03/15/2048(1)

     314,493  
155,000     

United Rentals North America Co.
3.88%, 02/15/2031

     155,000  
       

 

 

 
          469,493  
       

 

 

 
     Environmental Control - 0.1%

 

445,000     

Republic Services, Inc.
2.30%, 03/01/2030

     478,637  
       

 

 

 
     Food - 0.3%

 

1,325,000     

Conagra Brands, Inc.
4.60%, 11/01/2025

     1,547,383  
325,000     

Danone S.A.
2.95%, 11/02/2026(1)

     362,736  
150,000     

McCormick & Co., Inc.
2.50%, 04/15/2030

     163,470  
510,000     

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

     543,686  
65,000     

Sysco Corp.
5.65%, 04/01/2025

     77,007  
300,000     

Tyson Foods, Inc.
5.10%, 09/28/2048

     418,801  
       

 

 

 
          3,113,083  
       

 

 

 
     Gas - 0.3%

 

    

Boston Gas Co.

 

165,000     

3.00%, 08/01/2029(1)

     185,325  
125,000     

3.15%, 08/01/2027(1)

     139,297  
560,000     

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

     605,054  
    

Sempra Energy

 

1,075,000     

3.25%, 06/15/2027

     1,212,266  
175,000     

3.40%, 02/01/2028

     197,995  
       

 

 

 
          2,339,937  
       

 

 

 
     Healthcare-Products - 0.5%

 

1,450,000     

Alcon Finance Corp.
3.00%, 09/23/2029(1)

     1,610,169  
    

Boston Scientific Corp.

 

660,000     

2.65%, 06/01/2030

     717,410  
60,000     

4.00%, 03/01/2029

     70,732  
700,000     

DH Europe Finance S.a.r.l.
2.60%, 11/15/2029

     768,655  
    

Zimmer Biomet Holdings, Inc.

 

440,000     

3.05%, 01/15/2026

     481,279  
665,000     

3.55%, 03/20/2030

     743,211  
       

 

 

 
          4,391,456  
       

 

 

 
     Healthcare-Services - 0.8%

 

495,000     

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

     523,870  
631,000     

Anthem, Inc.
3.30%, 01/15/2023

     672,711  
245,000     

Centene Corp.
4.25%, 12/15/2027

     260,313  
    

CommonSpirit Health

 

195,000     

2.76%, 10/01/2024

     204,201  
105,000     

4.19%, 10/01/2049

     116,305  
305,000     

4.20%, 08/01/2023

     327,892  
125,000     

Cottage Health Obligated Group
3.30%, 11/01/2049

     145,317  
    

Dignity Health

 

214,000     

3.81%, 11/01/2024

     228,670  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $       552,000     

4.50%, 11/01/2042

   $         596,772  
1,100,000     

HCA, Inc.
5.25%, 06/15/2026

     1,292,378  
715,000     

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

     752,959  
180,000     

Memorial Sloan-Kettering Cancer Center
2.96%, 01/01/2050

     203,340  
    

Mercy Health

 

565,000     

3.56%, 08/01/2027

     615,296  
545,000     

4.30%, 07/01/2028

     624,222  
    

Toledo Hospital

 

400,000     

5.33%, 11/15/2028

     434,792  
150,000     

5.75%, 11/15/2038

     178,916  
    

UnitedHealth Group, Inc.

 

55,000     

2.90%, 05/15/2050

     62,451  
340,000     

3.75%, 07/15/2025

     390,403  
5,000     

3.85%, 06/15/2028

     6,015  
       

 

 

 
     7,636,823  
       

 

 

 
     Household Products - 0.0%

 

146,760     

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

     148,653  
       

 

 

 
     Insurance - 1.0%

 

    

American International Group, Inc.

 

560,000     

4.25%, 03/15/2029

     665,302  
99,000     

4.50%, 07/16/2044

     122,160  
65,000     

4.75%, 04/01/2048

     84,452  
1,150,000     

Aon plc
3.88%, 12/15/2025

     1,328,925  
185,000     

Chubb INA Holdings, Inc.
3.35%, 05/15/2024

     205,009  
1,175,000     

Equitable Holdings, Inc.
4.35%, 04/20/2028

     1,358,053  
115,000     

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

     128,868  
515,000     

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

     552,474  
    

Liberty Mutual Group, Inc.

 

23,000     

4.25%, 06/15/2023(1)

     25,249  
77,000     

4.57%, 02/01/2029(1)

     93,766  
150,000     

Massachusetts Mutual Life Insurance Co.
3.38%, 04/15/2050(1)

     166,303  
485,000     

MetLife, Inc.
3.60%, 04/10/2024

     539,563  
200,000     

Prudential Financial, Inc.
3.50%, 05/15/2024

     222,955  
460,000     

Prudential plc
3.13%, 04/14/2030

     511,407  
100,000     

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

     135,903  
1,175,000     

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

     1,282,848  
1,150,000     

XLIT Ltd.
4.45%, 03/31/2025

     1,297,723  
       

 

 

 
     8,720,960  
       

 

 

 
     Internet - 0.1%

 

480,000     

Alibaba Group Holding Ltd.
3.60%, 11/28/2024

     531,475  
       

 

 

 
     IT Services - 0.4%

 

    

Apple, Inc.

 

225,000     

3.00%, 02/09/2024

     243,638  
170,000     

3.25%, 02/23/2026

     192,931  
270,000     

3.45%, 05/06/2024

     299,471  
35,000     

4.45%, 05/06/2044

     49,036  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $      1,125,000     

Hewlett Packard Enterprise Co.
4.90%, 10/15/2025

   $         1,300,515  
    

International Business Machines Corp.

 

700,000     

1.95%, 05/15/2030

     732,580  
750,000     

3.30%, 05/15/2026

     853,274  
       

 

 

 
     3,671,445  
       

 

 

 
     Machinery-Diversified - 0.1%

 

    

Otis Worldwide Corp.

 

70,000     

2.57%, 02/15/2030(1)

     75,907  
130,000     

3.11%, 02/15/2040(1)

     143,910  
245,000     

3.36%, 02/15/2050(1)(2)

     284,314  
       

 

 

 
     504,131  
       

 

 

 
     Media - 1.1%

 

    

Charter Communications Operating LLC / Charter Communications Operating Capital

 

210,000     

3.70%, 04/01/2051

     220,328  
1,125,000     

4.91%, 07/23/2025

     1,306,247  
    

Comcast Corp.

 

400,000     

3.95%, 10/15/2025

     463,425  
100,000     

4.05%, 11/01/2052

     131,497  
575,000     

4.40%, 08/15/2035

     742,516  
34,000     

6.40%, 05/15/2038

     53,593  
    

Cox Communications, Inc.

 

1,225,000     

3.35%, 09/15/2026(1)

     1,381,068  
35,000     

4.60%, 08/15/2047(1)

     46,918  
920,000     

4.80%, 02/01/2035(1)

     1,196,575  
    

Discovery Communications LLC

 

260,000     

4.65%, 05/15/2050

     311,896  
1,125,000     

4.90%, 03/11/2026

     1,318,907  
920,000     

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

     1,034,834  
    

Time Warner Cable LLC

 

80,000     

6.55%, 05/01/2037

     110,725  
60,000     

7.30%, 07/01/2038

     87,217  
30,000     

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

     35,544  
1,150,000     

ViacomCBS, Inc.
4.00%, 01/15/2026

     1,293,890  
    

Walt Disney Co.

 

180,000     

4.00%, 10/01/2023

     198,101  
300,000     

4.75%, 09/15/2044

     395,246  
       

 

 

 
     10,328,527  
       

 

 

 
     Mining - 0.2%

 

725,000     

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

     765,739  
600,000     

Kaiser Aluminum Corp.
6.50%, 05/01/2025(1)

     636,000  
       

 

 

 
     1,401,739  
       

 

 

 
     Miscellaneous Manufacturing - 0.1%

 

850,000     

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

     926,678  
       

 

 

 
     Oil & Gas - 0.9%

 

1,760,000     

Aker BP ASA
3.75%, 01/15/2030(1)

     1,744,648  
450,000     

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

     466,718  
130,000     

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

     136,268  
570,000     

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

     629,601  
949,000     

Cimarex Energy Co.
4.38%, 06/01/2024

     1,012,403  
40,000     

ConocoPhillips Co.
4.95%, 03/15/2026

     48,555  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
    

Equinor ASA

 

        $        30,000     

2.45%, 01/17/2023

   $         31,425  
30,000     

2.65%, 01/15/2024

     32,096  
35,000     

2.88%, 04/06/2025

     38,300  
355,000     

2.90%, 11/08/2020

     357,386  
1,355,000     

3.00%, 04/06/2027

     1,510,687  
5,000     

3.70%, 03/01/2024

     5,545  
700,000     

Hess Corp.
7.30%, 08/15/2031

     840,498  
355,000     

Saudi Arabian Oil Co.
3.50%, 04/16/2029(1)

     396,585  
325,000     

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

     342,619  
625,000     

WPX Energy, Inc.
5.88%, 06/15/2028

     640,238  
       

 

 

 
          8,233,572  
       

 

 

 
     Packaging & Containers - 0.2%

 

465,000     

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.13%, 08/15/2026(1)

     482,577  
305,000     

Bemis Co., Inc.
2.63%, 06/19/2030

     323,820  
1,125,000     

WRKCo, Inc.
4.65%, 03/15/2026

     1,330,166  
       

 

 

 
          2,136,563  
       

 

 

 
     Pharmaceuticals - 1.0%

 

    

AbbVie, Inc.

 

450,000     

3.45%, 03/15/2022(1)

     468,034  
525,000     

3.80%, 03/15/2025(1)

     588,188  
405,000     

4.45%, 05/14/2046

     518,456  
275,000     

4.85%, 06/15/2044(1)

     365,805  
225,000     

5.00%, 12/15/2021(1)

     235,842  
805,000     

Bayer U.S. Finance LLC
3.38%, 10/08/2024(1)

     881,028  
180,000     

Bristol-Myers Squibb Co.
3.55%, 08/15/2022

     190,899  
1,240,000     

Cigna Corp.
2.40%, 03/15/2030

     1,322,820  
    

CVS Health Corp.

 

450,000     

3.88%, 07/20/2025

     510,278  
1,035,000     

4.10%, 03/25/2025

     1,176,472  
361,000     

4.30%, 03/25/2028

     428,868  
165,000     

5.13%, 07/20/2045

     224,450  
705,000     

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

     727,569  
105,000     

Merck & Co., Inc.
2.80%, 05/18/2023

     112,203  
180,000     

Pfizer, Inc.
1.70%, 05/28/2030

     188,948  
    

Takeda Pharmaceutical Co., Ltd.

 

225,000     

3.03%, 07/09/2040

     244,522  
200,000     

3.18%, 07/09/2050

     218,999  
355,000     

Upjohn, Inc.
3.85%, 06/22/2040(1)

     403,702  
       

 

 

 
          8,807,083  
       

 

 

 
     Pipelines - 1.6%

 

400,000     

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

     466,208  
1,200,000     

Enable Midstream Partners L.P.
4.40%, 03/15/2027

     1,136,573  
    

Energy Transfer Operating L.P.

 

340,000     

4.50%, 11/01/2023

     362,330  
1,125,000     

4.75%, 01/15/2026

     1,222,175  
60,000     

5.00%, 05/15/2050

     59,536  
214,000     

7.60%, 02/01/2024

     245,650  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $         65,000     

Enterprise Products Operating LLC
3.95%, 01/31/2060

   $         71,371  
970,000     

Florida Gas Transmission Co. LLC
2.55%, 07/01/2030(1)

     1,024,110  
    

Kinder Morgan Energy Partners L.P.

 

419,000     

4.25%, 09/01/2024

     467,637  
275,000     

4.30%, 05/01/2024

     304,782  
    

MPLX L.P.

 

670,000     

4.13%, 03/01/2027

     731,133  
1,100,000     

4.88%, 06/01/2025

     1,246,500  
1,175,000     

ONEOK, Inc.
4.00%, 07/13/2027

     1,207,375  
750,000     

Phillips 66 Partners L.P.
3.75%, 03/01/2028

     795,382  
1,075,000     

Sabine Pass Liquefaction LLC
5.63%, 03/01/2025

     1,247,570  
    

Sunoco Logistics Partners Operations L.P.

 

130,000     

4.40%, 04/01/2021

     132,531  
650,000     

5.35%, 05/15/2045

     637,850  
675,000     

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
5.88%, 04/15/2026

     717,377  
1,100,000     

TransCanada PipeLines Ltd.
4.88%, 01/15/2026

     1,313,529  
780,000     

Western Midstream Operating L.P.
4.00%, 07/01/2022

     804,944  
       

 

 

 
     14,194,563  
       

 

 

 
     Real Estate - 0.1%

 

825,000     

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

     856,576  
       

 

 

 
     Real Estate Investment Trusts - 0.7%

 

    

American Tower Corp.

 

150,000     

4.40%, 02/15/2026

     175,732  
85,000     

5.00%, 02/15/2024

     97,564  
785,000     

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

     817,379  
440,000     

Brixmor Operating Partnership L.P.
4.13%, 05/15/2029

     470,646  
425,000     

Equinix, Inc.
3.00%, 07/15/2050

     460,547  
    

Healthpeak Properties, Inc.

 

455,000     

3.00%, 01/15/2030

     490,550  
670,000     

4.00%, 06/01/2025

     749,185  
    

SBA Tower Trust

 

100,000     

1.88%, 07/15/2050(1)

     100,633  
665,000     

2.84%, 01/15/2025(1)

     694,003  
350,000     

Scentre Group Trust 1 / Scentre Group Trust 2
3.63%, 01/28/2026(1)

     373,431  
340,000     

Simon Property Group L.P.
2.45%, 09/13/2029

     345,063  
    

VEREIT Operating Partnership L.P.

 

335,000     

3.40%, 01/15/2028

     347,651  
1,150,000     

4.63%, 11/01/2025

     1,263,897  
       

 

 

 
     6,386,281  
       

 

 

 
     Retail - 0.4%

 

825,000     

AutoZone, Inc.
3.13%, 04/21/2026

     910,819  
    

CVS Health Corp.

 

695,000     

4.00%, 12/05/2023

     766,338  
160,000     

4.88%, 07/20/2035

     207,869  
800,000     

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

     743,008  
275,000     

Lowe’s Cos., Inc.
4.55%, 04/05/2049

     369,100  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        155,000     

Starbucks Corp.
3.35%, 03/12/2050

   $         170,689  
185,000     

TJX Cos., Inc.
4.50%, 04/15/2050

     254,760  
       

 

 

 
     3,422,583  
       

 

 

 
     Savings & Loans - 0.0%

 

245,000     

Nationwide Building Society
3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(1)(10)

     255,695  
       

 

 

 
     Semiconductors - 0.4%

 

    

Broadcom, Inc.

 

315,000     

4.11%, 09/15/2028(1)

     355,823  
50,000     

4.25%, 04/15/2026(1)

     56,477  
1,285,000     

4.70%, 04/15/2025(1)

     1,469,598  
345,000     

Microchip Technology, Inc.
3.92%, 06/01/2021

     353,180  
1,150,000     

Micron Technology, Inc.
4.98%, 02/06/2026

     1,350,143  
       

 

 

 
     3,585,221  
       

 

 

 
     Software - 0.4%

 

800,000     

Fiserv, Inc.
3.20%, 07/01/2026

     901,663  
    

Microsoft Corp.

 

475,000     

2.40%, 08/08/2026

     523,074  
505,000     

2.88%, 02/06/2024

     547,181  
365,000     

3.70%, 08/08/2046

     475,354  
325,000     

Oracle Corp.
3.60%, 04/01/2050

     388,938  
825,000     

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

     896,255  
       

 

 

 
     3,732,465  
       

 

 

 
     Telecommunications - 1.1%

 

    

AT&T, Inc.

 

600,000     

2.30%, 06/01/2027

     635,482  
630,000     

3.10%, 02/01/2043(8)

     648,463  
950,000     

3.60%, 07/15/2025

     1,069,480  
65,000     

3.95%, 01/15/2025

     73,216  
500,000     

4.13%, 02/17/2026

     575,828  
460,000     

4.45%, 04/01/2024

     518,213  
136,000     

4.85%, 03/01/2039

     169,848  
85,000     

4.90%, 08/15/2037

     106,698  
600,000     

British Telecommunications plc
3.25%, 11/08/2029(1)

     665,789  
    

Deutsche Telekom International Finance B.V.

 

150,000     

3.60%, 01/19/2027(1)

     169,685  
320,000     

4.38%, 06/21/2028(1)

     386,119  
835,000     

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

     908,063  
    

T-Mobile USA, Inc.

 

1,085,000     

2.05%, 02/15/2028(1)

     1,114,501  
1,095,000     

3.88%, 04/15/2030(1)

     1,254,049  
370,000     

Telefonica Emisiones S.A.
5.21%, 03/08/2047

     476,626  
    

Verizon Communications, Inc.

 

726,000     

4.52%, 09/15/2048

     1,007,635  
130,000     

4.75%, 11/01/2041

     181,955  
93,000     

4.81%, 03/15/2039

     127,319  
       

 

 

 
     10,088,969  
       

 

 

 
     Toys/Games/Hobbies - 0.1%

 

581,000     

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

     622,292  
       

 

 

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
     Transportation - 0.4%

 

    

FedEx Corp.

 

        $        75,000     

4.10%, 02/01/2045

   $ 85,410  
665,000     

4.25%, 05/15/2030

     797,982  
100,000     

4.55%, 04/01/2046

     120,730  
206,000     

4.75%, 11/15/2045

     256,804  
    

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

 

90,000     

2.70%, 11/01/2024(1)

     94,770  
400,000     

3.38%, 02/01/2022(1)

     412,799  
1,330,000     

3.95%, 03/10/2025(1)

     1,472,640  
    

Union Pacific Corp.

 

305,000     

3.25%, 02/05/2050

     359,886  
215,000     

3.75%, 02/05/2070

     264,482  
       

 

 

 
          3,865,503  
       

 

 

 
     Trucking & Leasing - 0.3%

 

1,250,000     

Aviation Capital Group LLC
3.50%, 11/01/2027(1)

     1,119,372  
1,200,000     

Avolon Holdings Funding Ltd.
4.38%, 05/01/2026(1)

     1,061,653  
455,000     

GATX Corp.
4.70%, 04/01/2029

     529,063  
       

 

 

 
          2,710,088  
       

 

 

 
     Water - 0.0%

 

240,000     

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

     269,478  
       

 

 

 
    

Total Corporate Bonds
(cost $191,466,957)

   $         207,972,085  
       

 

 

 

Equity Linked Securities - 12.9%

  
     Banks - 12.9%

 

52,339     

AbbVie, Inc. (Barclays Bank plc)
12.00%, 09/23/2020(1)(7)

     5,024,930  
1,655     

Amazon.com, Inc. (HSBC Bank plc)
12.00%, 08/26/2020(1)

     5,156,947  
173,500     

AT&T, Inc. (Bank of Montreal)
12.00%, 08/26/2020(1)

     5,175,064  
18,900     

Biogen, Inc. (Merrill Lynch International & Co. C.V.)
15.00%, 10/21/2020(1)

     5,158,902  
86,174     

Bristol-Myers Squibb Co. (BNP Paribas Issuance B.V.)
25.00%, 09/23/2020(1)

     5,110,257  
29,500     

Constellation Brands, Inc. (BNP Paribas Issuance B.V.)
25.00%, 09/23/2020(1)

     5,262,630  
16,500     

Costco Wholesale Corp. (Bank of Montreal)
12.00%, 08/26/2020(1)

     5,266,001  
23,150     

Facebook, Inc. (Bank of Montreal)
12.00%, 08/26/2020(1)

     5,744,801  
141,100     

Gaming and Leisure Properties, Inc. (Merrill Lynch International & Co. C.V.)
15.00%, 10/21/2020(1)

     5,229,440  
68,162     

Gilead Sciences, Inc. (BNP Paribas Issuance B.V.)
12.00%, 09/23/2020(1)

     4,894,713  
86,233     

Intel Corp. (BNP Paribas Issuance B.V.)
12.00%, 10/21/2020(1)

     4,225,275  
14,117     

Lam Research Corp. (BNP Paribas Issuance B.V.)
12.00%, 09/23/2020(1)

     5,216,514  
101,700     

Micron Technology, Inc. (Merrill Lynch International & Co. C.V.)
15.00%, 10/21/2020(1)

     5,134,912  
25,200     

Microsoft Corp. (Bank of Montreal)
12.00%, 08/26/2020(1)

     5,137,766  
74,429     

Newmont Corp. (HSBC Bank plc)
12.00%, 10/21/2020(1)

     5,073,081  
33,500     

PayPal Holdings Inc. (BNP Paribas Issuance B.V.)
12.00%, 10/21/2020(1)

     5,579,416  
85,700     

Peloton Interactive, Inc. (HSBC Bank plc)
15.00%, 10/21/2020(1)

     5,704,564  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $          101,820   

Raytheon Technologies Corp. (Barclays Bank plc)
12.00%, 08/26/2020(1)(7)

   $ 5,896,344  
69,034   

Science Applications International Corp. (Canadian Imperial Bank of Commerce)
12.00%, 10/21/2020(1)

     5,230,911  
28,700   

Spotify Technology S.A. (Bank of Montreal)
25.00%, 08/26/2020(1)

     5,840,413  
24,980   

The Goldman Sachs Group, Inc. (BNP Paribas Issuance B.V.)
25.00%, 09/23/2020(1)

     5,024,227  
45,000   

Thor Industries, Inc. (Merrill Lynch International & Co. C.V.)
15.00%, 10/21/2020(1)

     5,150,761  
     

 

 

 
             115,237,869  
     

 

 

 
  

Total Equity Linked Securities
(cost $112,288,120)

   $ 115,237,869  
     

 

 

 

Foreign Government Obligations - 2.0%

  
   Indonesia - 0.6%

 

IDR  75,000,000,000   

Indonesia Treasury Bond
7.00%, 09/15/2030

     5,203,767  
     

 

 

 
   Mexico - 0.3%

 

MXN       57,500,000   

Mexican Bonos
8.50%, 05/31/2029

     3,083,711  
     

 

 

 
   Qatar - 0.5%

 

  

Qatar Government International Bond

 

$        2,320,000   

2.38%, 06/02/2021(1)

     2,349,000  
250,000   

3.38%, 03/14/2024(1)

     271,104  
670,000   

3.75%, 04/16/2030(1)

     787,330  
315,000   

3.88%, 04/23/2023(1)

     339,988  
315,000   

4.00%, 03/14/2029(1)

     373,149  
     

 

 

 
     4,120,571  
     

 

 

 
   Saudi Arabia - 0.1%

 

460,000   

Saudi Government International Bond
2.88%, 03/04/2023(1)

     481,444  
     

 

 

 
   Tunisia - 0.5%

 

EUR         4,450,000   

Banque Centrale de Tunisie International Bond
5.63%, 02/17/2024(12)

     4,780,113  
     

 

 

 
  

Total Foreign Government Obligations
(cost $17,948,980)

   $ 17,669,606  
     

 

 

 

Municipal Bonds - 1.0%

  
   Airport - 0.0%

 

$             90,000   

Broward County, FL, Airport System Rev
3.48%, 10/01/2043

     92,498  
  

Dallas/Fort Worth International Airport

 

60,000   

2.92%, 11/01/2050

     61,580  
55,000   

3.09%, 11/01/2040

     55,796  
     

 

 

 
     209,874  
     

 

 

 
   Education - 0.0%

 

150,000   

Massachusetts School Building Auth
3.40%, 10/15/2040

     161,571  
     

 

 

 
   General - 0.4%

 

  

Chicago, IL, Transit Auth

 

250,000   

6.30%, 12/01/2021

     258,767  
455,000   

6.90%, 12/01/2040

     654,468  
140,000   

City of Sacramento, CA
6.42%, 08/01/2023(13)

     163,465  
220,000   

Kansas, Dev Finance Auth
5.37%, 05/01/2026(13)

     252,349  
165,000   

Metropolitan Transportation Auth, NY, Rev
6.67%, 11/15/2039

     216,719  
520,000   

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

     525,928  
575,000   

Philadelphia, PA, Auth for Industrial Dev
6.55%, 10/15/2028(13)

     747,144  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        575,000     

Sales Tax Securitization Corp., IL
4.79%, 01/01/2048

   $ 735,948  
       

 

 

 
     3,554,788  
       

 

 

 
     General Obligation - 0.1%

 

245,000     

California State, GO Taxable
7.35%, 11/01/2039

     419,717  
130,000     

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

     191,526  
550,000     

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

     576,664  
       

 

 

 
     1,187,907  
       

 

 

 
     Higher Education - 0.1%

 

130,000     

Pennsylvania State University
2.84%, 09/01/2050

     143,250  
165,000     

University of California
1.61%, 05/15/2030

     168,437  
95,000     

University of California
1.32%, 05/15/2027

     96,559  
       

 

 

 
     408,246  
       

 

 

 
     Power - 0.0%

 

100,000     

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

     104,272  
       

 

 

 
     Transportation - 0.2%

 

210,000     

Bay Area Toll Auth, CA
2.57%, 04/01/2031

     227,915  
    

Foothill-Eastern Transportation Corridor Agency, CA

 

335,000     

3.92%, 01/15/2053(13)

     360,249  
45,000     

4.09%, 01/15/2049

     47,899  
350,000     

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

     507,542  
20,000     

Metropolitan Transportation Auth
6.20%, 11/15/2026

     22,394  
350,000     

Metropolitan Transportation Auth, NY, Rev
5.18%, 11/15/2049

     410,158  
    

New York and New Jersey Port Auth, Taxable Rev

 

40,000     

5.86%, 12/01/2024

     47,705  
115,000     

6.04%, 12/01/2029

     157,026  
       

 

 

 
     1,780,888  
       

 

 

 
     Utility - Electric - 0.2%

 

375,000     

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

     516,893  
    

Municipal Electric Auth, GA

 

817,000     

6.64%, 04/01/2057

     1,242,248  
113,000     

6.66%, 04/01/2057

     173,412  
       

 

 

 
     1,932,553  
       

 

 

 
    

Total Municipal Bonds
(cost $8,043,170)

   $         9,340,099  
       

 

 

 

Senior Floating Rate Interests - 6.9%(14)

  
     Advertising - 0.0%

 

415,478     

Clear Channel Outdoor Holdings, Inc.
3.76%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

     368,737  
       

 

 

 
     Aerospace/Defense - 0.1%

 

888,716     

TransDigm, Inc.
2.41%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

   $ 830,789  
       

 

 

 
     Airlines - 0.1%

 

100,000     

JetBlue Airways Corp.
6.25%, 06/17/2024, 1 mo. USD LIBOR + 5.250%

     98,521  
230,000     

Mileage Plus Holdings LLC
6.25%, 06/20/2027, 1 mo. USD LIBOR + 5.250%

     229,310  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        373,125   

WestJet Airlines Ltd.
4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000%

   $ 273,057  
     

 

 

 
     600,888  
     

 

 

 
   Auto Manufacturers - 0.1%

 

494,924   

Navistar, Inc.
3.69%, 11/06/2024, 3 mo. USD LIBOR + 3.500%

     478,012  
     

 

 

 
   Auto Parts & Equipment - 0.2%

 

324,181   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

     318,644  
443,160   

Altra Industrial Motion Corp.
2.16%, 10/01/2025, 3 mo. USD LIBOR + 2.000%

     428,757  
169,313   

IAA, Inc.
2.44%, 06/28/2026, 3 mo. USD LIBOR + 2.250%

     165,926  
496,250   

Panther BF Aggregator
2 3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     483,740  
225,000   

Trico Group LLC
0.00%, 02/02/2024(15)

     214,313  
     

 

 

 
             1,611,380  
     

 

 

 
   Beverages - 0.1%

 

123,750   

Refresco Holding B.V.
3.67%, 03/28/2025, 3 mo. USD LIBOR + 3.250%

     120,140  
EUR        490,000   

Sunshine Investments B.V.
0.00%, 03/28/2025(15)

     568,902  
     

 

 

 
     689,042  
     

 

 

 
   Chemicals - 0.1%

 

$        431,335   

Axalta Coating Systems U.S. Holdings, Inc.
2.06%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     421,630  
237,600   

Hexion, Inc.
3.80%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

     232,254  
481,077   

Starfruit Finco B.V.
3.18%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

     464,509  
99,500   

Univar, Inc.
2.16%, 11/22/2026, 1 mo. USD LIBOR + 2.000%

     96,490  
     

 

 

 
     1,214,883  
     

 

 

 
   Commercial Services - 0.7%

 

376,894   

Allied Universal Holdco LLC
4.41%, 07/12/2026, 1 mo. USD LIBOR + 4.250%

     371,712  
155,000   

Amentum Government Services Holdings LLC
4.16%, 02/03/2027, 1 mo. USD LIBOR + 4.000%

     153,837  
477,600   

AVSC Holding Corp.
5.50%, 10/15/2026, 1 mo. USD LIBOR + 4.500%

     336,708  
99,500   

Belron Finance U.S. LLC
2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     97,344  
987,406   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     917,053  
249,364   

BrightView Landscapes LLC
2.69%, 08/15/2025, 3 mo. USD LIBOR + 2.500%

     243,753  
540,000   

Deerfield Dakota Holding LLC
4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

     531,706  
703,238   

Dun & Bradstreet Corp.
3.92%, 02/08/2026, 1 mo. USD LIBOR + 3.750%

     698,990  
188,575   

KAR Auction Services, Inc.
2.44%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

     181,503  
497,500   

Quikrete Holdings, Inc.
2.66%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

     479,714  
740,458   

Tempo Acquisition LLC
2.91%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

     720,466  
480,643   

Trans Union LLC
1.91%, 11/13/2026, 1 mo. USD LIBOR + 1.750%

     467,426  
159,200   

U.S. Ecology Holdings, Inc.
2.66%, 11/01/2026, 3 mo. USD LIBOR + 2.500%

     157,011  
EUR        575,000   

Verisure Holding AB
0.00%, 10/21/2022(15)

     671,510  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR      100,000   

Vertical Midco GmbH
0.00%, 07/14/2027(15)

   $ 115,690  
     

 

 

 
        6,144,423  
     

 

 

 
   Construction Materials - 0.1%

 

        $         92,107   

Advanced Drainage Systems, Inc.
2.44%, 09/24/2026, 1 mo. USD LIBOR + 2.250%

     90,841  
197,279   

Brookfield WEC Holdings, Inc.
3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     192,742  
99,241   

Hamilton Holdco LLC
2.31%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

     96,511  
493,703   

NCI Building Systems, Inc.
3.93%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     482,906  
     

 

 

 
        863,000  
     

 

 

 
   Distribution/Wholesale - 0.2%

 

744,375   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

     721,582  
789,899   

Beacon Roofing Supply, Inc.
2.41%, 01/02/2025, 3 mo. USD LIBOR + 2.250%

     765,499  
247,475   

SRS Distribution, Inc.
4.07%, 05/24/2025, 3 mo. USD LIBOR + 3.000%

     238,813  
     

 

 

 
        1,725,894  
     

 

 

 
   Diversified Financial Services - 0.3%

 

EUR       148,125   

AlixPartners LLP
3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

     170,309  
$       641,709   

AlixPartners, LLP
2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

     627,271  
676,416   

Aretec Group, Inc.
4.41%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     619,766  
773,508   

Crown Finance U.S., Inc.
3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

     486,745  
EUR       500,000   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     567,113  
$       113,817   

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     110,427  
446,388   

Victory Capital Holdings, Inc.
2.80%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

     437,830  
     

 

 

 
        3,019,461  
     

 

 

 
   Energy-Alternate Sources - 0.1%

 

592,405   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

     529,314  
     

 

 

 
   Engineering & Construction - 0.1%

 

493,639   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     449,419  
     

 

 

 
   Entertainment - 0.1%

 

135,000   

Banijay Entertainment S.A.S
0.00%, 03/01/2025(15)

     130,275  
493,639   

CityCenter Holdings LLC
3.00%, 04/18/2024, 3 mo. USD LIBOR + 2.250%

     456,078  
246,209   

Scientific Games International, Inc.
3.06%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

     223,698  
493,622   

SeaWorld Parks & Entertainment, Inc.
3.75%, 03/31/2024, 1 mo. USD LIBOR + 3.000%

     456,295  
     

 

 

 
                1,266,346  
     

 

 

 
   Food - 0.2%

 

145,423   

Atkins Nutritionals Holdings, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

     145,060  
138,950   

B&G Foods, Inc.
2.66%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

     136,866  
200,000   

Froneri International plc
2.41%, 01/31/2027, 1 mo. USD LIBOR + 2.250%

     191,536  
740,606   

Hostess Brands LLC
3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

     722,705  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $      292,788   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

   $ 275,220  
     

 

 

 
     1,471,387  
     

 

 

 
   Food Service - 0.0%

 

189,525   

Aramark Services, Inc.
1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

     179,457  
     

 

 

 
   Gas - 0.1%

 

592,500   

Messer Industries USA, Inc.
2.81%, 03/01/2026, 3 mo. USD LIBOR + 2.500%

     579,169  
     

 

 

 
   Healthcare-Products - 0.0%

 

EUR      149,250   

Grifols S.A.
2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

     173,480  
     

 

 

 
   Healthcare-Services - 0.3%

 

$        99,750   

CPI Holdco LLC
4.41%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

     98,254  
158,800   

Emerald TopCo, Inc.
3.66%, 07/26/2026, 1 mo. USD LIBOR + 3.500%

     155,889  
99,250   

Ensemble RCM LLC
4.01%, 08/01/2026, 3 mo. USD LIBOR + 3.750%

     98,485  
168,721   

Gentiva Health Services, Inc.
3.44%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

     165,768  
493,507   

Jaguar Holding Co.
3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     491,207  
500,000   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     491,770  
498,844   

Pathway Vet Alliance LLC
0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%(15)

     488,558  
100,000   

Surf Holdings LLC
3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

     97,000  
771,125   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

     768,649  
     

 

 

 
             2,855,580  
     

 

 

 
   Household Products - 0.0%

 

114,713   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     112,329  
     

 

 

 
   Insurance - 0.5%

 

692,933   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     665,562  
  

Asurion LLC

 

448,682   

3.16%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     442,401  
493,479   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     485,460  
93,939   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

     94,615  
888,665   

Hub International Ltd.
3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     861,881  
EUR      215,000   

Lorca Finco plc
0.00%, 07/01/2027(15)

     247,424  
$      494,923   

NFP Corp.
3.41%, 02/13/2027, 1 mo. USD LIBOR + 3.250%

     472,964  
125,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027(15)

     124,062  
  

Sedgwick Claims Management Services, Inc.

 

888,722   

3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

     846,507  
100,000   

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

     98,667  
     

 

 

 
     4,339,543  
     

 

 

 
   IT Services - 0.0%

 

272,263   

Science Applications International Corp.
2.41%, 03/13/2027, 1 mo. USD LIBOR + 2.250%

     266,648  
     

 

 

 
   Leisure Time - 0.3%

 

  

Caesars Resort Collection LLC

 

740,506   

2.91%, 12/22/2024, 3 mo. USD LIBOR + 2.750%

     680,155  
375,000   

4.77%, 07/20/2025, 1 mo. USD LIBOR + 4.500%

     360,821  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        280,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

   $ 273,876  
900,000   

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500%

     867,375  
850,000   

Golden Entertainment, Inc.
3.75%, 10/20/2024, 3 mo. USD LIBOR + 3.000%

     772,438  
166,145   

SRAM LLC
3.75%, 03/15/2024, 3 mo. USD LIBOR + 2.750%

     162,822  
     

 

 

 
     3,117,487  
     

 

 

 
   Lodging - 0.0%

 

338,235   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

     326,444  
     

 

 

 
   Machinery - Construction & Mining - 0.0%

 

205,000   

Pro Mach Group, Inc.
0.00%, 03/07/2025(15)

     195,006  
     

 

 

 
   Machinery-Diversified - 0.0%

 

        $        180,000   

Gardner Denver, Inc.
2.92%, 02/28/2027, 1 mo. USD LIBOR + 2.750%

     177,120  
     

 

 

 
   Media - 0.6%

 

493,687   

AVSC Holding Corp.
4.25%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     351,614  
  

CSC Holdings LLC

 

493,622   

2.43%, 07/17/2025, 3 mo. USD LIBOR + 2.250%

     476,040  
363,175   

2.68%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

     350,616  
425,886   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

     414,468  
170,625   

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

     151,856  
607,163   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

     588,001  
592,424   

MTN Infrastructure TopCo, Inc.
4.00%, 11/17/2024, 3 mo. USD LIBOR + 3.000%

     576,624  
103,523   

NASCAR Holdings LLC
2.92%, 10/18/2026, 3 mo. USD LIBOR + 2.750%

     101,035  
662,831   

Nexstar Broadcasting, Inc.
2.92%, 09/19/2026, 1 mo. USD LIBOR + 2.750%

     644,192  
283,571   

Sinclair Television Group, Inc.
2.68%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

     274,534  
303,475   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

     295,400  
530,000   

Vertical Midco GmbH
0.00%, 07/01/2027(15)

     522,273  
500,000   

Ziggo Financing Partnership
2.68%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

     479,555  
     

 

 

 
             5,226,208  
     

 

 

 
   Metal Fabricate/Hardware - 0.1%

 

325,000   

Cardtronics USA, Inc.
5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

     322,562  
428,056   

Circor International, Inc.
4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

     416,019  
     

 

 

 
     738,581  
     

 

 

 
   Miscellaneous Manufacturing - 0.2%

 

593,642   

Core & Main L.P.
3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

     576,949  
179,550   

Ingersoll-Rand Services Co.
1.91%, 02/28/2027, 1 mo. USD LIBOR + 1.750%

     172,323  
282,863   

Tamko Building Products LLC
3.41%, 05/31/2026, 3 mo. USD LIBOR + 3.250%

     277,205  
493,655   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     476,481  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        246,819   

Wilsonart LLC
4.25%, 12/19/2023, 3 mo. USD LIBOR + 3.250%

   $ 240,804  
     

 

 

 
     1,743,762  
     

 

 

 
   Oil & Gas - 0.1%

 

493,719   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

     471,195  
493,719   

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     429,535  
     

 

 

 
     900,730  
     

 

 

 
   Oil & Gas Services - 0.2%

 

184,538   

Buckeye Partners L.P.
2.92%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

     180,098  
480,150   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     422,734  
826,650   

UGI Energy Services LLC
3.91%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

     814,597  
     

 

 

 
     1,417,429  
     

 

 

 
   Packaging & Containers - 0.3%

 

319,032   

Berlin Packaging LLC
3.31%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

     306,430  
435,600   

Berry Global, Inc.
2.19%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

     421,761  
195,675   

Charter NEX U.S., Inc.
3.41%, 05/16/2024, 1 mo. USD LIBOR + 3.250%

     191,313  
  

Flex Acquisition Co., Inc.

 

497,278   

3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

     472,180  
181,700   

4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     175,828  
139,300   

Pregis TopCo Corp.
4.16%, 08/01/2026, 1 mo. USD LIBOR + 4.000%

     136,479  
691,035   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     676,233  
     

 

 

 
             2,380,224  
     

 

 

 
   Pharmaceuticals - 0.3%

 

414,183   

Bausch Health Cos., Inc.
3.18%, 06/01/2025, 3 mo. USD LIBOR + 3.000%

     407,001  
316,000   

Catalent Pharma Solutions, Inc.
3.25%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     313,368  
460,000   

Elanco Animal Health, Inc.
0.00%, 02/04/2027, 1 mo. USD LIBOR + 1.750%(15)

     447,925  
493,639   

Endo International PLC
5.00%, 04/27/2024, 3 mo. USD LIBOR + 4.250%

     471,257  
656,700   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/02/2026, 1 mo. USD LIBOR + 4.250%

     653,009  
     

 

 

 
     2,292,560  
     

 

 

 
   Real Estate - 0.1%

 

246,867   

Belron Finance U.S. LLC
2.93%, 11/13/2025, 3 mo. USD LIBOR + 2.500%

     241,312  
EUR        260,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(15)

     295,548  
        $        500,000   

VICI Properties LLC
1.93%, 12/22/2024, 1 mo. USD LIBOR + 1.750%

     479,885  
     

 

 

 
     1,016,745  
     

 

 

 
   Retail - 0.3%

 

453,850   

B.C. Unlimited Liability Co.
1.91%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

     435,056  
493,655   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

     490,337  
99,750   

Buzz Merger Sub Ltd.
2.91%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

     96,758  
494,907   

Harbor Freight Tools USA, Inc.
3.25%, 08/16/2023, 3 mo. USD LIBOR + 2.500%

     484,113  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        248,096     

IRB Holding Corp.
3.75%, 02/05/2025, 1 mo. USD LIBOR + 2.750%

   $ 232,466  
495,000     

Staples, Inc.
5.69%, 04/12/2026, 3 mo. USD LIBOR + 5.000%

     424,740  
641,645     

U.S. Foods, Inc.
1.91%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

     607,157  
       

 

 

 
     2,770,627  
       

 

 

 
     Semiconductors - 0.1%

 

494,778     

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     491,067  
       

 

 

 
     Software - 0.5%

 

99,750     

AI Convoy (Luxembourg) S.a.r.l.
4.65%, 01/20/2027, 1 mo. USD LIBOR + 3.500%

     96,758  
493,639     

CCC Information Services, Inc.
4.00%, 04/27/2024, 1 mo. USD LIBOR + 3.000%

     488,396  
372,093     

CDW LLC
1.92%, 10/11/2026, 1 mo. USD LIBOR + 1.750%

     371,007  
388,914     

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     379,946  
324,188     

DCert Buyer, Inc.
4.16%, 10/16/2026, 3 mo. USD LIBOR + 4.000%

     318,573  
408,232     

Epicor Software Corp.
0.00%, 07/30/2027, 1 mo. USD LIBOR + 4.250%(15)

     407,534  
98,744     

McAfee LLC
3.92%, 09/29/2024, 3 mo. USD LIBOR + 3.750%

     97,688  
389,025     

Navicure, Inc.
4.16%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

     380,595  
448,500     

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

     451,864  
626,512     

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

     606,150  
415,000     

Ultimate Software Group, Inc.
4.75%, 05/03/2026, 1 mo. USD LIBOR + 4.000%

     414,846  
213,530     

Western Digital Corp.
1.91%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

     209,419  
641,875     

WEX, Inc.
2.41%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     618,838  
       

 

 

 
     4,841,614  
       

 

 

 
     Telecommunications - 0.3%

 

493,655     

Altice France S.A.
3.86%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

     481,723  
417,900     

CenturyLink, Inc.
2.41%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

     401,823  
160,000     

LCPR Loan Financing LLC
5.18%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

     160,400  
EUR        518,617     

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 3 mo. EURIBOR + 2.625%

     606,134  
        $        750,000     

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

     718,598  
334,163     

Zayo Group Holdings, Inc.
3.16%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

     324,138  
       

 

 

 
     2,692,816  
       

 

 

 
     Textiles - 0.0%

 

246,867     

ASP Unifrax Holdings, Inc.
4.82%, 12/14/2025, 3 mo. USD LIBOR + 3.750%

     208,835  
       

 

 

 
     Transportation - 0.1%

 

1,047,375     

Genesee & Wyoming, Inc.
2.31%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

     1,027,087  
       

 

 

 
    

Total Senior Floating Rate Interests
(cost $63,609,672)

   $         61,333,523  
       

 

 

 

U.S. Government Agencies - 2.0%

  
     Mortgage-Backed Agencies - 2.0%

 

     FHLMC - 1.2%

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        304,370   

0.92%, 03/25/2030, 1 mo. USD LIBOR + 0.750%(6)

   $ 303,333  
4,918   

1.47%, 04/25/2029, 1 mo. USD LIBOR + 1.300%(6)

     4,916  
432,005   

2.16%, 05/25/2029

     466,409  
260,000   

2.28%, 07/25/2026

     282,037  
1,100,000   

2.67%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(6)

     1,090,275  
329,479   

2.82%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(6)

     317,604  
1,100,000   

3.62%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(6)

     1,109,246  
432,042   

3.72%, 08/25/2029, 1 mo. USD LIBOR + 3.550%(6)

     432,177  
610,000   

3.78%, 07/25/2050, 1 mo. USD LIBOR + 3.600%(1)(6)

     605,139  
21,034   

4.00%, 03/01/2041

     22,774  
468,163   

4.72%, 10/25/2024, 1 mo. USD LIBOR + 4.550%(6)

     470,515  
819,229   

4.87%, 03/25/2028, 1 mo. USD LIBOR + 4.700%(6)

     841,294  
1,500,000   

4.87%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(6)

     1,550,145  
437,520   

4.92%, 10/25/2024, 1 mo. USD LIBOR + 4.750%(6)

     443,591  
1,038,718   

5.32%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(6)

     1,080,974  
1,077,170   

5.72%, 07/25/2028, 1 mo. USD LIBOR + 5.550%(6)

     1,123,792  
913,627   

6.52%, 09/25/2028, 1 mo. USD LIBOR + 6.350%(6)

     946,490  
     

 

 

 
             11,090,711  
     

 

 

 
   FNMA - 0.4%

 

        $        152,517   

0.57%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6)

   $ 152,128  
300,000   

2.78%, 06/01/2026

     329,529  
1,261,239   

3.00%, 03/25/2053

     1,315,869  
150,000   

3.07%, 02/01/2025

     164,180  
1,324,494   

3.50%, 06/25/2059

     1,474,281  
9,306   

4.50%, 04/01/2041

     10,308  
     

 

 

 
     3,446,295  
     

 

 

 
   GNMA - 0.1%

 

        $               366   

6.00%, 11/20/2023

   $ 401  
523   

6.00%, 12/20/2023

     579  
40   

6.00%, 01/20/2024

     44  
422   

6.00%, 02/20/2024

     463  
103   

6.00%, 02/20/2026

     113  
539   

6.00%, 02/20/2027

     592  
148   

6.00%, 01/20/2028

     163  
3,233   

6.00%, 02/20/2028

     3,557  
5,548   

6.00%, 04/20/2028

     6,237  
2,274   

6.00%, 06/15/2028

     2,543  
13,993   

6.00%, 07/20/2028

     15,730  
13,345   

6.00%, 08/20/2028

     15,016  
4,513   

6.00%, 10/15/2028

     5,008  
15,662   

6.00%, 11/15/2028

     17,422  
13,871   

6.00%, 03/20/2029

     15,596  
13,109   

6.00%, 09/20/2029

     14,532  
19,697   

6.00%, 04/20/2030

     21,660  
2,678   

6.00%, 06/20/2030

     2,944  
1,746   

6.00%, 08/15/2034

     1,969  
22,814   

6.50%, 03/15/2028

     25,317  
3,359   

6.50%, 05/15/2028

     3,720  
4,082   

6.50%, 07/15/2028

     4,499  
8,660   

6.50%, 10/15/2028

     9,596  
731   

6.50%, 12/15/2028

     818  
11,219   

6.50%, 01/15/2029

     12,366  
9,405   

6.50%, 02/15/2029

     10,559  
42,582   

6.50%, 03/15/2029

     47,117  
10,096   

6.50%, 04/15/2029

     11,200  
6,289   

6.50%, 05/15/2029

     7,104  
7,785   

6.50%, 06/15/2029

     8,698  
10,001   

6.50%, 02/15/2035

     11,738  
18,994   

7.00%, 11/15/2031

     21,367  
12,381   

7.00%, 03/15/2032

     13,961  
125,241   

7.00%, 11/15/2032

     151,809  
3,239   

7.00%, 01/15/2033

     3,840  
11,493   

7.00%, 05/15/2033

     13,568  
19,280   

7.00%, 07/15/2033

     22,457  

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$             30,712     

7.00%, 11/15/2033

   $ 36,400  
1,634     

8.00%, 12/15/2029

     1,657  
1,441     

8.00%, 04/15/2030

     1,501  
6,407     

8.00%, 05/15/2030

     6,506  
192     

8.00%, 07/15/2030

     198  
5,610     

8.00%, 08/15/2030

     5,908  
6,875     

8.00%, 11/15/2030

     7,073  
67,868     

8.00%, 02/15/2031

     74,377  
       

 

 

 
     637,923  
       

 

 

 
     UMBS - 0.3%

 

        $        2,500,000     

UMBS MBS, TBA(16)

   $ 2,626,562  
       

 

 

 
    

Total U.S. Government Agencies
(cost $18,171,852)

   $ 17,801,491  
       

 

 

 

U.S. Government Securities - 7.4%

  
     U.S. Treasury Securities - 7.4%

 

     U.S. Treasury Bonds - 4.0%

 

$           520,000     

1.25%, 05/15/2050

   $ 526,845  
226,000     

2.00%, 02/15/2050

     271,527  
4,105,000     

2.88%, 05/15/2043

     5,576,226  
19,410,000     

3.00%, 08/15/2048(17)

     27,877,612  
1,167,500     

3.13%, 02/15/2043

     1,643,804  
200,000     

3.13%, 08/15/2044

     283,875  
       

 

 

 
     36,179,889  
       

 

 

 
     U.S. Treasury Notes - 3.4%

 

1,905,000     

0.13%, 05/31/2022

     1,905,223  
1,450,000     

0.13%, 06/30/2022

     1,450,057  
405,000     

0.13%, 05/15/2023

     405,047  
2,465,000     

0.25%, 05/31/2025

     2,470,489  
1,300,000     

0.25%, 06/30/2025

     1,302,336  
4,615,000     

0.63%, 05/15/2030

     4,653,218  
1,885,000     

1.50%, 02/15/2030

     2,057,227  
5,395,000     

1.63%, 10/31/2026

     5,823,439  
1,440,000     

1.75%, 11/15/2029

     1,603,181  
3,020,000     

2.13%, 03/31/2024

     3,237,534  
840,000     

2.38%, 04/30/2026

     939,619  
3,895,000     

2.88%, 08/15/2028

     4,640,071  
       

 

 

 
     30,487,441  
       

 

 

 
    

Total U.S. Government Securities
(cost $52,372,647)

   $         66,667,330  
       

 

 

 

Convertible Bonds - 1.0%

  
     Energy-Alternate Sources - 0.4%

 

3,259,000     

Atlantica Sustainable Infrastructure Jersey Ltd.
4.00%, 07/15/2025(1)

     3,332,576  
       

 

 

 
     Internet - 0.3%

 

2,164,000     

Booking Holdings, Inc.
0.90%, 09/15/2021

     2,301,991  
       

 

 

 
     Semiconductors - 0.3%

 

1,436,000     

Microchip Technology, Inc.
1.63%, 02/15/2025

     3,116,120  
       

 

 

 
    

Total Convertible Bonds
(cost $7,763,136)

   $ 8,750,687  
       

 

 

 

Convertible Preferred Stocks - 0.2%

  
     Diversified Financials - 0.2%

 

1,297     

Mandatory Exchangeable Trust , 6.50%*(1)

     1,642,997  
       

 

 

 
    

Total Convertible Preferred Stocks
(cost $1,297,000)

   $ 1,642,997  
       

 

 

 

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
  

Total Long-Term Investments
(cost $804,887,236)

      $ 850,478,051  
        

 

 

 

Short-Term Investments - 5.7%

     
   Repurchase Agreements - 5.6%      
        $      49,916,706   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $157,235; collateralized by U.S. Treasury Note 2.875%, maturing 11/30/2025, with a market value of $160,466

      $ 49,916,706  
        

 

 

 
   Securities Lending Collateral - 0.1%      
48,588   

Citibank NA DDCA,
0.09%, 8/3/2020(18)

        48,588  
56,697   

Fidelity Investments Money Market Funds, Government Portfolio,
Institutional Class, 0.09%(18)

        56,697  
866,478   

Goldman Sachs Financial Square Funds, Government Fund, Institutional
Class, 0.13%(18)

        866,478  
        

 

 

 
           971,763  
        

 

 

 
  

Total Short-Term Investments
(cost $50,888,469)

      $ 50,888,469  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $855,775,705)

     100.9%      $         901,366,520  
  

Total Purchased Options
(cost $1,589,062)

     0.0%      $ 101,062  
        

 

 

 
  

Total Investments
(cost $857,364,767)

     100.9%      $ 901,467,582  
  

Other Assets and Liabilities

     (0.9)%        (8,267,173
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 893,200,409  
     

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $299,792,146, representing 33.6% 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)

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 $1,288,619 or 0.1% of net assets.

 

     Period Acquired                                Security Name    Shares/Par Value                    Base Total Cost         Base Market Value    
  08/2011                    Allstar Co.      2,006,600        $ 872,909        $     782,574  
  11/2013                    Tory Burch LLC      13,296          1,042,090          506,045  
            

 

 

      

 

 

 
             $     1,914,999        $ 1,288,619  
            

 

 

      

 

 

 

 

(5)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $1,288,619, 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.

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(6)

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

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 $1,884,698 at July 31, 2020.

(9)

Securities disclosed are interest-only strips.

(10)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(11)

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

(12)

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 July 31, 2020, the aggregate value of this security was $4,780,113, representing 0.5% of net assets.

(13)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $1,523,207, representing 0.2% of net assets.

(14)

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

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $775,575.

(18)

Current yield as of period end.

OTC Option Contracts Outstanding at July 31, 2020

 

Description  

Counter

-party

 

Exercise Price/FX

Rate/Rate

   

Expiration

Date

   

Number of

Contracts

    Notional
Amount
    Market
Value †
   

Premiums

Paid

(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Purchased option contracts:

 

Calls

 

Euro STOXX 50 Index Option   UBS     3,500.00     EUR        08/21/20       52,000       EUR       52,000     $   101,062     $ 1,589,062     $   (1,488,000
           

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

 

  $ 101,062     $ 1,589,062     $ (1,488,000
           

 

 

   

 

 

   

 

 

 

Futures Contracts Outstanding at July 31, 2020

 

Description    Number
of
Contracts
       Expiration Date        Current
Notional
    Amount    
    

Value and  
Unrealized  

Appreciation/  

(Depreciation)  

Long position contracts:

           

U.S. Treasury 5-Year Note Future

     89        09/30/20        11,225,125        67,946  

U.S. Treasury 10-Year Note Future

     44        09/21/20      $ 6,163,438      $ 7,941  

U.S. Treasury 10-Year Ultra Future

     88        09/21/20        14,014,000        193,714  
           

 

 

 

Total

            $ 269,601  
           

 

 

 

Short position contracts:

           

U.S. Treasury Long Bond Future

     14        09/21/20      $       2,551,938      $ (94,682
           

 

 

 

           

Total futures contracts

            $         174,919  
           

 

 

 

 

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Foreign Currency Contracts Outstanding at July 31, 2020

 

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

6,962,527

     USD          6,380,000                  CHF              JPM    08/31/20    $      $ (19,766

16,041,339

     USD                  13,719,000                  EUR              JPM    08/31/20             (129,530

3,076,796

     USD          27,020,000                  SEK              BOA    08/31/20             (1,561

      Total Foreign Currency Contracts

   $                     —      $         (150,857

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BOA

   Banc of America Securities LLC

JPM

   JP Morgan Chase & Co.

UBS

   UBS AG

Currency Abbreviations:

CHF

   Swiss Franc

EUR

   Euro

IDR

   Indonesian Rupiah

MXN

   Mexican Peso

SEK

   Swedish Krona

USD

   United States Dollar

Index Abbreviations:

CPI

   Consumer Price Index

Other Abbreviations:

ADR

   American Depositary Receipt

CD

   Certificate of Deposit

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

SOFR

   Secured Overnight Financing Rate

TBA

   To Be Announced

UMBS

   Uniform Mortgage-Backed Securities

Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue

 

  Hartford Multi-Asset Income and Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total   Level 1   Level 2       Level 3(1)    

Assets

 

Common Stocks

        

Automobiles & Components

   $ 4,756,784     $ 183,047     $ 4,573,737     $  

Banks

     3,543,975       516,973       3,027,002        

Capital Goods

     12,486,860       2,425,007       10,061,853        

Commercial & Professional Services

     658,992       658,992              

Consumer Durables & Apparel

     20,769,733       13,809,635       6,960,098        

Consumer Services

     2,403,479       1,699,962       703,517        

Diversified Financials

     3,858,550       2,157,263       1,701,287        

Energy

     1,608,540             1,608,540        

Food & Staples Retailing

     6,740,956       1,688,986       5,051,970        

Food, Beverage & Tobacco

     20,553,154       7,428,899       13,124,255        

Health Care Equipment & Services

     2,450,989       1,486,559       964,430        

Household & Personal Products

     1,082,069       1,082,069              

Insurance

     4,357,711             4,357,711        

Materials

     4,365,473       899,821       3,465,652        

Media & Entertainment

     5,240,948       1,152,284       4,088,664        

Pharmaceuticals, Biotechnology & Life Sciences

     18,568,222       11,274,918       7,293,304        

Real Estate

     25,747,786       19,985,735       5,762,051        

Retailing

     7,165,227       2,502,410       3,374,198       1,288,619  

Semiconductors & Semiconductor Equipment

     4,462,769       2,266,229       2,196,540        

Software & Services

     10,919,910       10,047,545       872,365        

Technology Hardware & Equipment

     1,650,084       934,389       715,695        

Telecommunication Services

     18,096,007       6,966,682       11,129,325        

Transportation

     1,821,510       413,718       1,407,792        

Utilities

     16,974,039       3,336,771       13,637,268        

Asset & Commercial Mortgage-Backed Securities

     143,778,597             143,778,597        

Corporate Bonds

     207,972,085             207,972,085        

Equity Linked Securities

     115,237,869       25,365,482       89,872,387        

Foreign Government Obligations

     17,669,606             17,669,606        

Municipal Bonds

     9,340,099             9,340,099        

Senior Floating Rate Interests

     61,333,523             61,333,523        

U.S. Government Agencies

     17,801,491             17,801,491        

U.S. Government Securities

     66,667,330             66,667,330        

Convertible Bonds

     8,750,687             8,750,687        

Convertible Preferred Stocks

     1,642,997       1,642,997              

Short-Term Investments

     50,888,469       971,763       49,916,706        

Purchased Options

     101,062             101,062        

Futures Contracts(2)

     269,601       269,601              
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $     901,737,183     $     121,167,737     $     779,280,827     $     1,288,619  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (150,857   $     $ (150,857   $  

Futures Contracts(2)

     (94,682     (94,682            
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (245,539   $ (94,682   $ (150,857   $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1)

For the period ended July 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 Municipal Income Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Municipal Bonds - 90.0%

  
   Alabama - 2.7%

 

  

Birmingham Airport Auth

 

        $        500,000   

5.00%, 07/01/2030(1)

   $ 663,435  
300,000   

5.00%, 07/01/2032(1)

     392,331  
150,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2046

     181,050  
300,000   

State of Alabama, Docks Department
5.00%, 10/01/2024(1)

     352,728  
335,000   

State of Alabama, Troy University
5.00%, 11/01/2023(1)

     381,843  
     

 

 

 
        1,971,387  
     

 

 

 
   Arizona - 1.5%

 

325,000   

City of Phoenix, AZ, Civic Improvement Corp.
5.00%, 07/01/2031

     401,960  
100,000   

Maricopa County, AZ, Industrial Dev Auth
5.00%, 09/01/2042

     119,540  
200,000   

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     200,570  
200,000   

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

     278,284  
110,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(2)

     109,640  
     

 

 

 
                1,109,994  
     

 

 

 
   California - 4.5%

 

50,000   

Alameda County, Oakland, CA, Unified School Dist, GO
4.00%, 08/01/2034(1)

     58,694  
50,000   

California County, CA, Tobacco Securitization Agency
5.00%, 06/01/2030

     67,184  
100,000   

City of Los Angeles, CA, Department of Airports
5.00%, 05/15/2026

     119,110  
45,000   

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032(1)

     54,473  
90,000   

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

     104,539  
500,000   

Los Angeles, CA, Department of Water & Power
0.11%, 07/01/2035(3)

     500,000  
  

Orange County, CA, Community Facs Dist, Special Tax

 

100,000   

5.00%, 08/15/2023

     111,576  
150,000   

5.00%, 08/15/2033

     174,143  
100,000   

Romoland, CA, School Dist
5.00%, 09/01/2043

     113,096  
100,000   

San Bernardino City, CA, Unified School Dist, GO
0.00%, 08/01/2027(1)(4)

     92,619  
350,000   

San Francisco, CA, City & County Airport Comm-San Francisco International Airport
5.00%, 05/01/2043

     421,610  
255,000   

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%, 01/15/2025(1)(4)

     232,807  
1,000,000   

State of California, GO
4.00%, 03/01/2036

     1,245,510  
     

 

 

 
        3,295,361  
     

 

 

 
   Colorado - 3.5%

 

  

City & County of Denver, CO, Airport System Rev

 

300,000   

5.00%, 12/01/2029

     384,762  
175,000   

5.00%, 12/01/2036

     247,667  
150,000   

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2040

     160,013  
100,000   

Denver, CO, Urban Renewal Auth
5.25%, 12/01/2039(2)

     102,040  
45,000   

E-470 Public Highway, CO, Auth Rev
1.16%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(5)

     45,013  
  

Park Creek, CO, Metropolitan Dist Rev

 

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        100,000   

5.00%, 12/01/2023

   $ 114,432  
120,000   

5.00%, 12/01/2029

     155,986  
1,000,000   

State of Colorado
5.00%, 12/15/2033

     1,362,090  
25,000   

Vauxmont, CO, Metropolitan Dist, GO
5.00%, 12/15/2030(1)

     29,333  
     

 

 

 
             2,601,336  
     

 

 

 
   Connecticut - 2.1%

 

200,000   

City of Bridgeport, CT, GO
5.00%, 07/15/2048(1)

     238,378  
  

Connecticut State Health & Educational Facs Auth

 

190,000   

5.00%, 07/01/2024

     207,241  
60,000   

5.00%, 07/01/2042

     70,016  
250,000   

Hamden, CT, GO
5.00%, 08/15/2025(1)

     292,532  
50,000   

Hartford, CT, GO
5.00%, 07/01/2027(1)

     59,258  
170,000   

State of Connecticut, GO
5.00%, 06/15/2026

     204,870  
250,000   

State of Connecticut, Special Tax Rev
5.00%, 05/01/2033

     328,755  
100,000   

Waterbury, CT, GO
5.00%, 11/15/2047

     121,800  
     

 

 

 
     1,522,850  
     

 

 

 
   District of Columbia - 0.7%

 

150,000   

Dist of Columbia Rev
5.00%, 07/01/2042

     138,714  
150,000   

Dist of Columbia, GO
5.00%, 06/01/2032

     174,660  
175,000   

Metropolitan Washington, DC, Airports Auth System Rev
5.00%, 10/01/2026

     216,578  
     

 

 

 
     529,952  
     

 

 

 
   Florida - 4.7%

 

  

Broward County, FL, Airport System Rev

 

55,000   

4.00%, 10/01/2044

     61,815  
300,000   

5.00%, 09/01/2028

     374,535  
70,000   

City of Atlantic Beach, FL, Health Care Facs Auth
5.00%, 11/15/2048

     73,329  
  

City of Tampa FL

 

45,000   

0.00%, 09/01/2036(4)

     27,371  
50,000   

0.00%, 09/01/2038(4)

     27,759  
200,000   

Jacksonville, FL, Sales Tax Rev
5.00%, 10/01/2030

     216,658  
150,000   

JEA, FL, Electric System Rev
5.00%, 10/01/2028

     192,187  
150,000   

JEA, FL, Water & Sewer System Rev
5.00%, 10/01/2028

     195,814  
  

Lee County, FL, Airport Rev

 

125,000   

5.00%, 10/01/2032

     148,533  
100,000   

5.00%, 10/01/2033

     118,661  
  

Miami-Dade County, FL, Aviation Rev

 

15,000   

5.00%, 10/01/2029

     17,554  
15,000   

5.00%, 10/01/2031

     17,424  
20,000   

5.00%, 10/01/2032

     23,136  
20,000   

5.00%, 10/01/2033

     23,061  
65,000   

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

     72,758  
  

Orange County, FL, Convention Center/Orlando

 

500,000   

5.00%, 10/01/2023

     558,520  
285,000   

5.00%, 10/01/2024

     328,001  
100,000   

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

     110,781  
265,000   

Polk County, FL, Industrial Dev Auth
5.00%, 01/01/2029

     285,877  

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        200,000   

Port St. Lucie, FL, Special Assessment
4.00%, 07/01/2027

   $ 237,078  
60,000   

Putnam County, FL, Dev Auth
5.00%, 03/15/2042

     73,584  
200,000   

Seminole County, FL, Industrial Dev Auth
3.75%, 11/15/2025

     185,784  
70,000   

Volusia County, FL, Educational Facs Auth
4.00%, 10/15/2035

     81,396  
     

 

 

 
             3,451,616  
     

 

 

 
   Georgia - 1.9%

 

  

Burke County, GA, Dev Auth Rev

 

165,000   

2.25%, 10/01/2032(3)

     170,226  
70,000   

2.35%, 10/01/2032(3)

     70,309  
125,000   

3.00%, 11/01/2045(3)

     130,765  
30,000   

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

     31,706  
  

Main Street Natural Gas, Inc., GA

 

170,000   

5.00%, 05/15/2032

     211,147  
315,000   

5.50%, 09/15/2028

     410,155  
  

Municipal Electric Auth, GA

 

135,000   

5.00%, 01/01/2024

     153,329  
100,000   

5.00%, 01/01/2028

     121,162  
85,000   

5.00%, 01/01/2056

     100,949  
     

 

 

 
     1,399,748  
     

 

 

 
   Hawaii - 0.3%

 

150,000   

State of Hawaii Airports System Rev
5.00%, 07/01/2031

     188,342  
     

 

 

 
  

Idaho - 0.4%

 

260,000   

Idaho Health Facs Auth
0.70%, 12/01/2048(3)

     260,000  
     

 

 

 
   Illinois - 12.5%

 

65,000   

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO
0.00%, 01/01/2025(4)

     63,238  
100,000   

Chicago, IL, Board of Education Rev
5.75%, 04/01/2035

     115,531  
  

Chicago, IL, Board of Education, GO

 

150,000   

5.00%, 12/01/2027

     168,582  
200,000   

5.00%, 12/01/2046

     217,352  
200,000   

5.25%, 12/01/2023(1)

     212,944  
140,000   

5.25%, 12/01/2039

     146,357  
  

Chicago, IL, Metropolitan Water Reclamation Dist, GO

 

235,000   

5.00%, 12/01/2025

     286,742  
270,000   

5.25%, 12/01/2032

     386,240  
  

Chicago, IL, Midway International Airport Rev

 

100,000   

5.00%, 01/01/2023

     109,350  
250,000   

5.00%, 01/01/2041

     273,010  
105,000   

Chicago, IL, O’Hare International Airport
5.00%, 01/01/2032

     120,790  
  

Chicago, IL, Transit Auth

 

100,000   

5.00%, 12/01/2044(1)

     111,894  
250,000   

5.00%, 12/01/2046

     281,950  
160,000   

5.25%, 12/01/2024

     167,894  
  

City of Chicago, IL, GO

 

85,000   

5.00%, 01/01/2022

     87,765  
250,000   

5.00%, 01/01/2026

     272,232  
  

City of Decatur, IL, GO

 

110,000   

5.00%, 03/01/2034(1)

     131,101  
150,000   

5.00%, 03/01/2035(1)

     178,421  
  

Cook County, IL, Community High School Dist No. 212 Leyden

 

105,000   

5.00%, 12/01/2027(1)

     124,806  
170,000   

5.00%, 12/01/2030(1)

     201,266  
105,000   

Cook County, IL, GO
5.00%, 11/15/2028

     106,056  

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Illinois State Finance Auth Rev

 

        $        45,000   

5.00%, 09/01/2021

   $ 46,296  
150,000   

5.00%, 11/15/2030

     174,165  
115,000   

5.00%, 08/15/2033

     149,975  
245,000   

5.00%, 08/15/2035

     279,508  
150,000   

5.00%, 10/01/2041

     173,463  
  

Illinois State Toll Highway Auth, Taxable Rev

 

300,000   

5.00%, 01/01/2030

     399,888  
100,000   

5.00%, 01/01/2031

     129,983  
150,000   

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

     171,507  
  

Kane County, IL, School Dist No. 131 Aurora East Side, GO

 

75,000   

5.00%, 12/01/2025(1)

     89,183  
130,000   

5.00%, 12/01/2026(1)

     157,229  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO
5.00%, 01/01/2023

     111,098  
  

Metropolitan Pier & Exposition Auth, IL

 

105,000   

0.00%, 12/15/2042(6)

     70,971  
200,000   

5.00%, 12/15/2045

     224,350  
  

Railsplitter, IL, Tobacco Settlement Auth

 

200,000   

5.00%, 06/01/2023

     221,684  
70,000   

5.00%, 06/01/2027

     83,849  
  

Regional Transportation, IL, Auth Rev

 

80,000   

5.00%, 06/01/2026

     90,173  
125,000   

6.25%, 07/01/2022(1)

     138,076  
150,000   

Sales Tax Securitization Corp., IL
5.00%, 01/01/2029

     181,826  
1,000,000   

Sales Tax Securitization Corp., IL Rev
5.00%, 01/01/2037(1)

     1,223,620  
  

State of Illinois, GO

 

225,000   

5.00%, 11/01/2021

     233,006  
400,000   

5.00%, 11/01/2026

     454,688  
50,000   

5.00%, 02/01/2027

     57,268  
150,000   

5.00%, 11/01/2028

     171,933  
250,000   

5.00%, 05/01/2029

     271,065  
90,000   

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

     99,912  
     

 

 

 
             9,168,237  
     

 

 

 
   Indiana - 0.3%

 

83,864   

City of Evansville, IN
3.00%, 06/01/2034(1)

     90,585  
115,000   

Indiana Municipal Power Agency
5.00%, 01/01/2033

     145,567  
     

 

 

 
     236,152  
     

 

 

 
   Iowa - 0.1%

 

45,000   

State of Iowa, Finance Auth Rev
2.88%, 05/15/2049

     45,077  
     

 

 

 
   Kentucky - 0.5%

 

225,000   

Kentucky Bond Dev Corp.
5.00%, 09/01/2035

     261,749  
90,000   

Kentucky Economic Dev Finance Auth
5.00%, 12/01/2047(1)

     96,308  
     

 

 

 
     358,057  
     

 

 

 
   Louisiana - 2.1%

 

  

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 

100,000   

5.75%, 11/15/2030

     103,435  
100,000   

6.00%, 11/15/2030

     105,055  
  

Louisiana State Public Facs Auth Rev

 

100,000   

5.00%, 05/15/2035

     114,120  
100,000   

5.00%, 05/15/2047

     114,086  
40,000   

6.38%, 05/15/2031

     41,929  
655,000   

New Orleans, LA, Aviation Board
5.00%, 01/01/2029(1)

     825,935  

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        200,000   

5.00%, 01/01/2038

   $ 233,978  
     

 

 

 
     1,538,538  
     

 

 

 
   Maryland - 1.7%

 

50,000   

Maryland Health & Higher Educational Facs Auth
2.88%, 07/01/2023

     50,368  
750,000   

Maryland Stadium Auth
5.00%, 05/01/2050(1)

     1,191,075  
     

 

 

 
     1,241,443  
     

 

 

 
   Massachusetts - 2.6%

 

  

Massachusetts Dev Finance Agency, Rev

 

250,000   

5.00%, 10/01/2021(1)

     262,647  
100,000   

5.00%, 07/01/2034

     114,480  
150,000   

5.00%, 07/01/2048

     178,660  
  

Massachusetts Housing Finance Agency

 

330,000   

3.15%, 06/01/2023

     351,793  
300,000   

3.30%, 06/01/2024

     325,455  
  

Massachusetts State Dev Finance Agency

 

145,000   

5.00%, 07/01/2037

     172,910  
150,000   

5.00%, 07/01/2044

     174,428  
100,000   

5.00%, 10/01/2047(2)

     106,679  
200,000   

Massachusetts State, Port Auth
4.00%, 07/01/2046

     218,024  
     

 

 

 
     1,905,076  
     

 

 

 
   Michigan - 3.6%

 

85,000   

City of Detroit, MI, GO
5.00%, 04/01/2022

     87,159  
450,000   

Ecorse, MI, Public School Dist, GO
5.00%, 05/01/2027(1)

     574,843  
150,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

     176,259  
250,000   

Lansing, MI, School Dist, GO
5.00%, 05/01/2037(1)

     322,572  
  

Michigan Finance Auth Rev

 

165,000   

5.00%, 11/01/2034

     212,324  
100,000   

5.00%, 07/01/2035

     117,295  
100,000   

5.00%, 05/15/2038

     114,090  
90,000   

Michigan State Hospital Finance Auth
5.00%, 11/15/2047

     114,494  
300,000   

New Haven, MI, Community Schools, GO
5.00%, 05/01/2032(1)

     395,823  
  

Richmond, MI, Community Schools, GO

 

255,000   

5.00%, 05/01/2030(1)

     340,815  
60,000   

5.00%, 05/01/2031(1)

     79,745  
50,000   

State of Michigan Rev
5.00%, 03/15/2027

     63,470  
35,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     41,619  
     

 

 

 
             2,640,508  
     

 

 

 
   Minnesota - 1.0%

 

  

Duluth, MN, Independent School Dist No. 709

 

20,000   

4.00%, 02/01/2027(1)

     23,154  
250,000   

5.00%, 02/01/2024(1)

     286,582  
79,461   

Freddie Mac Multifamily, MN, Certificates
2.54%, 06/25/2037

     87,182  
100,000   

Minneapolis-St. Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

     120,259  
200,000   

St. Francis, MN, Independent School Dist No. 15, GO
4.00%, 02/01/2029(1)

     215,710  
     

 

 

 
     732,887  
     

 

 

 
   Mississippi - 0.6%

 

400,000   

State of Mississippi
5.00%, 10/15/2037

     475,980  
     

 

 

 

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Missouri - 1.6%

 

        $        250,000   

Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist
4.00%, 10/01/2036

   $ 298,620  
165,000   

City of St. Louis, MO, Airport Rev
5.00%, 07/01/2031

     205,775  
200,000   

Kansas City, MO, Industrial Dev Auth
5.00%, 03/01/2039

     242,662  
  

Kirkwood, MO, Industrial Dev Auth Retirement Community

 

100,000   

5.25%, 05/15/2032

     104,038  
100,000   

5.25%, 05/15/2050

     100,672  
200,000   

St. Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2023

     209,562  
     

 

 

 
        1,161,329  
     

 

 

 
   Montana - 0.4%

 

115,000   

Montana Board of Housing
4.25%, 12/01/2045(1)

     128,460  
150,000   

Montana Facs Finance Auth Rev
5.00%, 02/15/2033

     181,150  
     

 

 

 
        309,610  
     

 

 

 
   Nebraska - 0.5%

 

300,000   

Central Plains, NE, Energy Project
5.00%, 09/01/2025

     358,689  
     

 

 

 
   Nevada - 2.0%

 

100,000   

City of North Las Vegas, NV
3.50%, 06/01/2023

     100,663  
150,000   

City of Reno, NV, Sales Tax Rev
5.00%, 06/01/2033(1)

     183,876  
40,000   

City of Sparks, NV
2.50%, 06/15/2024(2)

     39,635  
140,000   

Clark County, NV, Airport Rev
5.00%, 07/01/2026

     152,495  
  

Clark County, NV, School Dist, GO

 

250,000   

4.00%, 06/15/2036(1)

     298,642  
225,000   

5.00%, 06/15/2028

     277,786  
100,000   

5.00%, 06/15/2029

     126,132  
250,000   

Las Vegas, NV, New Convention Center Auth Rev
5.00%, 07/01/2043

     289,063  
     

 

 

 
                1,468,292  
     

 

 

 
   New Hampshire - 0.1%

 

70,000   

New Hampshire Health and Education Facs Auth Act Rev
5.00%, 08/01/2059

     106,569  
     

 

 

 
   New Jersey - 1.7%

 

75,000   

New Jersey Economic Dev Auth
5.00%, 06/15/2023

     82,766  
40,000   

New Jersey Educational Facs Auth
4.00%, 07/01/2050(1)

     45,044  
50,000   

New Jersey Health Care Facs Financing Auth Rev
5.25%, 07/01/2026

     52,272  
  

New Jersey Transportation Trust Fund Auth

 

65,000   

5.00%, 12/15/2023

     72,836  
70,000   

5.00%, 12/15/2024

     80,197  
350,000   

5.50%, 12/15/2020(1)

     355,946  
350,000   

New Jersey Turnpike Auth
5.25%, 01/01/2026(1)

     433,457  
90,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

     114,619  
     

 

 

 
        1,237,137  
     

 

 

 
   New Mexico - 0.3%

 

205,000   

City of Santa Fe, NM Rev
5.00%, 05/15/2039

     211,753  
     

 

 

 
   New York - 12.4%

 

  

City of New York, NY, GO

 

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,800,000   

0.14%, 08/01/2040(3)

   $ 1,800,000  
650,000   

0.14%, 04/01/2042(3)

     650,000  
125,000   

5.00%, 03/01/2039

     161,940  
  

Metropolitan Transportation Auth, NY, Rev

 

500,000   

5.00%, 11/15/2034(3)

     541,610  
300,000   

5.00%, 11/15/2036

     350,889  
100,000   

5.25%, 11/15/2027

     123,767  
100,000   

5.25%, 11/15/2036

     119,285  
70,000   

5.25%, 11/15/2040

     71,013  
215,000   

New York City Transitional Finance Auth, Future Tax Secured Rev
4.00%, 05/01/2040

     259,503  
  

New York State Dormitory Auth Rev

 

1,895,000   

0.14%, 07/01/2031(3)

     1,895,000  
450,000   

4.00%, 02/15/2037

     539,685  
150,000   

5.00%, 03/15/2031

     181,104  
100,000   

New York State Liberty Dev Corp. Rev
5.25%, 10/01/2035

     140,927  
500,000   

New York State Urban Dev Corp.
5.00%, 03/15/2032

     682,890  
100,000   

New York Transportation Dev Corp. Rev
5.00%, 07/01/2046

     108,603  
300,000   

Port Auth of New York & New Jersey Rev
5.00%, 11/01/2038

     376,776  
  

State of New York Mortgage Agency

 

300,000   

3.25%, 10/01/2024

     328,149  
300,000   

3.25%, 04/01/2025

     320,490  
210,000   

3.50%, 10/01/2032

     229,179  
  

Syracuse, NY, Industrial Dev Agency

 

110,000   

5.00%, 01/01/2031

     99,353  
50,000   

5.00%, 01/01/2033

     44,104  
100,000   

TSASC, Inc., NY
5.00%, 06/01/2023

     110,974  
     

 

 

 
     9,135,241  
     

 

 

 
   North Carolina - 0.6%

 

  

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 

250,000   

5.00%, 01/01/2031

     270,247  
30,000   

5.00%, 01/01/2039

     31,186  
120,000   

5.00%, 01/01/2044

     127,261  
     

 

 

 
     428,694  
     

 

 

 
   Ohio - 2.3%

 

50,000   

Allen County, OH, Hospital Facs Rev
5.00%, 12/01/2035

     65,000  
200,000   

American Municipal Power, Inc., OH
4.00%, 02/15/2036

     222,878  
  

Buckeye, OH, Tobacco Settlement Finance Auth

 

750,000   

0.00%, 06/01/2057(4)

     108,412  
730,000   

5.00%, 06/01/2055

     804,475  
  

Cleveland, OH, Airport System Rev

 

60,000   

5.00%, 01/01/2022(1)

     63,452  
55,000   

5.00%, 01/01/2023(1)

     60,281  
150,000   

Cleveland, OH, Department of Public Utilities
5.00%, 11/15/2030(1)

     195,910  
140,000   

State of Ohio, GO
5.00%, 06/15/2036

     185,235  
     

 

 

 
             1,705,643  
     

 

 

 
   Oklahoma - 0.6%

 

  

Oklahoma Dev Finance Auth

 

340,000   

1.63%, 07/06/2023

     339,055  
35,000   

5.25%, 08/15/2048

     41,153  
35,000   

5.50%, 08/15/2057

     41,526  
     

 

 

 
     421,734  
     

 

 

 

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Oregon - 0.8%

 

        $        55,000   

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO
5.00%, 06/15/2038(1)(6)

   $ 70,092  
40,000   

Marion County, OR, School Dist No. 15 North Marion, GO
0.00%, 06/15/2037(1)(4)

     24,324  
35,000   

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO
0.00%, 06/15/2038(1)(4)

     21,459  
55,000   

Salem Hospital Facs Auth, OR
5.00%, 05/15/2025

     59,253  
150,000   

Salem-Keizer, OR, School Dist No. 24J, GO
0.00%, 06/15/2022(1)(6)

     156,280  
110,000   

State of Oregon Housing & Community Services Department
4.50%, 01/01/2049

     121,916  
210,000   

Umatilla County, OR, School Dist No. 8R Hermiston, GO
0.00%, 06/15/2038(1)(4)

     130,744  
     

 

 

 
        584,068  
     

 

 

 
   Pennsylvania - 3.3%

 

150,000   

Allegheny County, PA, Port Auth
5.25%, 03/01/2021

     154,200  
300,000   

City of Philadelphia, PA, GO
5.00%, 02/01/2039

     380,004  
160,000   

City of Philadelphia, PA, Redev Auth
5.00%, 04/15/2025

     184,918  
150,000   

Commonwealth Finance Auth, PA
5.00%, 06/01/2027

     188,517  
195,000   

Erie, PA, City School Dist, GO
5.00%, 04/01/2029(1)

     259,368  
90,000   

Harrisburg, PA, School Dist, GO
5.00%, 11/15/2026(1)

     113,667  
100,000   

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

     103,672  
100,000   

Montgomery County, PA, Industrial Dev Auth Rev
5.00%, 12/01/2025

     108,489  
195,000   

Pennsylvania Housing Finance Agency
4.75%, 04/01/2033

     215,333  
  

Pennsylvania Turnpike Commission Rev

 

90,000   

5.00%, 12/01/2031

     108,005  
145,000   

5.00%, 12/01/2037

     161,065  
250,000   

Philadelphia, PA, School Dist, GO
4.00%, 09/01/2036(1)

     293,695  
50,000   

Pittsburgh, PA, Water & Sewer Auth
5.00%, 09/01/2033(1)

     65,927  
75,000   

Wilkes-Barre Area, PA, School Dist, GO
5.00%, 04/15/2059(1)

     92,188  
     

 

 

 
                2,429,048  
     

 

 

 
   Puerto Rico - 0.8%

 

  

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 

400,000   

4.33%, 07/01/2040

     416,548  
175,000   

5.00%, 07/01/2058

     189,096  
     

 

 

 
        605,644  
     

 

 

 
   Rhode Island - 1.0%

 

340,000   

Rhode Island Commerce Corp.
5.00%, 05/15/2030

     442,925  
80,000   

Rhode Island Health & Educational Building Corp.
5.00%, 05/15/2028(1)

     99,979  
50,000   

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     51,287  
130,000   

Rhode Island Student Loan Auth
3.00%, 12/01/2024

     134,766  
     

 

 

 
        728,957  
     

 

 

 

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   South Carolina - 0.6%

 

        $        150,000   

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2028

   $ 184,938  
  

South Carolina State Public Service Auth

 

50,000   

5.00%, 12/01/2031

     57,664  
50,000   

5.00%, 12/01/2034

     57,345  
100,000   

5.00%, 12/01/2050

     114,048  
     

 

 

 
                413,995  
     

 

 

 
   South Dakota - 0.4%

 

295,000   

South Dakota Housing Dev Auth
4.00%, 11/01/2049

     331,784  
     

 

 

 
   Tennessee - 1.2%

 

300,000   

Chattanooga, TN, Health Educational & Housing Facs Board Rev
5.00%, 08/01/2039

     369,972  
150,000   

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025(2)

     139,111  
200,000   

Tennessee Energy Acquisition Corp.
5.25%, 09/01/2026

     247,532  
145,000   

Tennessee Housing Dev Agency
3.50%, 01/01/2047

     155,491  
     

 

 

 
        912,106  
     

 

 

 
   Texas - 7.7%

 

  

Arlington, TX, Higher Education Finance Corp. Rev

 

150,000   

4.00%, 08/15/2030(1)

     171,822  
250,000   

5.00%, 02/15/2027(1)

     317,370  
200,000   

Austin, TX, Airport System Rev
5.00%, 11/15/2031

     229,234  
100,000   

Austin, TX, Independent School Dist, GO
4.00%, 08/01/2033(1)

     121,282  
250,000   

Central Texas Turnpike System Rev
5.00%, 08/15/2042

     273,320  
  

City of San Antonio, TX, Electric & Gas Systems Rev

 

165,000   

1.75%, 02/01/2049(3)

     169,826  
210,000   

5.00%, 07/01/2026

     253,021  
250,000   

Conroe, TX, Independent School Dist, GO
3.00%, 02/15/2036(1)

     280,432  
750,000   

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2033

     1,006,117  
150,000   

El Paso, TX, Independent School Dist, GO
5.00%, 08/15/2027(1)

     187,919  
110,000   

Harris County, TX, Toll Road Auth
5.00%, 08/15/2031

     141,447  
290,000   

Keller, TX, Independent School Dist, GO
4.00%, 02/15/2037(1)

     355,563  
75,000   

Kerrville, TX, Health Facs Dev Corp.
5.00%, 08/15/2023

     84,064  
150,000   

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

     174,839  
100,000   

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

     106,024  
130,000   

North Texas Tollway Auth Rev
5.00%, 01/01/2031

     166,943  
250,000   

Northside, TX, Independent School Dist, GO
4.00%, 08/15/2034(1)

     307,202  
245,000   

SA Energy Acquisition, TX, Public Facs Corp.
5.50%, 08/01/2022

     267,795  
500,000   

State of Texas, GO
4.00%, 08/27/2020

     501,280  
250,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

     302,210  
60,000   

Texas Transportation Commission
0.00%, 08/01/2038(4)

     28,962  

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
        $        200,000   

Wylie, TX, Independent School Dist, GO
4.00%, 08/15/2036(1)

      $ 245,818  
        

 

 

 
           5,692,490  
        

 

 

 
   Utah - 0.9%      
275,000   

Salt Lake City Corp. Airport Rev
5.00%, 07/01/2029

        340,508  
175,000   

Salt Lake County, UT
5.13%, 02/15/2033(1)

        205,114  
110,000   

State of Utah, GO
3.00%, 07/01/2034

        126,459  
        

 

 

 
           672,081  
        

 

 

 
   Virginia - 0.1%      
65,000   

Arlington County, VA, Industrial Dev Auth
5.00%, 07/01/2030

        88,032  
        

 

 

 
   Washington - 1.7%      
140,000   

Port of Seattle, WA
5.00%, 05/01/2028

        176,183  
500,000   

Washington Health Care Facs Auth
5.00%, 09/01/2040

        637,740  
  

Washington State Health Care Facs Auth Rev

     
115,000   

5.00%, 01/01/2026

        136,124  
145,000   

5.38%, 01/01/2040

        159,441  
150,000   

Washington State Housing Finance Commission
5.00%, 01/01/2039(2)

        153,019  
        

 

 

 
           1,262,507  
        

 

 

 
   Wisconsin - 1.7%      
  

Public Finance Auth, WI

     
500,000   

4.00%, 07/01/2059(1)

        545,535  
200,000   

5.00%, 10/01/2043(2)

        203,202  
95,000   

5.00%, 10/01/2044

        115,871  
150,000   

5.00%, 07/01/2048(1)

        176,292  
  

Wisconsin Health & Educational Facs Auth

     
155,000   

5.00%, 11/01/2024

        163,271  
45,000   

5.00%, 11/01/2025

        47,762  
        

 

 

 
           1,251,933  
        

 

 

 
  

Total Municipal Bonds
(cost $62,965,951)

      $ 66,189,877  
        

 

 

 

Short-Term Investments - 5.3%

     
   Repurchase Agreements - 5.3%      
3,920,223   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $3,920,246; collateralized by U.S. Treasury Note 1.375%, maturing 08/31/2026, with a market value of $3,998,642

        3,920,223  
        

 

 

 
  

Total Short-Term Investments
(cost $3,920,223)

      $ 3,920,223  
        

 

 

 
  

Total Investments
(cost $66,888,004)

     95.3%      $         70,110,100  
  

Other Assets and Liabilities

     4.7%        3,490,345  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 73,600,445  
     

 

 

    

 

 

 

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.

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(1)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $16,129,910, representing 21.9% of net assets.

(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 July 31, 2020, the aggregate value of these securities was $853,326, representing 1.2% of net assets.

(3)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(4)

Security is a zero-coupon bond.

(5)

Variable rate security; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

(6)

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

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:

USD

   United States Dollar

Other Abbreviations:

LIBOR

   London Interbank Offered Rate

Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

Facs

   Facilities

GO

   General Obligation

PA

   Port Authority

Redev

   Redevelpoment

Rev

   Revenue

VA

   Veterans Administration

 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Municipal Bonds

   $         66,189,877       $                     —       $         66,189,877       $                     —   

Short-Term Investments

     3,920,223         —         3,920,223         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 70,110,100       $ —       $ 70,110,100       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Municipal Bonds - 93.2%

  
   Alabama - 2.6%

 

  

Alabama Federal Aid Highway Finance Auth

 

        $        1,615,000   

5.00%, 09/01/2026

   $ 1,776,500  
1,250,000   

5.00%, 09/01/2034

     1,587,087  
1,415,000   

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

     1,776,037  
3,000,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2042

     3,647,970  
2,660,000   

Jefferson County, AL, GO
5.00%, 04/01/2024

     3,095,043  
  

Lower Alabama Gas Dist

 

9,855,000   

4.00%, 12/01/2050(1)

     11,349,511  
4,000,000   

5.00%, 09/01/2031

     5,258,000  
  

State of Alabama, Docks Department

 

230,000   

5.00%, 10/01/2024(2)

     270,425  
1,000,000   

5.00%, 10/01/2032(2)

     1,234,030  
  

State of Alabama, Troy University

 

1,000,000   

5.00%, 11/01/2025(2)

     1,216,200  
1,250,000   

5.00%, 11/01/2026(2)

     1,561,438  
1,620,000   

5.00%, 11/01/2027(2)

     2,069,971  
     

 

 

 
        34,842,212  
     

 

 

 
   Alaska - 0.2%

 

  

CIVICVentures, AK, Rev

 

2,000,000   

5.00%, 09/01/2025

     2,208,460  
1,000,000   

5.00%, 09/01/2026

     1,101,240  
     

 

 

 
        3,309,700  
     

 

 

 
   Arizona - 0.8%

 

2,000,000   

City of Phoenix, AZ, Civic Improvement Corp.
4.00%, 07/01/2038

     2,271,260  
4,925,000   

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     4,939,036  
855,000   

Salt Verde Financial Corp., AZ, Rev
5.25%, 12/01/2020

     866,859  
78,000   

Sundance, AZ, Community Facs Dist
7.13%, 07/01/2027(3)

     78,030  
2,200,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(3)

     2,192,806  
     

 

 

 
                10,347,991  
     

 

 

 
   California - 7.5%

 

  

Alameda County, Oakland, CA, Unified School Dist, GO

 

475,000   

4.00%, 08/01/2034(2)

     557,593  
1,000,000   

4.00%, 08/01/2036(2)

     1,165,990  
11,700,000   

Bay Area Toll Auth
2.25%, 04/01/2045(1)

     11,977,407  
  

California County, CA, Tobacco Securitization Agency

 

1,050,000   

5.00%, 06/01/2022

     1,100,736  
150,000   

5.00%, 06/01/2030

     201,552  
300,000   

5.00%, 06/01/2032

     394,782  
500,000   

5.00%, 06/01/2033

     651,055  
1,000,000   

California Health Facs Finance Auth Rev
5.00%, 02/01/2029

     1,248,020  
  

California State Communities Dev Auth Rev

 

535,000   

5.00%, 10/01/2022

     551,136  
1,000,000   

5.63%, 10/01/2032

     1,045,240  
2,000,000   

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

     2,117,700  
18,840,000   

California State, GO
0.08%, 05/01/2033(1)

     18,840,000  
3,000,000   

California State, GO Taxable
5.00%, 08/01/2029

     3,786,090  
1,000,000   

City of Los Angeles, CA, Department of Airports Rev
5.00%, 05/15/2029

     1,263,650  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Elk Grove, CA, Finance Auth Special Tax

 

        $        315,000   

5.00%, 09/01/2031(2)

   $ 382,013  
910,000   

5.00%, 09/01/2032(2)

     1,101,564  
2,600,000   

Fresno, CA, Unified School Dist
0.00%, 08/01/2031(4)

     1,984,762  
  

Hemet, CA, Unified School Dist Financing Auth

 

1,440,000   

5.00%, 09/01/2030

     1,640,160  
1,535,000   

5.00%, 09/01/2031

     1,737,727  
  

Inglewood, CA, Redevelopment Agency

 

1,000,000   

5.00%, 05/01/2028(2)

     1,263,320  
1,000,000   

5.00%, 05/01/2029(2)

     1,255,400  
5,225,000   

Long Beach, CA, Finance Auth Natural Gas
1.71%, 11/15/2027, 3 mo. USD LIBOR + 1.450%(5)

     5,241,407  
  

Oakland, CA, Airport Rev

 

500,000   

5.00%, 05/01/2023

     533,715  
2,000,000   

5.00%, 05/01/2026

     2,057,000  
  

Orange County, CA, Community Facs Dist Special Tax

 

980,000   

5.00%, 08/15/2034

     1,110,761  
1,000,000   

5.00%, 08/15/2036

     1,151,050  
2,500,000   

5.00%, 08/15/2041

     2,844,800  
1,000,000   

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%, 09/01/2029(2)

     1,166,530  
2,000,000   

Romoland, CA, School Dist
5.00%, 09/01/2048

     2,244,420  
60,000   

San Diego, CA, Redevelopment Agency, Centre City Sub Package
5.25%, 09/01/2026

     60,225  
  

San Diego, CA, United School Dist

 

805,000   

4.00%, 07/01/2034

     917,917  
865,000   

4.00%, 07/01/2035

     983,073  
  

San Francisco, CA, City & County Airport Comm-San Francisco International Airport

 

1,400,000   

5.00%, 05/01/2042

     1,659,616  
8,650,000   

5.00%, 05/01/2043

     10,419,790  
  

Santa Margarita, CA, Water Dist Special Tax

 

475,000   

4.25%, 09/01/2021

     489,644  
485,000   

5.00%, 09/01/2022

     519,406  
475,000   

5.00%, 09/01/2023

     525,117  
480,000   

5.00%, 09/01/2024

     530,501  
480,000   

5.00%, 09/01/2025

     528,725  
2,065,000   

5.00%, 09/01/2028

     2,348,359  
10,000,000   

Southern California Public Power Auth
0.10%, 07/01/2036(1)

     10,000,000  
1,500,000   

Stockton, CA, Redevelopment Agency
5.00%, 09/01/2029(2)

     1,829,565  
     

 

 

 
                101,427,518  
     

 

 

 
   Colorado - 2.8%

 

  

Arapahoe County, CO, School Dist No. 6 Littleton, GO

 

1,230,000   

5.50%, 12/01/2032(2)

     1,671,299  
1,655,000   

5.50%, 12/01/2034(2)

     2,224,833  
  

City & County of Denver, CO, Airport System Rev

 

7,985,000   

5.00%, 12/01/2029

     10,241,082  
1,000,000   

5.00%, 12/01/2034

     1,402,350  
1,575,000   

5.00%, 12/01/2036

     2,229,003  
  

Colorado Health Facs Auth Rev

 

1,330,000   

1.37%, 10/01/2039, 1 mo. USD LIBOR + 1.250%(5)

     1,327,327  
6,665,000   

5.00%, 08/01/2044

     8,116,437  
1,470,000   

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2031

     1,592,333  
1,440,000   

Denver, CO, Urban Renewal Auth
5.25%, 12/01/2039(3)

     1,469,376  
1,930,000   

E-470 Public Highway, CO, Auth Rev
1.16%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(5)

     1,930,560  
  

Park Creek, CO, Metropolitan Dist Rev

 

2,000,000   

5.00%, 12/01/2029

     2,401,000  
1,195,000   

5.00%, 12/01/2033

     1,520,052  
  

Vauxmont, CO, Metropolitan Dist

 

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        230,000   

5.00%, 12/15/2023(2)

   $ 261,009  
125,000   

5.00%, 12/15/2025(2)

     148,832  
50,000   

5.00%, 12/15/2026(2)

     59,290  
160,000   

5.00%, 12/15/2032(2)

     186,464  
225,000   

Vauxmont, CO, Metropolitan Dist, GO
5.00%, 12/15/2030(2)

     263,999  
     

 

 

 
     37,045,246  
     

 

 

 
   Connecticut - 2.5%

 

6,500,000   

City of Bridgeport, CT, GO

5.00%, 08/15/2025(2)

     7,791,000  
  

Connecticut Housing Finance Auth

 

310,000   

4.00%, 11/15/2044

     322,319  
965,000   

4.00%, 11/15/2045

     1,023,498  
1,470,000   

4.00%, 05/15/2047(2)

     1,610,752  
  

Connecticut State Health & Educational Facs Auth

 

440,000   

5.00%, 07/01/2027

     495,321  
430,000   

5.00%, 07/01/2028

     489,628  
475,000   

5.00%, 07/01/2029

     546,222  
720,000   

5.00%, 07/01/2030

     821,131  
400,000   

5.00%, 07/01/2031

     452,676  
950,000   

Hartford, CT, GO
5.00%, 07/01/2027(2)

     1,125,902  
1,500,000   

New Britain, CT, GO
5.00%, 03/01/2031(2)

     1,862,820  
2,600,000   

New Haven, CT, GO

5.00%, 08/01/2024(2)

     2,985,112  
  

State of Connecticut, GO

 

470,000   

5.00%, 04/15/2022

     506,698  
250,000   

5.00%, 03/15/2024

     290,513  
1,450,000   

5.00%, 03/15/2025

     1,741,943  
750,000   

5.00%, 05/15/2025

     905,835  
2,425,000   

5.00%, 06/15/2026

     3,011,559  
2,500,000   

5.00%, 04/15/2029

     3,144,100  
  

State of Connecticut, Special Tax Rev

 

1,000,000   

5.00%, 05/01/2032

     1,324,730  
750,000   

5.00%, 05/01/2033

     986,265  
  

Waterbury, CT, GO

 

405,000   

5.00%, 11/15/2031

     513,070  
1,000,000   

5.00%, 11/15/2032

     1,259,800  
     

 

 

 
     33,210,894  
     

 

 

 
   District of Columbia - 0.1%

 

  

Dist of Columbia Rev

 

735,000   

5.00%, 07/01/2032

     730,406  
270,000   

5.00%, 07/01/2037

     259,848  
755,000   

Metropolitan Washington Airports Auth
5.00%, 10/01/2028

     975,317  
     

 

 

 
     1,965,571  
     

 

 

 
   Florida - 5.4%

 

  

Broward County, FL, Airport System Rev

 

1,330,000   

0.00%, 10/01/2031(4)

     996,542  
1,000,000   

0.00%, 10/01/2032(4)

     716,820  
2,175,000   

4.00%, 10/01/2044

             2,444,483  
265,000   

5.00%, 10/01/2020

     266,858  
285,000   

5.00%, 10/01/2021

     299,552  
1,250,000   

5.00%, 10/01/2024

     1,459,063  
2,830,000   

5.00%, 09/01/2028

     3,533,113  
1,971,000   

Capital Trust Agency, FL, MF Rev
2.77%, 09/01/2027(2)

     2,038,073  
1,430,000   

City of Atlantic Beach, FL, Health Care Facs Auth
5.00%, 11/15/2048

     1,498,011  
  

City of Tampa FL

 

1,000,000   

0.00%, 09/01/2036(4)

     608,240  
1,000,000   

0.00%, 09/01/2038(4)

     555,170  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        2,065,000   

Escambia County, FL, Health Facs Auth Rev
4.00%, 08/15/2050

   $ 2,265,057  
  

Florida Dev. Finance Corp.

 

350,000   

5.00%, 04/01/2023

     386,148  
500,000   

5.00%, 04/01/2024

     570,035  
200,000   

5.00%, 04/01/2025

     234,372  
3,380,000   

Gainesville, FL, Utilities System Rev
5.00%, 10/01/2047

     4,378,317  
  

Greater Orlando, FL, Aviation Auth

 

2,040,000   

5.00%, 10/01/2024

     2,139,980  
5,000,000   

5.00%, 10/01/2033

     6,396,300  
5,000,000   

5.00%, 10/01/2034

     6,378,400  
500,000   

Magnolia Creek, FL, Community Dev Dist Capital Improvement
5.90%, 05/01/2039*

     90,000  
1,000,000   

Manatee County, FL, School Dist
5.00%, 10/01/2030(2)

     1,245,660  
190,000   

Miami Beach, FL, Health Facs Auth
5.00%, 11/15/2020

     192,179  
1,000,000   

Miami Beach, FL, Redevelopment Agency
5.00%, 02/01/2026

     1,154,200  
  

Miami-Dade County, FL, Aviation Rev

 

1,000,000   

5.00%, 10/01/2024

     1,082,390  
2,500,000   

5.00%, 10/01/2026

     2,740,050  
530,000   

5.00%, 10/01/2027

     608,345  
200,000   

5.00%, 10/01/2035(2)

     201,336  
1,000,000   

Orange County, FL, Convention Center/Orlando
5.00%, 10/01/2024

     1,150,880  
  

Orange County, FL, Health Facs Auth

 

1,190,000   

5.00%, 08/01/2024

     1,341,392  
1,280,000   

5.00%, 08/01/2025

     1,440,410  
1,350,000   

5.00%, 08/01/2026

     1,514,511  
  

Palm Beach County, FL, Health Facs Auth

 

825,000   

6.75%, 06/01/2024

     885,761  
1,000,000   

6.80%, 06/01/2025

     1,073,410  
  

Polk County, FL, Industrial Dev Auth

 

1,750,000   

5.00%, 01/01/2039

     1,828,085  
4,850,000   

5.00%, 01/01/2055

     4,976,536  
  

Port St. Lucie, FL, Special Assessment

 

3,000,000   

4.00%, 07/01/2028

     3,538,560  
3,000,000   

4.00%, 07/01/2029

     3,529,470  
1,150,000   

Putnam County, FL, Dev Auth
5.00%, 03/15/2042

     1,410,360  
3,330,000   

Seminole County, FL, Industrial Dev Auth
3.75%, 11/15/2025

     3,093,304  
  

Volusia County, FL, Educational Facs Auth

 

60,000   

4.00%, 10/15/2035

     69,768  
55,000   

4.00%, 10/15/2036

     63,699  
750,000   

4.00%, 10/15/2037

     865,890  
750,000   

4.00%, 10/15/2038

     863,363  
     

 

 

 
             72,124,093  
     

 

 

 
   Georgia - 2.5%

 

  

Burke County, GA, Dev Auth Rev

 

1,740,000   

2.05%, 10/01/2032(1)

     1,761,802  
2,665,000   

2.25%, 10/01/2032(1)

     2,749,400  
2,860,000   

2.35%, 10/01/2032(1)

     2,872,613  
4,450,000   

3.00%, 11/01/2045(1)

     4,655,234  
  

Main Street Natural Gas, Inc., GA

 

2,150,000   

4.00%, 08/01/2049(1)

     2,441,497  
4,165,000   

5.00%, 05/15/2032

     5,173,097  
  

Municipal Electric Auth, GA

 

1,170,000   

5.00%, 01/01/2022

     1,235,953  
1,000,000   

5.00%, 11/01/2022

     1,091,580  
1,075,000   

5.00%, 01/01/2024

     1,179,963  
1,825,000   

5.00%, 01/01/2028(2)

     2,228,653  
4,595,000   

5.00%, 01/01/2028

     5,567,394  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,700,000   

5.00%, 01/01/2056

   $ 2,018,988  
     

 

 

 
             32,976,174  
     

 

 

 
   Hawaii - 0.2%

 

2,000,000   

State of Hawaii Airports System
5.00%, 08/01/2022

     2,154,060  
     

 

 

 
   Idaho - 0.1%

 

1,115,000   

Idaho Health Facs Auth
0.70%, 12/01/2048(1)(6)

     1,115,000  
     

 

 

 
   Illinois - 14.2%

 

  

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO

 

530,000   

0.00%, 01/01/2025(4)

     515,632  
765,000   

0.00%, 01/01/2027(4)

     718,021  
  

Chicago, IL, Board of Education Rev

 

1,000,000   

5.00%, 04/01/2046

     1,088,160  
715,000   

6.00%, 04/01/2046

     827,276  
  

Chicago, IL, Board of Education, GO

 

2,500,000   

0.00%, 12/01/2025(4)

     2,082,450  
1,030,000   

5.00%, 12/01/2022

     1,082,139  
600,000   

5.00%, 12/01/2023

     642,318  
1,000,000   

5.00%, 12/01/2024(2)

     1,122,900  
3,500,000   

5.00%, 12/01/2034

     3,843,875  
1,510,000   

5.00%, 12/01/2042

     1,537,739  
3,760,000   

5.00%, 12/01/2046

     4,086,218  
500,000   

5.25%, 12/01/2020(2)

     507,515  
  

Chicago, IL, Metropolitan Water Reclamation Dist, GO

 

3,500,000   

5.00%, 12/01/2027

     4,273,220  
2,530,000   

5.00%, 12/01/2031

     2,655,134  
1,700,000   

5.25%, 12/01/2032

     2,431,884  
500,000   

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2021

     508,060  
  

Chicago, IL, Transit Auth

 

415,000   

5.00%, 06/01/2025

     491,070  
8,250,000   

5.00%, 12/01/2046

     9,304,350  
800,000   

5.25%, 12/01/2027

     837,960  
5,000,000   

5.25%, 12/01/2028

     5,233,200  
  

City of Chicago, IL, GO

 

325,000   

0.00%, 01/01/2026(2)(4)

     282,610  
1,280,000   

5.00%, 01/01/2021

     1,301,981  
215,000   

5.00%, 01/01/2022

     221,994  
65,000   

5.00%, 01/01/2023

     68,575  
1,000,000   

5.00%, 12/01/2023

     1,005,930  
2,000,000   

5.00%, 01/01/2024

     2,151,300  
  

City of Chicago, IL, Wastewater Transmission Rev

 

1,000,000   

5.00%, 01/01/2028

     1,158,730  
2,500,000   

5.00%, 01/01/2029

     2,898,000  
  

City of Chicago, IL, Waterworks Rev

 

135,000   

5.00%, 11/01/2023

     147,176  
1,000,000   

5.00%, 11/01/2027

     1,208,950  
1,020,000   

5.00%, 11/01/2028

     1,165,952  
1,205,000   

5.00%, 11/01/2029

     1,301,292  
3,465,000   

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%, 12/01/2024

     4,115,311  
  

Cook County, IL, Community High School Dist No. 212 Leyden

 

1,775,000   

5.00%, 12/01/2026(2)

     2,112,321  
310,000   

5.00%, 12/01/2027(2)

     368,475  
1,000,000   

5.00%, 12/01/2034(2)

     1,180,170  
  

Cook County, IL, GO

 

1,000,000   

5.00%, 11/15/2026

     1,189,790  
4,300,000   

5.00%, 11/15/2027

     5,095,500  
  

Illinois Finance Auth

 

320,000   

5.00%, 09/01/2020

     320,646  
240,000   

5.00%, 09/01/2022

     255,144  
  

Illinois State Finance Auth Rev

 

1,000,000   

5.00%, 10/01/2023

     1,119,030  
1,000,000   

5.00%, 11/15/2023

     1,134,780  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        5,000,000   

5.00%, 02/15/2027

   $ 6,274,950  
700,000   

5.00%, 10/01/2028

     840,875  
1,000,000   

5.00%, 11/15/2028

     1,191,210  
2,650,000   

5.00%, 11/15/2031

     3,066,156  
1,420,000   

5.00%, 08/15/2033

     1,851,865  
2,500,000   

5.00%, 11/15/2033

     2,873,600  
2,135,000   

5.00%, 11/15/2034

     2,494,235  
1,045,000   

5.00%, 08/15/2035

     1,350,662  
  

Illinois State Toll Highway Auth, Taxable Rev

 

1,000,000   

5.00%, 01/01/2027

     1,098,780  
2,500,000   

5.00%, 01/01/2031

     3,169,835  
  

Kane Cook & DuPage Counties, IL, GO

 

4,200,000   

5.00%, 01/01/2031

     4,817,526  
1,700,000   

5.00%, 01/01/2034

     1,945,599  
1,700,000   

5.00%, 01/01/2035

     1,943,746  
  

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO

 

1,875,000   

5.00%, 01/01/2027

     2,237,475  
2,000,000   

5.00%, 01/01/2029

     2,578,320  
1,665,000   

Kendall Kane & Will Counties, IL, Unified School Dist, GO
5.00%, 02/01/2034

     1,952,845  
  

Metropolitan Pier & Exposition Auth, IL

 

4,000,000   

0.00%, 12/15/2024(2)(4)

     3,591,960  
2,000,000   

0.00%, 06/15/2027(2)(4)

     1,709,520  
3,895,000   

0.00%, 12/15/2042(7)

     2,632,669  
1,650,000   

5.00%, 12/15/2020(2)

     1,665,081  
1,000,000   

5.00%, 12/15/2035

     1,066,550  
  

Railsplitter, IL, Tobacco Settlement Auth

 

1,000,000   

5.00%, 06/01/2026

     1,203,910  
1,940,000   

5.00%, 06/01/2027

     2,323,810  
1,000,000   

5.50%, 06/01/2023

     1,043,830  
  

Regional Transportation, IL, Auth Rev

 

600,000   

5.00%, 06/01/2035

     685,080  
8,775,000   

6.00%, 07/01/2024(2)

     9,984,019  
3,525,000   

6.00%, 07/01/2031(2)

     4,894,180  
  

Sales Tax Securitization Corp., IL

 

2,560,000   

5.00%, 01/01/2029

     3,161,544  
5,545,000   

5.00%, 01/01/2030

     6,946,055  
  

State of Illinois, GO

 

7,100,000   

5.00%, 11/01/2021

     7,352,618  
3,500,000   

5.00%, 11/01/2024

     3,868,620  
1,500,000   

5.00%, 08/01/2025

     1,578,945  
3,500,000   

5.00%, 11/01/2025

     3,929,870  
1,985,000   

5.00%, 02/01/2026

     2,157,695  
2,000,000   

5.00%, 10/01/2026

     2,281,460  
6,540,000   

5.00%, 11/01/2026

     7,434,149  
1,200,000   

5.00%, 02/01/2027

     1,374,432  
2,715,000   

5.00%, 11/01/2028

     3,111,987  
950,000   

5.00%, 05/01/2033

     1,018,315  
835,000   

5.38%, 05/01/2023

     908,355  
  

State of Illinois, Sales Tax Rev

 

1,185,000   

5.00%, 06/15/2024

     1,278,840  
545,000   

6.50%, 06/15/2022

     554,156  
     

 

 

 
             191,038,107  
     

 

 

 
   Indiana - 1.0%

 

2,002,872   

City of Evansville, IN
3.00%, 06/01/2034(2)

     2,163,383  
  

Indiana Municipal Power Agency

 

1,050,000   

5.00%, 01/01/2032

     1,336,461  
870,000   

5.00%, 01/01/2033

     1,101,246  
180,000   

5.00%, 01/01/2034

     226,991  
1,000,000   

Indiana State Finance Auth Hospital Rev
5.00%, 12/01/2029

     1,163,650  
1,625,000   

Indiana State Finance Auth Rev
5.00%, 03/01/2023

     1,701,212  
  

Indianapolis, IN, Local Public Improvement Bond Bank

 

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,000,000   

5.00%, 01/01/2029

   $ 1,112,240  
1,000,000   

5.00%, 01/01/2031

     1,190,020  
775,000   

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

     873,487  
2,000,000   

Whiting, IN, Environmental Facs Rev
5.00%, 03/01/2046(1)

     2,210,400  
     

 

 

 
     13,079,090  
     

 

 

 
   Iowa - 0.1%

 

  

Iowa Student Loan Liquidity Corp.

 

180,000   

5.00%, 12/01/2022

     192,431  
650,000   

5.00%, 12/01/2024

     730,171  
990,000   

State of Iowa, Finance Auth Rev
2.88%, 05/15/2049

     991,693  
     

 

 

 
     1,914,295  
     

 

 

 
   Kansas - 0.2%

 

  

Wyandotte County-Kansas City, KS System Rev

 

1,000,000   

5.00%, 09/01/2025

     1,177,610  
1,390,000   

5.00%, 09/01/2028

     1,684,041  
     

 

 

 
     2,861,651  
     

 

 

 
   Kentucky - 1.1%

 

  

Kentucky Bond Dev Corp.

 

1,000,000   

5.00%, 09/01/2032

     1,184,280  
1,100,000   

5.00%, 09/01/2033

     1,294,469  
1,200,000   

5.00%, 09/01/2034

     1,405,008  
1,025,000   

5.00%, 09/01/2035

     1,192,413  
2,910,000   

Kentucky Economic Dev Finance Auth
5.00%, 12/01/2047(2)

     3,113,962  
4,000,000   

Kentucky Public Energy Auth
4.00%, 01/01/2049(1)

     4,464,040  
2,600,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

     2,817,256  
     

 

 

 
     15,471,428  
     

 

 

 
   Louisiana - 1.3%

 

  

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 

975,000   

5.75%, 11/15/2030

     1,008,491  
1,155,000   

6.00%, 11/15/2030

     1,213,385  
1,750,000   

6.00%, 11/15/2035

     1,816,220  
4,000,000   

Louisiana State, GO
5.00%, 12/01/2031

     4,729,560  
  

New Orleans, LA, Aviation Board

 

750,000   

5.00%, 01/01/2026

     897,458  
500,000   

5.00%, 01/01/2027

     611,275  
1,250,000   

5.00%, 01/01/2034

     1,419,650  
710,000   

5.00%, 01/01/2035

     837,253  
  

Shreveport, LA, Water & Sewer Rev

 

2,000,000   

5.00%, 12/01/2027(2)

     2,435,120  
1,000,000   

5.00%, 12/01/2035(2)

     1,246,200  
1,400,000   

5.00%, 12/01/2036(2)

     1,739,262  
     

 

 

 
     17,953,874  
     

 

 

 
   Maine - 0.3%

 

  

Finance Auth of Maine Rev

 

225,000   

5.00%, 12/01/2021(2)

     236,097  
1,000,000   

5.00%, 12/01/2023(2)

     1,120,740  
2,000,000   

Maine State Housing Auth Rev
4.00%, 11/15/2050

             2,274,700  
     

 

 

 
     3,631,537  
     

 

 

 
   Maryland - 0.4%

 

500,000   

Howard County, MD, Special Obligation
4.00%, 02/15/2028(3)

     511,055  
1,620,000   

Maryland Health & Higher Educational Facs Auth
2.88%, 07/01/2023

     1,631,923  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        755,000   

Rockville, MD, Mayor
3.00%, 11/01/2025

   $ 726,167  
1,840,000   

State of Maryland, GO
5.00%, 03/15/2028

     2,377,869  
     

 

 

 
     5,247,014  
     

 

 

 
   Massachusetts - 1.4%

 

955,000   

Massachusetts Dev Finance Agency, Rev
5.00%, 07/01/2031

     1,167,211  
  

Massachusetts Housing Finance Agency

 

400,000   

2.90%, 06/01/2022

     415,404  
500,000   

3.10%, 06/01/2023

     532,325  
900,000   

3.15%, 06/01/2023

     959,436  
400,000   

3.25%, 06/01/2024

     434,132  
200,000   

Massachusetts School Building Auth
5.00%, 11/15/2030

     252,396  
  

Massachusetts State Dev Finance Agency

 

1,000,000   

4.00%, 10/01/2024(3)

     1,046,770  
1,000,000   

4.00%, 10/01/2025(3)

     1,054,280  
635,000   

4.00%, 10/01/2026(3)

     671,913  
165,000   

4.00%, 07/15/2036

     191,763  
1,720,000   

5.00%, 07/01/2028

     2,024,457  
1,850,000   

5.00%, 07/01/2029

     2,233,320  
3,350,000   

5.00%, 07/01/2030

     3,997,818  
855,000   

5.00%, 07/01/2035

     990,244  
2,180,000   

5.00%, 07/01/2043

     2,614,736  
     

 

 

 
     18,586,205  
     

 

 

 
   Michigan - 2.9%

 

500,000   

City of Detroit, MI, GO
5.00%, 04/01/2021

     505,305  
5,000,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

     6,151,850  
1,200,000   

Lincoln Park, MI, School Dist, GO
5.00%, 05/01/2030(2)

     1,593,192  
  

Michigan Finance Auth Rev

 

1,000,000   

5.00%, 07/01/2027

     1,201,400  
1,000,000   

5.00%, 07/01/2028

     1,198,730  
1,000,000   

5.00%, 07/01/2029(2)

     1,165,250  
2,700,000   

5.00%, 10/01/2030

     3,168,207  
2,555,000   

5.00%, 06/01/2033

     2,885,489  
1,000,000   

5.00%, 06/01/2034

     1,127,750  
915,000   

5.00%, 11/01/2034

     1,177,431  
1,000,000   

5.00%, 11/01/2035

     1,281,890  
1,000,000   

5.00%, 11/01/2036

     1,276,480  
1,000,000   

5.00%, 11/01/2038

     1,266,040  
1,000,000   

Michigan State Building Auth Rev
5.00%, 04/15/2027

     1,262,120  
  

Michigan State Hospital Finance Auth

 

1,505,000   

4.00%, 11/15/2031

     1,794,171  
345,000   

4.00%, 11/15/2032

     408,815  
2,075,000   

5.00%, 11/15/2047

     2,639,732  
3,030,000   

Michigan State Housing Dev Auth
4.25%, 12/01/2049

     3,407,265  
1,375,000   

Richmond, MI, Community Schools, GO
5.00%, 05/01/2030(2)

     1,837,729  
370,000   

State of Michigan Rev
5.00%, 03/15/2027

     469,674  
2,465,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     2,885,097  
     

 

 

 
             38,703,617  
     

 

 

 
   Minnesota - 0.7%

 

  

Duluth, MN, Independent School Dist No. 709

 

2,935,000   

3.00%, 02/01/2021(2)

     2,968,077  
1,180,000   

4.00%, 02/01/2027(2)

     1,366,074  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        2,001,414   

Freddie Mac Multifamily, MN, Certificates
2.54%, 06/25/2037

   $ 2,195,892  
  

Minnesota Housing Finance Agency Rev

 

470,000   

1.45%, 07/01/2024(2)

     482,728  
540,000   

1.55%, 07/01/2025(2)

     556,378  
  

St. Francis, MN, Independent School Dist No. 15, GO

 

315,000   

4.00%, 02/01/2029(2)

     339,743  
365,000   

4.00%, 02/01/2030(2)

     392,952  
750,000   

4.00%, 02/01/2031(2)

     804,825  
     

 

 

 
             9,106,669  
     

 

 

 
   Mississippi - 0.7%

 

1,970,000   

Mississippi Dev Bank, Special Obligation
5.00%, 10/01/2033(2)

     2,514,075  
  

State of Mississippi

 

1,000,000   

5.00%, 10/15/2025

     1,191,050  
2,450,000   

5.00%, 10/15/2029

     2,844,646  
1,000,000   

5.00%, 10/15/2036

     1,193,250  
1,600,000   

5.00%, 10/15/2037

     1,903,920  
     

 

 

 
     9,646,941  
     

 

 

 
   Missouri - 1.1%

 

  

City of St. Louis, MO, Airport Rev

 

540,000   

5.00%, 07/01/2030

     678,753  
1,000,000   

5.00%, 07/01/2032(2)

     1,214,630  
1,000,000   

5.00%, 07/01/2047(2)

     1,173,750  
1,600,000   

Health & Educational Facs Auth of the State of Missouri
0.14%, 09/01/2030(1)

     1,600,000  
  

Kansas City, MO, Industrial Dev Auth

 

1,065,000   

5.00%, 03/01/2030

     1,347,033  
1,000,000   

5.00%, 03/01/2031

     1,256,150  
490,000   

5.00%, 03/01/2032

     610,839  
5,400,000   

Kirkwood, MO, Industrial Dev Auth Retirement Community
5.25%, 05/15/2042

     5,476,410  
1,255,000   

St. Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2026

     1,352,915  
1,000,000   

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027*

     260,000  
     

 

 

 
     14,970,480  
     

 

 

 
   Montana - 0.4%

 

2,490,000   

Montana Board of Housing
4.00%, 12/01/2043

     2,723,537  
2,500,000   

Montana Facs Finance Auth Rev
5.00%, 02/15/2028

     3,088,475  
     

 

 

 
     5,812,012  
     

 

 

 
   Nebraska - 0.4%

 

  

Central Plains, NE, Energy Project

 

1,000,000   

5.00%, 09/01/2022

     1,086,610  
210,000   

5.00%, 09/01/2025

     251,082  
3,325,000   

5.00%, 09/01/2028

     4,208,453  
     

 

 

 
     5,546,145  
     

 

 

 
   Nevada - 1.8%

 

  

City of North Las Vegas, NV

 

475,000   

4.50%, 06/01/2039

     484,229  
745,000   

4.63%, 06/01/2043

     761,859  
995,000   

4.63%, 06/01/2049

     1,011,796  
  

City of Reno, NV, Sales Tax Rev

 

250,000   

5.00%, 06/01/2024

     280,603  
250,000   

5.00%, 06/01/2026

     293,018  
695,000   

City of Sparks, NV
2.50%, 06/15/2024(3)

     688,662  
  

Clark County, NV, School Dist, GO

 

1,500,000   

5.00%, 06/15/2021

     1,557,840  
830,000   

5.00%, 06/15/2026

     1,001,702  
1,000,000   

5.00%, 06/15/2028

     1,265,950  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,900,000   

5.00%, 06/15/2029

   $ 2,396,508  
4,560,000   

5.00%, 06/15/2029(2)

     6,025,858  
1,500,000   

5.00%, 06/15/2031(2)

     2,009,010  
  

Las Vegas, NV, New Convention Center Auth Rev

 

1,900,000   

5.00%, 07/01/2029

     2,184,848  
400,000   

5.00%, 07/01/2031

     439,784  
365,000   

5.00%, 07/01/2032

     399,989  
300,000   

5.00%, 07/01/2033

     327,834  
475,000   

5.00%, 07/01/2034

     517,474  
750,000   

5.00%, 07/01/2043

     867,187  
  

Las Vegas, NV, Special Improvement Dist

 

310,000   

5.00%, 06/01/2027

     334,040  
345,000   

5.00%, 06/01/2028

     370,854  
595,000   

5.00%, 06/01/2029

     637,709  
10,000   

Nevada State Natural Resources, GO
5.00%, 03/01/2026

     11,200  
     

 

 

 
             23,867,954  
     

 

 

 
   New Hampshire - 0.2%

 

1,715,000   

New Hampshire Health and Education Facs Auth Act Rev
5.00%, 08/01/2059

     2,610,950  
     

 

 

 
   New Jersey - 1.5%

 

  

City of Atlantic City, NJ, GO

 

250,000   

5.00%, 03/01/2021(2)

     256,275  
400,000   

5.00%, 03/01/2022(2)

     427,220  
705,000   

City of Bayonne, NJ, GO
0.00%, 07/01/2023(2)(4)

     691,767  
  

New Jersey Economic Dev Auth

 

1,000,000   

5.00%, 09/01/2021

     1,023,690  
565,000   

5.00%, 03/01/2023

     597,476  
1,200,000   

5.00%, 06/15/2023

     1,324,260  
830,000   

New Jersey Educational Facs Auth
4.00%, 07/01/2050(2)

     934,655  
  

New Jersey Higher Education Student Assistance Auth

 

1,420,000   

5.00%, 12/01/2025

     1,647,257  
1,000,000   

5.00%, 12/01/2026

     1,179,690  
  

New Jersey Transportation Trust Fund Auth

 

5,000,000   

0.00%, 12/15/2032(2)(4)

     3,601,600  
1,500,000   

5.00%, 06/15/2021

     1,547,625  
1,000,000   

5.00%, 12/15/2023

     1,120,550  
1,610,000   

5.00%, 12/15/2024

     1,844,528  
2,870,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

     3,655,060  
     

 

 

 
     19,851,653  
     

 

 

 
   New Mexico - 0.1%

 

1,045,000   

City of Santa Fe, NM Rev
5.00%, 05/15/2049

     1,058,261  
     

 

 

 
   New York - 9.2%

 

  

City of New York, NY, GO

 

2,190,000   

5.00%, 08/01/2032

     2,849,256  
1,250,000   

5.00%, 08/01/2033

     1,608,013  
2,445,000   

5.00%, 08/01/2034

     3,137,840  
2,250,000   

5.00%, 03/01/2038

     2,923,335  
  

Metropolitan Transportation Auth, NY, Rev

 

370,000   

0.00%, 11/15/2027(4)

     296,940  
4,000,000   

5.00%, 11/15/2034(1)

     4,332,880  
845,000   

5.00%, 11/15/2036

     988,337  
8,005,000   

5.00%, 11/15/2045(1)

     9,206,470  
2,750,000   

New York and New Jersey Port Auth, Taxable Rev
5.00%, 10/15/2025

     3,214,970  
1,000,000   

New York City, NY Transitional Finance Auth Building Aid Rev
5.00%, 07/15/2026(2)

     1,228,500  
  

New York City, NY Transitional Finance Auth Future Tax Secured Rev

 

2,000,000   

4.00%, 11/01/2036

     2,386,240  
1,525,000   

4.00%, 11/01/2037

     1,812,646  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        3,460,000   

4.00%, 05/01/2038

   $ 4,201,270  
1,335,000   

New York City, NY, Housing Dev Corp.
4.50%, 02/15/2048

     1,399,440  
410,000   

New York Mortgage Agency Rev
3.50%, 10/01/2034

     427,523  
  

New York State Dormitory Auth Rev

 

11,185,000   

0.14%, 07/01/2031(1)

     11,185,000  
1,670,000   

5.00%, 03/15/2022

     1,718,731  
2,500,000   

5.00%, 03/15/2030

     2,969,310  
2,500,000   

5.00%, 03/15/2031

     3,087,050  
2,500,000   

5.00%, 03/15/2033

     3,062,150  
3,800,000   

5.00%, 03/15/2035

     4,873,690  
4,000,000   

5.00%, 03/15/2043

     4,856,840  
2,300,000   

New York State Liberty Dev Corp. Rev
5.15%, 11/15/2034(3)

     2,438,253  
1,000,000   

New York State Thruway Auth Rev
4.00%, 01/01/2037

     1,108,080  
  

New York State Urban Dev Corp. Rev

 

2,235,000   

5.00%, 03/15/2022

     2,406,246  
3,315,000   

5.00%, 03/15/2023

     3,723,209  
1,000,000   

5.00%, 03/15/2026

     1,119,510  
  

Port Auth of New York & New Jersey Rev

 

1,000,000   

5.00%, 10/15/2028

     1,200,550  
4,500,000   

5.00%, 11/01/2038

     5,651,640  
2,250,000   

5.00%, 11/01/2044

     2,782,395  
2,500,000   

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

     2,944,200  
  

State of New York Mortgage Agency

 

1,000,000   

3.15%, 04/01/2024

     1,070,740  
1,330,000   

3.25%, 10/01/2024

     1,454,794  
4,790,000   

3.50%, 10/01/2032

     5,227,471  
  

Syracuse, NY, Industrial Dev Agency

 

320,000   

5.00%, 01/01/2029

     295,706  
2,635,000   

5.00%, 01/01/2031

     2,379,958  
  

Town of Oyster Bay, NY, GO

 

265,000   

3.00%, 03/01/2021(2)

     269,184  
155,000   

4.00%, 11/01/2022(2)

     156,445  
2,340,000   

5.00%, 08/15/2024(2)

     2,759,351  
  

Triborough, NY, Bridge & Tunnel Auth

 

1,325,000   

0.00%, 11/15/2031(4)

     1,053,123  
10,300,000   

0.13%, 11/01/2032(1)

     10,300,000  
2,000,000   

TSASC, Inc., NY
5.00%, 06/01/2026

     2,408,940  
1,000,000   

Yonkers, NY, GO
5.00%, 03/15/2021(2)

     1,029,750  
     

 

 

 
             123,545,976  
     

 

 

 
   North Carolina - 0.9%

 

2,200,000   

North Carolina Housing Finance Agency
4.00%, 07/01/2047

     2,395,998  
  

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 

1,050,000   

5.00%, 01/01/2039

     1,091,496  
3,670,000   

5.00%, 01/01/2044

     3,892,072  
  

North Carolina Medical Care Commission Rev

 

245,000   

4.00%, 01/01/2026

     249,287  
565,000   

5.00%, 01/01/2027

     606,544  
795,000   

5.00%, 01/01/2028

     860,341  
275,000   

5.00%, 01/01/2029

     299,379  
  

North Carolina Raleigh Durham Airport Auth Rev

  
1,000,000   

5.00%, 05/01/2027

     1,861,575  

1,500,000

  

5.00%, 05/01/2030

     1,225,440  
     

 

 

 
     12,482,132  
     

 

 

 

 

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   North Dakota - 0.3%

 

        $        3,815,000   

North Dakota Housing Finance Agency
4.25%, 07/01/2049

   $ 4,270,702  
     

 

 

 
   Ohio - 3.6%

 

  

Allen County, OH, Hospital Facs Rev

 

2,000,000   

5.00%, 05/01/2023

     2,146,040  
2,750,000   

5.00%, 12/01/2029

     3,608,825  
380,000   

5.00%, 12/01/2030

     511,423  
5,000,000   

American Municipal Power, Inc., OH
2.30%, 02/15/2038(1)

     5,075,400  
  

Buckeye, OH, Tobacco Settlement Finance Auth

 

18,895,000   

0.00%, 06/01/2057(4)

     2,731,272  
18,605,000   

5.00%, 06/01/2055

     20,503,082  
  

Cleveland, OH, Airport System Rev

 

1,165,000   

5.00%, 01/01/2022(2)

     1,232,023  
1,385,000   

5.00%, 01/01/2023(2)

     1,517,974  
3,425,000   

County of Franklin OH Rev
0.70%, 12/01/2046(1)(6)

     3,425,000  
430,000   

Hamilton County, OH, Sales Tax Rev
5.00%, 12/01/2027

     549,918  
1,920,000   

Ohio Housing Finance Agency Rev
3.75%, 09/01/2050(2)

     2,172,327  
  

State of Ohio

 

2,000,000   

4.00%, 12/15/2021

     2,104,300  
2,210,000   

5.00%, 12/15/2022

     2,457,984  
     

 

 

 
                48,035,568  
     

 

 

 
   Oklahoma - 0.6%

 

  

Oklahoma Dev Finance Auth

 

5,305,000   

1.63%, 07/06/2023

     5,290,252  
935,000   

5.25%, 08/15/2048

     1,099,373  
935,000   

5.50%, 08/15/2057

     1,109,331  
420,000   

Oklahoma Housing Finance Agency
5.00%, 09/01/2043(2)

     433,263  
     

 

 

 
        7,932,219  
     

 

 

 
   Oregon - 2.5%

 

1,665,000   

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO
5.00%, 06/15/2038(2)(7)

     2,121,893  
  

Clackamas & Washington Counties, OR, School Dist No. 3, GO

 

2,500,000   

0.00%, 06/15/2036(2)(4)

     1,762,675  
405,000   

0.00%, 06/15/2037(2)(4)

     275,627  
8,200,000   

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(2)(4)

     4,007,012  
625,000   

Jackson County, OR, School Dist No. 4, GO
0.00%, 06/15/2034(2)(4)

     429,413  
1,105,000   

Marion County, OR, School Dist No. 15 North Marion, GO
0.00%, 06/15/2037(2)(4)

     671,939  
850,000   

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO
0.00%, 06/15/2038(2)(4)

     521,144  
2,500,000   

Oregon Health & Science University
4.00%, 07/01/2046

     2,826,825  
  

Port of Portland, OR, Airport Rev

 

1,000,000   

5.00%, 07/01/2031

     1,134,990  
750,000   

5.00%, 07/01/2032

     848,190  
1,045,000   

5.00%, 07/01/2033

     1,377,968  
  

Salem Hospital Facs Auth, OR

 

910,000   

5.00%, 05/15/2038

     967,776  
720,000   

5.00%, 05/15/2048

     752,501  
  

State of Oregon Housing & Community Services Department

 

3,180,000   

4.50%, 01/01/2049

     3,524,489  
8,610,000   

4.50%, 07/01/2049

     9,606,607  
  

Umatilla County, OR, School Dist No. 8R Hermiston, GO

 

1,500,000   

0.00%, 06/15/2036(2)(4)

     1,011,690  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,600,000   

0.00%, 06/15/2037(2)(4)

   $ 1,036,704  
1,790,000   

0.00%, 06/15/2038(2)(4)

     1,114,436  
     

 

 

 
             33,991,879  
     

 

 

 
   Pennsylvania - 5.4%

 

905,000   

Allegheny County, PA, Industrial Dev Auth, Charter School
6.75%, 08/15/2035

     907,597  
  

Beaver County, PA, GO

 

1,220,000   

5.00%, 11/15/2020(2)

     1,234,664  
1,285,000   

5.00%, 11/15/2021(2)

     1,355,135  
1,345,000   

5.00%, 11/15/2022(2)

     1,473,811  
  

City of Philadelphia, PA, GO

 

965,000   

5.00%, 08/01/2021

     1,007,016  
1,550,000   

5.00%, 02/01/2033

     2,009,157  
2,000,000   

5.00%, 02/01/2034

     2,581,740  
1,555,000   

5.00%, 02/01/2035

     1,999,155  
225,000   

City of Philadelphia, PA, Redev Auth
5.00%, 04/15/2025

     260,042  
930,000   

City of Philadelphia, PA, Water & Wastewater Rev
5.00%, 11/01/2029

     1,201,467  
  

Commonwealth Finance Auth, PA

 

4,230,000   

5.00%, 06/01/2026

     5,105,436  
125,000   

5.00%, 06/01/2028

     160,790  
1,070,000   

5.00%, 06/01/2029

     1,370,156  
145,000   

5.00%, 06/01/2031

     183,358  
1,000,000   

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

     1,276,110  
  

Erie, PA, City School Dist, GO

 

2,440,000   

5.00%, 04/01/2028(2)

     3,167,584  
1,105,000   

5.00%, 04/01/2029(2)

     1,469,749  
2,410,000   

Harrisburg, PA, School Dist, GO
5.00%, 11/15/2026(2)

     3,043,758  
  

Lancaster County, PA, Hospital Auth

 

635,000   

5.00%, 07/01/2024

     665,232  
515,000   

5.00%, 07/01/2025

     543,835  
  

Montgomery County, PA, Industrial Dev Auth Rev

 

1,760,000   

5.00%, 12/01/2044

     1,946,542  
2,455,000   

5.00%, 12/01/2046

     2,542,570  
920,000   

Pennsylvania Higher Educational Facs Auth Rev
5.00%, 05/01/2032

     1,140,956  
  

Pennsylvania Housing Finance Agency

 

1,000,000   

3.10%, 04/01/2023

     1,027,640  
1,025,000   

3.10%, 10/01/2023

     1,053,188  
2,250,000   

Pennsylvania State, Industrial Dev Auth
5.00%, 07/01/2021

     2,346,480  
  

Pennsylvania Turnpike Commission Rev

 

2,000,000   

1.06%, 12/01/2021, MUNIPSA + 0.900%(5)

     2,004,220  
925,000   

1.14%, 12/01/2021, MUNIPSA + 0.980%(5)

     927,562  
800,000   

5.00%, 12/01/2020

     811,560  
1,000,000   

5.00%, 12/01/2021

     1,058,660  
500,000   

5.00%, 12/01/2027

     614,915  
1,000,000   

5.00%, 12/01/2029

     1,216,260  
1,590,000   

5.00%, 12/01/2030

     1,925,808  
2,000,000   

5.00%, 12/01/2033

     2,392,780  
2,615,000   

5.00%, 12/01/2037

     2,904,716  
755,000   

5.00%, 12/01/2042

     904,158  
  

Philadelphia, PA, School Dist, GO

 

1,560,000   

5.00%, 09/01/2022(2)

     1,701,882  
2,000,000   

5.00%, 09/01/2023(2)

     2,267,900  
1,100,000   

5.00%, 09/01/2031(2)

     1,434,532  
1,060,000   

5.00%, 09/01/2032(2)

     1,370,697  
200,000   

5.25%, 09/01/2023(2)

     200,694  
  

Pittsburgh, PA, School Dist, GO

 

3,145,000   

5.00%, 09/01/2021(2)

     3,304,231  
1,500,000   

5.00%, 09/01/2023(2)

     1,577,760  
  

Pittsburgh, PA, Water & Sewer Auth

 

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        195,000   

5.00%, 09/01/2032(2)

   $ 258,560  
950,000   

5.00%, 09/01/2033(2)

     1,252,613  
735,000   

5.00%, 09/01/2034(2)

     966,562  
500,000   

Reading, PA, School Dist, GO
5.00%, 03/01/2038(2)

     602,430  
1,500,000   

Wilkes-Barre Area, PA, School Dist, GO
5.00%, 04/15/2059(2)

     1,843,770  
     

 

 

 
     72,615,438  
     

 

 

 
   Puerto Rico - 1.2%

 

1,085,000   

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026(2)

     1,091,228  
  

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 

10,000,000   

4.33%, 07/01/2040

     10,413,700  
4,750,000   

5.00%, 07/01/2058

     5,132,612  
     

 

 

 
     16,637,540  
     

 

 

 
   Rhode Island - 0.7%

 

  

Rhode Island Health & Educational Building Corp.

 

2,700,000   

5.00%, 05/15/2027(2)

     3,202,065  
2,020,000   

5.00%, 05/15/2028(2)

     2,524,475  
1,175,000   

Rhode Island Housing & Mortgage Finance Corp.
2.75%, 04/01/2040(2)

     1,222,364  
  

Rhode Island Student Loan Auth

 

1,560,000   

4.50%, 12/01/2026

     1,607,908  
1,000,000   

5.00%, 12/01/2028

     1,206,050  
     

 

 

 
     9,762,862  
     

 

 

 
   South Carolina - 1.6%

 

1,987,000   

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017

     417,270  
  

South Carolina Jobs-Economic Dev Auth

 

4,355,000   

5.00%, 05/01/2029

     5,328,212  
1,375,000   

5.00%, 05/01/2048

     1,593,776  
1,000,000   

5.25%, 08/01/2024

     1,149,260  
  

South Carolina Port Auth

 

1,420,000   

4.00%, 07/01/2034

     1,557,030  
1,240,000   

5.00%, 07/01/2029

     1,603,791  
1,100,000   

5.00%, 07/01/2030

     1,414,941  
3,190,000   

5.00%, 07/01/2031

     4,080,201  
  

South Carolina State Public Service Auth

 

1,665,000   

5.00%, 12/01/2031

     1,920,211  
2,350,000   

5.00%, 12/01/2034

     2,695,192  
     

 

 

 
     21,759,884  
     

 

 

 
   South Dakota - 0.7%

 

  

South Dakota Housing Dev Auth Rev

 

1,125,000   

2.45%, 11/01/2023(2)

     1,178,190  
1,775,000   

3.50%, 11/01/2046

     1,884,926  
2,705,000   

3.75%, 11/01/2050

     3,031,412  
735,000   

4.00%, 11/01/2047

     799,937  
  

South Dakota State Educational Enhancement Funding Corp.

 

1,395,000   

5.00%, 06/01/2024

     1,563,251  
1,000,000   

5.00%, 06/01/2026

     1,113,560  
     

 

 

 
             9,571,276  
     

 

 

 
   Tennessee - 0.9%

 

890,000   

Chattanooga, TN, Health Educational & Housing Facs Board Rev
5.00%, 08/01/2044

     1,083,815  
500,000   

Tennessee Energy Acquisition Corp.
5.25%, 09/01/2026

     618,830  
  

Tennessee Housing Dev Agency

 

1,365,000   

3.50%, 07/01/2045

     1,462,912  
3,835,000   

3.50%, 01/01/2047

     4,109,792  
4,040,000   

4.00%, 01/01/2049

     4,448,929  
     

 

 

 
     11,724,278  
     

 

 

 

 

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Texas - 6.7%

 

        $        1,000,000   

Arlington, TX
5.00%, 02/15/2034(2)

   $ 1,172,120  
1,000,000   

Arlington, TX, Higher Education Finance Corp. Rev
5.00%, 08/15/2027(2)

     1,158,790  
  

Austin, TX, Airport System Rev

 

595,000   

5.00%, 11/15/2026

     731,743  
1,125,000   

5.00%, 11/15/2028

     1,369,406  
560,000   

5.00%, 11/15/2030

     675,360  
1,620,000   

Austin, TX, Independent School Dist, GO
4.00%, 08/01/2033(2)

     1,964,768  
1,060,000   

City of Houston, TX
0.00%, 09/01/2025(2)(4)

     993,379  
3,685,000   

City of San Antonio, TX, Electric & Gas Systems Rev
1.75%, 02/01/2049(1)

     3,792,786  
  

Clifton, TX, Higher Education Finance Corp.

 

1,000,000   

4.00%, 08/15/2029(2)

     1,209,100  
1,050,000   

4.00%, 08/15/2030(2)

     1,225,182  
500,000   

4.00%, 08/15/2031(2)

     580,570  
1,000,000   

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2030

     1,209,720  
  

Dallas-Fort Worth, TX, International Airport Rev

 

1,570,000   

5.00%, 11/01/2021(6)

     1,662,395  
750,000   

5.00%, 11/01/2023

     758,580  
1,000,000   

5.00%, 11/01/2023(6)

     1,148,530  
1,000,000   

5.00%, 11/01/2024(6)

     1,189,990  
1,000,000   

Denton, TX, Independent School Dist, GO
0.00%, 08/15/2020(2)(4)

     999,960  
1,500,000   

Grapevine-Colleyville, TX, Independent School Dist, GO
5.00%, 08/15/2027(2)

     1,833,390  
  

Harris County - Houston, TX, Sports Auth

 

2,500,000   

5.00%, 11/15/2030

             2,608,775  
500,000   

5.00%, 11/15/2032

     510,680  
350,000   

5.00%, 11/15/2034

     356,062  
1,605,000   

Harris County, TX, Toll Road Auth
5.00%, 08/15/2032

     2,051,495  
  

Kerrville, TX, Health Facs Dev Corp.

 

1,300,000   

5.00%, 08/15/2024

     1,505,309  
1,500,000   

5.00%, 08/15/2035

     1,713,585  
1,580,000   

La Joya, TX, Independent School Dist, GO
5.00%, 02/15/2025(2)

     1,834,633  
  

New Hope, TX, Cultural Education Facs Finance Corp.

 

700,000   

1.85%, 11/01/2020

     697,879  
50,000   

3.25%, 11/15/2022

     47,218  
3,375,000   

5.00%, 11/01/2031

     3,578,310  
1,000,000   

5.00%, 11/01/2046

     1,027,430  
  

North Texas Tollway Auth Rev

 

5,000,000   

0.00%, 01/01/2032(2)(4)

     4,081,150  
1,000,000   

5.00%, 01/01/2030

     1,136,130  
1,200,000   

5.00%, 01/01/2035

     1,432,848  
1,440,000   

San Antonio, TX, Water Rev
5.00%, 05/15/2031

     1,778,832  
1,000,000   

Spring Branch, TX, Independent School Dist, GO
5.00%, 02/01/2026(2)

     1,204,000  
  

State of Texas, GO

 

23,720,000   

0.20%, 06/01/2043(1)

     23,720,000  
10,200,000   

4.00%, 08/27/2020

     10,226,112  
2,575,000   

Tarrant County, TX, Cultural Education Facs
5.00%, 10/01/2034

     2,715,003  
1,725,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
6.25%, 12/15/2026

     2,050,559  
1,755,000   

Texas Transportation Commission
0.00%, 08/01/2038(4)

     847,139  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        2,000,000   

Travis County, TX, Health Facs Dev
7.13%, 11/01/2040

   $ 2,032,740  
     

 

 

 
             90,831,658  
     

 

 

 
   Utah - 0.3%

 

490,000   

Salt Lake County, UT
5.13%, 02/15/2033(2)

     574,319  
1,125,000   

State of Utah, GO
3.00%, 07/01/2034

     1,293,334  
1,505,000   

Utah Housing Corp.
4.00%, 01/01/2045(2)

     1,625,821  
     

 

 

 
     3,493,474  
     

 

 

 
   Vermont - 0.4%

 

  

Vermont Housing Finance Agency

 

1,425,000   

4.00%, 11/01/2045

     1,490,750  
1,385,000   

4.00%, 11/01/2046

     1,488,958  
1,910,000   

4.00%, 05/01/2048(2)

     2,046,355  
     

 

 

 
     5,026,063  
     

 

 

 
   Virginia - 0.1%

 

880,000   

Arlington County, VA, Industrial Dev Auth
5.00%, 07/01/2030

     1,191,810  
     

 

 

 
   Washington - 0.6%

 

2,060,000   

Chelan County, WA, Public Utility Dist No.
1 0.00%, 06/01/2028(2)(4)

     1,865,515  
1,400,000   

County of King, WA, GO
5.00%, 01/01/2031

     1,879,276  
  

Washington State Health Care Facs Auth Rev

 

780,000   

5.00%, 07/01/2028

     898,498  
2,000,000   

5.00%, 03/01/2029

     2,344,720  
1,400,000   

Washington State Housing Finance Commission
5.00%, 01/01/2049(3)

     1,404,928  
     

 

 

 
     8,392,937  
     

 

 

 
   West Virginia - 0.3%

 

1,000,000   

West Virginia Housing Dev Fund
2.80%, 11/01/2022

     1,042,620  
  

West Virginia State Economic Dev Auth

 

2,000,000   

1.70%, 01/01/2041(1)

     2,001,180  
1,555,000   

2.55%, 03/01/2040(1)

     1,630,215  
     

 

 

 
     4,674,015  
     

 

 

 
   Wisconsin - 2.5%

 

1,790,000   

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2025

     2,011,727  
  

Public Finance Auth, WI

 

1,530,000   

4.00%, 07/01/2050(2)

     1,675,136  
1,600,000   

5.00%, 09/01/2025(3)

     1,674,880  
2,940,000   

5.00%, 07/01/2035(2)

     3,552,755  
1,050,000   

5.00%, 07/01/2036(2)

     1,264,284  
2,875,000   

5.00%, 10/01/2043(3)

     2,921,029  
2,340,000   

5.00%, 10/01/2044

     2,854,098  
2,015,000   

5.00%, 10/01/2053(3)

     2,029,629  
  

Wisconsin Health & Educational Facs Auth Rev

 

3,000,000   

5.00%, 11/15/2027

     3,472,260  
1,700,000   

5.00%, 12/01/2028

     1,969,450  
7,275,000   

5.00%, 11/01/2039

     7,469,533  
1,000,000   

5.00%, 11/01/2054

     1,001,390  
1,700,000   

Wisconsin Housing & Economic Dev Auth
1.55%, 11/01/2038(1)

     1,704,624  
     

 

 

 
     33,600,795  
     

 

 

 
   Wyoming - 0.2%

 

  

Wyoming Community Dev Auth

 

1,225,000   

3.25%, 12/01/2023

     1,316,630  

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

          Market Value  
        $        1,240,000   

4.00%, 12/01/2046

      $ 1,345,983  
        

 

 

 
           2,662,613  
        

 

 

 
  

Total Municipal Bonds
(cost $1,190,657,588)

      $         1,253,679,461  
        

 

 

 

Short-Term Investments - 4.4%

     
   Repurchase Agreements - 4.4%      
59,820,834   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $59,821,183; collateralized by U.S. Treasury Note 2.625%, maturing 12/31/2025, with a market value of $61,017,290

        59,820,834  
        

 

 

 
  

Total Short-Term Investments
(cost $59,820,834)

      $ 59,820,834  
        

 

 

 
  

Total Investments
(cost $1,250,478,422)

     97.6%      $ 1,313,500,295  
  

Other Assets and Liabilities

     2.4%        32,333,026  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 1,345,833,321  
     

 

 

    

 

 

 

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

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

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

 

*

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

(1)

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)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $203,165,608, representing 15.1% of net assets.

(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 July 31, 2020, the aggregate value of these securities was $18,181,611, representing 1.4% of net assets.

(4)

Security is a zero-coupon bond.

(5)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

(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 $8,525,798 at July 31, 2020.

(7)

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

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield

Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

Facs

   Facilities

GO

   General Obligation

PA

   Port Authority

Redev

   Redevelpoment

Rev

   Revenue

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

VA

   Veterans Administration

 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Municipal Bonds

   $ 1,253,679,461       $                     —       $ 1,253,679,461       $                     —   

Short-Term Investments

     59,820,834         —         59,820,834         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,313,500,295       $ —       $   1,313,500,295       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Municipal Bonds - 94.1%

  
   Alabama - 3.1%

 

        $        250,000   

State of Alabama, Docks Department
5.00%, 10/01/2024(1)

   $         293,940  
350,000   

State of Alabama, Troy University
5.00%, 11/01/2024(1)

     412,940  
     

 

 

 
        706,880  
     

 

 

 
   Arizona - 1.8%

 

100,000   

Maricopa County, AZ, Industrial Dev Auth
5.00%, 09/01/2022

     108,509  
200,000   

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     200,570  
105,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(2)

     104,657  
     

 

 

 
        413,736  
     

 

 

 
   California - 1.9%

 

100,000   

California County, CA, Tobacco Securitization Agency
4.00%, 06/01/2022

     106,614  
245,000   

Orange County, CA, Community Facs Dist, Special Tax
4.00%, 08/15/2021

     252,135  
75,000   

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

     82,619  
     

 

 

 
        441,368  
     

 

 

 
   Colorado - 2.1%

 

150,000   

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

     158,079  
40,000   

E-470 Public Highway, CO, Auth Rev
1.16%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)

     40,012  
150,000   

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2021

     158,758  
105,000   

Vauxmont, CO, Metropolitan Dist, GO
5.00%, 12/15/2022(1)

     115,185  
     

 

 

 
        472,034  
     

 

 

 
   Connecticut - 0.9%

 

185,000   

Connecticut State Health & Educational Facs Auth
5.00%, 07/01/2024

     201,787  
     

 

 

 
   District of Columbia - 0.4%

 

95,000   

Metropolitan Washington, DC, Airports Auth System Rev
5.00%, 10/01/2039

     95,728  
     

 

 

 
   Florida - 7.6%

 

250,000   

Alachua County, FL, Health Facs Auth
4.00%, 12/01/2023

     274,045  
165,000   

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

     166,157  
200,000   

City of Atlantic Beach, FL
3.00%, 11/15/2023

     200,044  
  

JEA, FL, Electric System Rev

 

100,000   

5.00%, 10/01/2021

     105,226  
100,000   

5.00%, 10/01/2022

     110,172  
50,000   

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2024

     58,029  
  

Miami-Dade County, FL, Seaport Department Rev

 

65,000   

5.00%, 10/01/2021

     68,133  
145,000   

5.00%, 10/01/2022

     156,946  
250,000   

Orange County, FL, Convention Center/Orlando
5.00%, 10/01/2023

     279,260  
100,000   

Osceola County, FL, Transportation Rev
5.00%, 10/01/2025

     118,281  
135,000   

Seminole County, FL, Industrial Dev Auth
3.75%, 11/15/2025

     125,404  

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        75,000   

Tampa-Hillsborough County, FL, Expressway Auth
5.00%, 07/01/2021

   $ 77,971  
     

 

 

 
             1,739,668  
     

 

 

 
   Georgia - 3.0%

 

  

Burke County, GA, Dev Auth Rev

 

70,000   

2.35%, 10/01/2032(4)

     70,308  
100,000   

3.00%, 11/01/2045(4)

     104,612  
50,000   

Main Street Natural Gas, Inc., GA
4.00%, 08/01/2049(4)

     56,779  
  

Municipal Electric Auth, GA

 

75,000   

5.00%, 01/01/2021

     76,219  
100,000   

5.00%, 11/01/2021

     104,986  
100,000   

5.00%, 11/01/2022

     109,158  
140,000   

5.00%, 01/01/2024

     159,008  
     

 

 

 
     681,070  
     

 

 

 
   Illinois - 22.6%

 

40,000   

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO
0.00%, 01/01/2025(5)

     38,916  
  

Chicago, IL, Board of Education, GO

 

45,000   

0.00%, 12/01/2021(1)(5)

     43,666  
55,000   

0.00%, 12/01/2022(1)(5)

     52,061  
150,000   

0.00%, 12/01/2024(1)(5)

     134,272  
200,000   

5.00%, 12/01/2021

     205,824  
225,000   

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2023

     246,037  
280,000   

Chicago, IL, O’Hare International Airport
5.00%, 01/01/2023

     307,588  
100,000   

Chicago, IL, Transit Auth
5.00%, 12/01/2022

     104,878  
  

City of Chicago, IL, GO

 

135,000   

5.00%, 01/01/2022

     142,470  
50,000   

5.00%, 01/01/2023

     52,750  
  

City of Chicago, IL, Wastewater Transmission Rev

 

160,000   

0.00%, 01/01/2022(1)(5)

     155,523  
110,000   

0.00%, 01/01/2024(1)(5)

     102,293  
85,000   

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2020

     85,924  
  

City of Decatur, IL, GO

 

65,000   

3.00%, 03/01/2022(1)

     67,317  
150,000   

5.00%, 03/01/2023(1)

     166,435  
200,000   

Cook County, IL, GO
5.00%, 11/15/2022

     216,168  
125,000   

Illinois Housing Dev Auth
3.05%, 08/01/2022

     130,844  
  

Illinois State Finance Auth Rev

 

50,000   

5.00%, 08/15/2020

     50,063  
45,000   

5.00%, 09/01/2021

     46,296  
100,000   

5.00%, 11/15/2021

     104,525  
100,000   

Kane County, IL, School Dist No. 131 Aurora East Side, GO
5.00%, 12/01/2026(1)

     120,945  
  

Kendall Kane & Will Counties, IL, Unified School Dist, GO

 

50,000   

0.00%, 02/01/2021(1)(5)

     49,868  
225,000   

0.00%, 02/01/2025(1)(5)

     216,574  
  

Metropolitan Pier & Exposition Auth, IL

 

200,000   

0.00%, 06/15/2021(1)(5)

     196,122  
310,000   

0.00%, 12/15/2022(1)(5)

     293,161  
70,000   

5.50%, 12/15/2023(1)

     75,087  
  

Railsplitter, IL, Tobacco Settlement Auth

 

150,000   

5.00%, 06/01/2022

     160,650  
50,000   

5.25%, 06/01/2021

     51,953  
  

Sales Tax Securitization Corp., IL

 

150,000   

5.00%, 01/01/2024

     167,100  
500,000   

5.00%, 01/01/2026

     584,600  
  

State of Illinois, GO

 

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        75,000   

5.00%, 04/01/2021

   $ 76,452  
120,000   

5.00%, 02/01/2022

     125,030  
200,000   

5.00%, 11/01/2022

     211,976  
100,000   

5.00%, 10/01/2023

     108,379  
70,000   

5.00%, 06/15/2026

     80,132  
150,000   

Village of Bolingbrook, IL, GO
5.00%, 01/01/2023(1)

     166,302  
     

 

 

 
             5,138,181  
     

 

 

 
   Iowa - 0.2%

 

30,000   

Iowa Student Loan Liquidity Corp.
5.00%, 12/01/2022

     32,072  
25,000   

State of Iowa, Finance Auth Rev
2.88%, 05/15/2049

     25,043  
     

 

 

 
     57,115  
     

 

 

 
   Kentucky - 1.2%

 

40,000   

Kentucky Bond Dev Corp.
5.00%, 09/01/2023

     44,888  
200,000   

Kentucky Public Energy Auth
4.00%, 01/01/2049(4)

     223,202  
     

 

 

 
     268,090  
     

 

 

 
   Louisiana - 1.5%

 

110,000   

City of New Orleans, LA, Sewerage Service Rev
5.00%, 06/01/2021

     114,219  
200,000   

New Orleans, LA, Aviation Board
5.00%, 01/01/2023

     219,052  
     

 

 

 
     333,271  
     

 

 

 
   Maine - 0.3%

 

70,000   

Finance Auth of Maine Rev
5.00%, 12/01/2021(1)

     73,452  
     

 

 

 
   Maryland - 0.2%

 

40,000   

Maryland Health & Higher Educational Facs Auth
2.88%, 07/01/2023

     40,294  
     

 

 

 
   Massachusetts - 3.8%

 

  

Massachusetts Dev Finance Agency, Rev

 

100,000   

3.50%, 10/01/2022(2)

     101,769  
150,000   

5.00%, 07/01/2022

     160,803  
150,000   

5.00%, 07/01/2024

     173,343  
270,000   

5.00%, 07/01/2025

     315,254  
  

Massachusetts Educational Financing Auth

 

20,000   

5.00%, 07/01/2023

     21,905  
80,000   

5.00%, 07/01/2024

     90,019  
     

 

 

 
     863,093  
     

 

 

 
   Michigan - 0.3%

 

70,000   

City of Detroit, MI, GO
5.00%, 04/01/2022

     71,778  
     

 

 

 
   Minnesota - 0.9%

 

200,000   

Duluth, MN, Independent School Dist No. 709
5.00%, 02/01/2022(1)

     212,708  
     

 

 

 
   Missouri - 1.4%

 

50,000   

City of St. Louis, MO, Airport Rev
5.00%, 07/01/2023(1)

     55,639  
100,000   

Kirkwood, MO, Industrial Dev Auth Retirement Community
5.00%, 05/15/2022

     101,990  
150,000   

St. Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2023

     157,171  
     

 

 

 
     314,800  
     

 

 

 
   Nebraska - 1.7%

 

120,000   

Central Plains, NE, Energy Project
5.25%, 12/01/2021

     127,081  
145,000   

Nebraska Investment Finance Auth Rev
4.00%, 09/01/2048

     159,699  

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        100,000   

Washington County, NE
2.38%, 09/01/2030(4)

   $ 100,125  
     

 

 

 
     386,905  
     

 

 

 
   Nevada - 1.9%

 

100,000   

City of North Las Vegas, NV
3.50%, 06/01/2022

     100,756  
150,000   

City of Reno, NV, Sales Tax Rev
5.00%, 06/01/2024(1)

     170,751  
35,000   

City of Sparks, NV
2.50%, 06/15/2024(2)

     34,681  
100,000   

Clark County, NV, School Dist, GO
5.00%, 06/15/2025

     119,399  
     

 

 

 
     425,587  
     

 

 

 
   New Jersey - 3.9%

 

200,000   

City of Bayonne, NJ, GO
0.00%, 07/01/2023(1)(5)

     196,246  
  

New Jersey Economic Dev Auth

 

100,000   

5.00%, 06/15/2022

     106,828  
75,000   

5.00%, 06/15/2023

     82,766  
140,000   

New Jersey Educational Facs Auth
5.00%, 07/01/2024

     156,688  
  

New Jersey Transportation Trust Fund Auth

 

60,000   

5.00%, 12/15/2023

     67,233  
40,000   

5.00%, 12/15/2024

     45,827  
  

Tobacco Settlement Financing Corp., NJ

 

125,000   

5.00%, 06/01/2023

     140,233  
70,000   

5.00%, 06/01/2025

     83,759  
     

 

 

 
     879,580  
     

 

 

 
   New Mexico - 3.5%

 

250,000   

City of Santa Fe, NM Rev
2.63%, 05/15/2025

     239,162  
  

New Mexico Mortgage Finance Auth

 

70,000   

3.75%, 03/01/2048(1)

     76,576  
295,000   

3.75%, 01/01/2050(1)

     328,317  
135,000   

4.00%, 01/01/2049(1)

     149,032  
     

 

 

 
     793,087  
     

 

 

 
   New York - 2.4%

 

500,000   

Metropolitan Transportation Auth, NY, Rev
5.00%, 11/15/2034(4)

     541,610  
     

 

 

 
   North Dakota - 0.4%

 

80,000   

North Dakota Housing Finance Agency
3.50%, 07/01/2046

     86,146  
     

 

 

 
   Ohio - 1.7%

 

  

Cleveland, OH, Airport System Rev

 

60,000   

5.00%, 01/01/2022(1)

     63,452  
60,000   

5.00%, 01/01/2023(1)

     65,761  
150,000   

5.00%, 01/01/2024

     169,018  
90,000   

County of Lucas, OH
5.00%, 11/15/2021

     93,955  
     

 

 

 
             392,186  
     

 

 

 
   Oklahoma - 1.0%

 

225,000   

Oklahoma Dev Finance Auth
1.63%, 07/06/2023

     224,375  
     

 

 

 
   Oregon - 1.3%

 

60,000   

Salem Hospital Facs Auth, OR
5.00%, 05/15/2025

     64,639  
  

State of Oregon Housing & Community Services Department

 

115,000   

3.50%, 07/01/2048

     123,761  
105,000   

4.50%, 01/01/2049

     116,375  
     

 

 

 
     304,775  
     

 

 

 

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Pennsylvania - 4.9%

 

        $        35,000   

City of Philadelphia, PA, GO
5.00%, 08/01/2021

   $ 36,524  
  

City of Philadelphia, PA, Redev Auth

 

105,000   

5.00%, 04/15/2021

     107,820  
100,000   

5.00%, 04/15/2025

     115,574  
  

Lehigh County, PA, Industrial Dev Auth

 

65,000   

1.80%, 02/15/2027(4)

     65,922  
55,000   

1.80%, 09/01/2029(4)

     55,828  
150,000   

Montgomery County, PA, Industrial Dev Auth Rev
4.00%, 12/01/2020

     150,667  
  

Philadelphia, PA, School Dist, GO

 

85,000   

4.00%, 09/01/2022(1)

     85,225  
65,000   

5.00%, 09/01/2020(1)

     65,212  
150,000   

Reading, PA, School Dist, GO
5.00%, 03/01/2023(1)

     166,884  
50,000   

State Public School Building Auth, PA
5.00%, 04/01/2021(1)

     51,426  
200,000   

Wilkes-Barre Area, PA, School Dist, GO
5.00%, 04/15/2023(1)

     223,426  
     

 

 

 
                1,124,508  
     

 

 

 
   Puerto Rico - 1.5%

 

  

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 

177,000   

0.00%, 07/01/2024(5)

     161,771  
244,000   

0.00%, 07/01/2029(5)

     191,606  
     

 

 

 
        353,377  
     

 

 

 
   Rhode Island - 1.7%

 

150,000   

Rhode Island Health & Educational Building Corp.
5.00%, 05/15/2022(1)

     162,006  
20,000   

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     20,515  
  

Rhode Island Student Loan Auth

 

25,000   

3.00%, 12/01/2024

     25,917  
100,000   

5.00%, 12/01/2023

     110,353  
60,000   

Rhode Island Tobacco Settlement Financing Corp.
5.00%, 06/01/2021

     62,169  
     

 

 

 
        380,960  
     

 

 

 
   South Carolina - 0.7%

 

150,000   

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2024

     169,803  
     

 

 

 
   Tennessee - 3.7%

 

250,000   

Chattanooga, TN, Health Educational & Housing Facs Board
5.00%, 08/01/2025

     296,647  
150,000   

Shelby County, TN, Health Educational & Housing Facs Board
4.00%, 09/01/2022(2)

     143,018  
  

Tennessee Housing Dev Agency

 

90,000   

3.50%, 07/01/2045

     96,456  
150,000   

3.50%, 01/01/2047

     160,852  
135,000   

3.50%, 01/01/2048

     145,240  
     

 

 

 
        842,213  
     

 

 

 
   Texas - 4.4%

 

100,000   

Arlington, TX, Higher Education Finance Corp.
4.00%, 12/01/2022(1)

     108,016  
70,000   

Big Sandy, TX, Independent School Dist Upshur County, GO
5.00%, 02/15/2024(1)

     81,094  
100,000   

Central Texas Turnpike System Rev
5.00%, 08/15/2024

     114,470  
105,000   

City of San Antonio, TX, Airport System
5.00%, 07/01/2022

     113,795  
95,000   

City of San Antonio, TX, Electric & Gas Systems Rev
1.75%, 02/01/2049(4)

     97,779  
50,000   

Harris County, TX, Metropolitan Transportation Auth
5.00%, 11/01/2022

     55,227  

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
        $        100,000   

Kerrville, TX, Health Facs Dev Corp.
5.00%, 08/15/2020

      $ 100,124  
100,000   

North East Texas Regional Mobility Auth
5.00%, 01/01/2021

        101,162  
205,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.00%, 12/15/2032

        219,170  
        

 

 

 
           990,837  
        

 

 

 
   Utah - 0.7%      
130,000   

Salt Lake County, UT
5.13%, 02/15/2033(1)

        152,370  
        

 

 

 
   Washington - 2.4%      
100,000   

Chelan County, WA, Public Utility Dist No. 1
0.00%, 06/01/2021(1)(5)

        99,679  
195,000   

Tobacco Settlement Auth, WA
5.00%, 06/01/2024

        216,612  
250,000   

Washington State Housing Finance Commission
2.38%, 01/01/2026(2)

        232,495  
        

 

 

 
           548,786  
        

 

 

 
   West Virginia - 0.3%      
55,000   

West Virginia State Economic Dev Auth
2.55%, 03/01/2040(4)

        57,660  
        

 

 

 
   Wisconsin - 2.8%      
  

Public Finance Auth, WI

     
150,000   

4.00%, 07/01/2025(1)

        169,756  
225,000   

4.00%, 07/01/2026(1)

        256,176  
200,000   

Wisconsin Health & Educational Facs Auth
5.00%, 11/01/2025

        212,274  
        

 

 

 
           638,206  
        

 

 

 
  

Total Municipal Bonds
(cost $21,035,014)

      $ 21,418,024  
        

 

 

 

Short-Term Investments - 3.6%

     
   Repurchase Agreements - 3.6%      
817,517   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $817,522; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $833,927

        817,517  
        

 

 

 
  

Total Short-Term Investments
(cost $817,517)

      $ 817,517  
        

 

 

 
  

Total Investments
(cost $21,852,531)

     97.7%      $ 22,235,541  
  

Other Assets and Liabilities

     2.3%        523,167  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $         22,758,708  
     

 

 

    

 

 

 

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)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $5,674,895, representing 24.9% of net assets.

(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 July 31, 2020, the aggregate value of these securities was $616,620, representing 2.7% of net assets.

(3)

Variable rate security; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(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 zero-coupon bond.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

Facs

   Facilities

GO

   General Obligation

PA

   Port Authority

Redev

   Redevelpoment

Rev

   Revenue

 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Municipal Bonds

   $ 21,418,024       $                     —       $ 21,418,024       $                     —   

Short-Term Investments

     817,517         —         817,517         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       22,235,541       $ —       $       22,235,541       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Asset & Commercial Mortgage-Backed Securities - 18.2%

  
   Asset-Backed - Automobile - 0.7%

 

  

Credit Acceptance Auto Loan Trust

 

        $        4,960,000   

2.38%, 11/15/2028(1)

   $ 5,072,839  
161,191   

2.65%, 06/15/2026(1)

     161,541  
1,270,000   

3.55%, 08/15/2027(1)

     1,290,386  
3,750,000   

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

     3,794,703  
124,248   

Santander Drive Auto Receivables Trust
2.46%, 03/15/2022

     124,346  
25,024   

Westlake Automobile Receivables Trust
3.20%, 01/16/2024(1)

     25,051  
     

 

 

 
                10,468,866  
     

 

 

 
   Asset-Backed - Finance & Insurance - 4.2%

 

2,103,903   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(2)

     2,094,674  
4,685,000   

Angel Oak Mortgage Trust LLC
1.47%, 06/25/2065(1)(2)

     4,689,789  
2,250,000   

Apidos CLO
1.36%, 04/15/2031, 3 mo. USD LIBOR + 1.080%(1)(3)

     2,184,385  
252,261   

Bayview Koitere Fund Trust
4.00%, 11/28/2053(1)(2)

     261,229  
782,900   

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(2)

     789,461  
  

Bayview Opportunity Master Fund Trust

 

356,752   

3.50%, 01/28/2055(1)(2)

     362,623  
632,081   

3.50%, 06/28/2057(1)(2)

     650,884  
805,709   

4.00%, 10/28/2064(1)(2)

     833,563  
  

Carlyle Global Market Strategies CLO Ltd.

 

249,672   

1.16%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

     245,547  
1,495,453   

1.24%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

     1,455,261  
1,000,000   

1.67%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(3)

     943,287  
1,635,000   

CSMC Trust
2.26%, 08/15/2037

     1,684,048  
2,630,125   

DB Master Finance LLC
3.79%, 05/20/2049(1)

     2,723,554  
801,326   

Ellington Financial Mortgage Trust
2.74%, 11/25/2059(1)(2)

     804,623  
1,190,000   

KKR CLO Ltd.
1.28%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(3)

     1,149,122  
68,281   

Nationstar HECM Loan Trust
3.19%, 07/25/2028(1)(2)

     68,323  
3,825,000   

Neuberger Berman Loan Advisers CLO Ltd.
1.29%, 04/19/2030, 3 mo. USD LIBOR + 1.020%(1)(3)

     3,760,648  
1,128,843   

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

     1,134,559  
870,902   

OBX Trust
4.00%, 11/25/2048(1)(2)

     875,844  
1,250,000   

Octagon Investment Partners Ltd.
1.29%, 07/17/2030, 3 mo. USD LIBOR + 1.020%(1)(3)

     1,219,033  
  

OneMain Financial Issuance Trust

 

4,000,000   

3.48%, 02/14/2031(1)

     4,103,511  
210,007   

4.57%, 02/20/2029(1)

     210,170  
2,849,250   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

     2,847,142  
  

Regional Management Issuance Trust

 

1,450,000   

3.05%, 11/15/2028(1)

     1,436,686  
1,264,159   

3.83%, 07/15/2027(1)

     1,264,455  
2,500,000   

4.56%, 01/18/2028(1)

     2,528,407  
1,895,742   

Residential Mortgage Loan Trust
2.38%, 02/25/2024(1)(2)

     1,921,410  
348,359   

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

     349,388  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,119,051   

SoFi Consumer Loan Program Trust
2.02%, 01/25/2029(1)

   $ 1,128,989  
  

Towd Point Mortgage Trust

 

1,255,806   

2.25%, 07/25/2056(1)(2)

     1,268,526  
542,525   

2.75%, 04/25/2055(1)(2)

     548,948  
206,442   

2.75%, 05/25/2055(1)(2)

     207,832  
4,915,000   

Tryon Park CLO Ltd.
1.17%, 04/15/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

     4,833,745  
  

Vantage Data Centers Issuer LLC

 

2,551,396   

3.19%, 07/15/2044(1)

     2,611,830  
956,317   

4.07%, 02/16/2043(1)

     991,154  
1,283,250   

4.20%, 11/16/2043(1)

     1,329,624  
1,485,000   

Verizon Owner Trust
2.22%, 12/20/2021(1)

     1,487,719  
3,143,250   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     3,225,415  
2,755,000   

Z Capital Credit Partners CLO Ltd.
1.72%, 07/16/2027, 3 mo. USD LIBOR + 1.450%(1)(3)

     2,631,595  
     

 

 

 
     62,857,003  
     

 

 

 
   Asset-Backed - Home Equity - 0.1%

 

301,983   

Accredited Mortgage Loan Trust
0.85%, 01/25/2035, 1 mo. USD LIBOR + 0.680%(3)

     300,105  
774,833   

Morgan Stanley ABS Capital, Inc. Trust
0.93%, 01/25/2035, 1 mo. USD LIBOR + 0.760%(3)

     770,384  
62,386   

Residential Asset Securitization Trust
4.99%, 07/25/2034(2)

     63,786  
     

 

 

 
     1,134,275  
     

 

 

 
   Collateralized - Mortgage Obligations - 0.1%

 

2,235,000   

Natixis Commercial Mortgage Securities Trust
2.51%, 10/15/2036(1)

     2,272,807  
     

 

 

 
   Commercial Mortgage-Backed Securities - 1.7%

 

1,272,000   

CF Hippolyta LLC
2.28%, 07/15/2060(1)

     1,284,738  
  

Citigroup Mortgage Loan Trust

 

1,817,144   

3.25%, 03/25/2061(1)(2)

     1,906,410  
1,393,561   

3.50%, 02/25/2058(1)(2)

     1,469,285  
326,303   

DBUBS Mortgage Trust
0.69%, 11/10/2046(1)(2)(4)

     1  
  

FREMF Mortgage Trust

 

900,000   

4.02%, 05/25/2045(1)(2)

     936,703  
3,028,530   

4.13%, 02/25/2046(1)(2)

     3,041,166  
1,000,000   

4.57%, 11/25/2049(1)(2)

     1,001,574  
4,235,000   

GS Mortgage Securities Corp. Trust
2.75%, 02/10/2037(1)

     4,237,404  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

1,558,265   

3.91%, 05/05/2030(1)

     1,192,248  
895,283   

4.39%, 07/15/2046(1)

     907,434  
9,500,000   

SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)

     9,533,342  
     

 

 

 
             25,510,305  
     

 

 

 
   Diversified Financial Services - 0.1%

 

1,390,000   

BBCMS Mortgage Trust
2.04%, 04/15/2053

     1,442,465  
     

 

 

 
   Other Asset-Backed Securities - 1.6%

 

2,120,000   

Affirm Asset Securitization Trust
3.46%, 10/15/2024(1)

     2,122,773  
1,160,391   

Avant Loans Funding Trust
2.72%, 10/15/2026(1)

     1,163,678  
1,080,000   

Dryden Senior Loan Fund
1.25%, 04/15/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

     1,054,205  
3,189,785   

Falcon Aerospace Ltd.
3.60%, 09/15/2039(1)

     2,857,548  
  

Marlette Funding Trust

 

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        2,484,183   

2.39%, 12/17/2029(1)

   $ 2,500,745  
762,145   

2.69%, 09/17/2029(1)

     767,276  
997,315   

3.13%, 07/16/2029(1)

     1,006,875  
562,885   

3.44%, 04/16/2029(1)

     568,391  
563,434   

Nationstar HECM Loan Trust
2.65%, 06/25/2029(1)(2)

     565,336  
2,004,679   

Sapphire Aviation Finance Ltd.
3.23%, 03/15/2040(1)

     1,664,610  
3,560,000   

Stack Infrastructure Issuer LLC
3.08%, 10/25/2044(1)

     3,574,753  
  

Towd Point Mortgage Trust

 

665,369   

2.25%, 04/25/2056(1)(2)

     670,104  
223,250   

2.75%, 02/25/2055(1)(2)

     226,459  
1,947,292   

2.75%, 10/25/2056(1)(2)

     2,001,202  
1,192,000   

2.75%, 04/25/2057(1)(2)

     1,216,696  
800,558   

2.75%, 07/25/2057(1)(2)

     821,217  
1,229,675   

2.75%, 10/25/2057(1)(2)

     1,278,842  
     

 

 

 
             24,060,710  
     

 

 

 
   Telecommunications - 0.2%

 

2,570,000   

GCAT Trust
1.56%, 04/25/2065(1)(2)

     2,570,250  
     

 

 

 
   Whole Loan Collateral CMO - 9.5%

 

  

Angel Oak Mortgage Trust

 

7,203,648   

1.69%, 04/25/2065(1)(2)

     7,211,911  
1,306,622   

2.47%, 12/25/2059(1)(2)

     1,315,152  
  

Angel Oak Mortgage Trust LLC

 

293,018   

2.48%, 07/25/2047(1)(2)

     293,851  
196,625   

2.71%, 11/25/2047(1)(2)

     196,632  
37,873   

2.81%, 01/25/2047(1)(2)

     37,871  
3,231,630   

2.99%, 07/26/2049(1)(2)

     3,268,291  
1,244,331   

3.92%, 11/25/2048(1)(2)

     1,269,861  
  

Arroyo Mortgage Trust

 

4,188,358   

2.96%, 10/25/2048(1)(2)

     4,283,169  
1,027,165   

3.81%, 01/25/2049(1)(2)

     1,047,611  
  

Bunker Hill Loan Depositary Trust

 

2,830,000   

1.72%, 02/25/2055(1)(2)

     2,835,459  
3,463,334   

2.72%, 11/25/2059(1)(5)

     3,529,199  
1,024,999   

3.61%, 10/26/2048(1)(5)

     1,052,030  
3,168,233   

3.82%, 10/26/2048(1)(5)

     3,251,339  
2,120,762   

CIM Trust
3.00%, 04/25/2057(1)(2)

     2,164,219  
1,270,000   

Colombia Cent CLO Ltd.
1.40%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(3)

     1,255,770  
  

COLT Mortgage Loan Trust

 

280,233   

1.85%, 03/25/2065(1)(2)

     281,813  
4,018,084   

2.49%, 02/25/2050(1)(2)

     4,058,700  
2,340,238   

2.58%, 11/25/2049(1)(2)

     2,356,620  
562,268   

2.76%, 08/25/2049(1)(2)

     569,045  
339,428   

3.47%, 07/27/2048(1)(2)

     342,689  
298,765   

3.69%, 10/26/2048(1)(2)

     304,230  
433,913   

3.71%, 03/25/2049(1)(2)

     439,481  
1,346,166   

4.01%, 12/28/2048(1)(2)

     1,366,867  
  

CSMC Trust

 

2,471,853   

2.24%, 02/25/2050(1)(2)

     2,432,385  
1,577,831   

4.13%, 07/25/2058(1)(2)

     1,583,832  
  

Deephaven Residential Mortgage Trust

 

3,380,000   

1.69%, 05/25/2065(1)

     3,381,604  
4,466,596   

2.34%, 01/25/2060(1)(2)

     4,517,057  
296,291   

2.45%, 06/25/2047(1)(2)

     296,244  
118,956   

2.73%, 12/26/2046(1)(2)

     118,779  
3,713,127   

2.79%, 10/25/2059(1)(2)

     3,761,179  
156,833   

2.81%, 10/25/2047(1)(2)

     158,279  
672,001   

3.48%, 04/25/2058(1)(2)

     683,463  
1,490,443   

3.79%, 08/25/2058(1)(2)

     1,515,616  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        435,169   

Flagstar Mortgage Trust
4.00%, 09/25/2048(1)(2)

   $ 438,296  
2,499,753   

Galton Funding Mortgage Trust
2.66%, 10/25/2059(1)(2)

             2,551,690  
  

GCAT Trust

 

3,392,691   

2.25%, 01/25/2060(1)(5)

     3,425,409  
2,012,208   

2.65%, 10/25/2068(1)(2)

     2,084,375  
298,894   

Home Re Ltd.
1.77%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(3)

     294,618  
853,748   

MetLife Securitization Trust
3.00%, 04/25/2055(1)(2)

     889,702  
448,492   

MFA Trust
2.59%, 02/25/2057(1)(2)

     451,828  
  

Mill City Mortgage Loan Trust

 

458,437   

2.50%, 04/25/2057(1)(2)

     461,740  
4,074,489   

2.75%, 07/25/2059(1)(2)

     4,255,402  
1,679,177   

2.75%, 01/25/2061(1)(2)

     1,721,716  
968,840   

3.25%, 05/25/2062(1)(2)

     1,006,991  
1,815,302   

3.50%, 05/25/2058(1)(2)

     1,888,717  
1,814,528   

3.50%, 08/25/2058(1)(2)

     1,927,172  
5,525,000   

New Residential Advance Receivables Trust
2.43%, 10/15/2051(1)

     5,497,990  
2,599,079   

New Residential Mortgage LLC
3.79%, 07/25/2054(1)

     2,544,258  
  

New Residential Mortgage Loan Trust

 

2,620,728   

0.92%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)

     2,583,998  
2,945,952   

1.65%, 05/24/2060(1)(2)

     2,950,490  
3,558,255   

2.46%, 01/26/2060(1)(2)

     3,621,084  
500,175   

3.25%, 09/25/2056(1)(2)

     526,637  
854,440   

3.50%, 12/25/2057(1)(2)

     912,837  
509,908   

3.75%, 11/26/2035(1)(2)

     545,621  
353,572   

3.75%, 03/25/2056(1)(2)

     377,870  
560,973   

3.75%, 11/25/2056(1)(2)

     598,035  
1,012,346   

4.00%, 02/25/2057(1)(2)

     1,092,594  
1,018,225   

4.00%, 03/25/2057(1)(2)

     1,097,581  
700,165   

4.00%, 04/25/2057(1)(2)

     752,248  
998,421   

4.00%, 05/25/2057(1)(2)

     1,071,102  
1,709,463   

4.00%, 09/25/2057(1)(2)

     1,809,705  
789,132   

4.00%, 12/25/2057(1)(2)

     844,519  
2,700,000   

NRZ Advance Receivables Trust
2.59%, 07/15/2052(1)

     2,703,608  
2,386,074   

NRZ Excess Spread-Collateralized Notes
3.61%, 05/25/2023(1)

     2,383,875  
3,485,756   

OBX Trust
3.50%, 12/25/2049(1)(2)

     3,603,909  
906,399   

Preston Ridge Partners Mortgage Trust LLC
3.75%, 04/25/2023(1)(2)

     911,571  
3,442,788   

PSMC Trust
3.50%, 10/25/2049(1)(2)

     3,504,109  
286,265   

Radnor RE Ltd.
1.37%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(3)

     286,122  
  

Sequoia Mortgage Trust

 

3,306,729   

3.50%, 11/25/2049(1)(2)

     3,387,483  
110,095   

4.00%, 09/25/2048(1)(2)

     110,747  
1,261,674   

4.50%, 08/25/2048(1)(2)

     1,324,169  
701,099   

Spruce Hill Mortgage Loan Trust
3.40%, 04/29/2049(1)(2)

     707,137  
3,573,991   

Starwood Mortgage Residential Trust
2.28%, 02/25/2050(1)(2)

     3,606,684  
2,015,987   

Towd Point Mortgage Trust
2.90%, 10/25/2059(1)(2)

     2,134,657  
  

Verus Securitization Trust

 

2,980,000   

1.50%, 06/25/2065(1)(5)

     2,981,597  
2,215,104   

2.42%, 01/25/2060(1)(5)

     2,247,990  
2,440,923   

2.64%, 11/25/2059(1)(5)

     2,482,379  
1,270,808   

3.68%, 06/01/2058(1)(2)

     1,285,982  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        454,169   

Wells Fargo Mortgage Backed Securities Trust
4.00%, 04/25/2049(1)(2)

   $ 455,011  
     

 

 

 
     143,521,503  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $272,975,818)

   $         273,838,184  
     

 

 

 

Corporate Bonds - 54.8%

  
   Aerospace/Defense - 0.5%

 

365,000   

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

     366,990  
4,000,000   

Boeing Co.
4.51%, 05/01/2023

     4,185,075  
2,275,000   

L3Harris Technologies, Inc.
3.85%, 06/15/2023

     2,478,252  
164,000   

United Technologies Corp.
3.65%, 08/16/2023

     177,981  
     

 

 

 
     7,208,298  
     

 

 

 
   Agriculture - 0.6%

 

3,125,000   

Altria Group, Inc.
2.85%, 08/09/2022

     3,265,860  
5,000,000   

BAT Capital Corp.
2.79%, 09/06/2024

     5,335,417  
     

 

 

 
     8,601,277  
     

 

 

 
   Apparel - 0.5%

 

2,520,000   

PVH Corp.
4.63%, 07/10/2025(1)

     2,574,356  
4,000,000   

VF Corp.
2.40%, 04/23/2025

     4,255,423  
     

 

 

 
     6,829,779  
     

 

 

 
   Auto Manufacturers - 2.3%

 

2,000,000   

Daimler Finance North America LLC
2.00%, 07/06/2021(1)

     2,021,104  
  

Ford Motor Credit Co. LLC

 

3,125,000   

3.35%, 11/01/2022

     3,144,531  
2,800,000   

4.06%, 11/01/2024

     2,862,160  
  

General Motors Financial Co., Inc.

 

2,850,000   

2.90%, 02/26/2025

     2,949,482  
2,500,000   

3.15%, 06/30/2022

     2,569,193  
2,500,000   

3.20%, 07/06/2021

     2,540,863  
2,500,000   

4.20%, 11/06/2021

     2,587,415  
2,500,000   

Harley-Davidson Financial Services, Inc.
2.85%, 01/15/2021(1)

     2,511,167  
  

Hyundai Capital America

 

2,500,000   

2.38%, 02/10/2023(1)

     2,547,894  
1,825,000   

4.13%, 06/08/2023(1)

     1,940,079  
  

Nissan Motor Acceptance Corp.

 

1,000,000   

2.15%, 09/28/2020(1)

     999,089  
1,250,000   

2.55%, 03/08/2021(1)

     1,250,181  
  

Volkswagen Group of America Finance LLC

 

1,800,000   

2.85%, 09/26/2024(1)

     1,926,712  
2,000,000   

3.13%, 05/12/2023(1)

     2,122,386  
3,025,000   

4.25%, 11/13/2023(1)

     3,341,039  
     

 

 

 
     35,313,295  
     

 

 

 
   Auto Parts & Equipment - 0.3%

 

4,237,000   

Goodyear Tire & Rubber Co.
8.75%, 08/15/2020(6)

     4,243,779  
     

 

 

 
   Beverages - 0.4%

 

1,155,000   

Anheuser-Busch InBev Finance, Inc.
3.70%, 02/01/2024

     1,275,224  
1,700,000   

Anheuser-Busch InBev Worldwide, Inc.
4.15%, 01/23/2025

     1,939,937  
  

Constellation Brands, Inc.

 

2,435,000   

2.65%, 11/07/2022

     2,543,082  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        340,000   

2.70%, 05/09/2022

   $ 352,508  
625,000   

Molson Coors Brewing Co.
2.10%, 07/15/2021

     632,945  
     

 

 

 
             6,743,696  
     

 

 

 
   Chemicals - 0.8%

 

  

Celanese U.S. Holdings LLC

 

915,000   

3.50%, 05/08/2024

     975,453  
3,225,000   

4.63%, 11/15/2022

     3,471,782  
3,600,000   

DuPont de Nemours, Inc.
4.21%, 11/15/2023

     3,975,336  
2,500,000   

Eastman Chemical Co.
3.50%, 12/01/2021

     2,590,018  
1,235,000   

International Flavors & Fragrances, Inc.
3.40%, 09/25/2020

     1,239,142  
48,000   

Sherwin-Williams Co.
2.75%, 06/01/2022

     49,663  
     

 

 

 
     12,301,394  
     

 

 

 
   Commercial Banks - 16.0%

 

  

Banco Santander S.A.

 

1,600,000   

3.13%, 02/23/2023

     1,682,323  
1,200,000   

3.50%, 04/11/2022

     1,249,679  
600,000   

3.85%, 04/12/2023

     643,181  
  

Bank of America Corp.

 

2,500,000   

1.32%, 06/19/2026, (1.32% fixed rate until 06/19/2025; 3 mo. USD SOFR + 1.150% thereafter)(7)

     2,530,408  
2,000,000   

1.49%, 05/19/2024, (1.49% fixed rate until 05/19/2023; 3 mo. USD SOFR + 1.460% thereafter)(7)

     2,048,376  
5,125,000   

2.02%, 02/13/2026, (2.02% fixed rate until 02/13/2025; 3 mo. USD LIBOR + 0.640% thereafter)(7)

     5,348,048  
1,500,000   

2.74%, 01/23/2022, (2.74% fixed rate until 01/23/2021; 3 mo. USD LIBOR + 0.370% thereafter)(7)

     1,515,310  
3,750,000   

3.88%, 08/01/2025

     4,289,861  
4,915,000   

Bank of Montreal
2.05%, 11/01/2022

     5,096,922  
1,500,000   

Banque Federative du Credit Mutuel S.A.
2.70%, 07/20/2022(1)

     1,558,304  
  

Barclays plc

 

2,625,000   

3.25%, 01/12/2021

     2,657,077  
1,775,000   

4.61%, 02/15/2023, (4.61% fixed rate until 02/15/2022; 3 mo. USD LIBOR + 1.400% thereafter)(7)

     1,870,375  
  

BNP Paribas S.A.

 

580,000   

2.95%, 05/23/2022(1)

     602,179  
750,000   

3.50%, 03/01/2023(1)

     799,240  
  

BPCE S.A.

 

3,000,000   

2.38%, 01/14/2025(1)

     3,142,980  
1,750,000   

2.75%, 01/11/2023(1)

     1,840,297  
300,000   

3.00%, 05/22/2022(1)

     311,051  
1,500,000   

4.00%, 09/12/2023(1)

     1,633,530  
  

Canadian Imperial Bank of Commerce

 

1,250,000   

2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD LIBOR + 0.785% thereafter)(7)

     1,299,365  
4,500,000   

3.10%, 04/02/2024

     4,864,320  
1,250,000   

3.50%, 09/13/2023

     1,365,962  
  

Capital One Financial Corp.

 

1,250,000   

3.05%, 03/09/2022

     1,296,842  
1,750,000   

3.45%, 04/30/2021

     1,786,581  
1,755,000   

3.90%, 01/29/2024

     1,921,292  
  

CIT Group, Inc.

 

2,500,000   

4.13%, 03/09/2021

     2,509,375  
1,620,000   

5.00%, 08/15/2022

     1,672,650  
3,980,000   

5.00%, 08/01/2023

     4,164,075  
  

Citigroup, Inc.

 

3,000,000   

2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(7)

     3,064,534  
4,500,000   

2.90%, 12/08/2021

     4,640,146  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Citizens Bank NA

 

        $        770,000   

2.55%, 05/13/2021

   $ 781,796  
4,500,000   

2.65%, 05/26/2022

     4,649,407  
665,000   

Citizens Financial Group, Inc.
2.38%, 07/28/2021

     676,797  
3,550,000   

Comerica, Inc.
3.70%, 07/31/2023

             3,840,319  
  

Credit Agricole S.A.

 

2,794,000   

1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(1)(7)

     2,872,867  
735,000   

3.75%, 04/24/2023(1)

     792,227  
  

Credit Suisse Group AG

 

3,420,000   

2.59%, 09/11/2025, (2.59% fixed rate until 09/11/2024; 3 mo. USD SOFR + 1.560% thereafter)(1)(7)

     3,585,287  
2,001,000   

3.57%, 01/09/2023(1)

     2,075,913  
2,000,000   

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

     2,042,571  
  

Danske Bank A/S

 

1,120,000   

2.00%, 09/08/2021(1)

     1,137,093  
1,250,000   

2.70%, 03/02/2022(1)

     1,288,838  
1,250,000   

2.80%, 03/10/2021(1)

     1,267,578  
5,510,000   

5.00%, 01/12/2022(1)

     5,806,460  
2,425,000   

Discover Bank
2.45%, 09/12/2024

     2,569,763  
3,000,000   

DNB Bank ASA
2.15%, 12/02/2022(1)

     3,115,506  
  

Fifth Third Bancorp

 

2,430,000   

2.38%, 01/28/2025

     2,579,741  
1,750,000   

2.60%, 06/15/2022

     1,814,230  
2,000,000   

3.65%, 01/25/2024

     2,192,734  
  

Goldman Sachs Group, Inc.

 

1,225,000   

2.35%, 11/15/2021

     1,231,464  
660,000   

2.63%, 04/25/2021

     669,676  
4,000,000   

3.00%, 04/26/2022

     4,072,933  
1,500,000   

3.20%, 02/23/2023

     1,595,717  
2,500,000   

3.63%, 02/20/2024

     2,736,539  
  

HSBC Holdings plc

 

3,500,000   

2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD LIBOR + 1.140% thereafter)(7)

     3,662,570  
2,135,000   

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(7)

     2,214,876  
  

Huntington Bancshares, Inc.

 

2,000,000   

2.30%, 01/14/2022

     2,050,529  
1,700,000   

3.15%, 03/14/2021

     1,725,340  
  

ING Groep N.V.

 

705,000   

3.15%, 03/29/2022

     733,954  
2,000,000   

4.10%, 10/02/2023

     2,205,361  
  

Intesa Sanpaolo S.p.A.

 

1,955,000   

3.13%, 07/14/2022(1)

     2,006,675  
2,000,000   

3.25%, 09/23/2024(1)

     2,102,597  
1,675,000   

3.38%, 01/12/2023(1)

     1,734,674  
750,000   

6.50%, 02/24/2021(1)

     769,579  
  

JPMorgan Chase & Co.

 

3,000,000   

1.51%, 06/01/2024, (1.51% fixed rate until 06/01/2023; 3 mo. USD SOFR + 1.455% thereafter)(7)

     3,072,296  
4,600,000   

2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(7)

     4,867,064  
3,750,000   

3.90%, 07/15/2025

     4,271,148  
1,500,000   

KeyBank NA
2.40%, 06/09/2022

     1,552,598  
4,100,000   

Macquarie Bank Ltd.
2.10%, 10/17/2022(1)

     4,238,446  
3,000,000   

Macquarie Group Ltd.
3.19%, 11/28/2023, (3.19% fixed rate until 11/28/2022; 3 mo. USD LIBOR + 1.023% thereafter)(1)(7)

     3,138,290  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,045,000   

Manufacturers & Traders Trust Co.
1.39%, 12/28/2020, 1 mo. USD LIBOR + 1.215%(3)

   $ 1,045,358  
3,580,000   

Mitsubishi UFJ Financial Group, Inc.
2.62%, 07/18/2022

     3,718,625  
2,000,000   

Mizuho Financial Group, Inc.
2.72%, 07/16/2023, (2.72% fixed rate until 07/16/2022; 3 mo. USD LIBOR + 0.840% thereafter)(7)

     2,075,010  
  

Morgan Stanley

 

2,000,000   

0.80%, 01/20/2023, 3 mo. USD SOFR + 0.700%(3)

     2,003,497  
920,000   

2.50%, 04/21/2021

     935,073  
2,675,000   

4.00%, 07/23/2025

     3,083,829  
3,400,000   

National Bank of Canada
2.15%, 10/07/2022(1)

     3,511,692  
4,125,000   

NatWest Markets plc
3.63%, 09/29/2022(1)

     4,357,593  
  

Regions Financial Corp.

 

1,500,000   

2.25%, 05/18/2025

     1,593,721  
2,500,000   

2.75%, 08/14/2022

     2,605,517  
1,500,000   

3.80%, 08/14/2023

     1,637,696  
3,900,000   

Royal Bank of Canada
2.25%, 11/01/2024

     4,159,044  
  

Santander Holdings USA, Inc.

 

3,035,000   

3.45%, 06/02/2025

     3,254,816  
3,530,000   

3.70%, 03/28/2022

     3,666,380  
  

Santander UK plc

 

2,670,000   

2.10%, 01/13/2023

     2,767,342  
2,000,000   

3.40%, 06/01/2021

     2,049,995  
  

Skandinaviska Enskilda Banken AB

 

1,400,000   

2.63%, 11/17/2020(1)

     1,409,303  
1,500,000   

2.80%, 03/11/2022

     1,558,074  
  

Standard Chartered plc

 

3,655,000   

2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200% thereafter)(1)(7)

     3,698,773  
3,400,000   

4.25%, 01/20/2023, (4.25% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.150% thereafter)(1)(7)

     3,533,836  
  

Truist Financial Corp.

 

2,000,000   

1.20%, 08/05/2025(6)

     2,045,124  
895,000   

2.90%, 03/03/2021

     906,770  
1,750,000   

3.05%, 06/20/2022

     1,833,327  
4,230,000   

UBS Group AG
1.01%, 07/30/2024, (1.01% fixed rate until 07/30/2023; 12 mo. USD CMT + 0.830% thereafter)(1)(7)

     4,251,338  
  

UniCredit S.p.A.

 

3,250,000   

3.75%, 04/12/2022(1)(6)

     3,353,632  
3,035,000   

6.57%, 01/14/2022(1)

     3,226,238  
  

Wells Fargo & Co.

 

7,500,000   

2.16%, 02/11/2026, (2.16% fixed rate until 02/11/2025; 3 mo. USD LIBOR + 0.750% thereafter)(7)

     7,819,373  
4,650,000   

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(7)

     4,893,299  
     

 

 

 
             242,140,011  
     

 

 

 
   Commercial Services - 1.1%

 

  

Equifax, Inc.

 

3,365,000   

2.60%, 12/01/2024

     3,592,828  
1,035,000   

3.30%, 12/15/2022

     1,085,706  
2,555,000   

3.95%, 06/15/2023

     2,767,065  
  

Global Payments, Inc.

 

2,345,000   

2.65%, 02/15/2025

     2,511,729  
1,500,000   

3.80%, 04/01/2021

     1,528,719  
1,500,000   

4.00%, 06/01/2023

     1,633,335  
2,750,000   

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

     3,001,625  
     

 

 

 
     16,121,007  
     

 

 

 

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Construction Materials - 0.4%

 

        $        3,600,000   

Carrier Global Corp.
2.24%, 02/15/2025(1)

   $ 3,760,457  
1,880,000   

Lennox International, Inc.
1.35%, 08/01/2025

     1,897,854  
     

 

 

 
        5,658,311  
     

 

 

 
   Diversified Financial Services - 2.8%

 

  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

 

910,000   

3.30%, 01/23/2023

     902,100  
1,880,000   

4.50%, 09/15/2023

     1,911,954  
2,230,000   

AIG Global Funding
2.30%, 07/01/2022(1)

     2,305,252  
  

Air Lease Corp.

 

2,500,000   

2.25%, 01/15/2023

     2,471,238  
2,700,000   

2.63%, 07/01/2022

     2,700,831  
  

Aircastle Ltd.

 

1,200,000   

4.13%, 05/01/2024

     1,173,747  
1,400,000   

4.40%, 09/25/2023

     1,388,134  
3,075,000   

5.13%, 03/15/2021

     3,114,957  
2,690,000   

Ally Financial, Inc.
3.88%, 05/21/2024

     2,874,032  
4,250,000   

Avolon Holdings Funding Ltd.
2.88%, 02/15/2025(1)

     3,652,785  
2,500,000   

CNA Financial Corp.
7.25%, 11/15/2023

     2,992,829  
4,125,000   

LeasePlan Corp. N.V.
2.88%, 10/24/2024(1)

     4,274,720  
2,525,000   

Protective Life Global Funding
2.62%, 08/22/2022(1)

     2,634,177  
1,800,000   

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

     1,855,960  
  

Synchrony Financial

 

2,135,000   

2.85%, 07/25/2022

     2,183,461  
1,245,000   

4.38%, 03/19/2024

     1,324,985  
4,925,000   

Western Union Co.
2.85%, 01/10/2025

     5,184,150  
     

 

 

 
                42,945,312  
     

 

 

 
   Electric - 2.9%

 

2,500,000   

AEP Texas, Inc.
2.40%, 10/01/2022

     2,592,028  
2,500,000   

Ameren Corp.
2.50%, 09/15/2024

     2,676,883  
1,605,000   

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

     1,618,547  
3,400,000   

CenterPoint Energy, Inc.
3.85%, 02/01/2024

     3,739,688  
2,280,000   

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

     2,425,587  
2,475,000   

Dominion Energy, Inc.
3.07%, 08/15/2024(5)

     2,688,250  
  

Edison International

 

2,000,000   

2.40%, 09/15/2022(6)

     2,041,837  
2,750,000   

2.95%, 03/15/2023

     2,827,147  
1,840,000   

3.55%, 11/15/2024

     1,972,189  
395,000   

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

     401,717  
  

Enel Finance International N.V.

 

3,150,000   

2.88%, 05/25/2022(1)

     3,254,422  
1,500,000   

4.25%, 09/14/2023(1)

     1,637,277  
3,760,000   

Evergy, Inc. 2.45%,
09/15/2024

     4,019,799  
  

Eversource Energy

 

1,055,000   

2.50%, 03/15/2021

     1,066,790  
890,000   

3.80%, 12/01/2023

     977,626  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        970,000   

FirstEnergy Corp.
2.85%, 07/15/2022

   $ 992,988  
1,850,000   

ITC Holdings Corp.
2.70%, 11/15/2022

     1,934,066  
705,000   

Potomac Electric Power Co.
3.05%, 04/01/2022

     734,375  
3,410,000   

Public Service Enterprise Group, Inc.
2.88%, 06/15/2024

     3,707,709  
3,000,000   

Southern Co.
2.35%, 07/01/2021

     3,047,972  
     

 

 

 
             44,356,897  
     

 

 

 
   Electronics - 0.1%

 

850,000   

Fortive Corp.
2.35%, 06/15/2021

     863,432  
870,000   

Keysight Technologies Inc
4.55%, 10/30/2024

     988,167  
     

 

 

 
     1,851,599  
     

 

 

 
   Engineering & Construction - 0.1%

 

1,760,000   

SBA Tower Trust
3.17%, 04/09/2047(1)

     1,789,043  
     

 

 

 
   Food - 1.2%

 

  

Conagra Brands, Inc.

 

1,200,000   

3.25%, 09/15/2022

     1,249,225  
2,000,000   

4.30%, 05/01/2024

     2,239,615  
4,000,000   

Danone S.A.
2.08%, 11/02/2021(1)

     4,068,716  
3,550,000   

Kraft Heinz Foods Co.
3.50%, 07/15/2022

     3,715,098  
2,500,000   

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

     2,543,277  
1,850,000   

Sysco Corp.
5.65%, 04/01/2025

     2,191,746  
2,000,000   

Tyson Foods, Inc.
4.50%, 06/15/2022

     2,129,204  
     

 

 

 
     18,136,881  
     

 

 

 
   Gas - 0.1%

 

975,000   

East Ohio Gas Co.
1.30%, 06/15/2025(1)

     1,004,250  
     

 

 

 
   Healthcare-Products - 0.4%

 

2,260,000   

Boston Scientific Corp.
3.45%, 03/01/2024

     2,464,741  
2,870,000   

Zimmer Biomet Holdings, Inc.
3.05%, 01/15/2026

     3,139,249  
     

 

 

 
     5,603,990  
     

 

 

 
   Healthcare-Services - 1.6%

 

  

Anthem, Inc.

 

2,720,000   

2.38%, 01/15/2025

     2,909,339  
1,500,000   

2.95%, 12/01/2022

     1,581,516  
3,800,000   

Centene Corp.
4.75%, 05/15/2022

     3,865,436  
3,771,000   

CommonSpirit Health
2.76%, 10/01/2024

     3,948,928  
2,000,000   

HCA, Inc.
4.75%, 05/01/2023

     2,190,911  
  

Howard University

 

1,965,000   

2.42%, 10/01/2024

     2,011,010  
655,000   

2.52%, 10/01/2025

     667,725  
1,685,000   

2.74%, 10/01/2022

     1,712,463  
  

UnitedHealth Group, Inc.

 

1,590,000   

1.25%, 01/15/2026

     1,641,623  
3,300,000   

3.50%, 02/15/2024

     3,645,975  
     

 

 

 
     24,174,926  
     

 

 

 

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Home Builders - 0.1%

 

        $        2,000,000   

Toll Brothers Finance Corp.
5.88%, 02/15/2022

   $ 2,087,500  
     

 

 

 
   Household Products/Wares - 0.2%

 

2,515,000   

Church & Dwight Co., Inc.
2.88%, 10/01/2022(6)

     2,640,409  
     

 

 

 
   Insurance - 1.8%

 

3,000,000   

American International Group, Inc.
2.50%, 06/30/2025

     3,207,735  
565,000   

Aon Corp.
2.20%, 11/15/2022

     586,922  
1,250,000   

Assurant, Inc.
4.20%, 09/27/2023

     1,325,195  
2,020,000   

Equitable Financial Life Global Funding
1.40%, 07/07/2025(1)

     2,043,365  
785,000   

Equitable Holdings, Inc.
3.90%, 04/20/2023

     845,165  
3,250,000   

Liberty Mutual Group, Inc.
4.95%, 05/01/2022(1)

     3,475,853  
2,315,000   

Marsh & McLennan Cos., Inc.
3.88%, 03/15/2024

     2,574,322  
4,735,000   

Pacific Life Global Funding
1.20%, 06/24/2025(1)

     4,834,781  
785,000   

Principal Life Global Funding
1.25%, 06/23/2025(1)

     802,291  
705,000   

Trinity Acquisition plc
3.50%, 09/15/2021

     723,448  
3,485,000   

Unum Group
4.50%, 03/15/2025

     3,847,128  
2,250,000   

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

     2,456,517  
     

 

 

 
        26,722,722  
     

 

 

 
   Internet - 0.4%

 

2,000,000   

Netflix, Inc.
5.50%, 02/15/2022

     2,112,500  
3,630,000   

Tencent Holdings Ltd.
2.99%, 01/19/2023(1)

     3,780,568  
     

 

 

 
        5,893,068  
     

 

 

 
   Iron/Steel - 0.5%

 

  

Steel Dynamics, Inc.

 

395,000   

2.40%, 06/15/2025

     414,746  
7,000,000   

2.80%, 12/15/2024

     7,443,972  
     

 

 

 
        7,858,718  
     

 

 

 
   IT Services - 1.6%

 

  

Hewlett Packard Enterprise Co.

 

4,550,000   

2.25%, 04/01/2023

     4,706,615  
1,250,000   

3.50%, 10/05/2021

     1,289,590  
1,250,000   

3.60%, 10/15/2020

     1,253,957  
4,000,000   

HP, Inc.
2.20%, 06/17/2025

     4,202,996  
5,775,000   

International Business Machines Corp.
3.00%, 05/15/2024

     6,295,675  
3,850,000   

Leidos, Inc.
2.95%, 05/15/2023(1)

     4,046,350  
2,200,000   

NCR Corp.
5.00%, 07/15/2022

     2,205,500  
     

 

 

 
                24,000,683  
     

 

 

 
   Lodging - 0.9%

 

5,090,000   

Las Vegas Sands Corp.
3.20%, 08/08/2024

     5,108,721  
  

Marriott International, Inc.

 

1,565,000   

2.13%, 10/03/2022

     1,554,615  
1,500,000   

2.30%, 01/15/2022

     1,506,897  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        2,500,000   

3.60%, 04/15/2024

   $ 2,554,331  
2,300,000   

MGM Resorts International
6.00%, 03/15/2023

     2,403,500  
     

 

 

 
     13,128,064  
     

 

 

 
   Machinery-Diversified - 0.7%

 

  

CNH Industrial Capital LLC

 

2,000,000   

4.38%, 11/06/2020

     2,017,262  
995,000   

4.38%, 04/05/2022

     1,045,054  
1,850,000   

Otis Worldwide Corp.
2.06%, 04/05/2025(1)

     1,959,559  
  

Roper Technologies, Inc.

 

3,225,000   

2.35%, 09/15/2024

     3,437,018  
1,500,000   

3.65%, 09/15/2023

     1,639,552  
     

 

 

 
     10,098,445  
     

 

 

 
   Media - 1.4%

 

2,500,000   

Charter Communications Operating LLC / Charter Communications Operating Capital
4.46%, 07/23/2022

     2,663,690  
3,185,000   

Comcast Corp.
3.70%, 04/15/2024

     3,545,487  
  

Cox Communications, Inc.

 

905,000   

2.95%, 06/30/2023(1)

     958,171  
2,207,000   

3.15%, 08/15/2024(1)

     2,395,664  
3,000,000   

3.25%, 12/15/2022(1)

     3,176,690  
  

Fox Corp.

 

550,000   

3.67%, 01/25/2022

     576,207  
735,000   

4.03%, 01/25/2024

     815,195  
  

ViacomCBS, Inc.

 

815,000   

2.90%, 06/01/2023

     858,474  
2,900,000   

3.25%, 03/15/2023

     3,012,635  
2,675,000   

Videotron Ltd.
5.00%, 07/15/2022

     2,802,063  
     

 

 

 
     20,804,276  
     

 

 

 
   Mining - 0.3%

 

  

Anglo American Capital plc

 

2,250,000   

3.75%, 04/10/2022(1)

     2,330,950  
1,500,000   

4.13%, 04/15/2021(1)

     1,526,868  
320,000   

Glencore Funding LLC
3.00%, 10/27/2022(1)

     329,824  
     

 

 

 
     4,187,642  
     

 

 

 
   Miscellaneous Manufacturing - 0.1%

 

1,480,000   

Parker-Hannifin Corp.
2.70%, 06/14/2024

     1,593,114  
     

 

 

 
   Office/Business Equipment - 0.6%

 

  

Xerox Corp.

 

4,000,000   

2.75%, 09/01/2020

     3,995,000  
5,195,000   

4.50%, 05/15/2021

     5,298,900  
     

 

 

 
             9,293,900  
     

 

 

 
   Oil & Gas - 2.4%

 

  

Aker BP ASA

 

5,845,000   

3.00%, 01/15/2025(1)

     5,781,734  
3,075,000   

4.75%, 06/15/2024(1)

     3,143,939  
  

Canadian Natural Resources Ltd.

 

1,250,000   

2.05%, 07/15/2025

     1,271,319  
875,000   

2.95%, 01/15/2023

     910,908  
2,795,000   

Cimarex Energy Co.
4.38%, 06/01/2024

     2,981,735  
3,400,000   

Eni S.p.A.
4.00%, 09/12/2023(1)

     3,677,895  
3,000,000   

Marathon Petroleum Corp.
4.50%, 05/01/2023

     3,250,859  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        3,000,000   

Noble Energy, Inc.
3.90%, 11/15/2024

   $ 3,328,718  
5,050,000   

Occidental Petroleum Corp.
2.70%, 08/15/2022

     4,878,502  
EUR        2,535,000   

Petroleos Mexicanos
3.13%, 11/27/2020(8)

     2,966,397  
  

Valero Energy Corp.

  
        $        3,500,000   

2.70%, 04/15/2023

     3,646,951  
735,000   

2.85%, 04/15/2025

     781,556  
     

 

 

 
        36,620,513  
     

 

 

 
   Pharmaceuticals - 1.9%   
  

AbbVie, Inc.

  
1,250,000   

2.30%, 05/14/2021

     1,266,670  
5,000,000   

2.60%, 11/21/2024(1)

     5,346,979  
   Bayer U.S. Finance LLC   
2,000,000   

3.50%, 06/25/2021(1)

     2,048,257  
1,400,000   

3.88%, 12/15/2023(1)

     1,531,018  
2,081,000   

Cigna Corp.
3.75%, 07/15/2023

     2,267,314  
1,060,000   

CVS Health Corp.
2.63%, 08/15/2024

     1,139,837  
  

Elanco Animal Health, Inc.

  
4,075,000   

4.66%, 08/27/2021

     4,243,175  
2,560,000   

5.02%, 08/28/2023

     2,822,400  
95,000   

Mylan N.V.
3.75%, 12/15/2020

     95,809  
4,850,000   

Teva Pharmaceutical Finance Netherlands B.V.
2.20%, 07/21/2021

     4,813,625  
  

Upjohn, Inc.

  
2,000,000   

1.13%, 06/22/2022(1)

     2,016,425  
755,000   

1.65%, 06/22/2025(1)

     776,959  
     

 

 

 
                28,368,468  
     

 

 

 
   Pipelines - 2.4%   
  

Energy Transfer Operating L.P.

  
1,870,000   

2.90%, 05/15/2025

     1,894,167  
1,130,000   

4.20%, 09/15/2023

     1,195,230  
2,150,000   

4.50%, 04/15/2024

     2,290,710  
1,700,000   

Enterprise Products Operating LLC
2.85%, 04/15/2021

     1,725,312  
2,775,000   

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

     2,816,569  
  

Kinder Morgan Energy Partners L.P.

  
850,000   

4.15%, 03/01/2022

     891,922  
750,000   

4.25%, 09/01/2024

     837,059  
1,175,000   

5.30%, 09/15/2020

     1,181,414  
  

MPLX L.P.

  
1,080,000   

1.21%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(3)

     1,074,821  
240,000   

3.50%, 12/01/2022

     250,417  
1,575,000   

ONEOK, Inc.
5.85%, 01/15/2026

     1,793,237  
5,200,000   

Phillips 66 Partners L.P.
2.45%, 12/15/2024

     5,377,759  
2,050,000   

Sunoco Logistics Partners Operations L.P.
4.40%, 04/01/2021

     2,089,913  
  

Western Midstream Operating L.P.

  
750,000   

4.00%, 07/01/2022

     773,985  
5,725,000   

4.10%, 02/01/2025

     5,683,207  
  

Williams Cos., Inc.

  
3,000,000   

3.60%, 03/15/2022

     3,123,209  
3,200,000   

4.30%, 03/04/2024

     3,501,388  
     

 

 

 
        36,500,319  
     

 

 

 
   Real Estate - 0.2%   
2,000,000   

WEA Finance LLC
3.15%, 04/05/2022(1)

     2,030,603  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        1,100,000   

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

   $ 1,100,815  
     

 

 

 
     3,131,418  
     

 

 

 
   Real Estate Investment Trusts - 2.3%

 

  

American Tower Corp.

 

905,000   

1.30%, 09/15/2025

     920,457  
1,750,000   

3.00%, 06/15/2023

     1,870,982  
2,350,000   

3.38%, 05/15/2024

     2,569,080  
3,890,000   

Brandywine Operating Partnership L.P.
4.10%, 10/01/2024

     4,096,446  
1,500,000   

Crown Castle International Corp.
3.15%, 07/15/2023

     1,605,686  
2,000,000   

Equinix, Inc.
1.25%, 07/15/2025(6)

     2,017,000  
2,000,000   

Realty Income Corp.
3.25%, 10/15/2022

     2,100,920  
  

SBA Tower Trust

 

1,390,000   

1.88%, 07/15/2050(1)

     1,398,802  
1,745,000   

2.84%, 01/15/2025(1)

     1,821,107  
4,020,000   

Scentre Group Trust 1 / Scentre Group Trust 2
3.63%, 01/28/2026(1)

     4,289,120  
3,325,000   

Simon Property Group L.P.
3.50%, 09/01/2025

     3,661,756  
3,700,000   

Ventas Realty L.P.
2.65%, 01/15/2025

     3,812,992  
  

Welltower, Inc.

 

2,000,000   

3.63%, 03/15/2024

     2,168,423  
2,000,000   

3.95%, 09/01/2023

     2,156,877  
     

 

 

 
             34,489,648  
     

 

 

 
   Retail - 0.7%

 

  

CVS Health Corp.

 

2,350,000   

2.13%, 06/01/2021

     2,380,253  
595,000   

3.35%, 03/09/2021

     605,724  
2,500,000   

3.70%, 03/09/2023

     2,689,654  
1,790,000   

Dollar Tree, Inc.
3.70%, 05/15/2023

     1,927,314  
2,545,000   

FirstCash, Inc.
5.38%, 06/01/2024(1)

     2,612,697  
     

 

 

 
     10,215,642  
     

 

 

 
   Savings & Loans - 0.3%

 

  

Nationwide Building Society

 

3,550,000   

2.00%, 01/27/2023(1)

     3,669,049  
1,400,000   

3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(1)(7)

     1,461,112  
     

 

 

 
     5,130,161  
     

 

 

 
   Semiconductors - 0.7%

 

  

Broadcom, Inc.

 

1,500,000   

2.25%, 11/15/2023(1)

     1,561,588  
1,563,000   

3.46%, 09/15/2026(1)

     1,712,553  
1,500,000   

3.63%, 10/15/2024(1)

     1,638,145  
2,400,000   

Microchip Technology, Inc.
2.67%, 09/01/2023(1)

     2,484,591  
  

NXP B.V. / NXP Funding LLC

 

2,000,000   

4.13%, 06/01/2021(1)

     2,054,967  
860,000   

4.88%, 03/01/2024(1)

     967,511  
     

 

 

 
     10,419,355  
     

 

 

 
   Software - 0.1%

 

1,380,000   

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

     1,516,260  
     

 

 

 
   Telecommunications - 1.1%

 

2,390,000   

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

     2,494,940  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        2,000,000   

AT&T, Inc.
3.60%, 02/17/2023

   $ 2,145,389  
5,500,000   

Nokia Oyj
3.38%, 06/12/2022

     5,678,750  
2,904,688   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC /
Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

     2,940,996  
2,000,000   

Telefonica Emisiones S.A.
4.57%, 04/27/2023

     2,202,665  
1,000,000   

Verizon Communications, Inc.
5.15%, 09/15/2023

     1,141,918  
     

 

 

 
                16,604,658  
     

 

 

 
   Toys/Games/Hobbies - 0.1%   
1,750,000   

Hasbro, Inc.
2.60%, 11/19/2022

     1,809,697  
     

 

 

 
   Transportation - 1.0%   
  

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

  
1,500,000   

2.70%, 03/14/2023(1)

     1,555,104  
1,425,000   

2.70%, 11/01/2024(1)

     1,500,530  
2,065,000   

3.45%, 07/01/2024(1)

     2,249,526  
1,250,000   

3.90%, 02/01/2024(1)

     1,355,723  
2,000,000   

4.13%, 08/01/2023(1)

     2,164,539  
1,270,000   

Ryder System, Inc.
2.25%, 09/01/2021

     1,289,432  
4,450,000   

TTX Co.
3.60%, 01/15/2025(1)

     4,928,842  
     

 

 

 
        15,043,696  
     

 

 

 
   Trucking & Leasing - 0.9%   
2,650,000   

Aviation Capital Group LLC
3.88%, 05/01/2023(1)

     2,599,886  
2,950,000   

Avolon Holdings Funding Ltd.
5.13%, 10/01/2023(1)

     2,806,607  
5,275,000   

DAE Funding LLC
5.25%, 11/15/2021(1)

     5,275,000  
2,500,000   

GATX Corp.
4.35%, 02/15/2024

     2,733,825  
300,000   

Park Aerospace Holdings Ltd.
5.25%, 08/15/2022(1)

     289,051  
     

 

 

 
        13,704,369  
     

 

 

 
  

Total Corporate Bonds
(cost $794,862,075)

   $ 826,886,490  
     

 

 

 

Foreign Government Obligations - 0.1%

  
   Qatar - 0.1%   
1,960,000   

Qatar Government International Bond
3.88%, 04/23/2023(1)

     2,115,483  
     

 

 

 
  

Total Foreign Government Obligations
(cost $1,946,711)

   $ 2,115,483  
     

 

 

 

Municipal Bonds - 0.5%

  
   General Obligation - 0.2%   
2,805,000   

Cook County, IL, GO
4.74%, 11/15/2022

     2,904,886  
     

 

 

 
   Higher Education - 0.2%   
2,630,000   

Chicago, IL, Board of Education, GO
5.28%, 12/01/2022

     2,668,451  
     

 

 

 
   Transportation - 0.1%   
1,750,000   

Alameda Corridor, CA, Transportation Auth
0.00%, 10/01/2022(9)(10)

     1,698,462  
     

 

 

 
  

Total Municipal Bonds
(cost $7,106,827)

   $ 7,271,799  
     

 

 

 

 

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Senior Floating Rate Interests - 16.2%(11)

  
   Advertising - 0.1%

 

        $        1,000,181   

Clear Channel Outdoor Holdings, Inc.
3.76%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

   $ 887,660  
     

 

 

 
   Aerospace/Defense - 0.2%

 

3,751,910   

TransDigm, Inc.
2.41%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

   $ 3,507,361  
     

 

 

 
   Airlines - 0.1%

 

981,963   

American Airlines, Inc.
1.92%, 06/27/2025, 3 mo. USD LIBOR + 1.750%

     538,244  
305,000   

JetBlue Airways Corp.
6.25%, 06/17/2024, 1 mo. USD LIBOR + 5.250%

     300,489  
455,000   

Mileage Plus Holdings LLC
6.25%, 06/20/2027, 1 mo. USD LIBOR + 5.250%

     453,635  
950,225   

WestJet Airlines Ltd.
4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000%

     695,384  
     

 

 

 
        1,987,752  
     

 

 

 
   Auto Manufacturers - 0.1%

 

1,448,173   

Navistar, Inc.
3.69%, 11/06/2024, 3 mo. USD LIBOR + 3.500%

     1,398,689  
     

 

 

 
   Auto Parts & Equipment - 0.4%

 

1,113,750   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

     1,094,727  
EUR           330,000   

AL Alpine AT Bidco GmbH
3.25%, 11/06/2025, 3 mo. EURIBOR + 3.250%

     358,209  
$699,440   

Altra Industrial Motion Corp.
2.16%, 10/01/2025, 3 mo. USD LIBOR + 2.000%

     676,708  
EUR        1,620,000   

Clarios Global L.P.
0.00%, 04/30/2026, 3 mo. EURIBOR + 3.750%

     1,845,727  
$382,163   

IAA, Inc.
2.44%, 06/28/2026, 3 mo. USD LIBOR + 2.250%

     374,519  
1,116,563   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     1,088,414  
600,000   

Trico Group LLC 0.
00%, 02/02/2024(12)

     571,500  
     

 

 

 
                6,009,804  
     

 

 

 
   Beverages - 0.2%

 

825,585   

Jacobs Douwe Egberts International B.V.
2.19%, 11/01/2025, 3 mo. USD LIBOR + 2.000%

     807,357  
618,750   

Refresco Holding B.V.
3.67%, 03/28/2025, 3 mo. USD LIBOR + 3.250%

     600,701  
EUR        1,750,000   

Sunshine Investments B.V.
0.00%, 03/28/2025(12)

     2,031,791  
     

 

 

 
        3,439,849  
     

 

 

 
   Chemicals - 0.5%

 

        $          937,280   

Axalta Coating Systems U.S. Holdings, Inc.
2.06%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     916,191  
846,445   

Cabot Microelectronics Corp.
2.19%, 11/15/2025, 1 mo. USD LIBOR + 2.000%

     837,981  
EUR           627,702   

CTC AcquiCo GmbH
0.00%, 03/08/2025, 3 mo. EURIBOR + 2.500%

     694,113  
$674,764   

Element Solutions, Inc.
2.16%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

     655,081  
742,500   

Hexion, Inc.
3.80%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

     725,794  
301,583   

Minerals Technologies, Inc.
3.00%, 02/14/2024, 3 mo. USD LIBOR + 2.250%

     300,642  
  

Starfruit Finco B.V.

 

336,754   

3.18%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

     325,156  
EUR           150,000   

3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

     171,038  
        $       1,206,307   

Tronox Finance LLC
3.06%, 09/22/2024, 3 mo. USD LIBOR + 2.750%

     1,172,386  
  

Univar, Inc.

 

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $         333,325   

2.16%, 11/22/2026, 1 mo. USD LIBOR + 2.000%

   $ 323,242  
582,409   

2.41%, 07/01/2024, 3 mo. USD LIBOR + 2.250%

     570,761  
815,475   

WR Grace & Co.
2.06%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     801,204  
     

 

 

 
     7,493,589  
     

 

 

 
   Commercial Services - 1.8%

 

942,235   

Allied Universal Holdco LLC
4.41%, 07/12/2026, 1 mo. USD LIBOR + 4.250%

     929,279  
640,000   

Amentum Government Services Holdings LLC
4.16%, 02/03/2027, 1 mo. USD LIBOR + 4.000%

     635,200  
388,050   

Belron Finance U.S. LLC
2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     379,641  
2,001,194   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     1,858,609  
824,760   

BrightView Landscapes LLC
2.69%, 08/15/2025, 3 mo. USD LIBOR + 2.500%

     806,203  
  

Deerfield Dakota Holding LLC

 

EUR      2,000,000   

4.00%, 04/09/2027, 3 mo. EURIBOR + 4.000%

     2,276,390  
        $      2,795,000   

4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

             2,752,069  
1,800,488   

Dun & Bradstreet Corp.
3.92%, 02/08/2026, 1 mo. USD LIBOR + 3.750%

     1,789,613  
100,320   

Energizer Holdings, Inc.
2.44%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

     99,317  
486,048   

Fly Funding S.a.r.l.
2.20%, 08/11/2025, 1 mo. USD LIBOR + 1.750%

     413,141  
516,100   

KAR Auction Services, Inc.
2.44%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

     496,746  
EUR         925,000   

LGC Group Holdings Ltd.
0.00%, 04/20/2027, 3 mo. EURIBOR + 3.250%

     1,056,306  
        $      1,675,478   

Quikrete Holdings, Inc.
2.66%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

     1,615,579  
1,754,380   

Russell Investments U.S. Inst’l Holdco, Inc.
3.82%, 06/01/2023, 3 mo. USD LIBOR + 2.750%

     1,725,328  
EUR         465,797   

Techem Verwaltungsgesellschaft 675 mbH
2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625%

     535,599  
        $       1,889,441   

Tempo Acquisition LLC
2.91%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

     1,838,426  
1,450,649   

Trans Union LLC
1.91%, 11/13/2026, 1 mo. USD LIBOR + 1.750%

     1,410,756  
482,575   

U.S. Ecology Holdings, Inc.
2.66%, 11/01/2026, 3 mo. USD LIBOR + 2.500%

     475,940  
3,551,738   

United Rentals, Inc.
1.91%, 10/31/2025, 3 mo. USD LIBOR + 1.750%

     3,517,996  
EUR      1,510,000   

Verisure Holding AB
0.00%, 10/21/2022(12)

     1,763,444  
280,000   

Vertical Midco GmbH
0.00%, 07/14/2027(12)

     323,932  
        $          852,700   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     842,894  
     

 

 

 
     27,542,408  
     

 

 

 
   Construction Materials - 0.4%

 

230,268   

Advanced Drainage Systems, Inc.
2.44%, 09/24/2026, 1 mo. USD LIBOR + 2.250%

     227,102  
1,287,439   

Brookfield WEC Holdings, Inc.
3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     1,257,828  
663,299   

Hamilton Holdco LLC
2.31%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

     645,058  
1,000,000   

Installed Building Products, Inc.
2.41%, 04/15/2025, 1 mo. USD LIBOR + 2.250%

     952,500  
994,898   

Jeld-Wen, Inc.
2.16%, 12/14/2024, 1 mo. USD LIBOR + 2.000%

     965,678  
1,282,105   

NCI Building Systems, Inc.
3.93%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     1,254,065  
     

 

 

 
     5,302,231  
     

 

 

 

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Distribution/Wholesale - 0.2%

 

        $      2,580,500   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

   $ 2,501,485  
283,475   

Beacon Roofing Supply, Inc.
2.41%, 01/02/2025, 3 mo. USD LIBOR + 2.250%

     274,719  
     

 

 

 
        2,776,204  
     

 

 

 
   Diversified Financial Services - 0.5%

 

EUR        360,438   

AlixPartners LLP
3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

     414,417  
        $      1,349,663   

AlixPartners, LLP
2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

     1,319,295  
1,630,935   

Crown Finance U.S., Inc.
3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

     1,026,299  
479,500   

Delos Finance S.a.r.l.
2.06%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

     462,358  
584,751   

FinCo I LLC
2.16%, 12/27/2022, 3 mo. USD LIBOR + 2.000%

     574,518  
EUR        621,771   

Nets Holding A/S
0.00%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     705,228  
        $        220,675   

RP Crown Parent LLC
2.92%, 10/12/2023, 3 mo. USD LIBOR + 2.750%

     219,571  
1,900,450   

RPI 2019 Intermediate Finance Trust
1.91%, 02/11/2027, 1 mo. USD LIBOR + 1.750%

     1,878,120  
415,263   

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     402,892  
991,973   

Victory Capital Holdings, Inc.
2.80%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

     972,957  
     

 

 

 
                7,975,655  
     

 

 

 
   Electrical Components & Equipment - 0.3%

 

2,325,000   

Virgin Media Bristol LLC
0.00%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

     2,253,064  
EUR      1,400,000   

Virgin Media SFA Finance Ltd.
2.50%, 01/31/2029, 3 mo. EURIBOR + 2.500%

     1,602,131  
     

 

 

 
        3,855,195  
     

 

 

 
   Electronics - 0.1%

 

        $        768,300   

Resideo Funding, Inc.
2.56%, 10/25/2025, 1 mo. USD LIBOR + 2.250%

     744,291  
     

 

 

 
   Energy-Alternate Sources - 0.1%

 

1,513,952   

BCP Renaissance Parent LLC
4.50%, 11/01/2024, 3 mo. USD LIBOR + 3.500%

     1,361,300  
454,609   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

     406,194  
     

 

 

 
        1,767,494  
     

 

 

 
   Engineering & Construction - 0.1%

 

1,940,000   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     1,766,215  
     

 

 

 
   Entertainment - 0.1%

 

685,000   

Banijay Entertainment S.A.S
0.00%, 03/01/2025(12)

     661,025  
472,283   

CityCenter Holdings LLC
3.00%, 04/18/2024, 3 mo. USD LIBOR + 2.250%

     436,346  
997,238   

Wyndham Hotels & Resorts, Inc.
1.91%, 05/30/2025, 3 mo. USD LIBOR + 1.750%

     948,413  
     

 

 

 
        2,045,784  
     

 

 

 
   Environmental Control - 0.2%

 

1,105,447   

Advanced Disposal Services, Inc.
3.00%, 11/10/2023, 3 mo. USD LIBOR + 2.250%

     1,097,852  
1,712,148   

Clean Harbors, Inc.
1.91%, 06/30/2024, 3 mo. USD LIBOR + 1.750%

     1,683,795  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR         400,786   

Fluidra S.A.
0.00%, 07/02/2025, 3 mo. EURIBOR + 2.000%

   $ 463,726  
     

 

 

 
        3,245,373  
     

 

 

 
   Food - 0.3%   
        $        372,188   

B&G Foods, Inc.
2.66%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

     366,605  
  

Froneri International Ltd.

  
955,000   

2.41%, 01/31/2027, 1 mo. USD LIBOR + 2.250%

     914,584  
EUR      1,015,000   

2.63%, 01/31/2027, 3 mo. EURIBOR + 2.625%

     1,155,830  
$557,193   

Hostess Brands LLC
3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

     543,725  
1,171,150   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

     1,100,881  
     

 

 

 
                4,081,625  
     

 

 

 
   Food Service - 0.1%   
349,675   

8th Avenue Food & Provisions, Inc.
3.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

     343,818  
  

Aramark Services, Inc.

  
554,934   

1.91%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

     526,494  
1,017,450   

1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

     963,403  
230,300   

CHG PPC Parent LLC
2.91%, 03/30/2025, 3 mo. USD LIBOR + 2.750%

     222,815  
     

 

 

 
        2,056,530  
     

 

 

 
   Gas - 0.0%   
EUR        150,000   

Messer Industries GmbH
2.50%, 03/01/2026, 3 mo. EURIBOR + 2.500%

     171,524  
        $        582,625   

Messer Industries USA, Inc.
2.81%, 03/01/2026, 3 mo. USD LIBOR + 2.500%

     569,516  
     

 

 

 
        741,040  
     

 

 

 
   Healthcare-Products - 0.0%   
219,864   

Avantor Funding, Inc.
3.25%, 11/21/2024, 1 mo. USD LIBOR + 2.250%

     218,032  
EUR        442,775   

Grifols S.A.
0.00%, 11/15/2027, 3 mo. EURIBOR + 2.250%

     514,657  
     

 

 

 
        732,689  
     

 

 

 
   Healthcare-Services - 0.9%   
        $        385,871   

Agiliti Health, Inc.
3.19%, 01/04/2026, 3 mo. USD LIBOR + 3.000%

     375,260  
224,438   

CPI Holdco LLC
4.41%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

     221,071  
535,950   

Emerald TopCo, Inc.
3.66%, 07/26/2026, 1 mo. USD LIBOR + 3.500%

     526,126  
377,150   

Ensemble RCM LLC
4.01%, 08/01/2026, 3 mo. USD LIBOR + 3.750%

     374,242  
815,075   

Envision Healthcare Corp.
3.91%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     534,420  
  

EyeCare Partners LLC

  
292,297   

3.75%, 02/20/2027, 1 mo. USD LIBOR + 0.500%(13)

     267,271  
1,249,571   

4.82%, 02/20/2027, 1 mo. USD LIBOR + 3.750%

     1,142,583  
802,733   

Gentiva Health Services, Inc.
3.44%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

     788,685  
EUR        583,100   

IQVIA, Inc.
0.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     673,984  
        $        563,197   

Jaguar Holding Co.
3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     560,572  
  

MED ParentCo L.P.

  
142,521   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(13)

     128,777  
568,774   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

     513,927  
1,714,251   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     1,686,034  
  

Pathway Vet Alliance LLC

  
922,524   

4.00%, 03/31/2027, 1 mo. USD LIBOR + 4.000%(12)

     903,502  
75,164   

3.75%, 03/31/2027, 1 mo. USD LIBOR + 3.750%(12)

     73,614  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Surf Holdings LLC

 

EUR        265,000   

3.50%, 03/05/2027, 3 mo. EURIBOR + 3.500%

   $ 299,817  
        $        430,000   

3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

     417,100  
477,507   

Surgery Center Holdings, Inc.
4.25%, 08/31/2024, 3 mo. USD LIBOR + 3.250%

     449,903  
797,776   

Syneos Health, Inc.
1.91%, 08/01/2024, 3 mo. USD LIBOR + 1.750%

     776,667  
1,516,900   

Universal Health Services, Inc.
1.91%, 10/31/2025, 3 mo. USD LIBOR + 1.750%

     1,505,523  
1,985,025   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

     1,978,653  
     

 

 

 
        14,197,731  
     

 

 

 
   Household Products - 0.1%

 

599,625   

Diamond (BC) B.V.
3.26%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

     564,547  
113,284   

Prestige Brands, Inc.
2.16%, 01/26/2024, 3 mo. USD LIBOR + 2.000%

     111,605  
902,738   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     883,979  
     

 

 

 
        1,560,131  
     

 

 

 
   Insurance - 0.7%

 

977,550   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     938,937  
  

Asurion LLC

 

2,255,659   

3.16%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     2,224,079  
1,874,163   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     1,843,708  
906,515   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

     913,033  
  

Hub International Ltd.

 

1,357,300   

3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     1,316,391  
537,300   

5.00%, 04/25/2025, 1 mo. USD LIBOR + 4.000%

     537,493  
405,648   

NFP Corp.
3.41%, 02/13/2027, 1 mo. USD LIBOR + 3.250%

     387,649  
395,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027(12)

     392,037  
  

Sedgwick Claims Management Services, Inc.

 

1,761,707   

3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

     1,678,026  
658,350   

4.16%, 09/03/2026, 3 mo. USD LIBOR + 4.000%

     641,773  
340,000   

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

     335,468  
     

 

 

 
                11,208,594  
     

 

 

 
   IT Services - 0.2%

 

  

Science Applications International Corp.

 

1,861,838   

2.04%, 10/31/2025, 3 mo. USD LIBOR + 1.875%

     1,828,864  
947,000   

2.41%, 03/13/2027, 1 mo. USD LIBOR + 2.250%

     927,473  
     

 

 

 
        2,756,337  
     

 

 

 
   Leisure Time - 0.6%

 

  

Caesars Resort Collection LLC

 

2,947,802   

2.91%, 12/22/2024, 3 mo. USD LIBOR + 2.750%

     2,707,556  
750,000   

4.69%, 07/20/2025, 1 mo. USD LIBOR + 4.500%

     721,643  
565,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

     552,643  
2,733,990   

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500%

     2,634,883  
1,630,850   

Golden Entertainment, Inc.
3.75%, 10/20/2024, 3 mo. USD LIBOR + 3.000%

     1,482,035  
1,005,934   

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     956,583  
     

 

 

 
        9,055,343  
     

 

 

 
   Lodging - 0.3%

 

1,400,713   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

     1,351,884  
685,089   

Four Seasons Hotels Ltd.
2.16%, 11/30/2023, 3 mo. USD LIBOR + 2.000%

     659,521  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $         974,847   

Hilton Worldwide Finance LLC
1.92%, 06/21/2026, 3 mo. USD LIBOR + 1.750%

   $ 936,126  
1,500,151   

Station Casinos LLC
2.50%, 02/08/2027, 1 mo. USD LIBOR + 2.250%

     1,381,384  
     

 

 

 
     4,328,915  
     

 

 

 
   Machinery-Construction & Mining - 0.1%

 

242,008   

Pike Corp.
4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

     239,627  
620,000   

Pro Mach Group, Inc.
0.00%, 03/07/2025(12)

     589,775  
     

 

 

 
     829,402  
     

 

 

 
   Machinery-Diversified - 0.2%

 

  

Gardner Denver, Inc.

 

        $         979,926   

1.91%, 02/28/2027, 1 mo. USD LIBOR + 1.750%

     940,484  
345,000   

2.92%, 02/28/2027, 1 mo. USD LIBOR + 2.750%

     339,480  
1,029,232   

Gates Global LLC
3.75%, 03/31/2024, 3 mo. USD LIBOR + 2.750%

     1,003,933  
     

 

 

 
             2,283,897  
     

 

 

 
   Media - 1.6%

 

498,260   

Advantage Sales & Marketing, Inc.
4.25%, 07/25/2021, 3 mo. USD LIBOR + 3.250%

     471,478  
846,075   

Altice Financing S.A.
2.92%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     812,232  
1,003,867   

AVSC Holding Corp.
4.25%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     714,974  
EUR         370,000   

Banijay Entertainment S.A.S
0.00%, 03/04/2025(12)

     419,859  
        $      1,619,251   

Charter Communications Operating LLC
1.92%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

     1,578,268  
1,100,000   

Cineworld Ltd.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 3.000%(12)(14)(15)

     743,721  
  

CSC Holdings LLC

 

916,706   

2.43%, 07/17/2025, 3 mo. USD LIBOR + 2.250%

     884,053  
1,231,250   

2.43%, 01/15/2026, 3 mo. USD LIBOR + 2.250%

     1,186,617  
1,097,547   

2.68%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

     1,059,594  
701,152   

E.W. Scripps Co.
2.66%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

     675,076  
1,193,748   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

     1,161,744  
706,875   

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

     629,119  
2,428,652   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

     2,352,004  
70,965   

Mission Broadcasting, Inc.
2.42%, 01/17/2024, 3 mo. USD LIBOR + 2.250%

     68,773  
1,060,121   

MTN Infrastructure TopCo, Inc.
4.00%, 11/17/2024, 3 mo. USD LIBOR + 3.000%

     1,031,848  
334,097   

NASCAR Holdings LLC
2.92%, 10/18/2026, 3 mo. USD LIBOR + 2.750%

     326,068  
  

Nexstar Broadcasting, Inc.

 

276,553   

2.42%, 01/17/2024, 3 mo. USD LIBOR + 2.250%

     268,010  
2,132,588   

2.92%, 09/19/2026, 1 mo. USD LIBOR + 2.750%

     2,072,619  
214,463   

Nielsen Finance LLC
4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

     214,463  
EUR         684,113   

Nielsen Holding & Finance BV
3.75%, 06/04/2025, 3 mo. EURIBOR + 3.750%

     794,569  
        $         711,113   

Numericable Group S.A.
2.91%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

     679,646  
886,161   

Sinclair Television Group, Inc.
2.68%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

     857,919  
1,378,075   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

     1,341,404  
1,330,000   

Vertical Midco GmbH
0.00%, 07/01/2027(12)

     1,310,609  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $          268,059   

Web.com Group, Inc.
3.93%, 10/11/2025, 3 mo. USD LIBOR + 3.750%

   $ 254,246  
EUR        1,310,000   

Ziggo B.V.
0.00%, 01/31/2029, 3 mo. EURIBOR + 3.000%

     1,492,810  
        $        1,345,000   

Ziggo Financing Partnership
2.68%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

     1,290,003  
     

 

 

 
     24,691,726  
     

 

 

 
   Metal Fabricate/Hardware - 0.2%

 

775,000   

Cardtronics USA, Inc.
5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

     769,188  
1,163,936   

Circor International, Inc.
4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

     1,131,206  
1,400,240   

RBS Global, Inc.
1.92%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

     1,380,482  
     

 

 

 
     3,280,876  
     

 

 

 
   Miscellaneous Manufacturing - 0.3%

 

162,906   

Core & Main L.P.
3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

     158,325  
954,820   

H.B. Fuller Co.
2.19%, 10/20/2024, 3 mo. USD LIBOR + 2.000%

     928,887  
1,241,888   

Ingersoll-Rand Services Co.
1.91%, 02/28/2027, 1 mo. USD LIBOR + 1.750%

     1,191,902  
509,850   

Momentive Performance Materials, Inc.
3.42%, 05/15/2024, 3 mo. USD LIBOR + 3.250%

     477,561  
382,113   

Tamko Building Products LLC
3.41%, 05/31/2026, 3 mo. USD LIBOR + 3.250%

     374,470  
1,707,251   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     1,647,856  
     

 

 

 
             4,779,001  
     

 

 

 
   Oil & Gas - 0.1%

 

771,263   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

     736,077  
687,750   

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     598,343  
     

 

 

 
     1,334,420  
     

 

 

 
   Oil & Gas Services - 0.2%

 

738,150   

Buckeye Partners L.P.
2.92%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

     720,390  
648,450   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     570,908  
2,262,150   

UGI Energy Services LLC
3.91%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

     2,229,168  
     

 

 

 
     3,520,466  
     

 

 

 
   Packaging & Containers - 0.4%

 

572,081   

Berlin Packaging LLC
3.31%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

     549,484  
  

Berry Global, Inc.

 

968,010   

2.19%, 10/01/2022, 1 mo. USD LIBOR + 2.000%

     948,892  
1,188,000   

2.19%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

     1,150,257  
  

Flex Acquisition Co., Inc.

 

997,633   

3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

     947,282  
864,943   

4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     836,988  
2,173,228   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     2,126,678  
     

 

 

 
     6,559,581  
     

 

 

 
   Pharmaceuticals - 0.8%

 

  

Bausch Health Cos., Inc.

 

1,060,000   

2.93%, 11/27/2025, 3 mo. USD LIBOR + 2.750%

     1,036,595  
851,433   

3.18%, 06/01/2025, 3 mo. USD LIBOR + 3.000%

     836,669  
701,125   

Catalent Pharma Solutions, Inc.
3.25%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     695,285  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        5,285,000   

Elanco Animal Health, Inc.
0.00%, 08/01/2027, 1 mo. USD LIBOR + 1.750%(12)

   $ 5,146,269  
1,445,300   

Endo International PLC
5.00%, 04/27/2024, 3 mo. USD LIBOR + 4.250%

     1,379,770  
524,008   

IQVIA, Inc.
1.91%, 03/07/2024, 1 mo. USD LIBOR + 1.750%

     513,135  
1,970,100   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/02/2026, 1 mo. USD LIBOR + 4.250%

     1,959,028  
     

 

 

 
     11,566,751  
     

 

 

 
   Real Estate - 0.3%

 

492,500   

Belron Finance U.S. LLC
2.93%, 11/13/2025, 3 mo. USD LIBOR + 2.500%

     481,419  
EUR        1,075,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(12)

     1,221,976  
        $        1,083,247   

KFC Holding Co.
1.94%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     1,046,688  
1,345,909   

VICI Properties LLC
1.93%, 12/22/2024, 1 mo. USD LIBOR + 1.750%

     1,291,763  
     

 

 

 
     4,041,846  
     

 

 

 
   Retail - 0.7%

 

1,785,953   

B.C. Unlimited Liability Co.
1.91%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

     1,711,996  
1,771,069   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

     1,759,167  
334,163   

Buzz Merger Sub Ltd.
2.91%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

     324,138  
  

Coty, Inc.

 

1,526,287   

2.42%, 04/05/2025, 3 mo. USD LIBOR + 2.250%

     1,310,699  
EUR          779,100   

2.50%, 04/05/2025, 3 mo. EURIBOR + 2.500%

     803,024  
        $           476,470   

IRB Holding Corp.
3.75%, 02/05/2025, 1 mo. USD LIBOR + 2.750%

     446,452  
1,017,793   

Michaels Stores, Inc.
3.50%, 01/28/2023, 3 mo. USD LIBOR + 2.500%

     968,175  
1,003,922   

Staples, Inc.
5.69%, 04/12/2026, 3 mo. USD LIBOR + 5.000%

     861,425  
1,982,190   

U.S. Foods, Inc.
1.91%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

     1,875,648  
     

 

 

 
             10,060,724  
     

 

 

 
   Semiconductors - 0.2%

 

934,063   

Entegris, Inc.
2.16%, 11/06/2025, 3 mo. USD LIBOR + 2.000%

     922,386  
1,076,560   

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     1,068,486  
566,439   

ON Semiconductor Corp.
2.16%, 09/19/2026, 1 mo. USD LIBOR + 2.000%

     555,909  
     

 

 

 
     2,546,781  
     

 

 

 
   Software - 1.3%

 

458,850   

AI Convoy (Luxembourg) S.a.r.l.
4.65%, 01/20/2027, 1 mo. USD LIBOR + 3.500%

     445,084  
EUR          300,000   

AI Convoy (Luxembourg) S.a.r.l.
3.75%, 01/20/2027, 3 mo. EURIBOR + 3.750%

     339,819  
        $        1,020,519   

Almonde, Inc.
4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     942,561  
1,425,381   

Aristocrat Technologies, Inc.
2.02%, 10/19/2024, 3 mo. USD LIBOR + 1.750%

     1,385,414  
815,795   

CCC Information Services, Inc.
4.00%, 04/27/2024, 1 mo. USD LIBOR + 3.000%

     807,131  
1,601,399   

CDW LLC
1.92%, 10/11/2026, 1 mo. USD LIBOR + 1.750%

     1,596,723  
1,120,074   

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     1,094,245  
1,366,575   

DCert Buyer, Inc.
4.16%, 10/16/2026, 3 mo. USD LIBOR + 4.000%

     1,342,906  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $           544,310   

Epicor Software Corp.
5.25%, 07/31/2027, 1 mo. USD LIBOR + 4.250%

   $ 543,379  
137,884   

EVO Payments International LLC
3.42%, 12/22/2023, 3 mo. USD LIBOR + 3.250%

     134,265  
1,122,177   

Go Daddy Operating Co. LLC
1.91%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

     1,094,122  
325,748   

Hyland Software, Inc.
4.00%, 07/01/2024, 3 mo. USD LIBOR + 3.250%

     319,487  
147,186   

MA FinanceCo. LLC
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     138,109  
945,750   

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

     952,843  
993,985   

Seattle Spinco, Inc.
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     932,686  
2,248,077   

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

     2,177,125  
  

Ultimate Software Group, Inc.

 

640,163   

3.91%, 05/03/2026, 3 mo. USD LIBOR + 3.750%

     633,428  
1,455,000   

4.75%, 05/03/2026, 1 mo. USD LIBOR + 4.000%

     1,454,462  
809,950   

Verint Systems, Inc.
2.17%, 06/29/2024, 3 mo. USD LIBOR + 2.000%

     803,875  
711,766   

Western Digital Corp.
1.91%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

     698,065  
2,141,567   

WEX, Inc.
2.41%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     2,064,706  
     

 

 

 
     19,900,435  
     

 

 

 
   Telecommunications - 0.9%

 

1,669,807   

Altice France S.A.
3.86%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

     1,629,448  
1,024,850   

CenturyLink, Inc.
2.41%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

     985,424  
1,723,838   

Ciena Corp.
4.00%, 09/28/2025, 1 mo. USD LIBOR + 0.750%

     1,706,599  
735,000   

LCPR Loan Financing LLC
5.18%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

     736,838  
1,344,926   

Level 3 Financing, Inc.
1.91%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

     1,301,498  
EUR        1,037,234   

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 3 mo. EURIBOR + 2.625%

     1,212,268  
        $        1,260,000   

T-Mobile USA, Inc.
3.16%, 04/01/2027, 1 mo. USD LIBOR + 3.000%

     1,264,045  
2,630,000   

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

     2,519,882  
  

Zayo Group Holdings, Inc.

 

1,107,225   

3.16%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

     1,074,008  
EUR          433,913   

3.25%, 03/09/2027, 3 mo. EURIBOR + 3.250%

     493,984  
     

 

 

 
             12,923,994  
     

 

 

 
   Transportation - 0.3%

 

240,000   

Boluda Corp. Maritima S.L.
3.50%, 08/01/2026, 3 mo. EURIBOR + 3.500%

     271,312  
        $        3,142,125   

Genesee & Wyoming, Inc.
2.31%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

     3,081,262  
852,593   

Savage Enterprises LLC
3.18%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     839,591  
     

 

 

 
     4,192,165  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $253,181,213)

   $ 244,976,554  
     

 

 

 

U.S. Government Agencies - 6.8%

  
   Mortgage-Backed Agencies - 6.8%

 

   FHLMC - 1.9%

 

        $        1,309,685   

1.12%, 11/25/2048, 1 mo. USD LIBOR + 0.950%(1)(3)

   $ 1,280,420  
5,000,000   

1.13%, 08/12/2021

     5,050,256  
5,230,373   

1.25%, 07/15/2031

     5,276,431  
1,404,629   

1.50%, 01/15/2027

     1,424,232  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        10,430,284   

1.57%, 07/25/2021(2)(4)

   $ 93,147  
3,133,855   

2.00%, 09/15/2041

     3,203,486  
4,126,658   

2.50%, 12/15/2042

     4,301,775  
4,463,210   

3.00%, 04/01/2031

     4,695,709  
625,172   

3.50%, 04/01/2027

     661,404  
580,827   

3.50%, 09/15/2043

     609,520  
1,755,113   

3.75%, 05/15/2039(5)

     1,825,142  
     

 

 

 
     28,421,522  
     

 

 

 
   FNMA - 3.3%

 

        $         2,428,528   

1.50%, 11/25/2042

   $ 2,440,071  
1,225,981   

1.75%, 05/25/2040

     1,241,717  
5,286,254   

2.00%, 04/25/2034

     5,454,746  
1,596,541   

2.00%, 07/25/2039

     1,609,917  
8,828,032   

2.50%, 03/25/2035

     9,167,633  
5,603,154   

3.00%, 02/25/2043

     5,943,085  
340,564   

3.00%, 04/25/2043

     354,484  
2,603,688   

3.00%, 05/25/2047

     2,696,871  
5,834,124   

3.25%, 11/25/2043

     6,067,800  
1,010,627   

3.50%, 11/01/2026

     1,062,112  
2,451,674   

3.50%, 12/01/2026

     2,591,292  
364,423   

3.50%, 12/01/2028

     384,810  
4,950,150   

3.50%, 10/25/2035

     5,430,439  
3,514,198   

3.50%, 07/25/2045

     3,684,959  
1,372,514   

3.50%, 05/25/2056

     1,442,408  
     

 

 

 
             49,572,344  
     

 

 

 
   GNMA - 1.2%

 

        $           294,714   

1.75%, 03/20/2039

   $ 294,916  
3,197,648   

2.00%, 05/20/2046

     3,297,447  
7,211,892   

2.50%, 10/20/2041

     7,505,015  
3,029,691   

2.50%, 07/20/2042

     3,184,956  
2,034,297   

3.00%, 08/20/2045

     2,134,079  
1,447,276   

3.50%, 05/20/2048

     1,578,815  
144,785   

5.00%, 08/20/2039

     162,588  
     

 

 

 
     18,157,816  
     

 

 

 
   UMBS - 0.4%

 

        $        5,600,000   

3.50%, 08/17/2035(16)

   $ 5,879,125  
     

 

 

 
     102,030,807  
     

 

 

 
  

Total U.S. Government Agencies
(cost $97,541,624)

   $ 102,030,807  
     

 

 

 

U.S. Government Securities - 1.3%

  
   U.S. Treasury Securities - 1.3%

 

   U.S. Treasury Notes - 1.3%

 

10,000,000   

0.13%, 05/15/2023

     10,001,172  
9,950,000   

1.38%, 02/15/2023

     10,266,379  
     

 

 

 
     20,267,551  
     

 

 

 
     20,267,551  
     

 

 

 
  

Total U.S. Government Securities
(cost $20,106,754)

   $ 20,267,551  
     

 

 

 
  

Total Long-Term Investments
(cost $1,447,721,022)

   $ 1,477,386,868  
     

 

 

 

Short-Term Investments - 2.2%

  
   Repurchase Agreements - 1.8%

 

26,685,695   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $26,685,851; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $27,219,436

     26,685,695  
     

 

 

 
   Securities Lending Collateral - 0.4%

 

337,737   

Citibank NA DDCA, 0.09%, 8/3/2020(17)

     337,737  
394,102   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(17)

   $ 394,102  

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
        $        6,022,911   

Goldman Sachs Financial Square Funds, Government Fund, Institutional
Class, 0.13%(17)

 

     6,022,911  
        

 

 

 
           6,754,750  
        

 

 

 
  

Total Short-Term Investments
(cost $33,440,445)

      $ 33,440,445  
        

 

 

 
  

Total Investments
(cost $1,481,161,467)

     100.1%      $ 1,510,827,313  
  

Other Assets and Liabilities

     (0.1)%        (1,500,814
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $         1,509,326,499  
     

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $512,844,906, representing 34.0% 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 July 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)

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

(7)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(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 July 31, 2020, the aggregate value of this security was $2,966,397, representing 0.2% of net assets.

(9)

Security is a zero-coupon bond.

(10)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $1,698,462, representing 0.1% of net assets.

(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 July 31, 2020.

(12)

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

(13)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2020, the aggregate value of the unfunded commitment was $396,048, which rounds to 0.0% of total net assets.

(14)

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of this security was $743,721, 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.

(15)

Investment valued using significant unobservable inputs.

(16)

Represents or includes a TBA transaction.

(17)

Current yield as of period end.

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2020

 

Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

    

Value and  

Unrealized  

Appreciation/  

(Depreciation)  

 

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     1,387        09/30/20      $     306,505,330      $ 275,813  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     1,419        09/30/20      $ 178,971,375      $ (1,048,531

U.S. Treasury 10-Year Note Future

     150        09/21/20        21,011,719        (216,915
           

 

 

 

Total

 

   $       (1,265,446
           

 

 

 

Total futures contracts

 

   $ (989,633
           

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020

Amount and Description

of Currency to be

Purchased

  

Amount and Description

of Currency to be
Sold

   Counterparty    Settlement
Date
   Appreciation      Depreciation  
  2,614,000          EUR      3,067,006      USD    TDB    08/05/20    $ 12,474      $  
  1,466,877          USD      1,307,000      EUR    MSC    08/05/20             (72,863
  1,466,075          USD      1,307,000      EUR    BCLY    08/05/20             (73,665
  378,075          USD      326,000      EUR    BCLY    08/31/20             (6,188
  20,781,596          USD      17,773,000      EUR    JPM    08/31/20             (167,806
  3,068,928          USD      2,614,000      EUR    TDB    09/04/20             (12,523
 

Total Foreign Currency Contracts

   $ 12,474      $ (333,045

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
BCLY    Barclays
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
TDB    Toronto-Dominion Bank
Currency Abbreviations:
EUR    Euro
USD    United States Dollar
Index Abbreviations:
CMT    Constant Maturity Treasury Index
CPI    Consumer Price Index
Other Abbreviations:
CLO    Collateralized Loan Obligation
CMO    Collateralized Mortgage Obligation
DDCA    Dollars on Deposit in Custody Account
EURIBOR    Euro Interbank Offered Rate
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
LIBOR    London Interbank Offered Rate
SOFR    Secured Overnight Financing Rate
TBA    To Be Announced
UMBS    Uniform Mortgage-Backed Securities
Municipal Abbreviations:
Auth    Authority
GO    General Obligation

 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                   

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 273,838,184       $ —       $ 273,838,184       $ —   

Corporate Bonds

     826,886,490         —         826,886,490         —   

Foreign Government Obligations

     2,115,483         —         2,115,483         —   

Municipal Bonds

     7,271,799         —         7,271,799         —   

Senior Floating Rate Interests

     244,976,554         —         244,232,833         743,721   

U.S. Government Agencies

     102,030,807         —         102,030,807         —   

U.S. Government Securities

     20,267,551         —         20,267,551         —   

Short-Term Investments

     33,440,445         6,754,750         26,685,695         —   

Foreign Currency Contracts(2)

     12,474         —         12,474         —   

Futures Contracts(2)

     275,813         275,813         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,511,115,600       $       7,030,563       $     1,503,341,316       $         743,721   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (333,045)      $ —       $ (333,045)      $ —   

Futures Contracts(2)

     (1,265,446)        (1,265,446)        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,598,491)      $ (1,265,446)      $ (333,045)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 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 period ended July 31, 2020 is not presented.

 

  Hartford Small Cap Value Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 97.2%

  
   Automobiles & Components - 2.0%

 

        $        49,945   

Cooper Tire & Rubber Co.

   $ 1,551,292  
     

 

 

 
   Banks - 21.9%

 

56,852   

Bank OZK

     1,367,291  
155,526   

Cadence Bancorp

     1,214,658  
19,017   

Federal Agricultural Mortgage Corp. Class C

     1,131,702  
65,240   

First Hawaiian, Inc.

     1,133,871  
38,743   

First Interstate BancSystem, Inc. Class A

     1,127,809  
156,648   

FNB Corp.

     1,160,762  
84,056   

Great Western Bancorp, Inc.

     1,092,728  
66,358   

Hilltop Holdings, Inc.

     1,291,990  
93,305   

Home BancShares, Inc.

     1,523,671  
55,926   

Pacific Premier Bancorp, Inc.

     1,175,005  
87,639   

Radian Group, Inc.

     1,307,574  
110,202   

Sterling Bancorp

     1,239,772  
95,450   

Umpqua Holdings Corp.

     1,035,632  
32,687   

Western Alliance Bancorp

     1,175,098  
     

 

 

 
             16,977,563  
     

 

 

 
   Capital Goods - 9.7%

 

30,752   

Argan, Inc.

     1,319,261  
22,184   

EnerSys

     1,492,096  
53,885   

Kennametal, Inc.

     1,452,740  
18,468   

Moog, Inc. Class A

     992,101  
58,651   

nVent Electric plc

     1,065,102  
180,445   

REV Group, Inc.

     1,172,892  
     

 

 

 
     7,494,192  
     

 

 

 
   Commercial & Professional Services - 5.6%

 

113,029   

BrightView Holdings, Inc.*

     1,369,911  
36,472   

Deluxe Corp.

     1,029,605  
38,448   

Kforce, Inc.

     1,108,840  
72,356   

Knoll, Inc.

     847,289  
     

 

 

 
     4,355,645  
     

 

 

 
   Consumer Durables & Apparel - 6.2%

 

67,680   

Kontoor Brands, Inc.*

     1,296,749  
80,293   

Movado Group, Inc.

     774,024  
60,824   

Steven Madden Ltd.

     1,288,252  
17,359   

Sturm Ruger & Co., Inc.

     1,412,502  
     

 

 

 
     4,771,527  
     

 

 

 
   Consumer Services - 5.6%

 

39,087   

Adtalem Global Education, Inc.*

     1,342,248  
53,796   

Carriage Services, Inc.

     1,189,429  
57,103   

Cheesecake Factory, Inc.(1)

     1,370,472  
53,948   

Regis Corp.*(1)

     414,321  
     

 

 

 
     4,316,470  
     

 

 

 
   Diversified Financials - 5.6%

 

113,238   

Greenhill & Co., Inc.

     1,356,591  
183,192   

Navient Corp.

     1,458,209  
38,168   

PRA Group, Inc.*

     1,509,926  
     

 

 

 
     4,324,726  
     

 

 

 
   Food, Beverage & Tobacco - 1.9%

 

113,266   

Hostess Brands, Inc.*

     1,436,213  
     

 

 

 
   Health Care Equipment & Services - 4.6%

 

63,667   

Envista Holdings Corp.

     1,392,397  
44,887   

Natus Medical, Inc.*

     834,000  
90,051   

NextGen Healthcare, Inc.*

     1,316,546  
     

 

 

 
     3,542,943  
     

 

 

 
   Household & Personal Products - 5.2%

 

44,218   

Edgewell Personal Care Co.*

     1,321,676  

 

  Hartford Small Cap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $        23,481   

Energizer Holdings, Inc.

   $ 1,177,103  
8,887   

Medifast, Inc.

     1,485,284  
     

 

 

 
     3,984,063  
     

 

 

 
   Insurance - 3.5%

 

135,396   

Lancashire Holdings Ltd.

     1,370,492  
174,725   

Third Point Reinsurance Ltd.*

     1,361,108  
     

 

 

 
     2,731,600  
     

 

 

 
   Materials - 3.3%

 

23,305   

Compass Minerals International, Inc.

     1,187,157  
41,374   

Schweitzer-Mauduit International, Inc.

     1,345,896  
     

 

 

 
     2,533,053  
     

 

 

 
   Media & Entertainment - 1.8%

 

116,468   

TEGNA, Inc.

     1,371,993  
     

 

 

 
   Real Estate - 2.7%

 

140,011   

CoreCivic, Inc. REIT

     1,247,498  
81,753   

Pebblebrook Hotel Trust REIT

     866,582  
     

 

 

 
     2,114,080  
     

 

 

 
   Retailing - 2.2%

 

23,576   

Children’s Place, Inc.(1)

     575,490  
158,648   

Michaels Cos., Inc.*

     1,139,093  
     

 

 

 
     1,714,583  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 4.8%

 

48,478   

Ichor Holdings Ltd.*

     1,591,048  
24,578   

Silicon Motion Technology Corp. ADR

     1,016,792  
52,865   

Tower Semiconductor Ltd.*

     1,136,597  
     

 

 

 
     3,744,437  
     

 

 

 
   Software & Services - 5.6%

 

28,021   

CSG Systems International, Inc.

     1,180,525  
47,685   

EVERTEC, Inc.

     1,480,619  
92,299   

Xperi Holding Corp.

     1,701,993  
     

 

 

 
     4,363,137  
     

 

 

 
   Technology Hardware & Equipment - 5.0%

 

176,765   

Avid Technology, Inc.*

     1,454,776  
18,536   

InterDigital, Inc.

     1,112,530  
64,726   

Plantronics, Inc.

     1,293,873  
     

 

 

 
     3,861,179  
     

 

 

 
  

Total Common Stocks
(cost $82,564,046)

   $ 75,188,696  
     

 

 

 

Exchange-Traded Funds - 1.5%

  
   Other Investment Pools & Funds - 1.5%

 

11,470   

iShares Russell 2000 Value ETF(1)

     1,141,265  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $1,042,702)

   $ 1,141,265  
     

 

 

 
  

Total Long-Term Investments
(cost $83,606,748)

   $         76,329,961  
     

 

 

 

Short-Term Investments - 4.5%

  
   Repurchase Agreements - 0.4%

 

301,073   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $301,075; collateralized by U.S. Treasury Note at 1.375%, maturing 08/31/2026, with a market value of $307,186

     301,073  
     

 

 

 
   Securities Lending Collateral - 4.1%

 

160,853   

Citibank NA DDCA, 0.09%, 8/3/2020(2)

     160,853  
187,697   

Fidelity Investments Money Market Funds, Government Portfolio,
Institutional Class, 0.09%(2)

     187,697  

 

  Hartford Small Cap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
        $      2,868,502   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(2)

      $ 2,868,502  
        

 

 

 
           3,217,052  
        

 

 

 
  

Total Short-Term Investments
(cost $3,518,125)

      $ 3,518,125  
        

 

 

 
  

Total Investments
(cost $87,124,873)

     103.2%      $ 79,848,086  
  

Other Assets and Liabilities

     (3.2)%        (2,481,233
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $         77,366,853  
     

 

 

    

 

 

 

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

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

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

 

*

Non-income producing.

(1)

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

(2)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

  Hartford Small Cap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total    Level 1    Level 2    Level 3(1)

Assets

 

Common Stocks

           

Automobiles & Components

   $ 1,551,292      $ 1,551,292      $      $  

Banks

     16,977,563        16,977,563                

Capital Goods

     7,494,192        7,494,192                

Commercial & Professional Services

     4,355,645        4,355,645                

Consumer Durables & Apparel

     4,771,527        4,771,527                

Consumer Services

     4,316,470        4,316,470                

Diversified Financials

     4,324,726        4,324,726                

Food, Beverage & Tobacco

     1,436,213        1,436,213                

Health Care Equipment & Services

     3,542,943        3,542,943                

Household & Personal Products

     3,984,063        3,984,063                

Insurance

     2,731,600        1,361,108        1,370,492         

Materials

     2,533,053        2,533,053                

Media & Entertainment

     1,371,993        1,371,993                

Real Estate

     2,114,080        2,114,080                

Retailing

     1,714,583        1,714,583                

Semiconductors & Semiconductor Equipment

     3,744,437        3,744,437                

Software & Services

     4,363,137        4,363,137                

Technology Hardware & Equipment

     3,861,179        3,861,179                

Exchange-Traded Funds

     1,141,265        1,141,265                

Short-Term Investments

     3,518,125        3,217,052        301,073         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       79,848,086      $       78,176,521      $       1,671,565      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

For the period ended July 31, 2020, there were no transfers in and out of Level 3.

 

  The Hartford Small Company Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 94.1%

  
   Automobiles & Components - 2.6%

 

        $        114,815   

Fox Factory Holding Corp.*

   $         10,218,535  
63,178   

Thor Industries, Inc.

     7,201,660  
     

 

 

 
     17,420,195  
     

 

 

 
   Banks - 2.8%

 

99,374   

Ameris Bancorp

     2,293,055  
123,053   

BancorpSouth Bank

     2,575,499  
574,644   

Sterling Bancorp

     6,464,745  
208,090   

Western Alliance Bancorp

     7,480,836  
     

 

 

 
     18,814,135  
     

 

 

 
   Capital Goods - 11.8%

 

192,883   

Advanced Drainage Systems, Inc.

     9,451,267  
150,987   

Argan, Inc.

     6,477,342  
39,884   

Axon Enterprise, Inc.*

     3,315,557  
255,078   

BMC Stock Holdings, Inc.*

     6,529,997  
71,700   

Chart Industries, Inc.*

     4,913,601  
184,457   

Comfort Systems USA, Inc.

     9,169,358  
108,946   

Curtiss-Wright Corp.

     9,709,268  
179,077   

ITT, Inc.

     10,338,115  
164,725   

Kennametal, Inc.

     4,440,986  
389,901   

Rexnord Corp.

     11,295,432  
94,787   

Rush Enterprises, Inc. Class A

     4,509,965  
     

 

 

 
     80,150,888  
     

 

 

 
   Commercial & Professional Services - 2.9%

 

91,725   

Tetra Tech, Inc.

     8,131,421  
174,470   

TriNet Group, Inc.*

     11,515,020  
     

 

 

 
     19,646,441  
     

 

 

 
   Consumer Durables & Apparel - 8.3%

 

197,986   

BRP, Inc.

     8,868,685  
39,855   

Cavco Industries, Inc.*

     7,984,152  
61,123   

Polaris, Inc.

     6,334,177  
299,554   

Skyline Champion Corp.*

     8,456,409  
234,483   

Steven Madden Ltd.

     4,966,350  
378,204   

Wolverine World Wide, Inc.

     9,092,024  
220,521   

YETI Holdings, Inc.*

     10,781,272  
     

 

 

 
     56,483,069  
     

 

 

 
   Consumer Services - 3.9%

 

156,142   

Chegg, Inc.*

     12,642,818  
179,378   

DraftKings, Inc.(1)(2)

     5,853,104  
141,045   

Penn National Gaming, Inc.*

     4,774,373  
63,811   

Planet Fitness, Inc. Class A*

     3,330,934  
     

 

 

 
     26,601,229  
     

 

 

 
   Diversified Financials - 3.0%

 

148,314   

Ares Management Corp. Class A

     5,923,661  
42,632   

Hamilton Lane, Inc. Class A

     3,079,736  
155,866   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     5,459,986  
144,017   

PRA Group, Inc.*(3)

     5,697,312  
     

 

 

 
     20,160,695  
     

 

 

 
   Food, Beverage & Tobacco - 1.4%

 

12,013   

Boston Beer Co., Inc. Class A*

     9,735,816  
     

 

 

 
   Health Care Equipment & Services - 10.3%

 

101,791   

1Life Healthcare, Inc.*(3)

     3,014,032  
125,516   

Globus Medical, Inc. Class A*

     6,047,361  
193,039   

Health Catalyst, Inc.(3)

     6,737,061  
41,355   

Hill-Rom Holdings, Inc.

     4,020,533  
31,617   

Insulet Corp.*

     6,429,633  
44,500   

Kangji Medical Holdings Ltd.*

     164,213  
49,179   

LHC Group, Inc.*

     9,595,315  
113,639   

Livongo Health, Inc.*(3)

     14,460,563  

 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $          32,313   

Novocure Ltd.*

   $ 2,449,002  
50,655   

Omnicell, Inc.*

     3,560,540  
128,305   

Tandem Diabetes Care, Inc.*

             13,402,740  
     

 

 

 
        69,880,993  
     

 

 

 
   Insurance - 0.9%

 

139,680   

James River Group Holdings Ltd.

     6,469,977  
     

 

 

 
   Materials - 0.7%

 

86,910   

Ingevity Corp.*

     5,082,497  
     

 

 

 
   Media & Entertainment - 0.6%

 

56,884   

Cardlytics, Inc.*

     3,778,235  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 16.5%

 

41,072   

Acceleron Pharma, Inc.*

     4,073,110  
56,692   

Allakos, Inc.*(3)

     4,255,868  
176,049   

ALX Oncology Holdings, Inc.*

     5,756,802  
427,441   

Amicus Therapeutics, Inc.*

     6,176,522  
87,495   

Apellis Pharmaceuticals, Inc.*

     2,265,246  
79,301   

Arena Pharmaceuticals, Inc.*

     4,868,288  
18,902   

Ascendis Pharma A/S ADR*

     2,601,104  
51,343   

Blueprint Medicines Corp.*

     3,757,281  
99,653   

ChemoCentryx, Inc.*

     5,252,710  
125,362   

Constellation Pharmaceuticals, Inc.*

     3,370,984  
28,286   

CRISPR Therapeutics AG*

     2,417,322  
55,727   

Global Blood Therapeutics, Inc.*

     3,760,458  
191,254   

Heron Therapeutics, Inc.*(3)

     3,115,528  
664,886   

ImmunoGen, Inc.*

     2,732,681  
119,109   

Iovance Biotherapeutics, Inc.*

     3,462,499  
100,196   

Kodiak Sciences, Inc.*(3)

     4,642,081  
157,946   

Mersana Therapeutics, Inc.*

     3,139,967  
40,494   

Mirati Therapeutics, Inc.*

     4,912,327  
68,734   

MyoKardia, Inc.*

     6,194,995  
102,890   

NanoString Technologies, Inc.*

     3,715,358  
75,385   

Principia Biopharma, Inc.*

     6,302,186  
96,148   

PTC Therapeutics, Inc.*

     4,454,537  
136,369   

RAPT Therapeutics, Inc.*

     2,945,570  
20,156   

Reata Pharmaceuticals, Inc. Class A*

     2,977,041  
179,436   

Revance Therapeutics, Inc.*

     4,213,157  
43,147   

Turning Point Therapeutics, Inc.*

     2,555,597  
156,235   

UroGen Pharma Ltd.*(3)

     3,451,231  
141,758   

Y-mAbs Therapeutics, Inc.*

     4,979,959  
     

 

 

 
        112,350,409  
     

 

 

 
   Real Estate - 1.4%

 

282,485   

Essential Properties Realty Trust, Inc. REIT

     4,548,008  
116,332   

Redfin Corp.*

     4,837,085  
     

 

 

 
        9,385,093  
     

 

 

 
   Retailing - 3.7%

 

3,136,600   

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

     1,223,274  
89,749   

Five Below, Inc.*

     9,774,563  
127,621   

Floor & Decor Holdings, Inc. Class A*

     8,410,224  
46,686   

Ollie’s Bargain Outlet Holdings, Inc.*(3)

     4,906,699  
26,907   

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

     1,024,097  
     

 

 

 
        25,338,857  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 5.1%

 

83,152   

ACM Research, Inc. Class A*

     7,977,603  
76,107   

Entegris, Inc.

     5,472,854  
96,251   

First Solar, Inc.*

     5,731,747  
37,580   

MKS Instruments, Inc.

     4,789,195  
489,915   

Tower Semiconductor Ltd.*

     10,533,173  
     

 

 

 
        34,504,572  
     

 

 

 
   Software & Services - 12.9%

 

173,868   

2U, Inc.*

     8,188,314  
114,379   

Endava plc ADR*

     5,907,675  
53,593   

Five9, Inc.*

     6,475,106  

 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
        $          26,389   

HubSpot, Inc.*

   $ 6,191,123  
61,172   

j2 Global, Inc.*

     3,469,676  
177,973   

LiveRamp Holdings, Inc.*

     8,110,230  
81,288   

Manhattan Associates, Inc.*

     7,786,578  
118,899   

Mimecast Ltd.*

     5,579,930  
255,527   

PagerDuty, Inc.*

     7,788,463  
34,898   

Paylocity Holding Corp.*

     4,648,414  
158,087   

Perficient, Inc.*

     6,198,591  
75,262   

Q2 Holdings, Inc.*

     7,078,391  
173,706   

Rapid7, Inc.*

     10,347,666  
2,500   

Vertex, Inc. Class A*

     58,900  
     

 

 

 
     87,829,057  
     

 

 

 
   Technology Hardware & Equipment - 2.7%

 

150,312   

II-VI, Inc.*

     7,623,825  
40,106   

Lumentum Holdings, Inc.*

     3,723,040  
70,059   

Novanta, Inc.*

     7,263,717  
     

 

 

 
     18,610,582  
     

 

 

 
   Telecommunication Services - 1.5%

 

69,806   

Bandwidth, Inc. Class A*

     10,106,513  
     

 

 

 
   Transportation - 1.1%

 

63,004   

Saia, Inc.*

     7,525,828  
     

 

 

 
  

Total Common Stocks
(cost $496,356,411)

   $ 639,875,081  
     

 

 

 

Exchange-Traded Funds - 2.6%

  
   Other Investment Pools & Funds - 2.6%

 

81,000   

iShares Russell Growth ETF(3)

     17,340,480  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $16,815,950)

   $ 17,340,480  
     

 

 

 

Convertible Preferred Stocks - 0.7%

  
   Retailing - 0.3%

 

47,489   

Honest Co., Inc. Series E(1)(2)(4)

     1,949,423  
     

 

 

 
   Software & Services - 0.4%

 

263,189   

MarkLogic Corp. Series F(1)(2)(4)

     2,445,026  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $5,229,589)

   $ 4,394,449  
     

 

 

 

Escrows - 0.0%(5)

  
   Software & Services - 0.0%

 

98,033   

Veracode, Inc.(1)(2)(4)

     53,330  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 53,330  
     

 

 

 

Warrants - 0.0%

  
   Consumer Services - 0.0%

 

1,258   

DraftKings, Inc. Expires 04/23/2025(1)(2)

     26,909  
     

 

 

 
  

Total Warrants
(cost $—)

   $ 26,909  
     

 

 

 
  

Total Long-Term Investments
(cost $518,401,950)

   $       661,690,249  
     

 

 

 

Short-Term Investments - 6.7%

  
   Repurchase Agreements - 1.8%

 

12,640,105   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $12,640,179; collateralized by U.S. Treasury Note at 0.375%, maturing 04/30/2025, with a market value of $12,892,980

     12,640,105  
     

 

 

 
   Securities Lending Collateral - 4.9%

 

1,652,880   

Citibank NA DDCA, 0.09%, 8/3/2020(6)

     1,652,880  
1,928,726   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(6)

     1,928,726  

 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
        $    29,475,985   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(6)

      $ 29,475,985  
        

 

 

 
           33,057,591  
        

 

 

 
  

Total Short-Term Investments
(cost $45,697,696)

      $ 45,697,696  
        

 

 

 
  

Total Investments
(cost $564,099,646)

     104.1%      $ 707,387,945  
  

Other Assets and Liabilities

     (4.1)%        (27,629,543
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       679,758,402  
     

 

 

    

 

 

 

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 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 $12,575,163 or 1.8% 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      $ 1,223,274  
 

12/2014

  

DraftKings, Inc.

     179,378        1,886,931        5,853,104  
 

12/2014

  

DraftKings, Inc. Warrants

     1,258               26,909  
 

08/2015

  

Honest Co., Inc. Series E Convertible Preferred

     47,489        2,172,859        1,949,423  
 

04/2015

  

MarkLogic Corp. Series F Convertible Preferred

     263,189        3,056,730        2,445,026  
            

11/2013

  

Tory Burch LLC

     26,907        2,108,912        1,024,097  
 

04/2017

  

Veracode, Inc.

     98,033               53,330  
          

 

 

    

 

 

 
           $     10,589,911      $     12,575,163  
          

 

 

    

 

 

 

 

(2)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $12,575,163, which represented 1.8% 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)

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

(4)

Investment valued using significant unobservable inputs.

(5)

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

(6)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

Description

   Total    Level 1    Level 2        Level 3(1)    

Assets

 

Common Stocks

           

Automobiles & Components

   $ 17,420,195      $ 17,420,195      $      $  

Banks

     18,814,135        18,814,135                

Capital Goods

     80,150,888        80,150,888                

Commercial & Professional Services

     19,646,441        19,646,441                

Consumer Durables & Apparel

     56,483,069        56,483,069                

Consumer Services

     26,601,229        20,748,125        5,853,104         

Diversified Financials

     20,160,695        20,160,695                

Food, Beverage & Tobacco

     9,735,816        9,735,816                

Health Care Equipment & Services

     69,880,993        69,880,993                

Insurance

     6,469,977        6,469,977                

Materials

     5,082,497        5,082,497                

Media & Entertainment

     3,778,235        3,778,235                

Pharmaceuticals, Biotechnology & Life Sciences

     112,350,409        112,350,409                

Real Estate

     9,385,093        9,385,093                

Retailing

     25,338,857        23,091,486               2,247,371  

Semiconductors & Semiconductor Equipment

     34,504,572        34,504,572                

Software & Services

     87,829,057        87,829,057                

Technology Hardware & Equipment

     18,610,582        18,610,582                

Telecommunication Services

     10,106,513        10,106,513                

Transportation

     7,525,828        7,525,828                

Exchange-Traded Funds

     17,340,480        17,340,480                

Convertible Preferred Stocks

     4,394,449                      4,394,449  

Escrows

     53,330                      53,330  

Warrants

     26,909               26,909         

Short-Term Investments

     45,697,696        33,057,591        12,640,105         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     707,387,945      $     682,172,677      $     18,520,118      $     6,695,150  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

For the period ended July 31, 2020, investments valued at $1,839,500 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based onmarket activity which has been determined to be significant observable input and there were no transfers in to 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 period ended July 31, 2020 is not presented.

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Asset & Commercial Mortgage-Backed Securities - 6.7%

 

   Asset-Backed - Automobile - 0.2%

 

$       475,000   

Exeter Automobile Receivables Trust
2.73%, 12/15/2025(1)

   $ 480,087  
1,370,000   

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

     1,382,644  
     

 

 

 
        1,862,731  
     

 

 

 
   Asset-Backed - Finance & Insurance - 0.8%

 

961,406   

Aaset Trust
6.41%, 01/16/2040(1)

     373,302  
49,463   

Bayview Koitere Fund Trust
4.00%, 11/28/2053(1)(2)

     51,221  
107,555   

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(2)

     108,456  
  

Bayview Opportunity Master Fund Trust

 

52,324   

3.50%, 01/28/2055(1)(2)

     53,185  
88,541   

3.50%, 06/28/2057(1)(2)

     91,174  
98,196   

4.00%, 10/28/2064(1)(2)

     101,590  
1,177,000   

Bellemeade Re Ltd.
4.57%, 06/25/2030, 1 mo. USD LIBOR + 4.400%(1)(3)

     1,176,997  
111,022   

Bellemeade Re Ltd.
1.27%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(3)

     110,631  
656,600   

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

     700,807  
217,145   

Eagle RE Ltd.
1.87%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(3)

     213,557  
18,661   

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(2)

     15,282  
1,435,044   

GSAMP Trust
0.26%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(3)

     959,543  
250,000   

Madison Park Funding Ltd.
1.42%, 07/23/2029, 3 mo. USD LIBOR + 1.160%(1)(3)

     248,231  
2,735,000   

Oaktown Re IV Ltd.
7.18%, 07/25/2030, 1 mo. USD LIBOR + 7.000%(1)(3)

     2,731,965  
117,399   

OneMain Financial Issuance Trust
2.37%, 09/14/2032(1)

     117,750  
  

SoFi Consumer Loan Program LLC

 

14,531   

2.50%, 05/26/2026(1)

     14,663  
11,040   

2.77%, 05/25/2026(1)

     11,101  
7,284   

3.09%, 10/27/2025(1)

     7,291  
8,430   

3.28%, 01/26/2026(1)

     8,455  
299,902   

Springleaf Funding Trust
2.68%, 07/15/2030(1)

     299,753  
465,000   

Vericrest Opportunity Loan Trust
5.19%, 09/25/2049(1)(4)

     432,066  
580,125   

Wendy’s Funding LLC
3.88%, 03/15/2048(1)

     615,455  
386,100   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     396,193  
     

 

 

 
        8,838,668  
     

 

 

 
   Asset-Backed - Home Equity - 0.5%

 

  

GSAA Home Equity Trust

 

570,779   

0.24%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(3)

     244,713  
947,644   

0.25%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(3)

     395,357  
977,154   

0.35%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(3)

     373,938  
750,242   

0.40%, 04/25/2047, 1 mo. USD LIBOR + 0.230%(3)

     444,915  
1,404,548   

Legacy Mortgage Asset Trust
3.25%, 11/25/2059(1)(4)

     1,398,434  
2,241,439   

Morgan Stanley Mortgage Loan Trust
0.34%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(3)

     885,108  
  

Soundview Home Loan Trust

 

2,251,000   

0.41%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(3)

     1,957,687  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       115,000   

0.42%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(3)

   $ 102,928  
     

 

 

 
        5,803,080  
     

 

 

 
   Collateralized - Mortgage Obligations - 0.2%

 

524,652   

Homeward Opportunities Fund Trust
2.70%, 09/25/2059(1)(2)

     530,231  
1,700,000   

Natixis Commercial Mortgage Securities Trust
4.30%, 10/15/2036(1)

     1,572,241  
     

 

 

 
        2,102,472  
     

 

 

 
   Commercial Mortgage-Backed Securities - 1.6%

 

2,060,000   

BAMLL Commercial Mortgage Securities Trust
3.72%, 11/05/2032(1)(2)

     1,254,914  
2,490,000   

BBCMS Mortgage Trust
0.99%, 04/15/2053(2)(5)

     210,647  
999,086   

BX Commercial Mortgage Trust
2.68%, 12/15/2036, 1 mo. USD LIBOR + 2.500%(1)(3)

     964,558  
2,260,000   

CAMB Commercial Mortgage Trust
3.43%, 12/15/2037, 1 mo. USD LIBOR + 3.250%(1)(3)

     2,133,714  
1,000,000   

CF Hippolyta LLC
2.60%, 07/15/2060(1)

     1,009,304  
180,000   

Citigroup Commercial Mortgage Trust
4.59%, 03/10/2047(1)(2)

     124,754  
  

Commercial Mortgage Trust

 

31,826   

1.65%, 07/10/2046(1)(2)(5)

      
560,000   

4.59%, 10/15/2045(1)(2)

     28,000  
981,000   

4.75%, 10/15/2045(1)(2)

     430,345  
4,905   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     4,775  
  

GS Mortgage Securities Trust

 

3,997,417   

0.08%, 07/10/2046(2)(5)

     9,326  
7,564,530   

0.68%, 02/13/2053(2)(5)

     388,719  
361,424   

1.33%, 08/10/2044(1)(2)(5)

     2,917  
565,333   

3.67%, 04/10/2047(1)

     118,866  
2,190,000   

4.74%, 11/10/2045(1)(2)

     1,924,613  
175,000   

4.97%, 04/10/2047(1)(2)

     137,373  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

860,000   

2.73%, 10/15/2045(1)(2)

     460,169  
485,000   

4.42%, 12/15/2047(1)(2)

     373,050  
765,000   

5.43%, 08/15/2046(1)(2)

     626,302  
  

Morgan Stanley Capital Trust

 

2,055,000   

4.28%, 06/15/2050(2)

     1,976,093  
465,000   

5.24%, 07/15/2049(1)(2)

     193,629  
4,551   

5.67%, 10/12/2052(1)(2)

     1,025  
255,000   

MTRO Commercial Mortgage Trust
2.23%, 12/15/2033, 1 mo. USD LIBOR + 2.050%(1)(3)

     246,647  
339,176   

PRPM
4.75%, 10/25/2024(1)(2)

     332,621  
1,156,799   

Securitized Term Auto Loan Receivables Trust
4.57%, 03/25/2026(1)

     1,175,426  
870,000   

VNDO Mortgage Trust
3.95%, 12/13/2029(1)(2)

     856,976  
15,000   

Wells Fargo Commercial Mortgage Trust
4.16%, 05/15/2048(2)

     11,969  
  

Wells Fargo N.A.

 

6,579,676   

0.60%, 11/15/2062(2)(5)

     303,744  
5,366,536   

0.70%, 12/15/2052(2)(5)

     293,445  
12,428,365   

0.89%, 01/15/2063(2)(5)

     818,938  
  

WF-RBS Commercial Mortgage Trust

 

900,599   

3.02%, 11/15/2047(1)

     365,762  
2,125,000   

4.81%, 11/15/2045(1)(2)

     1,632,032  
215,000   

5.00%, 06/15/2044(1)(2)

     111,398  
     

 

 

 
        18,522,051  
     

 

 

 
   FHLMC Collateral - 0.0%

 

2,355,000   

1.90%, 02/25/2047(2)(5)

     337,571  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Other-Asset Backed Securities - 1.5%

 

$       925,000   

Affirm Asset Securitization Trust
3.46%, 10/15/2024(1)

   $ 926,210  
476,400   

Domino’s Pizza Master Issuer LLC
3.67%, 10/25/2049(1)

     505,146  
796,271   

Marlette Funding Trust
2.69%, 09/17/2029(1)

     801,632  
652,176   

OnDeck Asset Securitization Trust LLC
2.65%, 11/18/2024(1)

     652,378  
415,000   

Pretium Mortgage Credit Partners LLC
6.17%, 02/27/2060(1)(4)

     415,940  
  

Towd Point Mortgage Trust

 

68,098   

2.25%, 04/25/2056(1)(2)

     68,582  
66,281   

2.75%, 08/25/2055(1)(2)

     67,710  
184,344   

2.75%, 10/25/2056(1)(2)

     189,447  
43,904   

2.75%, 04/25/2057(1)(2)

     44,814  
1,610,659   

2.75%, 06/25/2057(1)(2)

     1,667,798  
100,636   

2.75%, 07/25/2057(1)(2)

     103,233  
1,207,772   

2.75%, 10/25/2057(1)(2)

     1,256,064  
  

Vericrest Opportunity Loan Trust

 

1,810,000   

5.19%, 10/25/2049(1)(4)

     1,687,346  
2,620,000   

5.19%, 11/25/2049(1)(4)

     2,434,183  
1,650,000   

VOLT LXIII LLC
4.34%, 02/25/2050(1)(4)

     1,571,719  
1,455,000   

VOLT LXXX LLC
5.07%, 10/25/2049(1)(4)

     1,351,117  
410,000   

VOLT LXXXIII LLC
4.95%, 11/26/2049(1)(4)

     381,591  
3,760,000   

VOLT LXXXV LLC
4.46%, 01/25/2050(1)(4)

     3,470,195  
     

 

 

 
        17,595,105  
     

 

 

 
   Whole Loan Collateral CMO - 1.9%

 

  

Alternative Loan Trust

 

224,874   

0.49%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(3)

     193,536  
143,251   

0.71%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(3)

     134,514  
757,105   

5.75%, 05/25/2036

     518,476  
713,843   

6.00%, 05/25/2036

     568,379  
979,047   

Arroyo Mortgage Trust
2.96%, 10/25/2048(1)(2)

     1,001,210  
195,053   

Banc of America Mortgage Trust
4.09%, 09/25/2035(2)

     178,888  
177,457   

Bear Stearns Adjustable Rate Mortgage Trust
4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(3)

     176,029  
80,346   

Bear Stearns Alt-A Trust
0.67%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(3)

     91,124  
767,868   

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

     721,812  
436,408   

CHL Mortgage Pass-Through Trust
3.75%, 09/25/2047(2)

     398,343  
588,927   

COLT Mortgage Loan Trust
2.76%, 08/25/2049(1)(2)

     596,026  
98,936   

CSMC Trust
3.25%, 04/25/2047(1)(2)

     102,276  
  

Deephaven Residential Mortgage Trust

 

21,227   

2.45%, 06/25/2047(1)(2)

     21,223  
59,694   

2.81%, 10/25/2047(1)(2)

     60,244  
1,285,404   

2.96%, 07/25/2059(1)(2)

     1,304,957  
  

Fannie Mae Connecticut Avenue Securities

 

2,034,890   

2.77%, 05/25/2024, 1 mo. USD LIBOR + 2.600%(3)

     1,506,967  
1,573,618   

3.17%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(3)

     1,224,557  
3,806,603   

4.57%, 01/25/2024, 1 mo. USD LIBOR + 4.400%(3)

     3,011,086  
45,829   

GMACM Mortgage Loan Trust
3.70%, 04/19/2036(2)

     39,054  
514,002   

GSR Mortgage Loan Trust
3.81%, 01/25/2036(2)

     501,927  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,350,000   

HarborView Mortgage Loan Trust
0.43%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(3)

   $ 1,212,185  
33,920   

Impac CMB Trust
2.42%, 02/25/2036, 1 mo. USD LIBOR + 2.250%(3)

     32,721  
440,335   

IndyMac IMSC Mortgage Loan Trust
0.32%, 03/25/2047, 1 mo. USD LIBOR + 0.150%(3)

     338,255  
  

JP Morgan Mortgage Trust

 

245,552   

3.62%, 05/25/2036(2)

     216,124  
41,236   

3.83%, 04/25/2037(2)

     36,517  
185,004   

3.90%, 11/25/2035(2)

     171,172  
1,019,634   

LSTAR Securities Investment Trust
1.87%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(3)

     1,001,491  
82,505   

MASTR Adjustable Rate Mortgages Trust
3.59%, 11/21/2034(2)

     83,016  
36,913   

MFA Trust
2.59%, 02/25/2057(1)(2)

     37,188  
1,125,000   

Mortgage Insurance-Linked Notes
2.07%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(3)

     1,082,395  
  

New Residential Mortgage Loan Trust

 

131,548   

1.67%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(3)

     130,914  
111,290   

3.75%, 11/26/2035(1)(2)

     119,084  
102,458   

3.75%, 11/25/2056(1)(2)

     109,227  
1,606,248   

3.75%, 11/25/2058(1)(2)

     1,725,500  
153,427   

4.00%, 02/25/2057(1)(2)

     165,589  
153,561   

4.00%, 03/25/2057(1)(2)

     165,528  
114,545   

4.00%, 04/25/2057(1)(2)

     123,066  
128,829   

4.00%, 05/25/2057(1)(2)

     138,207  
273,835   

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.05%, 06/25/2036(2)

     239,390  
627,445   

PMT Credit Risk Transfer Trust
2.17%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(3)

     604,556  
1,123,921   

Structured Asset Mortgage Investments Trust
0.40%, 02/25/2036, 1 mo. USD LIBOR + 0.230%(3)

     1,010,498  
805,000   

Vericrest Opportunity Loan Trust
4.34%, 02/25/2050(1)(4)

     738,793  
25,187   

WaMu Mortgage Pass-Through Certificates Trust
0.59%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(3)

     23,904  
501,606   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
0.77%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(3)

     317,399  
4,303,156   

Wells Fargo N.A.
1.36%, 03/15/2063(2)(5)

     396,861  
     

 

 

 
        22,570,208  
     

 

 

 
   Whole Loan Collateral PAC - 0.0%

 

39,175   

Alternative Loan Trust
0.67%, 12/25/2035, 1 mo. USD LIBOR + 0.500%(3)

     19,590  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $82,358,993)

   $   77,651,476  
     

 

 

 

Corporate Bonds - 31.5%

 

   Advertising - 0.0%

 

225,000   

Lamar Media Corp.
3.75%, 02/15/2028(1)

     226,969  
     

 

 

 
   Aerospace/Defense - 0.6%

 

  

Bombardier, Inc.

 

225,000   

6.13%, 01/15/2023(1)

     193,500  
125,000   

7.88%, 04/15/2027(1)

     99,375  
1,175,000   

DAE Funding LLC
5.00%, 08/01/2024(1)

     1,087,627  
3,270,000   

Howmet Aerospace, Inc.
6.88%, 05/01/2025

     3,713,607  
475,000   

SSL Robotics LLC
9.75%, 12/31/2023(1)

     527,392  
  

TransDigm, Inc.

 

550,000   

6.25%, 03/15/2026(1)

     580,250  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       840,000   

8.00%, 12/15/2025(1)

   $ 911,400  
     

 

 

 
     7,113,151  
     

 

 

 
   Agriculture - 0.5%

 

  

Kernel Holding S.A.

 

4,650,000   

6.50%, 10/17/2024(1)

     4,605,825  
805,000   

6.50%, 10/17/2024(6)

     797,352  
     

 

 

 
     5,403,177  
     

 

 

 
   Apparel - 0.3%

 

1,195,000   

PVH Corp.
4.63%, 07/10/2025(1)

     1,220,776  
2,280,000   

William Carter Co.
5.50%, 05/15/2025(1)

     2,426,080  
     

 

 

 
     3,646,856  
     

 

 

 
   Auto Manufacturers - 0.3%

 

  

Ford Motor Co.

 

180,000   

4.75%, 01/15/2043

     164,700  
100,000   

8.50%, 04/21/2023

     111,000  
  

Ford Motor Credit Co. LLC

 

200,000   

4.54%, 08/01/2026

     206,000  
200,000   

5.13%, 06/16/2025

     213,214  
  

General Motors Co.

 

30,000   

6.13%, 10/01/2025

     35,066  
1,015,000   

6.80%, 10/01/2027

     1,235,962  
CAD    1,085,000   

Honda Canada Finance, Inc.
0.95%, 08/28/2020, 3 mo. USD LIBOR + 0.380%(3)

     810,261  
$    1,075,000   

Volkswagen Group of America Finance LLC
1.20%, 11/13/2020, 3 mo. USD LIBOR + 0.770%(1)(3)

     1,075,207  
     

 

 

 
     3,851,410  
     

 

 

 
   Auto Parts & Equipment - 0.5%

 

  

Adient Global Holdings Ltd.

 

EUR    1,675,000   

3.50%, 08/15/2024(6)

     1,808,139  
$    1,050,000   

4.88%, 08/15/2026(1)

     980,438  
1,225,000   

Clarios Global L.P.
6.75%, 05/15/2025(1)

     1,317,242  
EUR    1,255,000   

Clarios Global L.P. / Clarios U.S. Finance Co.
4.38%, 05/15/2026(6)

     1,478,328  
200,000   

LKQ European Holdings B.V.
3.63%, 04/01/2026(6)

     239,150  
     

 

 

 
     5,823,297  
     

 

 

 
   Beverages - 0.5%

 

$    2,095,000   

Anheuser-Busch InBev Worldwide, Inc.
4.50%, 06/01/2050

     2,648,399  
CAD    2,525,000   

Molson Coors International L.P.
2.75%, 09/18/2020

     1,887,553  
EUR       800,000   

Sunshine Mid B.V.
6.50%, 05/15/2026(6)

     970,518  
     

 

 

 
     5,506,470  
     

 

 

 
   Chemicals - 0.4%

 

$       685,000   

Braskem Netherlands Finance B.V.
4.50%, 01/31/2030(1)

     634,481  
125,000   

CF Industries, Inc.
5.15%, 03/15/2034

     143,750  
  

OCP S.A.

 

200,000   

4.50%, 10/22/2025(6)

     208,540  
200,000   

5.63%, 04/25/2024(6)

     215,127  
2,486,000   

Syngenta Finance N.V.
5.68%, 04/24/2048(1)

     2,696,536  
  

Yingde Gases Investment Ltd.

 

530,000   

6.25%, 01/19/2023(1)

     548,115  
630,000   

6.25%, 01/19/2023(6)

     651,532  
     

 

 

 
     5,098,081  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Commercial Banks - 4.2%

 

  

Abanca Corp. Bancaria S.A.

 

EUR       100,000   

4.63%, 04/07/2030, (4.63% fixed rate until 04/07/2025; 5 year EUR Swap + 5.014% thereafter)(6)(7)

   $ 112,517  
400,000   

6.13%, 01/18/2029, (6.13% fixed rate until 01/18/2024; 5 year EUR Swap + 5.927% thereafter)(6)(7)

     484,694  
400,000   

7.50%, 10/02/2023, (7.50% fixed rate until 10/02/2023; 5 year EUR Swap + 7.326% thereafter)(6)(7)(8)

     428,711  
200,000   

ABN Amro Bank N.V.
5.75%, 09/22/2020, (5.75% fixed rate until 09/22/2020; 5 year EUR Swap + 5.452% thereafter)(6)(7)(8)

     235,318  
  

Banca Monte dei Paschi di Siena S.p.A.

 

800,000   

5.38%, 01/18/2028, (5.38% fixed rate until 01/18/2023; 5 year EUR Swap + 5.005% thereafter)(6)(7)

     838,701  
100,000   

10.50%, 07/23/2029(6)

     130,757  
  

Banco BPM S.p.A.

 

100,000   

1.49%, 09/21/2020, 3 mo. EURIBOR + 1.880%(3)(8)

     87,875  
225,000   

8.75%, 06/18/2024, (8.75% fixed rate until 06/18/2024; 5 year EUR Swap + 8.921% thereafter)(6)(7)(8)

     249,468  
$       165,000   

Banco de Credito del Peru
3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(1)(7)

     163,680  
EUR       600,000   

Banco de Credito Social Cooperativo S.A.
7.75%, 06/07/2027, (7.75% fixed rate until 06/07/2022; 5 year EUR Swap + 7.591% thereafter)(6)(7)

     591,051  
  

Banco do Brasil S.A.

 

$       200,000   

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(1)

     208,800  
200,000   

4.75%, 03/20/2024(6)

     209,402  
225,000   

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(1)

     235,577  
365,000   

9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 10 year USD CMT + 6.362% thereafter)(6)(7)(8)

     394,565  
EUR       300,000   

Banco Santander S.A.
1.00%, 12/15/2024(2)(8)

     294,883  
$       200,000   

Bancolombia S.A.
4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(7)

     190,002  
1,000,000   

Bank of America Corp.
0.95%, 10/01/2021, 3 mo. USD LIBOR + 0.650%(3)

     1,001,090  
EUR       400,000   

Bankia S.A.
6.00%, 07/18/2022, (6.00% fixed rate until 07/18/2022; 5 year EUR Swap + 5.819% thereafter)(6)(7)(8)

     440,554  
480,000   

Barclays plc
2.00%, 02/07/2028, (2.00% fixed rate until 02/07/2023; 5 year EUR Swap + 1.900% thereafter)(6)(7)

     565,066  
$       310,000   

BBVA Global Finance Ltd.
7.00%, 12/01/2025

     347,488  
  

BNP Paribas S.A.

 

350,000   

5.13%, 11/15/2027, (5.13% fixed rate until 11/15/2027; 5 year USD Swap + 2.838% thereafter)(6)(7)(8)

     338,842  
400,000   

7.63%, 03/30/2021, (7.63% fixed rate until 03/30/2021; 5 year USD Swap + 6.314% thereafter)(1)(7)(8)

     409,100  
  

Credit Agricole S.A.

 

820,000   

6.88%, 09/23/2024, (6.88% fixed rate until 09/23/2024; 5 year USD Swap + 4.319% thereafter)(6)(7)(8)

     865,100  
GBP       200,000   

7.50%, 06/23/2026, (7.50% fixed rate until 06/23/2026; 5 year GBP Swap + 4.535% thereafter)(6)(7)(8)

     286,016  
$       225,000   

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185% thereafter)(1)(7)(8)

     262,125  
EUR       400,000   

Credit Mutuel Arkea S.A.
3.38%, 03/11/2031(6)

     533,755  
  

Credit Suisse Group AG

 

$    1,155,000   

0.55%, 02/04/2022, 3 mo. USD SOFR + 0.450%(3)

     1,154,128  
2,590,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(7)(8)

     2,758,350  
675,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(6)(7)(8)

     718,875  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       500,000   

6.38%, 08/21/2026, (6.38% fixed rate until 08/21/2026; 5 year USD CMT + 4.822% thereafter)(6)(7)(8)

   $ 526,565  
400,000   

7.25%, 09/12/2025, (7.25% fixed rate until 09/12/2025; 5 year USD CMT + 4.332% thereafter)(6)(7)(8)

     425,500  
950,000   

Credit Suisse Group Funding Guernsey Ltd.
2.56%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(3)

     963,119  
  

Danske Bank A/S

 

1,065,000   

5.00%, 01/12/2022(1)

     1,122,301  
2,805,000   

5.38%, 01/12/2024(1)

     3,167,195  
730,000   

7.00%, 06/26/2025, (7.00% fixed rate until 06/26/2025; 7 year USD CMT + 4.130% thereafter)(6)(7)(8)

     767,412  
  

DNB Bank ASA

 

350,000   

4.88%, 11/12/2024, (4.88% fixed rate until 11/12/2024; 5 year USD CMT + 3.140% thereafter)(6)(7)(8)

     347,445  
400,000   

6.50%, 03/26/2022, (6.50% fixed rate until 03/26/2022; 5 year USD Swap + 5.080% thereafter)(6)(7)(8)

     412,534  
EUR       600,000   

Erste Group Bank AG
6.50%, 04/15/2024, (6.50% fixed rate until 04/15/2024; 5 year EUR Swap + 6.204% thereafter)(6)(7)(8)

     732,357  
400,000   

FinecoBank Banca Fineco S.p.A.
5.88%, 12/03/2024, (5.88% fixed rate until 12/03/2024; 5 year EUR Swap + 6.144% thereafter)(6)(7)(8)

     470,002  
$    1,990,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     1,960,150  
200,000   

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

     204,500  
EUR       300,000   

IKB Deutsche Industriebank AG
4.00%, 01/31/2028, (4.00% fixed rate until 01/31/2023; 5 year EUR Swap + 3.617% thereafter)(6)(7)

     326,507  
  

Industrial & Commercial Bank of China Ltd.

 

$       400,000   

1.02%, 04/16/2021, 3 mo. USD LIBOR + 0.750%(3)(6)

     399,665  
400,000   

1.04%, 06/14/2021, 3 mo. USD LIBOR + 0.730%(3)(6)

     400,122  
2,290,000   

1.12%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(3)(6)

     2,288,420  
200,000   

4.88%, 09/21/2025(6)

     228,182  
  

ING Groep N.V.

 

400,000   

5.75%, 11/16/2026, (5.75% fixed rate until 11/16/2026; 5 year USD CMT + 4.342% thereafter)(7)(8)

     409,832  
275,000   

6.50%, 04/16/2025, (6.50% fixed rate until 04/16/2025; 5 year USD Swap + 4.446% thereafter)(7)(8)

     285,807  
EUR       250,000   

Intesa Sanpaolo S.p.A.
3.75%, 02/27/2025, (3.75% fixed rate until 02/27/2025; 5 year EUR Swap + 4.102% thereafter)(6)(7)(8)

     239,981  
$       310,000   

Itau Unibanco Holding S.A.
2.90%, 01/24/2023(1)

     309,616  
1,820,000   

JP Morgan Chase & Co.
2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(7)

     1,982,323  
  

Metro Bank plc

 

GBP    1,455,000   

5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)(6)(7)

     1,013,488  
265,000   

9.50%, 10/08/2025, (9.50% fixed rate until 10/08/2024; GUKG1 + 9.220% thereafter)(6)(7)

     304,825  
  

Novo Banco S.A.

 

EUR       365,000   

3.50%, 01/23/2043

     341,691  
570,000   

3.50%, 02/19/2043(6)

     533,600  
775,000   

3.50%, 03/18/2043(6)

     727,372  
  

Raiffeisen Bank International AG

 

500,000   

6.00%, 10/16/2023(6)

     662,329  
600,000   

6.13%, 12/15/2022, (6.13% fixed rate until 12/15/2022; 5 year EUR Swap + 5.954% thereafter)(6)(7)(8)

     695,215  
$       200,000   

Royal Bank of Scotland Group plc
8.63%, 08/15/2021, (8.63% fixed rate until 08/15/2021; 5 year USD Swap + 7.598% thereafter)(7)(8)

     208,958  
4,020,000   

Santander Holdings USA, Inc.
3.45%, 06/02/2025

     4,311,157  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR           250,000   

Stichting AK Rabobank Certificaten
6.50%, 12/29/2049(6)(8)

   $ 322,205  
  

UBS Group AG

 

$           200,000   

6.88%, 08/07/2025, (6.88% fixed rate until 08/07/2025; 5 year USD Swap + 4.590% thereafter)(6)(7)(8)

     215,002  
200,000   

7.00%, 01/31/2024, (7.00% fixed rate until 01/31/2024; 5 year USD Swap + 4.344% thereafter)(6)(7)(8)

     212,222  
1,300,000   

7.00%, 02/19/2025, (7.00% fixed rate until 02/19/2025; 5 year USD Swap + 4.866% thereafter)(6)(7)(8)

     1,449,500  
  

UniCredit S.p.A.

 

235,000   

5.46%, 06/30/2035, (5.46% fixed rate until 06/30/2030; 5 year USD CMT + 4.750% thereafter)(1)(7)

     242,694  
1,225,000   

6.57%, 01/14/2022(6)

     1,302,188  
2,970,000   

6.57%, 01/14/2022(1)

     3,157,143  
EUR           400,000   

Volksbank Wien AG
7.75%, 04/09/2024, (7.75% fixed rate until 04/09/2024; EUAMDB05 + 7.880% thereafter)(6)(7)(8)

     450,967  
     

 

 

 
     48,656,581  
     

 

 

 
   Commercial Services - 0.6%

 

GBP           200,000   

AA Bond Co., Ltd.
6.27%, 07/02/2043(6)

     266,249  
$           250,000   

APX Group, Inc.
6.75%, 02/15/2027(1)

     249,250  
EUR           225,000   

Arena Luxembourg Finance S.a.r.l.
1.88%, 02/01/2028(6)

     242,707  
$           275,000   

Ashtead Capital, Inc.
4.00%, 05/01/2028(1)

     286,000  
285,000   

Herc Holdings, Inc.
5.50%, 07/15/2027(1)

     301,387  
280,000   

Jaguar Holding Co.
5.00%, 06/15/2028(1)

     298,116  
  IDR 4,400,000,000   

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

     290,688  
EUR        1,860,000   

La Financiere Atalian SASU
4.00%, 05/15/2024(6)

     1,828,945  
200,000   

Loxam SAS
3.25%, 01/14/2025(6)

     226,167  
  

Q-Park Holding I B.V.

 

100,000   

1.50%, 03/01/2025(6)

     109,680  
540,000   

2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(3)

     588,704  
100,000   

2.00%, 03/01/2027(6)

     109,089  
525,000   

Refinitiv U.S. Holdings, Inc.
6.88%, 11/15/2026(6)

     661,795  
$             25,000   

Service Corp. International
5.13%, 06/01/2029

     27,625  
EUR           225,000   

Techem Verwaltungsgesellschaft 675 mbH
2.00%, 07/15/2025(6)

     253,775  
$            235,000   

United Rentals North America, Inc.
4.63%, 10/15/2025(9)

     241,756  
EUR        1,170,000   

Verisure Holding AB
3.88%, 07/15/2026(1)

     1,378,202  
     

 

 

 
     7,360,135  
     

 

 

 
   Construction Materials - 0.1%

 

$           145,000   

Builders FirstSource, Inc.
5.00%, 03/01/2030(1)

     152,076  
425,000   

Standard Industries, Inc.
4.75%, 01/15/2028(1)

     454,219  
     

 

 

 
     606,295  
     

 

 

 
   Distribution/Wholesale - 0.1%

 

135,000   

American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/2028(1)

     140,400  
120,000   

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK)
8.63%, 09/15/2024(1)(10)

     121,200  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR       225,000   

Parts Europe S.A.
6.50%, 07/16/2025(1)

   $ 268,219  
  

Performance Food Group, Inc.

 

$       280,000   

5.50%, 10/15/2027(1)

     289,100  
280,000   

6.88%, 05/01/2025(1)

     301,700  
     

 

 

 
     1,120,619  
     

 

 

 
   Diversified Financial Services - 1.5%

 

  

Credit Acceptance Corp.

 

175,000   

5.13%, 12/31/2024(1)

     178,150  
125,000   

6.63%, 03/15/2026

     130,469  
3,175,000   

CSN Islands Corp.
6.75%, 01/28/2028(1)

     2,936,875  
200,000   

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

     161,625  
225,000   

goeasy Ltd.
5.38%, 12/01/2024(1)

     233,125  
400,000   

ICBCIL Finance Co., Ltd.
1.34%, 05/15/2021, 3 mo. USD LIBOR + 0.950%(3)(6)

     398,460  
150,000   

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
5.25%, 03/15/2022(1)

     147,000  
EUR       695,000   

LeasePlan Corp. N.V.
7.38%, 05/29/2024, (7.38% fixed rate until 05/29/2024; EUAMDB05 + 7.556% thereafter)(6)(7)(8)

     814,992  
740,000   

LHC3 plc (4.13% Cash, 4.88% PIK Toogle)
4.13%, 08/15/2024(6)(10)

     870,812  
$       240,000   

Minejesa Capital B.V.
5.63%, 08/10/2037(6)

     255,600  
75,000   

Navient Corp.
6.50%, 06/15/2022

     78,375  
2,920,000   

Operadora de Servicios Mega S.A. de C.V.
8.25%, 02/11/2025(1)

     2,559,380  
5,525,000   

Power Finance Corp. Ltd.
3.95%, 04/23/2030(1)

     5,432,311  
  

Springleaf Finance Corp.

 

110,000   

5.38%, 11/15/2029

     116,061  
125,000   

6.13%, 03/15/2024

     136,074  
1,395,000   

6.63%, 01/15/2028

     1,598,600  
455,000   

8.88%, 06/01/2025

     513,012  
375,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

     387,187  
     

 

 

 
     16,948,108  
     

 

 

 
   Electric - 1.7%

 

  

Centrais Eletricas Brasileiras S.A.

 

1,130,000   

3.63%, 02/04/2025(1)

     1,123,164  
3,900,000   

4.63%, 02/04/2030(1)

     3,939,000  
200,000   

4.63%, 02/04/2030(6)

     202,000  
100,000   

Clearway Energy Operating LLC
4.75%, 03/15/2028(1)

     106,875  
2,315,000   

Dominion Energy, Inc.
3.38%, 04/01/2030

     2,675,409  
1,520,000   

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(6)

     1,492,823  
250,000   

Georgia Power Co.
4.75%, 09/01/2040

     318,777  
200,000   

Inkia Energy Ltd.
5.88%, 11/09/2027(6)

     203,660  
200,000   

Instituto Costarricense de Electricidad
6.95%, 11/10/2021(6)

     200,002  
1,000,000   

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(6)

     1,138,600  
  

Mong Duong Finance Holdings B.V.

 

2,205,000   

5.13%, 05/07/2029(1)

     2,211,905  
2,246,000   

5.13%, 05/07/2029(6)

     2,253,033  
  

Perusahaan Listrik Negara PT

 

200,000   

4.38%, 02/05/2050(6)

     221,250  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       470,000   

6.15%, 05/21/2048(6)

   $ 634,500  
  

Termocandelaria Power Ltd.

 

390,000   

7.88%, 01/30/2029(6)

     409,991  
1,035,000   

7.88%, 01/30/2029(1)

     1,088,054  
1,735,000   

Vena Energy Capital Pte Ltd.
3.13%, 02/26/2025(6)

     1,667,699  
     

 

 

 
     19,886,742  
     

 

 

 
   Electrical Components & Equipment - 0.1%

 

  

Energizer Holdings, Inc.

 

580,000   

4.75%, 06/15/2028(1)

     622,108  
305,000   

6.38%, 07/15/2026(1)

     324,825  
     

 

 

 
     946,933  
     

 

 

 
   Energy-Alternate Sources - 0.1%

 

860,000   

Greenko Mauritius Ltd.
6.25%, 02/21/2023(6)

     883,730  
     

 

 

 
   Engineering & Construction - 0.8%

 

199,116   

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

     220,204  
785,000   

Aeropuertos Dominicanos Siglo S.A.
6.75%, 03/30/2029(6)

     688,838  
392,491   

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(1)(11)

     282,103  
  

Ellaktor Value plc

 

EUR       460,000   

6.38%, 12/15/2024(1)

     416,312  
400,000   

6.38%, 12/15/2024(6)

     362,011  
$    5,338,000   

International Airport Finance S.A.
12.00%, 03/15/2033(1)

     4,530,627  
405,000   

Mexico City Airport Trust
4.25%, 10/31/2026(6)

     368,044  
1,280,000   

PowerTeam Services LLC
9.03%, 12/04/2025(1)

     1,355,840  
265,000   

SBA Tower Trust
3.17%, 04/09/2047(1)

     269,373  
675,000   

United Rentals North America Co.
3.88%, 02/15/2031

     675,000  
     

 

 

 
     9,168,352  
     

 

 

 
   Entertainment - 0.2%

 

300,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

     270,486  
EUR       205,000   

Cirsa Finance International Sarl
6.25%, 12/20/2023(6)

     222,193  
  

Colt Merger Sub, Inc.

 

$         60,000   

5.75%, 07/01/2025(1)

     62,400  
175,000   

6.25%, 07/01/2025(1)

     182,547  
610,000   

8.13%, 07/01/2027(1)

     621,437  
225,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

     204,188  
375,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

     371,100  
     

 

 

 
     1,934,351  
     

 

 

 
   Environmental Control - 0.0%

 

200,000   

Clean Harbors, Inc.
4.88%, 07/15/2027(1)

     212,022  
175,000   

Stericycle, Inc.
5.38%, 07/15/2024(1)

     184,187  
125,000   

Tervita Corp.
7.63%, 12/01/2021(1)

     98,750  
     

 

 

 
     494,959  
     

 

 

 
   Food - 1.2%

 

250,000   

B&G Foods, Inc.
5.25%, 09/15/2027

     265,760  
  

BRF S.A.

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,790,000   

4.88%, 01/24/2030(1)

   $ 1,789,463  
3,205,000   

4.88%, 01/24/2030(6)

     3,204,038  
  

Kraft Heinz Foods Co.

 

100,000   

3.75%, 04/01/2030(1)

     108,375  
85,000   

4.25%, 03/01/2031(1)

     93,826  
225,000   

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

     234,115  
  

Minerva Luxembourg S.A.

 

1,340,000   

5.88%, 01/19/2028(6)

     1,396,950  
3,565,000   

6.50%, 09/20/2026(6)

     3,737,938  
625,000   

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

     654,975  
1,320,000   

Sysco Corp.
6.60%, 04/01/2050

     1,912,357  
200,000   

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)

     206,500  
     

 

 

 
     13,604,297  
     

 

 

 
   Food Service - 0.3%

 

2,750,000   

Aramark Services, Inc.
6.38%, 05/01/2025(1)

     2,901,250  
     

 

 

 
   Forest Products & Paper - 0.1%

 

  

Celulosa Arauco y Constitucion S.A.

 

200,000   

4.20%, 01/29/2030(1)

     209,500  
200,000   

4.50%, 08/01/2024

     216,042  
200,000   

Inversiones CMPC S.A.
3.85%, 01/13/2030(6)

     209,326  
     

 

 

 
     634,868  
     

 

 

 
   Gas - 0.0%

 

350,000   

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.88%, 08/20/2026

     386,207  
     

 

 

 
   Healthcare-Products - 0.1%

 

  

Avantor Funding, Inc.

 

EUR       100,000   

3.88%, 07/15/2028(1)

     122,179  
$       770,000   

4.63%, 07/15/2028(1)

     813,505  
EUR       200,000   

Avantor, Inc.
4.75%, 10/01/2024(6)

     244,802  
$       200,000   

Hill-Rom Holdings, Inc.
4.38%, 09/15/2027(1)

     210,666  
     

 

 

 
     1,391,152  
     

 

 

 
   Healthcare-Services - 0.8%

 

460,000   

Acadia Healthcare Co., Inc.
5.50%, 07/01/2028(1)

     484,725  
  

Catalent Pharma Solutions, Inc.

 

EUR       175,000   

2.38%, 03/01/2028(6)

     197,380  
$         50,000   

5.00%, 07/15/2027(1)

     53,206  
325,000   

CHS/Community Health Systems, Inc.
6.63%, 02/15/2025(1)

     328,348  
EUR       725,000   

Constantin Investissement SASU
5.38%, 04/15/2025(6)

     853,912  
  

HCA, Inc.

 

$       475,000   

5.38%, 09/01/2026

     542,687  
200,000   

5.63%, 09/01/2028

     238,500  
125,000   

7.50%, 11/15/2095

     153,125  
EUR       100,000   

IQVIA, Inc.
2.25%, 01/15/2028(6)

     116,575  
  

Rede D’or Finance S.a.r.l.

 

$    4,675,000   

4.50%, 01/22/2030(1)

     4,189,969  
1,120,000   

4.50%, 01/22/2030(6)

     1,003,800  
700,000   

Tenet Healthcare Corp.
4.63%, 06/15/2028(1)

     736,190  
     

 

 

 
     8,898,417  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Home Builders - 0.2%

 

$     1,600,000   

Adams Homes, Inc.
7.50%, 02/15/2025(1)

   $ 1,568,000  
610,000   

Ashton Woods USA LLC / Ashton Woods Finance Co.
6.63%, 01/15/2028(1)

     614,575  
100,000   

KB Home
4.80%, 11/15/2029

     104,000  
200,000   

M/I Homes, Inc.
4.95%, 02/01/2028

     205,500  
65,000   

Taylor Morrison Communities, Inc.
5.75%, 01/15/2028(1)

     72,976  
     

 

 

 
     2,565,051  
     

 

 

 
  

Household Products/Wares - 0.1%

 

EUR        705,000   

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

     798,483  
$        100,000   

Prestige Brands, Inc.
5.13%, 01/15/2028(1)

     104,929  
     

 

 

 
     903,412  
     

 

 

 
  

Insurance - 0.9%

 

  

Acrisure LLC / Acrisure Finance, Inc.

 

350,000   

7.00%, 11/15/2025(1)

     353,538  
240,000   

8.13%, 02/15/2024(1)

     255,000  
EUR           43,000   

Aegon N.V.
0.64%, 10/15/2020, 10 year GNTH + 0.100%(3)(8)

     34,675  
$      1,740,000   

AIA Group Ltd.
3.38%, 04/07/2030(1)

     1,944,745  
EUR         525,000   

Assicurazioni Generali S.p.A.
5.50%, 10/27/2047, (5.50% fixed rate until 10/27/2027; 3 mo. EURIBOR + 5.350% thereafter)(6)(7)

     723,712  
$         200,000   

AXA S.A.
6.38%, 12/14/2036, (6.38% fixed rate until 12/14/2036; 3 mo. USD LIBOR + 2.256% thereafter)(6)(7)(8)

     265,454  
2,315,000   

Brighthouse Financial, Inc.
5.63%, 05/15/2030

     2,664,909  
  

Genworth Holdings, Inc.

 

695,000   

4.80%, 02/15/2024

     611,600  
225,000   

4.90%, 08/15/2023

     200,250  
1,270,000   

6.50%, 06/15/2034(12)

     1,047,750  
435,000   

NMI Holdings, Inc.
7.38%, 06/01/2025(1)

     472,893  
2,130,000   

Unum Group
4.50%, 03/15/2025

     2,351,329  
     

 

 

 
     10,925,855  
     

 

 

 
  

Internet - 0.1%

 

445,000   

Booking Holdings, Inc.
4.10%, 04/13/2025

     506,440  
200,000   

Prosus N.V.
4.03%, 08/03/2050(1)

     208,254  
  

Tencent Holdings Ltd.

 

200,000   

2.39%, 06/03/2030(1)

     207,856  
200,000   

3.24%, 06/03/2050(1)

     223,118  
     

 

 

 
     1,145,668  
     

 

 

 
  

Investment Company Security - 0.3%

 

2,930,000   

Greenko Mauritius Ltd.
6.25%, 02/21/2023(1)

     3,010,846  
     

 

 

 
  

Iron/Steel - 0.6%

 

1,321,000   

CSN Resources S.A.
7.63%, 04/17/2026(1)

     1,305,412  
  

Metinvest B.V.

 

EUR        1,825,000   

5.63%, 06/17/2025(1)

     1,930,485  
$        3,480,000   

7.75%, 10/17/2029(1)

     3,208,560  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        120,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

   $ 128,816  
     

 

 

 
     6,573,273  
     

 

 

 
  

IT Services - 0.3%

 

2,060,000   

Hewlett Packard Enterprise Co.
4.65%, 10/01/2024

     2,316,771  
1,105,000   

Leidos, Inc.
4.38%, 05/15/2030(1)

     1,292,021  
  

Presidio Holdings, Inc.

 

125,000   

4.88%, 02/01/2027(1)

     127,500  
130,000   

8.25%, 02/01/2028(1)

     135,200  
     

 

 

 
     3,871,492  
     

 

 

 
  

Leisure Time - 0.2%

 

  

Carnival Corp.

 

EUR        100,000   

10.13%, 02/01/2026(1)

     118,319  
$        225,000   

11.50%, 04/01/2023(1)

     244,688  
1,456,000   

Royal Caribbean Cruises Ltd.
9.13%, 06/15/2023(1)

     1,488,760  
     

 

 

 
     1,851,767  
     

 

 

 
  

Lodging - 0.3%

 

  

Boyd Gaming Corp.

 

100,000   

4.75%, 12/01/2027(1)

     96,125  
170,000   

6.38%, 04/01/2026

     173,825  
1,810,000   

8.63%, 06/01/2025(1)

     1,995,308  
325,000   

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

     321,750  
250,000   

Hilton Domestic Operating Co., Inc.
5.38%, 05/01/2025(1)

     261,375  
665,000   

Marriott International, Inc.
5.75%, 05/01/2025

     738,699  
225,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

     213,750  
     

 

 

 
     3,800,832  
     

 

 

 
  

Machinery-Diversified - 0.1%

 

865,000   

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

     903,622  
     

 

 

 
  

Media - 1.8%

 

300,000   

Altice Financing S.A.
7.50%, 05/15/2026(1)

     322,575  
2,895,000   

Cable Onda S.A.
4.50%, 01/30/2030(6)

     3,039,374  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

70,000   

4.25%, 02/01/2031(1)

     73,046  
305,000   

4.50%, 08/15/2030(1)

     323,269  
400,000   

5.75%, 02/15/2026(1)

     419,000  
  

CSC Holdings LLC

 

300,000   

5.50%, 04/15/2027(1)

     321,750  
300,000   

6.50%, 02/01/2029(1)

     343,500  
1,795,000   

Discovery Communications LLC
4.65%, 05/15/2050

     2,153,281  
  

DISH DBS Corp.

 

165,000   

5.00%, 03/15/2023

     172,022  
200,000   

5.88%, 07/15/2022

     210,500  
225,000   

5.88%, 11/15/2024

     234,608  
115,000   

7.38%, 07/01/2028(1)

     121,723  
2,100,000   

Fox Corp.
3.50%, 04/08/2030

     2,390,020  
360,000   

Gray Television, Inc.
5.13%, 10/15/2024(1)

     369,824  
2,700,000   

Houghton Mifflin Harcourt Publishers, Inc.
9.00%, 02/15/2025(1)

     2,605,500  
  

Vertical Media GmbH Co.

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR        320,000   

6.63%, 07/15/2028(1)

   $ 378,358  
$        200,000   

7.63%, 07/15/2028(1)

     212,500  
EUR        720,000   

Vertical Midco GmbH Co.
4.38%, 07/15/2027(1)

     852,246  
  

Virgin Media Secured Finance plc

 

GBP        975,000   

4.13%, 08/15/2030(1)

     1,276,275  
$     1,760,000   

4.50%, 08/15/2030(1)

     1,883,024  
GBP        790,000   

Virgin Media Vendor Financing Notes DAC
4.88%, 07/15/2028(1)

     1,047,502  
$     1,410,000   

VTR Finance N.V.
6.38%, 07/15/2028(1)

     1,502,383  
225,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

     233,438  
300,000   

Ziggo B.V.
5.50%, 01/15/2027(1)

     316,500  
     

 

 

 
     20,802,218  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

 

225,000   

Advanced Drainage Systems, Inc.
5.00%, 09/30/2027(1)

     231,750  
  

Novelis Corp.

 

150,000   

4.75%, 01/30/2030(1)

     156,491  
165,000   

5.88%, 09/30/2026(1)

     176,040  
     

 

 

 
     564,281  
     

 

 

 
  

Mining - 0.0%

 

EUR        325,000   

Constellium SE
4.25%, 02/15/2026(6)

     380,443  
$          30,000   

FMG Resources August 2006 Pty Ltd.
4.50%, 09/15/2027(1)

     32,643  
     

 

 

 
     413,086  
     

 

 

 
  

Office/Business Equipment - 0.1%

 

200,000   

CDW LLC / CDW Finance Corp.
4.13%, 05/01/2025

     211,440  
  

Xerox Corp.

 

315,000   

4.13%, 03/15/2023

     324,003  
100,000   

6.75%, 12/15/2039

     109,874  
     

 

 

 
     645,317  
     

 

 

 
  

Oil & Gas - 2.9%

 

  

Apache Corp.

 

200,000   

4.38%, 10/15/2028

     199,750  
16,000   

4.75%, 04/15/2043

     15,240  
19,000   

5.10%, 09/01/2040

     18,430  
CAD        800,000   

BP Capital Markets plc
3.50%, 11/09/2020

     601,304  
430,000   

Canadian Natural Resources Ltd.
2.89%, 08/14/2020

     321,249  
  

Continental Resources, Inc.

 

$        150,000   

4.38%, 01/15/2028

     139,920  
150,000   

4.90%, 06/01/2044

     129,188  
665,000   

Delek & Avner Tamar Bond Ltd.
5.08%, 12/30/2023(1)

     658,054  
360,000   

Diamondback Energy, Inc.
4.75%, 05/31/2025

     391,558  
  

Ecopetrol S.A.

 

115,000   

5.88%, 09/18/2023

     126,644  
4,185,000   

6.88%, 04/29/2030

     5,042,925  
200,000   

Empresa Nacional del Petroleo
3.75%, 08/05/2026(6)

     211,518  
940,000   

EOG Resources, Inc.
4.95%, 04/15/2050

     1,286,005  
125,000   

EQT Corp.
3.90%, 10/01/2027

     117,788  
2,065,000   

Equinor ASA
3.70%, 04/06/2050

     2,546,491  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        375,000   

Frontera Energy Corp.
9.70%, 06/25/2023(1)

   $ 297,188  
200,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026

     204,000  
3,265,000   

Marathon Petroleum Corp.
4.70%, 05/01/2025

     3,709,719  
2,660,000   

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

     2,021,600  
4,450,000   

NAK Naftogaz Ukraine via Kondor Finance plc
7.63%, 11/08/2026(1)

     4,282,811  
  

Occidental Petroleum Corp.

 

150,000   

3.00%, 02/15/2027

     132,375  
50,000   

3.40%, 04/15/2026

     45,250  
238,000   

4.20%, 03/15/2048

     193,446  
87,000   

4.40%, 04/15/2046

     70,879  
  

Petrobras Global Finance B.V.

 

390,000   

5.60%, 01/03/2031

     410,767  
450,000   

5.75%, 02/01/2029

     486,135  
95,000   

6.75%, 06/03/2050

     103,360  
60,000   

6.88%, 01/20/2040

     66,525  
425,000   

7.38%, 01/17/2027

     499,290  
  

Petroleos de Venezuela S.A.

 

290,000   

6.00%, 05/16/2024(13)

     7,250  
125,000   

9.00%, 11/17/2021(13)

     3,125  
  

Petroleos Mexicanos

 

10,000   

5.95%, 01/28/2031(6)

     8,600  
230,000   

6.35%, 02/12/2048

     181,114  
360,000   

6.38%, 01/23/2045

     286,164  
640,000   

6.50%, 06/02/2041

     514,240  
435,000   

6.75%, 09/21/2047

     353,437  
30,000   

6.84%, 01/23/2030(1)

     27,900  
275,000   

6.84%, 01/23/2030(6)

     255,750  
1,385,000   

7.69%, 01/23/2050(1)

     1,217,830  
710,000   

7.69%, 01/23/2050(6)

     624,303  
95,000   

QEP Resources, Inc.
5.38%, 10/01/2022

     76,000  
600,000   

Saudi Arabian Oil Co.
2.75%, 04/16/2022(1)

     616,739  
235,000   

Sinopec Group Overseas Development Ltd.
2.70%, 05/13/2030(1)

     251,581  
140,000   

SM Energy Co.
6.63%, 01/15/2027

     68,950  
225,000   

Sunoco L.P. / Sunoco Finance Corp.
6.00%, 04/15/2027

     237,375  
160,000   

Transocean, Inc.
6.80%, 03/15/2038

     41,000  
180,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     101,250  
  

WPX Energy, Inc.

 

56,000   

5.25%, 09/15/2024

     57,730  
65,000   

5.88%, 06/15/2028

     66,585  
  

YPF S.A.

 

5,005,000   

6.95%, 07/21/2027(6)

     3,741,237  
390,000   

7.00%, 12/15/2047(1)

     257,400  
140,000   

7.00%, 12/15/2047(6)

     92,400  
97,000   

8.50%, 03/23/2025(1)

     81,238  
ARS    27,918,777   

16.50%, 05/09/2022(1)

     213,940  
     

 

 

 
     33,712,547  
     

 

 

 
  

Packaging & Containers - 0.8%

 

  

ARD Finance S.A. (5.00% Cash, 5.75% PIK)

 

EUR        785,000   

5.00%, 06/30/2027(1)(10)

     900,695  
350,000   

5.00%, 06/30/2027(6)(10)

     401,584  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

200,000   

2.13%, 08/15/2026(6)

     229,995  
$    1,055,000   

5.25%, 04/30/2025(1)

     1,118,300  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     1,505,000   

5.25%, 08/15/2027(1)

   $ 1,575,389  
EUR        200,000   

Ball Corp.
1.50%, 03/15/2027

     230,525  
  

Berry Global, Inc.

 

100,000   

1.50%, 01/15/2027(6)

     113,761  
$        100,000   

5.63%, 07/15/2027(1)

     107,000  
EUR        400,000   

Crown European Holdings S.A.
2.88%, 02/01/2026(6)

     487,672  
$        265,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

     268,975  
  

Owens-Brockway Glass Container, Inc.

 

200,000   

5.88%, 08/15/2023(1)

     211,140  
175,000   

6.38%, 08/15/2025(1)

     187,250  
1,560,000   

6.63%, 05/13/2027(1)

     1,688,700  
EUR        600,000   

SIG Combibloc PurchaseCo Sarl
2.13%, 06/18/2025(1)

     721,789  
175,000   

Silgan Holdings, Inc.
2.25%, 06/01/2028

     202,534  
260,000   

Trivium Packaging Finance B.V.
3.75%, 08/15/2026(6)

     305,336  
     

 

 

 
     8,750,645  
     

 

 

 
  

Pharmaceuticals - 0.9%

 

  

Bausch Health Cos., Inc.

 

$        995,000   

5.00%, 01/30/2028(1)

     999,955  
100,000   

6.13%, 04/15/2025(1)

     103,250  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

500,000   

6.00%, 07/15/2023(1)

     398,750  
1,370,000   

6.00%, 06/30/2028(1)

     1,044,625  
908,000   

9.50%, 07/31/2027(1)

     977,235  
349,000   

Par Pharmaceutical, Inc.
7.50%, 04/01/2027(1)

     371,207  
  

Teva Pharmaceutical Finance Netherlands B.V.

 

EUR        225,000   

1.25%, 03/31/2023(6)

     249,561  
$        350,000   

2.80%, 07/21/2023

     339,430  
3,325,000   

3.15%, 10/01/2026

     3,033,098  
EUR     1,275,000   

4.50%, 03/01/2025

     1,509,312  
$        200,000   

6.75%, 03/01/2028

     222,000  
EUR        770,000   

Valeant Pharmaceuticals International, Inc.
4.50%, 05/15/2023(6)

     903,721  
     

 

 

 
     10,152,144  
     

 

 

 
  

Pipelines - 0.7%

 

$        200,000   

Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047(6)

     250,180  
140,000   

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.75%, 01/15/2028(1)

     119,364  
  

Buckeye Partners L.P.

 

465,000   

4.13%, 03/01/2025(1)

     467,325  
75,000   

4.50%, 03/01/2028(1)

     74,625  
125,000   

Cheniere Energy Partners L.P.
4.50%, 10/01/2029

     132,225  
250,000   

DCP Midstream Operating L.P.
5.38%, 07/15/2025

     263,255  
  

Energy Transfer Operating L.P.

 

1,000,000   

2.90%, 05/15/2025

     1,012,923  
1,330,000   

4.90%, 02/01/2024

     1,424,726  
105,000   

5.50%, 06/01/2027

     115,772  
  

EQM Midstream Partners L.P.

 

725,000   

6.00%, 07/01/2025(1)

     768,978  
35,000   

6.50%, 07/01/2027(1)

     38,591  
185,000   

6.50%, 07/15/2048

     184,301  
140,000   

MPLX L.P.
1.21%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(3)

     139,329  
2,285,000   

Sunoco Logistics Partners Operations L.P.
4.25%, 04/01/2024

     2,414,222  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        250,000   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
4.75%, 10/01/2023(1)

   $ 240,943  
350,000   

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

     374,500  
200,000   

Transportadora de Gas Internacional S.A. ESP
5.55%, 11/01/2028(1)

     221,002  
  

Western Midstream Operating L.P.

 

275,000   

5.05%, 02/01/2030

     278,473  
75,000   

6.25%, 02/01/2050

     74,063  
     

 

 

 
     8,594,797  
     

 

 

 
  

Real Estate Investment Trusts - 0.6%

 

930,000   

Brixmor Operating Partnership L.P.
4.05%, 07/01/2030

     979,066  
225,000   

Iron Mountain, Inc.
4.88%, 09/15/2029(1)

     234,394  
  

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.

 

1,320,000   

4.25%, 02/01/2027(1)

     1,115,400  
1,040,000   

5.25%, 10/01/2025(1)

     956,800  
3,100,000   

Scentre Group Trust 1 / Scentre Group Trust 2
4.38%, 05/28/2030(1)

     3,497,241  
  

VICI Properties L.P. / VICI Note Co., Inc.

 

145,000   

3.50%, 02/15/2025(1)

     146,812  
100,000   

3.75%, 02/15/2027(1)

     100,750  
     

 

 

 
     7,030,463  
     

 

 

 
  

Retail - 1.2%

 

  

1011778 BC ULC / New Red Finance, Inc.

 

100,000   

3.88%, 01/15/2028(1)

     103,969  
500,000   

5.00%, 10/15/2025(1)

     511,250  
1,370,000   

5.75%, 04/15/2025(1)

     1,465,749  
1,990,000   

Dollar General Corp.
4.13%, 04/03/2050

     2,511,973  
1,575,000   

Ferrellgas L.P. / Ferrellgas Finance Corp.
10.00%, 04/15/2025(1)

     1,730,531  
  

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 

125,000   

4.75%, 06/01/2027(1)

     133,613  
150,000   

5.25%, 06/01/2026(1)

     157,455  
1,920,000   

Kohl’s Corp.
9.50%, 05/15/2025

     2,270,822  
165,000   

L Brands, Inc.
6.88%, 07/01/2025(1)

     177,702  
235,000   

Lithia Motors, Inc.
4.63%, 12/15/2027(1)

     249,758  
EUR     1,250,000   

Peer Holding B.V.
0.00%, 03/08/2025, 3 mo. EURIBOR

     1,399,008  
  

PetSmart, Inc.

 

$        100,000   

5.88%, 06/01/2025(1)

     102,500  
1,515,000   

8.88%, 06/01/2025(1)(12)

     1,568,025  
20,000   

Staples, Inc.
7.50%, 04/15/2026(1)

     17,546  
1,130,000   

TJX Cos., Inc.
4.50%, 04/15/2050

     1,556,100  
225,000   

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

     241,594  
     

 

 

 
     14,197,595  
     

 

 

 
  

Savings & Loans - 0.0%

 

GBP        200,000   

Nationwide Building Society
5.88%, 12/20/2024, (5.88% fixed rate until 12/20/2024; GUKG5 + 5.390% thereafter)(6)(7)(8)

     265,233  
     

 

 

 
  

Semiconductors - 0.7%

 

$     3,460,000   

Broadcom, Inc.
4.15%, 11/15/2030(1)

     3,886,311  
200,000   

Entegris, Inc.
4.63%, 02/10/2026(1)

     207,824  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Microchip Technology, Inc.

 

$     2,460,000   

2.67%, 09/01/2023(1)

   $   2,546,706  
975,000   

4.25%, 09/01/2025(1)

     1,024,934  
275,000   

Qorvo, Inc.
4.38%, 10/15/2029(1)

     296,312  
200,000   

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

     216,000  
     

 

 

 
     8,178,087  
     

 

 

 
  

Software - 0.4%

 

540,000   

BY Crown Parent LLC / BY Bond Finance, Inc.
4.25%, 01/31/2026(1)

     559,737  
100,000   

CDK Global, Inc.
5.25%, 05/15/2029(1)

     109,505  
465,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

     475,462  
250,000   

IQVIA, Inc.
5.00%, 05/15/2027(1)

     266,797  
  

MSCI, Inc.

 

70,000   

3.88%, 02/15/2031(1)

     76,038  
250,000   

4.00%, 11/15/2029(1)

     268,750  
155,000   

Open Text Corp.
3.88%, 02/15/2028(1)

     161,154  
160,000   

Open Text Holdings, Inc.
4.13%, 02/15/2030(1)

     168,000  
2,080,000   

Oracle Corp.
3.60%, 04/01/2050

     2,489,201  
75,000   

PTC, Inc.
3.63%, 02/15/2025(1)

     77,758  
300,000   

SS&C Technologies, Inc.
5.50%, 09/30/2027(1)

     322,125  
     

 

 

 
     4,974,527  
     

 

 

 
  

Telecommunications - 2.5%

 

EUR        175,000   

Altice France Holding S.A.
8.00%, 05/15/2027(1)

     221,548  
  

Altice France S.A.

 

100,000   

3.38%, 01/15/2028(6)

     115,069  
1,300,000   

5.88%, 02/01/2027(6)

     1,632,848  
$        325,000   

7.38%, 05/01/2026(1)

     346,661  
  

AT&T, Inc.

 

755,000   

1.10%, 06/01/2021, 3 mo. USD LIBOR + 0.750%(3)

     758,211  
3,195,000   

2.75%, 06/01/2031

     3,420,640  
CAD    1,080,000   

3.83%, 11/25/2020

     814,034  
$        200,000   

Bharti Airtel International Netherlands B.V.
5.35%, 05/20/2024(6)

     215,521  
150,000   

Embarq Corp.
8.00%, 06/01/2036

     175,800  
  

Millicom International Cellular S.A.

 

200,000   

5.13%, 01/15/2028(1)

     209,276  
200,000   

6.25%, 03/25/2029(6)

     220,150  
2,405,000   

Network i2i Ltd.
5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 year USD CMT + 4.274% thereafter)(6)(7)(8)

     2,371,931  
5,820,000   

SoftBank Group Corp.
6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD ICE Swap + 4.226% thereafter)(6)(7)(8)

     5,582,463  
190,000   

Sprint Corp.
7.13%, 06/15/2024

     221,645  
  

Telecom Argentina S.A.

 

150,000   

6.50%, 06/15/2021(6)

     144,675  
2,130,000   

8.00%, 07/18/2026(1)

     2,012,637  
565,000   

8.00%, 07/18/2026(6)

     533,868  
100,000   

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

     131,350  
300,000   

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

     335,244  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     2,535,000   

Telefonica Celular del Paraguay S.A.
5.88%, 04/15/2027(1)

   $ 2,682,562  
4,010,000   

Tower Bersama Infrastructure Tbk PT
4.25%, 01/21/2025(6)

     4,012,003  
1,060,000   

VF Ukraine PAT via VFU Funding plc
6.20%, 02/11/2025(1)

     1,041,450  
1,690,000   

Vodafone Group plc
7.00%, 04/04/2079, (7.00% fixed rate until 01/04/2029; 5 year USD Swap + 4.873% thereafter)(7)

     2,033,315  
200,000   

VTR Comunicaciones S.p.A.
5.13%, 01/15/2028(1)

     212,500  
     

 

 

 
     29,445,401  
     

 

 

 
  

Toys/Games/Hobbies - 0.0%

 

400,000   

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

     428,428  
     

 

 

 
  

Transportation - 0.6%

 

2,050,000   

FedEx Corp.
4.25%, 05/15/2030

     2,459,943  
200,000   

Lima Metro Line 2 Finance Ltd.
4.35%, 04/05/2036(1)

     220,800  
  

Rumo Luxembourg S.a.r.l.

 

2,315,000   

5.25%, 01/10/2028(1)

     2,393,392  
665,000   

5.88%, 01/18/2025(6)

     698,110  
1,630,000   

7.38%, 02/09/2024(6)

     1,717,205  
     

 

 

 
     7,489,450  
     

 

 

 
  

Trucking & Leasing - 0.2%

 

100,000   

DAE Funding LLC
4.50%, 08/01/2022(6)

     98,216  
2,290,000   

GATX Corp.
4.00%, 06/30/2030

     2,570,531  
     

 

 

 
     2,668,747  
     

 

 

 
  

Water - 0.0%

 

250,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(6)

     258,677  
     

 

 

 
  

Total Corporate Bonds
(cost $349,289,226)

   $   366,615,868  
     

 

 

 

Foreign Government Obligations - 9.6%

  
  

Argentina - 0.8%

 

  

Argentine Republic Government International Bond

 

CHF     1,480,000   

3.38%, 10/12/2020(6)(13)

     702,334  
EUR     1,346,000   

3.38%, 01/15/2023(13)

     664,207  
1,090,000   

3.38%, 12/31/2038(13)

     507,295  
$     2,140,000   

3.75%, 12/31/2038(13)

     892,380  
1,110,000   

4.63%, 01/11/2023(13)

     490,076  
EUR        820,000   

5.25%, 01/15/2028(6)(13)

     377,868  
$        160,000   

5.63%, 01/26/2022(13)

     70,640  
3,563,000   

5.88%, 01/11/2028(13)

     1,496,460  
962,000   

6.63%, 07/06/2028(13)

     403,559  
225,000   

6.88%, 04/22/2021(13)

     101,025  
4,145,000   

6.88%, 01/26/2027(13)

     1,751,263  
1,325,000   

6.88%, 01/11/2048(13)

     549,875  
275,000   

7.13%, 07/06/2036(13)

     116,875  
1,235,000   

7.50%, 04/22/2026(13)

     531,050  
  

Provincia de Cordoba

 

300,000   

7.13%, 08/01/2027(6)

     189,003  
150,000   

7.45%, 09/01/2024(6)

     97,245  
     

 

 

 
     8,941,155  
     

 

 

 
  

Armenia - 0.0%

 

  

Republic of Armenia International Bond

 

200,000   

3.95%, 09/26/2029(6)

     197,564  
250,000   

7.15%, 03/26/2025(6)

     284,205  
     

 

 

 
     481,769  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Azerbaijan - 0.2%

 

  

Republic of Azerbaijan International Bond

 

$        435,000   

3.50%, 09/01/2032(6)

   $ 432,912  
780,000   

4.75%, 03/18/2024(6)

     840,143  
490,000   

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

     576,534  
     

 

 

 
     1,849,589  
     

 

 

 
  

Bahrain - 0.3%

 

  

Bahrain Government International Bond

 

1,635,000   

5.63%, 09/30/2031(1)

     1,651,350  
1,025,000   

7.38%, 05/14/2030(1)

     1,173,830  
     

 

 

 
     2,825,180  
     

 

 

 
  

Bermuda - 0.0%

 

200,000   

Bermuda Government International Bond
4.75%, 02/15/2029(1)

     235,300  
     

 

 

 
  

Brazil - 0.2%

 

  

Brazilian Government International Bond

 

200,000   

2.88%, 06/06/2025

     202,602  
200,000   

3.88%, 06/12/2030

     203,802  
400,000   

4.75%, 01/14/2050

     413,500  
1,490,000   

5.00%, 01/27/2045

     1,579,042  
     

 

 

 
     2,398,946  
     

 

 

 
  

Canada - 0.0%

 

CAD        250,000   

Ontario Hydro Corp. Coupon Strip
0.00%, 11/26/2020(11)

     186,116  
     

 

 

 
  

Colombia - 0.4%

 

  

Colombia Government International Bond

 

$     1,025,000   

3.00%, 01/30/2030

     1,055,237  
630,000   

3.13%, 04/15/2031

     652,371  
200,000   

4.00%, 02/26/2024

     213,250  
235,000   

4.13%, 05/15/2051

     261,438  
400,000   

4.50%, 03/15/2029

     454,000  
1,940,000   

5.00%, 06/15/2045

     2,391,050  
     

 

 

 
     5,027,346  
     

 

 

 
  

Croatia - 0.2%

 

  

Croatia Government International Bond

 

EUR        505,000   

1.13%, 06/19/2029(6)

     609,737  
270,000   

2.75%, 01/27/2030(6)

     370,470  
680,000   

3.00%, 03/20/2027(6)

     921,157  
     

 

 

 
     1,901,364  
     

 

 

 
  

Dominican Republic - 0.2%

 

  

Dominican Republic International Bond

 

$        250,000   

6.00%, 07/19/2028(6)

     265,625  
2,190,000   

6.40%, 06/05/2049(1)

     2,211,900  
150,000   

6.40%, 06/05/2049(6)

     151,500  
     

 

 

 
     2,629,025  
     

 

 

 
  

Ecuador - 0.0%

 

200,000   

Ecuador Government International Bond
9.50%, 03/27/2030(1)(13)

     103,500  
     

 

 

 
  

Egypt - 0.6%

 

  

Egypt Government International Bond

 

480,000   

5.58%, 02/21/2023(1)

     493,258  
300,000   

6.59%, 02/21/2028(1)

     295,875  
200,000   

7.05%, 01/15/2032(6)

     189,176  
400,000   

7.60%, 03/01/2029(1)

     407,710  
200,000   

7.60%, 03/01/2029(6)

     203,855  
3,345,000   

7.63%, 05/29/2032(1)

     3,270,406  
215,000   

7.90%, 02/21/2048(6)

     197,652  
715,000   

8.50%, 01/31/2047(6)

     705,204  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        895,000   

8.88%, 05/29/2050(1)

   $ 894,821  
     

 

 

 
     6,657,957  
     

 

 

 
  

Ethiopia - 0.0%

 

405,000   

Ethiopia International Bond
6.63%, 12/11/2024(6)

     401,120  
     

 

 

 
  

France - 0.0%

 

250,000   

Dexia Credit Local S.A.
0.65%, 09/04/2020, 3 mo. USD LIBOR + 0.320%(3)(6)

     250,075  
     

 

 

 
  

Gabon - 0.0%

 

  

Gabon Government International Bond

 

200,000   

6.63%, 02/06/2031(1)

     189,821  
200,000   

6.95%, 06/16/2025(6)

     196,025  
     

 

 

 
     385,846  
     

 

 

 
  

Ghana - 0.5%

 

  

Ghana Government International Bond

 

2,265,000   

6.38%, 02/11/2027(1)

     2,089,462  
1,160,000   

7.63%, 05/16/2029(6)

     1,079,380  
2,950,000   

7.88%, 02/11/2035(1)

     2,611,930  
200,000   

8.63%, 06/16/2049(6)

     177,000  
     

 

 

 
     5,957,772  
     

 

 

 
  

Guatemala - 0.0%

 

200,000   

Guatemala Government Bond
6.13%, 06/01/2050(1)

     243,600  
     

 

 

 
  

Honduras - 0.0%

 

150,000   

Honduras Government International Bond
5.63%, 06/24/2030(1)

     157,875  
     

 

 

 
  

Hungary - 0.2%

 

  

Hungary Government International Bond

 

EUR     1,124,000   

1.63%, 04/28/2032(6)

     1,394,205  
$        232,000   

5.38%, 02/21/2023

     256,406  
526,000   

5.75%, 11/22/2023

     604,243  
     

 

 

 
     2,254,854  
     

 

 

 
  

Indonesia - 0.7%

 

  

Indonesia Government International Bond

 

EUR        110,000   

2.15%, 07/18/2024(6)

     135,259  
210,000   

2.63%, 06/14/2023(6)

     259,768  
$        355,000   

3.38%, 04/15/2023(6)

     373,031  
200,000   

4.10%, 04/24/2028

     228,686  
400,000   

4.45%, 04/15/2070

     498,467  
820,000   

4.63%, 04/15/2043(6)

     1,006,485  
1,795,000   

4.75%, 01/08/2026(6)

     2,074,769  
550,000   

4.75%, 07/18/2047(6)

     695,267  
920,000   

5.13%, 01/15/2045(6)

     1,205,366  
  

Perusahaan Penerbit SBSN Indonesia III

 

660,000   

4.15%, 03/29/2027(6)

     737,550  
400,000   

4.33%, 05/28/2025(6)

     448,000  
     

 

 

 
     7,662,648  
     

 

 

 
  

Ivory Coast - 0.3%

 

  

Ivory Coast Government International Bond

 

EUR        995,000   

5.88%, 10/17/2031(1)

     1,087,556  
530,000   

5.88%, 10/17/2031(6)

     579,301  
1,070,000   

6.63%, 03/22/2048(6)

     1,115,082  
200,000   

6.88%, 10/17/2040(6)

     218,578  
     

 

 

 
     3,000,517  
     

 

 

 
  

Jordan - 0.1%

 

  

Jordan Government International Bond

 

$        200,000   

4.95%, 07/07/2025(1)

     199,629  
200,000   

5.75%, 01/31/2027(6)

     202,582  
200,000   

5.85%, 07/07/2030(1)

     199,958  
630,000   

6.13%, 01/29/2026(6)

     654,643  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       200,000   

7.38%, 10/10/2047(6)

   $ 208,847  
     

 

 

 
     1,465,659  
     

 

 

 
   Kenya - 0.0%

 

400,000   

Kenya Government International Bond
6.88%, 06/24/2024(6)

     405,808  
     

 

 

 
   Macedonia - 0.3%

 

EUR       405,000   

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

     487,184  
2,180,000   

North Macedonia Government International Bond
3.68%, 06/03/2026(1)

     2,718,747  
     

 

 

 
     3,205,931  
     

 

 

 
   Mexico - 0.9%

 

  

Mexico Government International Bond

 

$       631,000   

3.25%, 04/16/2030

     645,828  
605,000   

4.50%, 04/22/2029

     678,810  
4,070,000   

4.50%, 01/31/2050

     4,521,770  
1,695,000   

4.75%, 04/27/2032

     1,942,470  
146,000   

4.75%, 03/08/2044

     165,856  
2,425,000   

5.00%, 04/27/2051

     2,837,250  
     

 

 

 
     10,791,984  
     

 

 

 
   Mongolia - 0.2%

 

2,765,000   

Mongolia Government International Bond
5.13%, 12/05/2022(6)

     2,772,017  
     

 

 

 
   Morocco - 0.1%

 

  

Morocco Government International Bond

 

350,000   

4.25%, 12/11/2022(6)

     367,381  
400,000   

5.50%, 12/11/2042(6)

     504,240  
     

 

 

 
     871,621  
     

 

 

 
   Nigeria - 0.1%

 

1,285,000   

Nigeria Government International Bond
7.88%, 02/16/2032(6)

     1,238,740  
     

 

 

 
   Oman - 0.1%

 

1,180,000   

Oman Government International Bond
6.75%, 01/17/2048(6)

     1,044,385  
     

 

 

 
   Panama - 0.3%

 

  

Panama Government International Bond

 

210,000   

3.16%, 01/23/2030

     235,200  
235,000   

4.30%, 04/29/2053

     306,675  
510,000   

4.50%, 04/16/2050

     675,112  
930,000   

4.50%, 04/01/2056

     1,255,500  
465,000   

Panama Notas del Tesoro
3.75%, 04/17/2026(1)

     492,017  
     

 

 

 
     2,964,504  
     

 

 

 
   Paraguay - 0.1%

 

  

Paraguay Government International Bond

 

305,000   

4.63%, 01/25/2023(6)

     327,112  
400,000   

4.70%, 03/27/2027(6)

     458,000  
200,000   

5.60%, 03/13/2048(1)

     257,500  
200,000   

6.10%, 08/11/2044(6)

     269,500  
     

 

 

 
     1,312,112  
     

 

 

 
   Philippines - 0.2%

 

  

Philippine Government International Bond

 

970,000   

3.70%, 03/01/2041

     1,172,015  
1,055,000   

3.95%, 01/20/2040

     1,303,638  
     

 

 

 
     2,475,653  
     

 

 

 
   Qatar - 0.0%

 

310,000   

Qatar Government International Bond
2.38%, 06/02/2021(6)

     313,875  
     

 

 

 
   Romania - 0.2%

 

  

Romanian Government International Bond

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR          135,000   

2.00%, 12/08/2026(6)

   $ 162,888  
105,000   

2.00%, 01/28/2032(6)

     117,964  
120,000   

2.00%, 01/28/2032(1)

     134,816  
175,000   

2.12%, 07/16/2031(1)

     201,112  
130,000   

2.12%, 07/16/2031(6)

     149,397  
40,000   

3.38%, 02/08/2038(6)

     49,190  
88,000   

3.38%, 01/28/2050(1)

     105,967  
155,000   

3.62%, 05/26/2030(1)

     201,846  
220,000   

3.88%, 10/29/2035(6)

     287,033  
$          156,000   

4.00%, 02/14/2051(1)(12)

     163,464  
220,000   

6.13%, 01/22/2044(6)

     300,300  
     

 

 

 
     1,873,977  
     

 

 

 
   Russia - 0.6%

 

  

Russian Federal Bond - OFZ

 

RUB       5,155,000   

6.90%, 05/23/2029

     74,838  
10,745,000   

7.65%, 04/10/2030

     163,668  
8,950,000   

7.70%, 03/23/2033

     137,957  
18,650,000   

7.95%, 10/07/2026

     287,515  
1,430,000   

8.50%, 09/17/2031

     23,311  
  

Russian Foreign Bond - Eurobond

 

$          400,000   

4.25%, 06/23/2027(1)

     450,792  
600,000   

4.25%, 06/23/2027(6)

     676,188  
600,000   

4.38%, 03/21/2029(1)

     687,750  
1,800,000   

4.38%, 03/21/2029(6)

     2,063,250  
600,000   

5.10%, 03/28/2035(6)

     749,616  
1,000,000   

5.25%, 06/23/2047(6)

     1,364,600  
     

 

 

 
     6,679,485  
     

 

 

 
   Saudi Arabia - 0.0%

 

285,000   

Saudi Government International Bond
2.90%, 10/22/2025(1)

     305,024  
     

 

 

 
   Senegal - 0.5%

 

  

Senegal Government International Bond

 

EUR       3,070,000   

4.75%, 03/13/2028(6)

     3,472,886  
$       1,630,000   

6.25%, 05/23/2033(6)

     1,616,063  
405,000   

6.75%, 03/13/2048(6)

     384,766  
     

 

 

 
     5,473,715  
     

 

 

 
   Serbia - 0.1%

 

  

Serbia International Bond

 

EUR          120,000   

1.50%, 06/26/2029(1)

     134,993  
260,000   

1.50%, 06/26/2029(6)

     292,485  
185,000   

3.13%, 05/15/2027(1)

     231,814  
     

 

 

 
     659,292  
     

 

 

 
   South Africa - 0.1%

 

$              850,000   

Republic of South Africa Government International Bond
5.75%, 09/30/2049

     754,987  
100,000   

South Africa Government International Bond
6.25%, 03/08/2041

     98,259  
     

 

 

 
     853,246  
     

 

 

 
   South Korea - 0.1%

 

1,000,000   

Export-Import Bank of Korea
0.93%, 06/01/2021, 3 mo. USD LIBOR + 0.575%(3)

     1,002,722  
     

 

 

 
   Supranational - 0.0%

 

IDR     300,000,000   

International Bank for Reconstruction & Development
7.45%, 08/20/2021

     20,757  
  

International Finance Corp.

 

MXN     22,900,000   

0.00%, 02/22/2038(11)

     329,274  
IDR 1,800,000,000   

8.00%, 10/09/2023

     126,839  
     

 

 

 
     476,870  
     

 

 

 
   Tunisia - 0.1%

 

  

Banque Centrale de Tunisie International Bond

 

$          200,000   

5.75%, 01/30/2025(6)

     183,498  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR       300,000   

6.38%, 07/15/2026(6)

   $ 316,033  
100,000   

6.75%, 10/31/2023(1)

     110,713  
     

 

 

 
     610,244  
     

 

 

 
   Turkey - 0.6%

 

  

Turkey Government International Bond

 

$       215,000   

3.25%, 03/23/2023

     198,875  
1,710,000   

4.88%, 10/09/2026

     1,520,943  
820,000   

4.88%, 04/16/2043

     619,526  
1,681,000   

5.13%, 02/17/2028

     1,484,827  
2,470,000   

5.75%, 05/11/2047

     1,954,659  
510,000   

6.00%, 03/25/2027

     479,145  
835,000   

6.00%, 01/14/2041

     695,138  
     

 

 

 
     6,953,113  
     

 

 

 
   Ukraine - 0.3%

 

  

Ukraine Government International Bond

 

705,000   

7.25%, 03/15/2033(1)

     680,325  
205,000   

7.38%, 09/25/2032(1)

     201,109  
950,000   

7.38%, 09/25/2032(6)

     931,969  
620,000   

7.75%, 09/01/2022(6)

     644,431  
675,000   

7.75%, 09/01/2024(6)

     697,815  
150,000   

7.75%, 09/01/2026(6)

     153,384  
400,000   

7.75%, 09/01/2027(6)

     408,500  
     

 

 

 
     3,717,533  
     

 

 

 
   United Arab Emirates - 0.0%

 

200,000   

Abu Dhabi Government International Bond
4.13%, 10/11/2047(6)

     261,111  
     

 

 

 
   Venezuela - 0.0%

 

  

Venezuela Government International Bond

 

1,224,000   

7.75%, 10/13/2019(13)

     83,844  
380,000   

9.00%, 05/07/2023(13)

     26,030  
800,000   

9.25%, 05/07/2028(13)

     54,800  
1,355,300   

12.75%, 08/23/2022(13)

     93,245  
     

 

 

 
     257,919  
     

 

 

 
  

Total Foreign Government Obligations
(cost $113,878,400)

   $   111,538,094  
     

 

 

 

Municipal Bonds - 1.2%

 

   Education - 0.2%

 

  

Chicago, IL, Board of Education, GO

 

630,000   

5.18%, 12/01/2021

     636,955  
380,000   

6.04%, 12/01/2029

     391,343  
1,110,000   

6.14%, 12/01/2039

     1,143,200  
660,000   

6.32%, 11/01/2029

     687,615  
     

 

 

 
     2,859,113  
     

 

 

 
   General - 0.1%

 

665,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     956,529  
     

 

 

 
   General Obligation - 0.1%

 

  

State of Illinois, GO

 

523,309   

4.95%, 06/01/2023

     529,898  
70,000   

5.00%, 01/01/2023

     72,191  
935,000   

5.10%, 06/01/2033

     980,329  
150,000   

5.56%, 02/01/2021

     151,684  
     

 

 

 
     1,734,102  
     

 

 

 
   Nursing Homes - 0.2%

 

2,000,000   

Seminole Cnty. Industrial Dev Auth
6.00%, 11/15/2025

     1,966,140  
     

 

 

 
   Transportation - 0.6%

 

435,000   

Metropolitan Transportation Auth
6.73%, 11/15/2030

     533,349  
  

Metropolitan Transportation Auth, NY, Rev

 

1,150,000   

5.00%, 11/15/2050

     1,318,084  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    4,170,000   

5.18%, 11/15/2049

   $ 4,886,740  
     

 

 

 
     6,738,173  
     

 

 

 
  

Total Municipal Bonds
(cost $13,207,000)

   $   14,254,057  
     

 

 

 

Senior Floating Rate Interests - 21.2%(14)

 

   Advertising - 0.2%

 

1,404,388   

Clear Channel Outdoor Holdings, Inc.
3.76%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

     1,246,394  
643,948   

Entravision Communications Corp.
2.91%, 11/30/2024, 3 mo. USD LIBOR + 2.750%

     585,992  
     

 

 

 
     1,832,386  
     

 

 

 
   Aerospace/Defense - 0.1%

 

  

TransDigm, Inc.

 

1,351,456   

2.41%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

   $ 1,261,084  
345,612   

2.41%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

     323,085  
     

 

 

 
     1,584,169  
     

 

 

 
   Airlines - 0.1%

 

275,000   

JetBlue Airways Corp.
6.25%, 06/17/2024, 1 mo. USD LIBOR + 5.250%

     270,933  
685,000   

Mileage Plus Holdings LLC
6.25%, 06/20/2027, 1 mo. USD LIBOR + 5.250%

     682,945  
920,375   

WestJet Airlines Ltd.
4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000%

     673,539  
     

 

 

 
     1,627,417  
     

 

 

 
   Asset-Backed - Finance & Insurance - 0.0%

 

210,000   

By Crown Parent, LLC
4.00%, 01/30/2026, 1 mo. USD LIBOR + 3.000%

     208,950  
260,472   

Evertec Group LLC
3.66%, 11/27/2024, 3 mo. USD LIBOR + 3.500%

     254,721  
     

 

 

 
     463,671  
     

 

 

 
   Auto Manufacturers - 0.1%

 

1,286,511   

Navistar, Inc.
3.69%, 11/06/2024, 3 mo. USD LIBOR + 3.500%

     1,242,551  
     

 

 

 
   Auto Parts & Equipment - 0.7%

 

1,820,490   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

     1,789,396  
  

AL Alpine AT Bidco GmbH

 

EUR       260,000   

3.25%, 11/06/2025, 3 mo. EURIBOR + 3.250%

     282,225  
$       201,925   

4.21%, 11/06/2025, 1 mo. USD LIBOR + 3.000%

     179,713  
972,986   

Altra Industrial Motion Corp.
2.16%, 10/01/2025, 3 mo. USD LIBOR + 2.000%

     941,364  
EUR    1,910,000   

Clarios Global L.P.
3.75%, 04/30/2026, 3 mo. EURIBOR + 3.750%

     2,176,135  
$       154,800   

IAA, Inc.
2.44%, 06/28/2026, 3 mo. USD LIBOR + 2.250%

     151,704  
1,260,475   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     1,228,699  
830,000   

Trico Group LLC
0.00%, 02/02/2024(15)

     790,575  
     

 

 

 
     7,539,811  
     

 

 

 
   Beverages - 0.2%

 

410,850   

Refresco Holding B.V.
3.67%, 03/28/2025, 3 mo. USD LIBOR + 3.250%

     398,865  
EUR    1,400,000   

Sunshine Investments B.V.
0.00%, 03/28/2025(15)

     1,625,433  
     

 

 

 
     2,024,298  
     

 

 

 
   Chemicals - 0.7%

 

$    1,003,999   

Axalta Coating Systems U.S. Holdings, Inc.
2.06%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     981,408  
180,751   

Cabot Microelectronics Corp.
2.19%, 11/15/2025, 1 mo. USD LIBOR + 2.000%

     178,944  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR       385,920   

CTC AcquiCo GmbH
2.50%, 03/08/2025, 3 mo. EURIBOR + 2.500%

   $ 426,751  
$    1,620,917   

Element Solutions, Inc.
2.16%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

     1,573,635  
623,700   

Hexion, Inc.
3.80%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

     609,667  
284,925   

LTI Holdings, Inc.
3.67%, 09/06/2025, 3 mo. USD LIBOR + 3.500%

     249,042  
240,423   

Minerals Technologies, Inc.
3.00%, 02/14/2024, 3 mo. USD LIBOR + 2.250%

     239,673  
  

Starfruit Finco B.V.

 

1,472,772   

3.18%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

     1,422,050  
EUR       100,000   

3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

     114,026  
$    1,609,251   

Tronox Finance LLC
2.91%, 09/22/2024, 3 mo. USD LIBOR + 2.750%

     1,563,999  
  

Univar, Inc.

 

248,750   

2.16%, 11/22/2026, 1 mo. USD LIBOR + 2.000%

     241,225  
244,502   

2.41%, 07/01/2024, 3 mo. USD LIBOR + 2.250%

     239,612  
230,888   

WR Grace & Co.
2.06%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     226,847  
     

 

 

 
     8,066,879  
     

 

 

 
   Commercial Services - 2.2%

 

640,720   

Allied Universal Holdco LLC
4.41%, 07/12/2026, 1 mo. USD LIBOR + 4.250%

     631,910  
525,000   

Amentum Government Services Holdings LLC
4.16%, 02/03/2027, 1 mo. USD LIBOR + 4.000%

     521,063  
1,727,670   

APX Group, Inc.
7.25%, 12/31/2025, 1 mo. USD LIBOR + 4.000%

     1,616,097  
233,400   

Ascend Learning LLC
4.00%, 07/12/2024, 3 mo. USD LIBOR + 3.000%

     228,149  
1,646,725   

AVSC Holding Corp.
5.50%, 10/15/2026, 1 mo. USD LIBOR + 4.500%

     1,160,941  
842,022   

Belron Finance U.S. LLC
2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     823,775  
1,224,165   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     1,136,943  
1,327,668   

BrightView Landscapes LLC
2.69%, 08/15/2025, 3 mo. USD LIBOR + 2.500%

     1,297,795  
715,693   

Ceridian HCM Holding, Inc.
2.61%, 04/30/2025, 3 mo. USD LIBOR + 2.500%

     693,328  
  

Deerfield Dakota Holding LLC

 

EUR    2,225,000   

4.00%, 04/09/2027, 3 mo. EURIBOR + 4.000%

     2,532,483  
$    2,485,000   

4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

     2,446,830  
2,189,513   

Dun & Bradstreet Corp.
3.92%, 02/08/2026, 1 mo. USD LIBOR + 3.750%

     2,176,288  
51,728   

Energizer Holdings, Inc.
2.44%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

     51,210  
576,964   

Fly Funding S.a.r.l.
2.20%, 08/09/2025, 1 mo. USD LIBOR + 1.750%

     490,419  
446,625   

KAR Auction Services, Inc.
2.44%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

     429,877  
EUR       640,000   

LGC Group Holdings Ltd.
3.25%, 04/20/2027, 3 mo. EURIBOR + 3.250%

     730,850  
$    1,571,803   

Quikrete Holdings, Inc.
2.66%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

     1,515,611  
464,717   

Russell Investments U.S. Inst’l Holdco, Inc.
3.82%, 06/01/2023, 3 mo. USD LIBOR + 2.750%

     457,021  
EUR       231,666   

Techem Verwaltungsgesellschaft 675 mbH
2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625%

     266,383  
$    2,259,091   

Tempo Acquisition LLC
2.91%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

     2,198,096  
846,755   

Trans Union LLC
1.91%, 11/13/2026, 1 mo. USD LIBOR + 1.750%

     823,469  
318,400   

U.S. Ecology Holdings, Inc.
2.66%, 11/01/2026, 3 mo. USD LIBOR + 2.500%

     314,022  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR    1,150,000   

Verisure Holding AB
0.00%, 10/21/2022(15)

  

$

1,343,020

 

310,000   

Vertical Midco GmbH
0.00%, 07/14/2027(15)

     358,639  
$    1,203,521   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     1,189,681  
     

 

 

 
     25,433,900  
     

 

 

 
   Construction Materials - 0.3%

 

221,057   

Advanced Drainage Systems, Inc.
2.44%, 09/24/2026, 1 mo. USD LIBOR + 2.250%

     218,018  
1,528,266   

Brookfield WEC Holdings, Inc.
3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     1,493,116  
259,700   

Hamilton Holdco LLC
2.31%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

     252,558  
1,013,081   

NCI Building Systems, Inc.
3.93%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     990,925  
648,338   

Summit Materials Companies I LLC
2.16%, 11/21/2024, 3 mo. USD LIBOR + 2.250%

     634,560  
     

 

 

 
     3,589,177  
     

 

 

 
   Distribution/Wholesale - 0.4%

 

1,094,244   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

     1,060,738  
1,496,781   

Beacon Roofing Supply, Inc.
2.41%, 01/02/2025, 3 mo. USD LIBOR + 2.250%

     1,450,545  
  

SRS Distribution, Inc.

 

1,243,041   

4.07%, 05/24/2025, 3 mo. USD LIBOR + 3.000%

     1,199,535  
352,338   

5.32%, 05/24/2025, 1 mo. USD LIBOR + 4.250%

     345,291  
     

 

 

 
     4,056,109  
     

 

 

 
   Diversified Financial Services - 0.7%

 

EUR       177,750   

AlixPartners LLP
3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

     204,370  
$    1,352,383   

AlixPartners, LLP
2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

     1,321,954  
1,089,601   

Aretec Group, Inc.
4.41%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     998,347  
1,302,254   

Crown Finance U.S., Inc.
3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

     819,470  
EUR       436,285   

Financial & Risk U.S. Holdings, Inc.
3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

     505,088  
  

GreenSky Holdings LLC

 

$       834,587   

3.44%, 03/29/2025, 3 mo. USD LIBOR + 3.250%

     811,636  
1,050,000   

5.50%, 03/29/2025, 1 mo. USD LIBOR + 4.500%

     1,029,000  
172,813   

Minotaur Acquisition, Inc.
5.16%, 03/29/2026, 3 mo. USD LIBOR + 5.000%

     161,723  
EUR       379,236   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     430,139  
$       334,900   

Refinitiv U.S. Holdings, Inc.
3.41%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     332,151  
97,000   

RP Crown Parent LLC
2.92%, 10/12/2023, 3 mo. USD LIBOR + 2.750%(15)

     96,515  
999,771   

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     969,988  
793,578   

Victory Capital Holdings, Inc.
2.80%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

     778,365  
     

 

 

 
     8,458,746  
     

 

 

 
   Electric - 0.0%

 

319,204   

Seadrill Operating LP
7.00%, 02/21/2021, 3 mo. USD LIBOR + 6.000%

     45,187  
     

 

 

 
   Electrical Components & Equipment - 0.2%

 

1,125,000   

Virgin Media Bristol LLC
2.68%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

     1,090,193  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
EUR       700,000   

Virgin Media SFA Finance Ltd.
2.50%, 01/31/2029, 3 mo. EURIBOR + 2.500%

   $ 801,065  
     

 

 

 
     1,891,258  
     

 

 

 
   Energy-Alternate Sources - 0.1%

 

$       749,381   

BCP Renaissance Parent LLC
4.50%, 11/01/2024, 3 mo. USD LIBOR + 3.500%

     673,821  
1,051,871   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

     939,846  
     

 

 

 
     1,613,667  
     

 

 

 
   Engineering & Construction - 0.1%

 

1,020,228   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     928,836  
163,553   

DG Investment Intermediate Holdings, Inc.
3.75%, 02/03/2025, 3 mo. USD LIBOR + 3.000%

     156,909  
     

 

 

 
     1,085,745  
     

 

 

 
   Entertainment - 0.3%

 

1,145,000   

Banijay Entertainment S.A.S
0.00%, 03/01/2025(15)

     1,104,925  
689,340   

CityCenter Holdings LLC
3.00%, 04/18/2024, 3 mo. USD LIBOR + 2.250%

     636,888  
  

Motion Finco S.a.r.l.

 

EUR       335,000   

3.00%, 11/04/2026, 3 mo. EURIBOR + 3.000%

     360,930  
$         57,791   

3.56%, 11/04/2026, 1 mo. USD LIBOR + 3.250%

     51,607  
439,712   

4.32%, 11/04/2026, 1 mo. USD LIBOR + 3.250%(16)

     392,663  
1,148,039   

Scientific Games International, Inc.
3.61%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

     1,043,074  
230,888   

Wyndham Hotels & Resorts, Inc.
1.91%, 05/30/2025, 3 mo. USD LIBOR + 1.750%

     219,583  
     

 

 

 
     3,809,670  
     

 

 

 
   Environmental Control - 0.1%

 

864,366   

Advanced Disposal Services, Inc.
3.00%, 11/10/2023, 3 mo. USD LIBOR + 2.250%

     858,428  
EUR       249,546   

Fluidra S.A.
2.00%, 07/02/2025, 3 mo. EURIBOR + 2.000%

     288,735  
     

 

 

 
     1,147,163  
     

 

 

 
   Food - 0.6%

 

$       873,253   

Atkins Nutritionals Holdings, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

     871,070  
816,344   

B&G Foods, Inc.
2.66%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

     804,099  
  

Froneri International Ltd.

 

1,500,000   

2.41%, 01/31/2027, 1 mo. USD LIBOR + 2.250%

     1,436,520  
EUR    1,370,000   

2.63%, 01/31/2027, 3 mo. EURIBOR + 2.625%

     1,560,085  
$    1,359,270   

Hostess Brands LLC
3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

     1,326,417  
908,138   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

     853,649  
     

 

 

 
     6,851,840  
     

 

 

 
   Food Service - 0.2%

 

  

8th Avenue Food & Provisions, Inc.

 

221,625   

3.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

     217,913  
135,000   

7.93%, 10/01/2026, 3 mo. USD LIBOR + 7.750%

     129,150  
  

Aramark Services, Inc.

 

928,502   

1.91%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

     880,917  
488,775   

1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

     462,811  
694,603   

CHG PPC Parent LLC
2.91%, 03/30/2025, 3 mo. USD LIBOR + 2.750%

     672,028  
     

 

 

 
     2,362,819  
     

 

 

 
   Gas - 0.1%

 

EUR       100,000   

Messer Industries GmbH
2.50%, 03/01/2026, 3 mo. EURIBOR + 2.500%

     114,349  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       641,875   

Messer Industries USA, Inc.
2.81%, 03/01/2026, 3 mo. USD LIBOR + 2.500%

   $ 627,433  
     

 

 

 
     741,782  
     

 

 

 
   Healthcare-Products - 0.2%

 

124,201   

Avantor Funding, Inc.
3.25%, 11/21/2024, 1 mo. USD LIBOR + 2.250%

     123,167  
EUR       323,375   

Grifols S.A.
2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

     375,873  
$       447,500   

Lifescan Global Corp.
7.18%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     407,225  
899,431   

Parexel International Corp.
2.91%, 09/27/2024, 3 mo. USD LIBOR + 2.750%

     862,968  
     

 

 

 
     1,769,233  
     

 

 

 
   Healthcare-Services - 1.5%

 

169,650   

CDRH Parent, Inc.
5.25%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

     109,424  
204,488   

CPI Holdco LLC
4.41%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

     201,420  
733,800   

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%(16)

     657,976  
  

DuPage Medical Group Ltd.

 

473,319   

3.50%, 08/15/2024, 3 mo. USD LIBOR + 2.750%

     453,203  
205,599   

7.75%, 08/11/2025, 3 mo. USD LIBOR + 7.000%

     172,703  
451,588   

Emerald TopCo, Inc.
3.66%, 07/26/2026, 1 mo. USD LIBOR + 3.500%

     443,310  
243,163   

Ensemble RCM LLC
4.01%, 08/01/2026, 3 mo. USD LIBOR + 3.750%

     241,288  
586,075   

Envision Healthcare Corp.
3.91%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     384,272  
  

EyeCare Partners LLC

 

385,000   

3.75%, 02/20/2027, 1 mo. USD LIBOR + 0.500%(16)

     352,036  
1,645,875   

4.82%, 02/20/2027, 1 mo. USD LIBOR + 3.750%

     1,504,955  
2,002,058   

Gentiva Health Services, Inc.
3.44%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

     1,967,022  
485,043   

Global Medical Response, Inc.
4.25%, 04/28/2022, 3 mo. USD LIBOR + 3.250%

     478,577  
EUR       583,100   

IQVIA, Inc.
2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     673,984  
$       991,362   

Jaguar Holding Co.
3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     986,742  
  

MED ParentCo L.P.

 

193,828   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(16)

     175,137  
773,533   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

     698,941  
1,906,700   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     1,875,316  
1,466,602   

Pathway Vet Alliance LLC
0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%(15)

     1,436,360  
249,900   

Sound Inpatient Physicians
2.91%, 06/28/2025, 3 mo. USD LIBOR + 2.750%

     240,999  
  

Surf Holdings LLC

 

EUR       125,000   

3.50%, 03/05/2027, 3 mo. EURIBOR + 3.500%

     141,423  
$       300,000   

3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

     291,000  
184,775   

Surgery Center Holdings, Inc.
4.25%, 08/31/2024, 3 mo. USD LIBOR + 3.250%

     174,093  
706,786   

Syneos Health, Inc.
1.91%, 08/01/2024, 3 mo. USD LIBOR + 1.750%

     688,085  
367,650   

Team Health Holdings, Inc.
3.75%, 02/06/2024, 3 mo. USD LIBOR + 2.750%

     290,444  
221,061   

Verscend Holding Corp.
4.66%, 08/27/2025, 3 mo. USD LIBOR + 4.500%

     219,819  
2,582,025   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

     2,573,737  
     

 

 

 
     17,432,266  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Household Products - 0.3%

 

  

Diamond (BC) B.V.

 

$    2,000,620   

3.16%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

   $ 1,883,584  
EUR       623,927   

3.25%, 09/06/2024, 3 mo. EURIBOR + 3.250%

     683,391  
$       760,000   

6.00%, 09/06/2024, 1 mo. USD LIBOR + 5.000%

     744,800  
206,938   

Revlon Consumer Products Corp.
4.25%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

     51,275  
453,863   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     444,431  
     

 

 

 
     3,807,481  
     

 

 

 
   Housewares - 0.1%

 

1,396,419   

Hayward Industries, Inc.
3.66%, 08/04/2024, 3 mo. USD LIBOR + 3.500%

     1,355,406  
     

 

 

 
   Insurance - 1.3%

 

2,521,067   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     2,421,485  
  

Asurion LLC

 

1,172,218   

3.16%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     1,155,807  
1,917,646   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     1,886,484  
516,351   

3.16%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     507,475  
1,690,909   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

     1,703,067  
  

Hub International Ltd.

 

2,205,227   

3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     2,138,762  
1,085,173   

5.00%, 04/25/2025, 1 mo. USD LIBOR + 4.000%

     1,085,564  
EUR       825,000   

Lorca Finco plc
0.00%, 07/01/2027(15)

     949,419  
$       719,447   

NFP Corp.
3.41%, 02/13/2027, 1 mo. USD LIBOR + 3.250%

     687,525  
370,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027(15)

     367,225  
  

Sedgwick Claims Management Services, Inc.

 

1,449,442   

3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

     1,380,594  
658,350   

4.16%, 09/03/2026, 3 mo. USD LIBOR + 4.000%

     641,773  
520,000   

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

     513,068  
     

 

 

 
     15,438,248  
     

 

 

 
   IT Services - 0.1%

 

243,153   

NAB Holdings LLC
4.00%, 06/30/2024, 3 mo. USD LIBOR + 3.000%

     234,035  
670,792   

Science Applications International Corp.
2.41%, 03/13/2027, 1 mo. USD LIBOR + 2.250%

     656,960  
488,775   

VS Buyer LLC
3.42%, 03/02/2027, 1 mo. USD LIBOR + 3.250%

     478,388  
     

 

 

 
     1,369,383  
     

 

 

 
   Leisure Time - 0.7%

 

  

Caesars Resort Collection LLC

 

1,164,076   

2.91%, 12/22/2024, 3 mo. USD LIBOR + 2.750%

     1,069,204  
2,230,000   

4.69%, 07/20/2025, 1 mo. USD LIBOR + 4.500%

     2,145,684  
805,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

     787,394  
1,505,843   

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500%

     1,451,256  
1,164,976   

Golden Entertainment, Inc.
3.75%, 10/20/2024, 3 mo. USD LIBOR + 3.000%

     1,058,672  
1,493,584   

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     1,420,309  
723,067   

SRAM LLC
3.75%, 03/15/2024, 3 mo. USD LIBOR + 2.750%

     708,606  
     

 

 

 
     8,641,125  
     

 

 

 
   Lodging - 0.2%

 

1,963,395   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

     1,894,951  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Machinery-Construction & Mining - 0.1%

 

$       174,388   

Pike Corp.
4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

   $ 172,672  
410,000   

Pro Mach Group, Inc.
0.00%, 03/07/2025(15)

     390,013  
     

 

 

 
     562,685  
     

 

 

 
   Machinery-Diversified - 0.2%

 

$       161,071   

Fluidra S.A.
2.16%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     157,044  
  

Gardner Denver, Inc.

 

200,885   

1.91%, 02/28/2027, 1 mo. USD LIBOR + 1.750%

     192,799  
EUR    1,004,308   

2.00%, 02/28/2027, 3 mo. EURIBOR + 2.000%

     1,156,194  
$       625,000   

2.92%, 02/28/2027, 1 mo. USD LIBOR + 2.750%

     615,000  
356,788   

Pro Mach Group, Inc.
2.92%, 03/07/2025, 3 mo. USD LIBOR +2.750%

     330,475  
     

 

 

 
     2,451,512  
     

 

 

 
   Media - 2.4%

 

458,704   

Advantage Sales & Marketing, Inc.
4.25%, 07/25/2021, 3 mo. USD LIBOR + 3.250%

     434,049  
  

Altice Financing S.A.

 

EUR       126,425   

2.75%, 01/31/2026, 3 mo. EURIBOR + 2.750%

     142,593  
$       782,863   

2.92%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     751,548  
  

AVSC Holding Corp.

 

990,298   

4.25%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     705,310  
160,000   

8.25%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

     32,000  
EUR       275,000   

Banijay Entertainment S.A.S
0.00%, 03/04/2025(15)

     312,058  
$       936,492   

Charter Communications Operating LLC
1.92%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

     912,789  
1,500,000   

Cineworld Ltd.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 3.000%(15)(17)(18)

     1,014,165  
  

CSC Holdings LLC

 

246,811   

2.43%, 07/17/2025, 3 mo. USD LIBOR + 2.250%

     238,020  
1,817,784   

2.68%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

     1,754,925  
1,162,881   

E.W. Scripps Co.
2.66%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

     1,119,634  
849,643   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

     826,864  
987,342   

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

     878,734  
2,271,997   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

     2,200,293  
534,231   

Maxar Technologies Ltd.
2.91%, 10/05/2024, 3 mo. USD LIBOR + 2.750%

     512,531  
435,000   

MH Sub LLC
4.75%, 09/15/2024, 1 mo. USD LIBOR + 3.750%

     431,011  
935,174   

MTN Infrastructure TopCo, Inc.
4.00%, 11/17/2024, 3 mo. USD LIBOR + 3.000%

     910,233  
922,120   

NASCAR Holdings LLC
2.92%, 10/18/2026, 3 mo. USD LIBOR + 2.750%

     899,961  
  

NEP/NCP Holdco, Inc.

 

2,701,892   

3.41%, 10/20/2025, 3 mo. USD LIBOR + 3.250%

     2,224,846  
210,000   

7.16%, 10/19/2026, 3 mo. USD LIBOR + 7.000%

     154,770  
1,733,928   

Nexstar Broadcasting, Inc.
2.92%, 09/19/2026, 1 mo. USD LIBOR + 2.750%

     1,685,170  
214,463   

Nielsen Finance LLC
4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

     214,463  
EUR       763,925   

Nielsen Holding & Finance BV
3.75%, 06/04/2025, 3 mo. EURIBOR + 3.750%

     887,268  
$       773,167   

Numericable Group S.A.
2.91%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

     738,954  
391,935   

Shutterfly, Inc.
6.31%, 10/01/2026, 1 mo. USD LIBOR + 6.000%

     346,208  
770,960   

Sinclair Television Group, Inc.
2.68%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

     746,389  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        965,150   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

   $ 939,467  
740,631   

Univision Communications Inc.
4.75%, 03/24/2026, 1 mo. USD LIBOR + 3.750%

     713,413  
1,760,000   

Vertical Midco GmbH
0.00%, 07/01/2027(15)

     1,734,339  
  

Web.com Group, Inc.

 

754,429   

3.93%, 10/11/2025, 3 mo. USD LIBOR + 3.750%

     715,554  
347,609   

7.93%, 10/11/2026, 3 mo. USD LIBOR + 7.750%

     309,372  
1,091,095   

William Morris Endeavor Entertainment LLC
2.92%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

     859,783  
EUR        785,000   

Ziggo B.V.
3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000%

     894,546  
$     1,100,000   

Ziggo Financing Partnership
2.68%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

     1,055,021  
     

 

 

 
     28,296,281  
     

 

 

 
  

Metal Fabricate/Hardware - 0.2%

 

700,000   

Cardtronics USA, Inc.
5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

     694,750  
881,676   

Circor International, Inc.
4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

     856,883  
867,129   

RBS Global, Inc.
1.92%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

     854,893  
     

 

 

 
     2,406,526  
     

 

 

 
  

Miscellaneous Manufacturing - 0.5%

 

1,269,097   

Core & Main L.P.
3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

     1,233,410  
411,508   

H.B. Fuller Co.
2.19%, 10/20/2024, 3 mo. USD LIBOR + 2.000%

     400,331  
1,206,975   

Ingersoll-Rand Services Co.
1.91%, 02/28/2027, 1 mo. USD LIBOR + 1.750%

     1,158,394  
770,242   

Momentive Performance Materials, Inc.
3.42%, 05/15/2024, 3 mo. USD LIBOR + 3.250%

     721,463  
203,463   

Tamko Building Products LLC
3.41%, 05/31/2026, 3 mo. USD LIBOR + 3.250%

     199,393  
1,078,144   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     1,040,635  
493,639   

Wilsonart LLC
4.25%, 12/19/2023, 3 mo. USD LIBOR + 3.250%

     481,609  
     

 

 

 
     5,235,235  
     

 

 

 
  

Oil & Gas - 0.2%

 

  

BCP Raptor LLC

 

227,700   

4.91%, 11/03/2025, 3 mo. USD LIBOR + 4.750%

     142,996  
266,750   

5.25%, 06/30/2024, 3 mo. USD LIBOR + 4.250%

     202,396  
470,000   

California Resources Corp.
11.38%, 12/31/2021, 3 mo. USD LIBOR + 10.375%

     14,885  
1,164,537   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

     1,111,411  
86,611   

PES Holdings LLC
6.99%, 12/31/2022, 3 mo. USD LIBOR + 6.990%(13)

     18,405  
910,634   

PowerTeam Services LLC
4.25%, 03/06/2025, 3 mo. USD LIBOR + 3.250%

     868,708  
383,175   

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     333,362  
     

 

 

 
     2,692,163  
     

 

 

 
  

Oil & Gas Services - 0.2%

 

468,825   

Buckeye Partners L.P.
2.92%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

     457,545  
356,400   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     313,781  
1,658,250   

UGI Energy Services LLC
3.91%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

     1,634,073  
     

 

 

 
     2,405,399  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Packaging & Containers - 0.7%

 

$        896,025   

BellRing Brands LLC
6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

   $ 898,265  
1,513,012   

Berlin Packaging LLC
3.31%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

     1,453,248  
  

Berry Global, Inc.

 

723,174   

2.19%, 10/01/2022, 1 mo. USD LIBOR + 2.000%

     708,891  
990,000   

2.19%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

     958,548  
  

Flex Acquisition Co., Inc.

 

1,027,229   

3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

     975,384  
1,014,475   

4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     981,688  
407,950   

Pregis TopCo Corp.
4.16%, 08/01/2026, 1 mo. USD LIBOR + 4.000%

     399,689  
290,722   

Proampac PG Borrower LLC
3.89%, 11/18/2023, 3 mo. USD LIBOR + 3.500%

     281,910  
1,255,778   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     1,228,879  
     

 

 

 
     7,886,502  
     

 

 

 
  

Pharmaceuticals - 0.6%

 

  

Bausch Health Cos., Inc.

 

627,584   

2.93%, 11/27/2025, 3 mo. USD LIBOR + 2.750%

     613,727  
911,518   

3.18%, 06/01/2025, 3 mo. USD LIBOR + 3.000%

     895,712  
1,064,106   

Catalent Pharma Solutions, Inc.
3.25%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     1,055,242  
2,045,000   

Elanco Animal Health, Inc.
0.00%, 08/01/2027, 1 mo. USD LIBOR + 1.750%(15)

     1,991,319  
805,100   

Endo International PLC
5.00%, 04/27/2024, 3 mo. USD LIBOR + 4.250%

     768,597  
2,164,125   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/02/2026, 1 mo. USD LIBOR + 4.250%

     2,151,963  
     

 

 

 
     7,476,560  
     

 

 

 
  

Real Estate - 0.3%

 

246,867   

Belron Finance U.S. LLC
2.93%, 11/13/2025, 3 mo. USD LIBOR + 2.500%

     241,313  
EUR     1,180,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(15)

     1,341,332  
$     1,531,591   

VICI Properties LLC
1.93%, 12/22/2024, 1 mo. USD LIBOR + 1.750%

     1,469,975  
     

 

 

 
     3,052,620  
     

 

 

 
  

REITS - 0.0%

 

160,796   

Iron Mountain, Inc.
1.91%, 01/02/2026, 3 mo. USD LIBOR + 1.750%

     153,310  
     

 

 

 
   Retail - 0.8%

 

898,260   

B.C. Unlimited Liability Co.
1.91%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

     861,063  
841,163   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

     835,511  
284,288   

Buzz Merger Sub Ltd.
2.91%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

     275,759  
316,800   

Carrols Restaurant Group, Inc.
3.43%, 04/30/2026, 3 mo. USD LIBOR + 3.250%

     291,158  
  

Coty, Inc.

 

281,319   

2.42%, 04/05/2025, 3 mo. USD LIBOR + 2.250%

     241,583  
EUR        234,709   

2.50%, 04/05/2025, 3 mo. EURIBOR + 2.500%

     241,916  
$     1,051,646   

Harbor Freight Tools USA, Inc.
3.25%, 08/16/2023, 3 mo. USD LIBOR + 2.500%

     1,028,710  
744,289   

IRB Holding Corp.
3.75%, 02/05/2025, 1 mo. USD LIBOR + 2.750%

     697,399  
991,877   

Michaels Stores, Inc.
3.50%, 01/28/2023, 3 mo. USD LIBOR + 2.500%

     943,523  
1,251,513   

PetSmart, Inc.
0.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%(15)

     1,244,480  
333,200   

Rodan & Fields LLC
4.18%, 06/07/2025, 3 mo. USD LIBOR + 4.000%

     179,095  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        889,639   

Staples, Inc.
5.69%, 04/12/2026, 3 mo. USD LIBOR + 5.000%

   $ 763,363  
1,515,772   

U.S. Foods, Inc.
1.91%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

     1,434,299  
     

 

 

 
     9,037,859  
     

 

 

 
  

Semiconductors - 0.0%

 

278,755   

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     276,664  
     

 

 

 
  

Software - 2.1%

 

413,963   

AI Convoy (Luxembourg) S.a.r.l.
4.65%, 01/20/2027, 1 mo. USD LIBOR + 3.500%

     401,544  
EUR        365,000   

AI Convoy (Luxembourg) S.a.r.l.
3.75%, 01/20/2027, 3 mo. EURIBOR + 3.750%

     413,446  
$        609,541   

Almonde, Inc.
4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     562,978  
1,501,311   

CCC Information Services, Inc.
4.00%, 04/27/2024, 1 mo. USD LIBOR + 3.000%

     1,485,367  
1,718,814   

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     1,679,178  
1,845,375   

DCert Buyer, Inc.
4.16%, 10/16/2026, 3 mo. USD LIBOR + 4.000%

     1,813,413  
  

Epicor Software Corp.

 

1,219,910   

0.00%, 06/01/2022, 3 mo. USD LIBOR + 3.250%(15)

     1,218,897  
400,000   

0.00%, 07/30/2028(15)

     408,000  
762,034   

5.25%, 07/31/2027, 1 mo. USD LIBOR + 4.250%

     760,731  
1,909,489   

EVO Payments International LLC
3.42%, 12/22/2023, 3 mo. USD LIBOR + 3.250%

     1,859,365  
1,749,235   

Go Daddy Operating Co. LLC
1.91%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

     1,705,504  
  

Hyland Software, Inc.

 

783,522   

4.00%, 07/01/2024, 3 mo. USD LIBOR + 3.250%

     768,462  
200,000   

7.75%, 07/10/2025, 3 mo. USD LIBOR + 7.000%

     198,876  
126,534   

MA FinanceCo. LLC
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     118,731  
128,367   

McAfee LLC
3.92%, 09/29/2024, 3 mo. USD LIBOR + 3.750%

     126,994  
827,925   

Navicure, Inc.
4.16%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

     809,984  
1,843,120   

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

     1,856,944  
383,175   

Quest Software U.S. Holdings, Inc.
4.51%, 05/18/2025, 3 mo. USD LIBOR + 4.250%

     372,776  
854,518   

Seattle Spinco, Inc.
2.66%, 06/21/2024, 3 mo. USD LIBOR + 2.500%

     801,820  
2,874,671   

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

     2,783,410  
  

Ultimate Software Group, Inc.

 

1,479,349   

3.91%, 05/03/2026, 3 mo. USD LIBOR + 3.750%

     1,463,786  
1,310,000   

4.75%, 05/03/2026, 1 mo. USD LIBOR + 4.000%

     1,309,515  
1,210,113   

WEX, Inc.
2.41%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     1,166,682  
     

 

 

 
     24,086,403  
     

 

 

 
  

Telecommunications - 0.7%

 

1,962,698   

Altice France S.A.
3.86%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

     1,915,260  
711,425   

CenturyLink, Inc.
2.41%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

     684,056  
630,000   

LCPR Loan Financing LLC
5.18%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

     631,575  
472,259   

Level 3 Financing, Inc.
1.91%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

     457,010  
EUR        691,489   

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 3 mo. EURIBOR + 2.625%

     808,179  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        865,000   

T-Mobile USA, Inc.
3.16%, 04/01/2027, 1 mo. USD LIBOR + 3.000%

   $ 867,776  
1,500,000   

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

     1,437,195  
289,838   

Zacapa LLC
5.57%, 06/29/2025, 3 mo. USD LIBOR + 4.500%

     284,041  
  

Zayo Group Holdings, Inc.

 

1,107,225   

3.16%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

     1,074,008  
EUR        324,188   

3.25%, 03/09/2027, 3 mo. EURIBOR + 3.250%

     369,069  
     

 

 

 
     8,528,169  
     

 

 

 
  

Textiles - 0.1%

 

  

ASP Unifrax Holdings, Inc.

 

$        839,348   

4.82%, 12/14/2025, 3 mo. USD LIBOR + 3.750%

     710,038  
125,000   

8.81%, 12/14/2026, 3 mo. USD LIBOR + 8.500%

     100,000  
     

 

 

 
     810,038  
     

 

 

 
  

Transportation - 0.3%

 

EUR        235,000   

Boluda Corp. Maritima S.L.
3.50%, 08/01/2026, 3 mo. EURIBOR + 3.500%

     265,660  
$        262,177   

CTOS LLC
4.43%, 04/18/2025, 1 mo. USD LIBOR + 4.250%

     259,227  
835,789   

Dynasty Acquisition Co., Inc.
3.81%, 04/08/2026, 1 mo. USD LIBOR + 3.500%

     666,918  
1,995,000   

Genesee & Wyoming, Inc.
2.31%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

     1,956,357  
568,177   

Savage Enterprises LLC
3.18%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     559,513  
     

 

 

 
     3,707,675  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $254,180,832)

   $   246,241,939  
     

 

 

 

U.S. Government Agencies - 8.5%

 

  

Mortgage-Backed Agencies - 8.5%

 

  

FHLMC - 0.8%

 

$            4,776   

0.00%, 11/15/2036(11)(19)

   $ 4,600  
3,009,501   

0.08%, 10/25/2020(2)(5)

     538  
3,962,660   

1.13%, 01/25/2030(2)(5)

     359,472  
2,244,746   

1.70%, 04/25/2030(2)(5)

     305,023  
2,658,480   

1.87%, 11/25/2047(2)(5)

     354,916  
4,759,080   

1.95%, 10/25/2047(2)(5)

     672,214  
3,345,000   

2.01%, 09/25/2047(2)(5)

     343,980  
1,150,193   

2.02%, 09/25/2046(2)(5)

     166,539  
1,890,000   

2.10%, 08/25/2047(2)(5)

     282,375  
3,870,000   

2.15%, 05/25/2047(2)(5)

     412,016  
2,605,748   

2.25%, 05/25/2047(2)(5)

     410,315  
35,378   

3.00%, 03/15/2033(5)

     3,535  
1,955,000   

3.40%, 06/25/2048(2)(5)

     501,023  
2,980,008   

3.77%, 04/25/2024, 1 mo. USD LIBOR + 3.600%(3)

     2,415,709  
73,147   

4.00%, 07/15/2027(5)

     4,424  
83,330   

4.50%, 03/15/2041

     100,560  
4,025,344   

4.67%, 02/25/2024, 1 mo. USD LIBOR + 4.500%(3)

     3,186,245  
90,743   

4.75%, 07/15/2039

     103,764  
9,454   

5.50%, 08/15/2033

     11,003  
30,458   

6.50%, 07/15/2036

     35,317  
     

 

 

 
     9,673,568  
     

 

 

 
  

FNMA - 0.1%

 

$          41,852   

0.00%, 06/25/2036(11)(19)

   $ 39,303  
5,000   

2.44%, 01/01/2023

     5,181  
27,846   

2.50%, 06/25/2028(5)

     1,619  
169,997   

3.00%, 01/25/2028(5)

     10,545  
116,046   

3.10%, 04/25/2055(2)(5)

     6,828  
28,710   

3.16%, 12/01/2026

     32,150  
23,285   

3.24%, 12/01/2026

     26,169  
9,093   

3.45%, 01/01/2024

     9,798  
9,037   

3.47%, 01/01/2024

     9,738  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$           57,320   

3.50%, 05/25/2030(5)

   $ 4,829  
22,539   

3.67%, 08/01/2023

     24,186  
10,000   

3.76%, 03/01/2024

     10,864  
14,668   

3.86%, 12/01/2025

     16,640  
5,000   

3.86%, 11/01/2023

     5,439  
22,297   

3.87%, 10/01/2025

     25,128  
32,622   

3.89%, 05/01/2030

     39,263  
9,063   

3.96%, 05/01/2034

     11,246  
27,457   

4.00%, 03/25/2042(5)

     2,770  
18,915   

4.50%, 07/25/2027(5)

     1,323  
8,876   

5.47%, 05/25/2042(2)(5)

     829  
68,212   

5.50%, 04/25/2035

     81,092  
21,909   

5.50%, 04/25/2037

     25,778  
243,827   

5.50%, 06/25/2042(5)

     53,473  
     

 

 

 
        444,191  
     

 

 

 
  

GNMA - 1.0%

 

$    11,200,000   

2.50%, 08/20/2050(20)

   $ 11,833,500  
24,807   

4.00%, 05/16/2042(5)

     3,274  
60,350   

5.00%, 10/16/2041(5)

     10,554  
     

 

 

 
        11,847,328  
     

 

 

 
  

UMBS - 6.6%

 

$    26,500,000   

2.00%, 09/14/2050(20)

   $ 27,411,697  
26,500,000   

2.00%, 10/14/2050(20)

     27,356,899  
20,500,000   

2.50%, 08/13/2050(20)

     21,537,813  
     

 

 

 
        76,306,409  
     

 

 

 
        98,271,496  
     

 

 

 
  

Total U.S. Government Agencies
(cost $98,124,515)

   $ 98,271,496  
     

 

 

 

U.S. Government Securities - 14.9%

 

  

U.S. Treasury Securities - 14.9%

 

  

U.S. Treasury Bonds - 2.5%

 

$      1,590,787   

1.00%, 02/15/2048(21)

   $ 2,254,131  
4,040,000   

3.00%, 11/15/2044

     5,633,433  
920,000   

3.13%, 02/15/2043

     1,295,331  
6,740,000   

3.38%, 05/15/2044(22)(23)

     9,910,959  
5,980,000   

3.63%, 02/15/2044(22)(23)(24)

     9,094,506  
610,000   

3.75%, 11/15/2043(23)

     942,045  
     

 

 

 
        29,130,405  
     

 

 

 
  

U.S. Treasury Notes - 12.4%

 

13,763,314   

0.13%, 07/15/2030

     15,382,295  
42,000,000   

0.25%, 07/31/2025

     42,073,836  
5,604,245   

0.38%, 01/15/2027(21)(22)

     6,158,345  
535,282   

0.50%, 01/15/2028(21)

     599,152  
22,000,000   

0.63%, 05/15/2030

     22,182,187  
4,945,072   

0.88%, 01/15/2029(21)(22)

     5,761,104  
1,360,245   

1.00%, 02/15/2049(21)(23)

     1,951,414  
6,544,000   

2.63%, 02/15/2029(22)

     7,719,875  
28,525,000   

2.88%, 05/31/2025(22)

     32,170,852  
9,025,000   

3.00%, 10/31/2025

     10,318,113  
     

 

 

 
        144,317,173  
     

 

 

 
        173,447,578  
     

 

 

 
  

Total U.S. Government Securities
(cost $166,559,450)

   $   173,447,578  
     

 

 

 

Convertible Bonds - 2.7%

 

  

Airlines - 0.1%

 

823,000   

Southwest Airlines Co.
1.25%, 05/01/2025

     953,983  
     

 

 

 
  

Biotechnology - 0.1%

 

453,000   

Apellis Pharmaceuticals, Inc.
3.50%, 09/15/2026(1)

     448,114  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        895,000   

Exact Sciences Corp.
0.38%, 03/15/2027

   $ 983,624  
     

 

 

 
     1,431,738  
     

 

 

 
  

Commercial Services - 0.1%

 

EUR        100,000   

Nexi S.p.A.
1.75%, 04/24/2027(6)

     133,690  
$     1,061,000   

Square, Inc.
0.13%, 03/01/2025(1)

     1,406,067  
     

 

 

 
     1,539,757  
     

 

 

 
  

Energy-Alternate Sources - 0.1%

 

1,481,000   

Maxeon Solar Technologies Ltd.
6.50%, 07/15/2025(1)

     1,480,985  
     

 

 

 
  

Engineering & Construction - 0.1%

 

EUR        100,000   

Cellnex Telecom S.A.
1.50%, 01/16/2026(6)

     213,041  
$        800,000   

Vinci S.A.
0.38%, 02/16/2022(6)

     871,840  
     

 

 

 
     1,084,881  
     

 

 

 
  

Entertainment - 0.1%

 

640,000   

Penn National Gaming, Inc.
2.75%, 05/15/2026

     1,056,400  
     

 

 

 
  

Food - 0.1%

 

1,070,000   

Chefs’ Warehouse, Inc.
1.88%, 12/01/2024(1)

     689,399  
     

 

 

 
  

Healthcare-Products - 0.3%

 

897,000   

Insulet Corp.
0.38%, 09/01/2026(1)

     1,031,290  
609,000   

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025(1)

     565,585  
1,295,000   

NuVasive, Inc.
0.38%, 03/15/2025(1)

     1,208,465  
1,019,000   

NanoString Technologies, Inc.
2.63%, 03/01/2025(1)

     1,049,850  
     

 

 

 
     3,855,190  
     

 

 

 
  

Internet - 0.3%

 

885,000   

Ctrip.com International Ltd.
1.99%, 07/01/2025

     881,885  
785,000   

Etsy, Inc.
0.13%, 10/01/2026(1)

     1,189,686  
979,000   

Proofpoint, Inc.
0.25%, 08/15/2024(1)

     1,005,360  
     

 

 

 
     3,076,931  
     

 

 

 
  

IT Services - 0.1%

 

892,000   

Lumentum Holdings, Inc.
0.50%, 12/15/2026(1)

     1,041,777  
     

 

 

 
  

Leisure Time - 0.1%

 

781,000   

Royal Caribbean Cruises Ltd.
4.25%, 06/15/2023(1)

     740,665  
     

 

 

 
  

Lodging - 0.0%

 

25,000   

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

     38,066  
     

 

 

 
  

Media - 0.0%

 

275,000   

Scripps Escrow, Inc.
5.88%, 07/15/2027(1)

     276,375  
     

 

 

 
  

Oil & Gas - 0.1%

 

1,010,000   

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

     1,193,820  
     

 

 

 
  

Pharmaceuticals - 0.3%

 

540,000   

Aerie Pharmaceuticals, Inc.
1.50%, 10/01/2024(1)

     433,350  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        980,000   

Coherus Biosciences, Inc.
1.50%, 04/15/2026(1)

   $ 1,085,962  
913,000   

GSK Finance No 3 plc
0.00%, 06/22/2023(1)(11)

     966,639  
1,451,000   

Revance Therapeutics, Inc.
1.75%, 02/15/2027(1)(12)

     1,394,361  
     

 

 

 
     3,880,312  
     

 

 

 
  

Real Estate - 0.2%

 

EUR        700,000   

LEG Immobilien AG
0.88%, 09/01/2025(6)

     996,999  
HKD    6,000,000   

Smart Insight International Ltd.
4.50%, 12/05/2023(6)

     888,213  
     

 

 

 
     1,885,212  
     

 

 

 
  

Semiconductors - 0.0%

 

$         75,000   

Microchip Technology, Inc.
2.25%, 02/15/2037

     106,875  
     

 

 

 
  

Software - 0.6%

 

  

Alteryx, Inc.

 

135,000   

0.50%, 08/01/2024(1)

     161,372  
162,000   

1.00%, 08/01/2026(1)

     198,060  
1,250,000   

Allscripts Healthcare Solutions, Inc.
0.88%, 01/01/2027(1)

     1,129,949  
785,000   

Guidewire Software, Inc.
1.25%, 03/15/2025

     959,452  
374,000   

Health Catalyst, Inc.
2.50%, 04/15/2025(1)

     498,822  
998,000   

Pegasystems, Inc.
0.75%, 03/01/2025(1)

     1,111,818  
  

Splunk, Inc.

 

73,000   

1.13%, 06/15/2027(1)

     82,621  
585,000   

1.13%, 09/15/2025

     906,378  
150,000   

Western Digital Corp.
1.50%, 02/01/2024

     144,908  
915,000   

Workday, Inc.
0.25%, 10/01/2022

     1,230,339  
790,000   

Zynga, Inc.
0.25%, 06/01/2024

     1,056,131  
     

 

 

 
     7,479,850  
     

 

 

 
  

Total Convertible Bonds
(cost $29,570,920)

   $   31,812,216  
     

 

 

 

Common Stocks - 0.0%

 

  

Energy - 0.0%

 

32,328   

Ascent Resources - Marcellus LLC Class A*(17)(18)

     21,013  
7,026   

Foresight Energy LLC*

     63,518  
83,644,001   

KCA Deutag*(17)(18)(25)

     228,599  
3,682   

Philadelphia Energy Solutions Class A*

     37  
19,531   

Templar Energy LLC Class A*

     98  
     

 

 

 
     313,265  
     

 

 

 
  

Total Common Stocks
(cost $1,498,067)

   $ 313,265  
     

 

 

 

Escrows - 0.0%(26)

 

  

Media - 0.0%

 

325,000   

Nexstar Broadcasting, Inc.*(1)

     347,848  
     

 

 

 
  

Total Escrows
(cost $307,098)

   $ 347,848  
     

 

 

 

Preferred Stocks - 0.1%

 

  

Health Care Equipment & Services - 0.1%

 

10,460   

Change Healthcare, Inc. , 6.00%

     471,118  
     

 

 

 
  

Total Preferred Stocks
(cost $523,000)

   $ 471,118  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Convertible Preferred Stocks - 0.4%

 

  

Capital Goods - 0.1%

 

$        1,000   

Fortive Corp. Series A, 5.00%

   $ 884,220  
     

 

 

 
   Health Care Equipment & Services - 0.1%

 

19,184   

Becton Dickinson and Co. Series B, 6.00%

     1,156,795  
     

 

 

 
   Utilities - 0.2%

 

23,200   

DTE Energy Co. , 6.25%

     1,046,088  
23,750   

Southern Co. (The) Series 2019, 6.75%

     1,095,350  
     

 

 

 
        2,141,438  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $4,135,058)

   $ 4,182,453  
     

 

 

 

Warrants - 0.0%

 

  

Energy - 0.0%

 

8,370   

Ascent Resources - Marcellus LLC Expires 3/30/2023*(17)(18)

     42  
     

 

 

 
  

Total Warrants
(cost $670)

   $ 42  
     

 

 

 
  

Total Long-Term Investments
(cost $1,113,633,229)

   $   1,125,147,450  
     

 

 

 

Short-Term Investments - 9.5%

 

  

Certificates of Deposit - 0.1%

 

730,000   

Credit Agricole Corporate and Investment Bank
0.70%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(3)(27)

     730,020  
     

 

 

 
  

Commercial Paper - 0.2%

 

400,000   

Boeing Co.
2.07%, 11/12/2020(27)

     398,397  
605,000   

Intesa Funding LLC
1.76%, 08/14/2020(27)

     604,591  
250,000   

Nissan Motor Acceptance Corp.
1.39%, 01/29/2021(27)

     245,549  
1,000,000   

VW CR, Inc.
1.38%, 08/11/2020(27)

     999,583  
     

 

 

 
        2,248,120  
     

 

 

 
  

Repurchase Agreements - 9.0%

 

104,661,669   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $104,662,280; collateralized by U.S. Treasury Note at 2.625%, maturing 12/31/2025, with a market value of $106,754,996.

     104,661,669  
     

 

 

 
  

Securities Lending Collateral - 0.2%

 

124,662   

Citibank NA DDCA, 0.09%, 8/3/2020(28)

     124,662  
145,466   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(28)

     145,466  
2,223,105   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(28)

     2,223,105  
     

 

 

 
        2,493,233  
     

 

 

 
  

Total Short-Term Investments
(cost $110,135,029)

   $ 110,133,042  
     

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments Excluding Purchased Options
(cost $1,223,768,258)

     106.3%      $ 1,235,280,492  
  

Total Purchased Options
(cost $152,429)

     0.0%      $ 918  
     

 

 

    

 

 

 
  

Total Investments
(cost $1,223,920,687)

     106.3%      $ 1,235,281,410  
  

Other Assets and Liabilities

     (6.3)%        (72,717,093)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   1,162,564,317  
     

 

 

    

 

 

 

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 July 31, 2020, the aggregate value of these securities was $271,064,387, representing 23.3% 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 July 31, 2020. Base lending rates may be subject to a floor or cap.

(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)

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 July 31, 2020, the aggregate value of these securities was $135,870,715, representing 11.7% of net assets.

(7)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(8)

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

(9)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $232,259 at July 31, 2020.

(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)

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

(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 July 31, 2020.

(15)

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

(16)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2020, the aggregate value of the unfunded commitment was $1,577,812, which rounds to 0.1% of total net assets.

(17)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $1,263,819, 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.

(18)

Investment valued using significant unobservable inputs.

(19)

Securities disclosed are principal-only strips.

(20)

Represents or includes a TBA transaction.

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(21)

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

(22)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of July 31, 2020, the market value of securities pledged was $15,393,100.

(23)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $8,017,850.

(24)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $3,391,429.

(25)

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 $228,599 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      $ 228,599  

 

(26)

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

(27)

The rate shown represents current yield to maturity.

(28)

Current yield as of period end.

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description   Counter-
party
 

Exercise
Price/FX
Rate/

Rate

    Pay/
Receive
Floating
Rate
  Expiration
Date
  Notional Amount     Number of
Contracts
    Market
Value 
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57   BOA     1.70%     Pay   11/23/20   USD 6,085,000       6,085,000     $ 918     $ 152,429     $ (151,511)  

Total purchased OTC swaption contracts

        $         918     $     152,429     $         (151,511)  
             

 

 

   

 

 

   

 

 

 
OTC Swaption Contracts Outstanding at July 31, 2020  
Description   Counter-
party
 

Exercise
Price/FX
Rate/

Rate

    Pay/
Receive
Floating
Rate
  Expiration
Date
  Notional Amount     Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

Calls

 

ITRAXX.EUR.33.V1

  BOA     375.00 EUR     Pay   08/19/20   EUR       (69,125,000)       69,125,000     $ (666,903   $ (1,049,655   $ 382,752  

ITRAXX.EUR.33.V1

  GSC     350.00 EUR     Pay   08/19/20   EUR (69,125,000)       69,125,000       (270,693     (813,135     542,442  
             

 

 

   

 

 

   

 

 

 

Total Calls

 

  $ (937,596   $ (1,862,790   $ 925,194  
             

 

 

   

 

 

   

 

 

 

Written swaption contracts:

 

Puts

 

ITRAXX.EUR.33.V1

  BOA     375.00 EUR     Pay   08/19/20   EUR (69,125,000)       69,125,000     $ (876,701   $ (1,237,652   $ 360,951  

ITRAXX.EUR.33.V1

  GSC     350.00 EUR     Pay   08/19/20   EUR (69,125,000)       69,125,000       (1,398,148     (822,418     (575,730
             

 

 

   

 

 

   

 

 

 

Total Puts

 

  $ (2,274,849   $ (2,060,070   $ (214,779
             

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

 

  $   (3,212,445   $   (3,922,860   $ 710,415  
             

 

 

   

 

 

   

 

 

 

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2020  
Description    Number
of
Contracts
             Expiration Date              Current
Notional
        Amount        
     Value and
Unrealized
Appreciation/
    (Depreciation)    
 

Long position contracts:

 

Euro-Schatz Future

     5        09/08/20      $ 660,654      $ 1,137  

U.S. Treasury 2-Year Note Future

     629        09/30/20        138,999,172        142,461  

U.S. Treasury 10-Year Note Future

     424        09/21/20        59,393,125        370,143  

U.S. Treasury 10-Year Ultra Future

     96        09/21/20        15,288,000        116,950  

U.S. Treasury 5-Year Note Future

     1,109        09/30/20        139,872,625        803,214  

U.S. Treasury Long Bond Future

     114        09/21/20        20,780,062        612,042  
           

 

 

 

Total

 

   $         2,045,947  
           

 

 

 

Short position contracts:

 

Euro-BOBL Future

     57        09/08/20      $ 9,080,445      $ (71,656

Euro-BUND Future

     193        09/08/20        40,358,191        (441,327

Euro-BUXL 30-Year Bond Future

     1        09/08/20        264,850        (17,143

Long Gilt Future

     1        09/28/20        181,362        (1,585

U.S. Treasury Ultra Bond Future

     64        09/21/20        14,572,000        (900,339
           

 

 

 

Total

 

   $ (1,432,050
           

 

 

 

Total futures contracts

 

   $ 613,897  
           

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2020

 

Reference Entity   

Counter-
party

     Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
   

Market

Value

    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

    Buy protection:

 

ABX.HE.AAA.07

     GSC        USD        333,265        (0.09 %)      08/25/37        Monthly      $ 70,542      $     $ 18,299     $ (52,243

ABX.HE.AAA.07

     CSI        USD        951,758        (0.09 %)      08/25/37        Monthly        231,638              52,258       (179,380

ABX.HE.PENAAA.06

     JPM        USD        195,940        (0.11 %)      05/25/46        Monthly        21,371              17,612       (3,759

ABX.HE.PENAAA.06

     CSI        USD        307,852        (0.11 %)      05/25/46        Monthly        33,655              27,672       (5,983

CMBX.NA.AAA.12

     JPM        USD        7,435,000        (0.50 %)      08/17/61        Monthly        132,771              (16,251     (149,022

CMBX.NA.AAA.12

     GSC        USD        2,230,000        (0.50 %)      08/17/61        Monthly        5,337              (4,905     (10,242

PrimeX.ARM.2 (18)

     MSC        USD        85,677        (4.58 %)      12/25/37        Monthly               (180     (411     (231
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

      $     495,314      $ (180   $ 94,274     $     (400,860
                   

 

 

    

 

 

   

 

 

   

 

 

 
    Sell protection:

 

ABX.HE.AAA.07

     MSC        USD        333,265        0.09     08/25/37        Monthly      $ 2,817      $     $ (18,299   $ (21,116

ABX.HE.AAA.07

     MSC        USD        951,757        0.09     08/25/37        Monthly        8,096              (52,258     (60,354

ABX.HE.PENAAA.06

     BCLY        USD        503,792        0.11     05/25/46        Monthly               (12,144     (45,285     (33,141

CMBX.NA.BB.6

     CSI        USD        51,000        5.00     05/11/63        Monthly               (8,709     (25,038     (16,329

CMBX.NA.BB.6

     JPM        USD        65,000        5.00     05/11/63        Monthly               (8,962     (31,912     (22,950

CMBX.NA.BB.6

     CSI        USD        85,000        5.00     05/11/63        Monthly               (15,573     (42,084     (26,511

CMBX.NA.BB.6

     GSC        USD        82,000        5.00     05/11/63        Monthly               (8,835     (40,599     (31,764

CMBX.NA.BB.6

     CSI        USD        130,000        5.00     05/11/63        Monthly               (17,923     (64,364     (46,441

CMBX.NA.BB.6

     CSI        USD        555,000        5.00     05/11/63        Monthly               (104,574     (274,786     (170,212

CMBX.NA.BB.6

     GSC        USD        550,000        5.00     05/11/63        Monthly               (55,843     (272,310     (216,467

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (124,656     (361,430     (236,774

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (124,656     (361,430     (236,774

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (124,656     (361,430     (236,774

CMBX.NA.BB.6

     CSI        USD        830,000        5.00     05/11/63        Monthly               (141,732     (410,959     (269,227

CMBX.NA.BB.6

     CSI        USD        970,000        5.00     05/11/63        Monthly               (189,371     (480,257     (290,886

CMBX.NA.BB.6

     GSC        USD        1,155,000        5.00     05/11/63        Monthly               (197,778     (571,852     (374,074

CMBX.NA.BB.6

     MSC        USD        1,491,000        5.00     05/11/63        Monthly               (254,621     (738,328     (483,707

CMBX.NA.BB.8

     CSI        USD        34,000        5.00     10/17/57        Monthly               (8,743     (16,718     (7,975

CMBX.NA.BB.8

     DEUT        USD        365,000        5.00     10/17/57        Monthly      $      $ (84,413   $  (179,473   $ (95,060

CMBX.NA.BB.8

     GSC        USD        462,000        5.00     10/17/57        Monthly               (106,374     (227,168     (120,794

CMBX.NA.BB.8

     GSC        USD        580,000        5.00     10/17/57        Monthly               (162,157     (285,190     (123,033

CMBX.NA.BB.8

     MSC        USD        1,006,000        5.00     10/17/57        Monthly               (258,708     (494,728     (236,020

CMBX.NA.BB.8

     CSI        USD        1,325,000        5.00     10/17/57        Monthly               (340,721     (651,524     (310,803

CMBX.NA.BB.8

     CSI        USD        1,470,000        5.00     10/17/57        Monthly               (378,007     (722,844     (344,837

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Reference Entity   

Counter-
party

     Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
   

Market

Value

    Unrealized
Appreciation/
(Depreciation)
 

CMBX.NA.BBB-.6

     DEUT        USD        888,000        3.00     05/11/63        Monthly               (118,981)       (286,247)       (167,266)  

CMBX.NA.BBB-.6

     MSC        USD        1,875,000        3.00     05/11/63        Monthly               (290,617)       (604,407)       (313,790)  

CMBX.NA.BBB-.6

     DEUT        USD        1,924,000        3.00     05/11/63        Monthly               (291,981)       (620,203)       (328,222)  

CMBX.NA.BBB-.6

     CSI        USD        2,370,000        3.00     05/11/63        Monthly               (314,389)       (763,971)       (449,582)  

CMBX.NA.BBB-.6

     DEUT        USD        3,475,000        3.00     05/11/63        Monthly               (528,510)       (1,120,169)       (591,659)  

CMBX.NA.BBB-.6

     CSI        USD        850,000        3.00     05/11/63        Monthly               (117,061)       (273,998)       (156,937)  

CMBX.NA.BBB-.6

     DEUT        USD        1,205,000        3.00     05/11/63        Monthly               (171,494)       (388,432)       (216,938)  

CMBX.NA.BBB-.6

     MSC        USD        1,445,000        3.00     05/11/63        Monthly               (203,497)       (465,797)       (262,300)  

PrimeX.ARM.2 (18)

     JPM        USD        85,677        4.58     12/25/37        Monthly        2,926              411       (2,515)  
                   

 

 

    

 

 

   

 

 

   

 

 

 

      Total

 

      $ 13,839      $ (4,765,686)     $ (11,253,079)     $ (6,501,232)  
                   

 

 

    

 

 

   

 

 

   

 

 

 

      Total OTC credit default swap contracts

 

      $ 509,153      $ (4,765,866   $ (11,158,805   $ (6,902,092
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(a)

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

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2020

 

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

Credit default swaps on indices:

 

Buy protection:

 

CDX.NA.HY.34.V7

     USD        22,733,900        (5.00 %)      06/20/25        Quarterly      $ (581,275   $ (717,456   $ (136,181

CDX.NA.IG.32.V1

     USD        7,672,000        (1.00 %)      06/20/24        Quarterly        (123,304     (115,706     7,598  

CDX.NA.IG.33.V1

     USD        7,610,000        (1.00 %)      12/20/24        Quarterly        (142,020     (117,424     24,596  

CDX.NA.IG.34.V1

     USD        19,205,000        (1.00 %)      06/20/25        Quarterly        (162,213     (301,675     (139,462
                

 

 

   

 

 

   

 

 

 

Total

 

   $ (1,008,812   $ (1,252,261   $ (243,449
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.EM.33.V2

     USD        15,736,750        1.00     06/20/25        Quarterly      $ (505,692   $ (648,621   $ (142,929

CDX.NA.HY.34.V7

     USD        141,000        5.00     06/20/25        Quarterly        2,790       4,452       1,662  
                

 

 

   

 

 

   

 

 

 

Total

 

   $ (502,902   $ (644,169   $ (141,267
                

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

United Mexican States

     USD        1,610,000        (1.00 %)      06/20/25        Quarterly      $ 37,657     $ 30,897     $ (6,760
                

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Republic of Brazil

     USD        1,320,000        1.00     06/20/25        Quarterly      $ (86,772   $ (70,091   $ 16,681  

Republic of South Africa Government Bond

     USD        1,360,000        1.00     06/20/25        Quarterly        (119,116     (127,642     (8,526

Russian Federation

     USD        1,225,000        1.00     06/20/25        Quarterly        (432     (1,140     (708
                

 

 

   

 

 

   

 

 

 

Total

 

   $ (206,320   $ (198,873   $ 7,447  
                

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

   $ (1,680,377   $ (2,064,406   $ (384,029
                

 

 

   

 

 

   

 

 

 

 

(a)

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

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2020

 

Payments made by

Fund

        Payments
      received by
      Fund
  Notional Amount     Expiration
Date
  Periodic
Payment
Frequency
  Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

  0.43% Fixed   USD     10,160,000     04/07/23   Semi-Annual   $     $     $ (84,159)     $ (84,159)  

3 Mo. USD LIBOR

  2.35% Fixed   USD 9,205,000     04/09/24   Semi-Annual                 (800,929)       (800,929)  

3 Mo. USD LIBOR

  0.48% Fixed   USD 21,980,000     04/07/25   Semi-Annual                 (284,422)       (284,422)  

3 Mo. USD LIBOR

  1.71% Fixed   USD 1,180,000     10/29/29   Semi-Annual                 (137,380)       (137,380)  

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Payments made by

Fund

        Payments
      received by
      Fund
  Notional Amount     Expiration
Date
  Periodic
Payment
Frequency
  Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

  1.72% Fixed   USD     2,300,000     10/29/29   Semi-Annual                 (268,860)       (268,860)  

3 Mo. USD LIBOR

  1.72% Fixed   USD 3,820,000     10/29/29   Semi-Annual                 (448,705)       (448,705)  

3 Mo. USD LIBOR

  1.77% Fixed   USD 1,755,000     10/30/29   Semi-Annual                 (213,318)       (213,318)  

3 Mo. USD LIBOR

  0.83% Fixed   USD 4,380,000     03/20/30   Semi-Annual                 (145,775)       (145,775)  

3 Mo. USD LIBOR

  0.81% Fixed   USD 4,020,000     09/16/50   Semi-Annual     12,597             (32,558)       (45,155)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

    $ 12,597     $     $ (2,416,106   $ (2,428,703
         

 

 

   

 

 

   

 

 

   

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 2020

 

Reference Entity   Counter-
party
  Notional Amount     Payments
received
(paid) by the
Fund
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Markit iBoxx USD Liquid Leveraged Loan Index   JPM     USD  31,540,000       (1.00 %)      03/20/21       Quarterly     $     $ (9,789   $ 4,750,447     $ 4,760,236  
           

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020

 

Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
          Counterparty           Settlement
Date
      Appreciation             Depreciation      
  2,005,000     BRL     372,820      USD   GSC   09/02/20   $ 10,987     $  
  420,000     CHF     446,918      USD   SGG   10/13/20     13,306        
  225,000     CHF     234,659      USD   RBS   10/13/20     11,890        
  196,200,000     CLP     250,559      USD   HSBC   09/16/20     8,717        
  98,600,000     CLP     125,846      USD   JPM   09/16/20     4,453        
  895,800,000     COP     237,317      USD   GSC   09/16/20     1,795        
  460,900,000     COP     126,499      USD   BNP   09/16/20           (3,473
  8,780,000     CZK     372,286      USD   GSC   09/16/20     21,879        
  480,000     EUR     541,906      USD   JPM   09/16/20     24,082        
  278,000     EUR     314,878      USD   MSC   09/16/20     12,923        
  195,000     EUR     229,461      USD   BCLY   09/16/20     472        
  76,200,000     HUF     248,386      USD   MSC   09/16/20     12,159        
  40,500,000     HUF     130,558      USD   GSC   09/16/20     7,921        
  973,500,000     IDR     65,644      USD   BCLY   09/16/20     722        
      2,479,500,000     IDR     168,759      USD   JPM   09/16/20     722       (447
  17,610,000     INR     230,760      USD   BNP   09/16/20     3,537        
  9,780,000     INR     129,152      USD   BCLY   09/16/20     969        
  313,890,000     KRW     260,814      USD   HSBC   09/16/20     2,689        
  2,570,000     MXN     114,031      USD   SSG   09/17/20     733        
  965,000     PLN     244,917      USD   BNP   09/16/20     12,822        
  11,640,000     RUB     162,343      USD   JPM   09/16/20           (6,328
  515,000     SGD     369,930      USD   HSBC   09/16/20     4,919        
  4,210,000     THB     132,640      USD   BOA   09/16/20     2,353        
  7,560,000     THB     243,009      USD   JPM   09/16/20           (598
  125,092     USD     665,000      BRL   GSC   09/02/20           (2,205
  327,196     USD     430,000      CAD   CBK   08/14/20     6,157        
  837,034     USD     1,085,000      CAD   DEUT   08/28/20     26,949        
  1,922,914     USD     2,525,000      CAD   MSC   09/18/20     37,591        
  596,209     USD     800,000      CAD   GSC   11/09/20           (1,194
  815,899     USD     1,080,000      CAD   HSBC   11/25/20     9,375        
  190,176     USD     250,000      CAD   MSC   11/27/20     3,479        
  535,932     USD     500,000      CHF   HSBC   10/13/20           (11,954
  1,052,748     USD     980,000      CHF   BNP   10/13/20           (21,108
  110,435     USD     89,900,000      CLP   HSBC   09/16/20           (8,366
  109,782     USD     413,300,000      COP   GSC   09/16/20           (539
  112,788     USD     2,690,000      CZK   GSC   09/16/20   $     $ (7,975
  588,768     USD     497,630      EUR   DEUT   08/31/20     2,201        
  133,179     USD     113,000      EUR   SSG   08/31/20           (16
  52,169     USD     45,000      EUR   SCB   08/31/20           (873
  738,351     USD     632,000      EUR   BCLY   08/31/20           (6,601
  14,213,000     USD     12,128,996      EUR   BNP   08/31/20           (83,698
  41,393,596     USD     35,393,700      EUR   JPM   08/31/20     3,519       (329,209
  32,962     USD     29,000      EUR   SSG   09/16/20           (1,234
  89,357     USD     77,000      EUR   GSC   09/16/20           (1,436
  262,759     USD     226,000      EUR   ANZ   09/16/20           (3,727

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
           Counterparty            Settlement
Date
       Appreciation              Depreciation      
  175,856      USD      156,000              EUR          CBK    09/16/20             (8,090
  445,764      USD      385,000        EUR    BNP    09/16/20             (8,205
  213,485      USD      189,000        EUR    BCLY    09/16/20             (9,372
  3,610,163      USD      3,076,000        EUR    HSBC    09/16/20             (16,877
  1,285,156      USD      1,126,000        EUR    MSC    09/16/20             (42,558
  16,530,178      USD      14,646,051        EUR    JPM    09/16/20             (739,594
  136,054      USD      104,000        GBP    SSG    08/28/20             (103
  917,700      USD      716,000        GBP    TDB    08/28/20             (19,691
  947,703      USD      748,000        GBP    BNP    09/16/20             (31,681
  869,666      USD      6,746,000        HKD    JPM    09/16/20             (754
  113,471      USD      35,800,000        HUF    JPM    09/16/20             (8,938
  130,162      USD      1,888,000,000        IDR    GSC    09/16/20      1,452         
  102,164      USD      7,790,000        INR    HSBC    09/16/20             (1,480
  24,305      USD      550,000        MXN    HSBC    09/17/20             (255
  149,058      USD      3,440,000        MXN    SSG    09/17/20             (4,556
  129,683      USD      510,000        PLN    BNP    09/16/20             (6,532
  114,407      USD      455,000        PLN    GSC    09/16/20             (7,117
      463,581      USD      32,198,000        RUB    JPM    09/16/20      32,018         
  187,258      USD      13,080,000        RUB    BOA    09/16/20      11,942         
  111,391      USD      155,000        SGD    JPM    09/16/20             (1,428
  115,136      USD      3,560,000        THB    GSC    09/16/20      985         
 

    Total Foreign Currency Contracts

   $ 295,718      $ (1,398,212

Foreign Cross Currency Contracts Outstanding at July 31, 2020

 

Contract Amount      Counterparty    Delivery Date    Contract Amount        Unrealized
Appreciation/
(Depreciation)
 

EUR

     14,385      DEUT    08/28/20    GBP      14,401        $ (16

EUR

                 2,666,717      DEUT    08/28/20    GBP                  2,706,127          (39,410

GBP

     315,518      DEUT    08/28/20    EUR      315,728          (209
                   

 

 

 

                             Total foreign cross currency contracts

 

     $ (39,635
                   

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
ANZ    Australia and New Zealand Banking Group
BCLY    Barclays
BNP    BNP Paribas Securities Services
BOA    Banc of America Securities LLC
CBK    Citibank NA
CSI    Credit Suisse International
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
HSBC    HSBC Bank USA
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
RBS    RBS Greenwich Capital
SCB    Standard Chartered Bank
SGG    Societe Generale Group
SSG    State Street Global Markets LLC
TDB    Toronto-Dominion Bank
Currency Abbreviations:
ARS    Argentine Peso
BRL    Brazilian Real
CAD    Canadian Dollar
CHF    Swiss Franc
CLP    Chilean Peso
COP    Colombian Peso
CZK    Czech Koruna
EUR    Euro
GBP    British Pound

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

HKD    Hong Kong Dollar
HUF    Hungarian Forint
IDR    Indonesian Rupiah
INR    Indian Rupee
KRW    South Korean Won
MXN    Mexican Peso
PLN    Polish Zloty
RUB    Russian Ruble
SGD    Singapore Dollar
THB    Thai Baht
USD    United States Dollar
Index Abbreviations:
ABX.HE    Markit Asset Backed Security Home Equity
ABX.HE.PEN    Markit Asset Backed Security Home Equity Penultimate
CDX.EM    Credit Derivatives Emerging Markets
CDX.NA.HY    Credit Derivatives North American High Yield
CDX.NA.IG    Credit Derivatives North American Investment Grade
CMBX.NA    Markit Commercial Mortgage Backed North American
CMT    Constant Maturity Treasury Index
CPI    Consumer Price Index
ICE    Intercontinental Exchange, Inc.
ITRAXX.EUR    Markit iTraxx - Europe
MSCI    Morgan Stanley Capital International
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security
iBoxx    Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Other Abbreviations:
CJSC    Closed Joint Stock Company
CMO    Collateralized Mortgage Obligation
DDCA    Dollars on Deposit in Custody Account
EM    Emerging Markets
EURIBOR    Euro Interbank Offered Rate
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
GUKG5    UK Government Bonds 5 Year Note Generic Bid Yield
LIBOR    London Interbank Offered Rate
MSCI    Morgan Stanley Capital International
OTC    Over-the-Counter
PAC    Planned Amortization Class
PIK    Payment-in-kind
PT    Perseroan Terbatas
SOFR    Secured Overnight Financing Rate
TBA    To Be Announced
UMBS    Uniform Mortgage-Backed Securities
Municipal Abbreviations:
Auth    Authority
Dev    Development
GO    General Obligation
Rev    Revenue

 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                               

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 77,651,476     $     $ 77,651,476     $  

Corporate Bonds

     366,615,868             366,615,868        

Foreign Government Obligations

     111,538,094             111,538,094        

Municipal Bonds

     14,254,057             14,254,057        

Senior Floating Rate Interests

     246,241,939             245,227,774       1,014,165  

U.S. Government Agencies

     98,271,496             98,271,496        

U.S. Government Securities

     173,447,578             173,447,578        

Convertible Bonds

     31,812,216             31,812,216        

Common Stocks

 

Energy

     313,265             63,653       249,612  

Escrows

     347,848             347,848        

Preferred Stocks

     471,118       471,118              

Convertible Preferred Stocks

     4,182,453       4,182,453              

Warrants

     42                   42  

Short-Term Investments

     110,133,042       2,493,233       107,639,809        

Purchased Options

     918             918        

Foreign Currency Contracts(2)

     295,718             295,718        

Futures Contracts(2)

     2,045,947       2,045,947              

Swaps - Credit Default(2)

     50,537             50,537        

Swaps - Total Return(2)

     4,760,236             4,760,236        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 1,242,433,848     $ 9,192,751     $ 1,231,977,278     $ 1,263,819  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,437,847   $     $ (1,437,847   $  

Futures Contracts(2)

     (1,432,050     (1,432,050            

Swaps - Credit Default(2)

     (7,336,658           (7,333,912     (2,746

Swaps - Interest Rate(2)

     (2,428,703           (2,428,703      

Written Options

     (3,212,445           (3,212,445      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (15,847,703   $ (1,432,050   $ (14,412,907   $ (2,746
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 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 period ended July 31, 2020 is not presented.

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Asset & Commercial Mortgage-Backed Securities - 21.4%

 

  

Asset-Backed - Automobile - 0.7%

 

$    2,320,000   

AmeriCredit Automobile Receivables Trust
2.58%, 09/18/2025

   $ 2,323,003  
39,465   

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

     39,496  
426,630   

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

     427,556  
2,000,000   

Drive Auto Receivables Trust
2.70%, 02/16/2027

     2,015,542  
4,600,000   

Exeter Automobile Receivables Trust
2.58%, 09/15/2025(1)

     4,624,782  
1,330,000   

Ford Credit Auto Owner Trust
3.61%, 01/15/2030(1)

     1,388,552  
385,000   

Toyota Auto Loan Extended Note Trust
2.56%, 11/25/2031(1)

     411,295  
  

Westlake Automobile Receivables Trust

 

3,400,000   

2.72%, 11/15/2024(1)

     3,450,036  
4,310,000   

3.28%, 12/15/2022(1)

     4,349,779  
     

 

 

 
        19,030,041  
     

 

 

 
   Asset-Backed - Finance & Insurance - 4.3%

 

1,463,716   

AIMCO CLO Ltd.
1.13%, 01/15/2028, 3 mo. USD LIBOR + 0.850%(1)(2)

     1,449,748  
3,914,568   

Apex Credit CLO Ltd.
1.73%, 04/24/2029, 3 mo. USD LIBOR + 1.470%(1)(2)

     3,863,506  
6,154,713   

Atrium
1.09%, 04/22/2027, 3 mo. USD LIBOR + 0.830%(1)(2)

     6,050,871  
859,190   

Avery Point CLO Ltd.
1.35%, 04/25/2026, 3 mo. USD LIBOR + 1.100%(1)(2)

     854,872  
55,231   

Babson CLO Ltd.
1.42%, 07/20/2025, 3 mo. USD LIBOR + 1.150%(1)(2)

     55,035  
  

Bayview Koitere Fund Trust

 

4,066,997   

3.50%, 07/28/2057(1)(3)

     4,198,246  
1,528,404   

4.00%, 11/28/2053(1)(3)

     1,582,742  
2,691,374   

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(3)

     2,713,929  
  

Bayview Opportunity Master Fund Trust

 

1,702,896   

3.50%, 01/28/2055(1)(3)

     1,730,919  
2,051,188   

3.50%, 06/28/2057(1)(3)

     2,112,208  
3,957,977   

3.50%, 10/28/2057(1)(3)

     4,034,089  
3,036,516   

4.00%, 10/28/2064(1)(3)

     3,141,490  
3,468,495   

Carlyle Global Market Strategies CLO Ltd.
1.03%, 04/27/2027, 3 mo. USD LIBOR + 0.780%(1)(2)

     3,436,308  
7,230,000   

Carlyle Vantage CLO Corp.
1.29%, 04/20/2031, 3 mo. USD LIBOR + 1.020%(1)(2)

     7,047,645  
4,140,000   

Cirrus Funding Ltd.
4.80%, 01/25/2037(1)

     4,454,702  
3,229,100   

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

     3,446,504  
6,230,000   

Dryden 55 CLO Ltd.
1.30%, 04/15/2031, 3 mo. USD LIBOR + 1.020%(1)(2)

     6,106,895  
  

First Franklin Mortgage Loan Trust

 

2,250,478   

0.41%, 04/25/2036, 1 mo. USD LIBOR + 0.240%(2)

     1,884,724  
1,065,000   

0.48%, 09/25/2036, 1 mo. USD LIBOR + 0.310%(2)

     866,334  
  

Madison Park Funding Ltd.

 

886,285   

1.53%, 07/20/2026, 3 mo. USD LIBOR + 1.260%(1)(2)

     885,543  
5,030,000   

1.54%, 01/15/2033, 3 mo. USD LIBOR + 1.260%(1)(2)

     4,945,013  
3,144,010   

MFA Trust
3.35%, 11/25/2047(1)(4)

     3,159,993  
  

NRZ Excess Spread-Collateralized Notes

 

5,035,991   

3.19%, 01/25/2023(1)

     5,061,493  
1,960,671   

3.27%, 02/25/2023(1)

     1,973,358  
1,230,294   

OCP CLO Ltd.
1.12%, 04/17/2027, 3 mo. USD LIBOR + 0.850%(1)(2)

     1,219,383  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    2,895,561   

OneMain Financial Issuance Trust
2.37%, 09/14/2032(1)

   $ 2,904,234  
1,493,163   

Preston Ridge Partners Mortgage Trust LLC
3.35%, 07/25/2024(1)(4)

     1,483,034  
  

Pretium Mortgage Credit Partners LLC

 

2,607,506   

3.72%, 01/25/2059(1)(4)

     2,593,277  
735,556   

3.72%, 02/27/2060(1)(4)

     736,807  
1,198,475   

Seasoned Credit Risk Transfer Trust
3.50%, 08/25/2058

     1,394,428  
290,092   

Seneca Park CLO Ltd.
1.39%, 07/17/2026, 3 mo. USD LIBOR + 1.120%(1)(2)

     288,948  
  

SoFi Consumer Loan Program LLC

 

334,223   

2.50%, 05/26/2026(1)

     337,248  
148,492   

2.77%, 05/25/2026(1)

     149,314  
28,882   

3.09%, 10/27/2025(1)

     28,910  
122,119   

3.28%, 01/26/2026(1)

     122,480  
3,063,660   

Sound Point CLO Ltd.
1.16%, 01/20/2028, 3 mo. USD LIBOR + 0.890%(1)(2)

     3,030,450  
6,320,000   

Sound Point CLO XII Ltd.
1.56%, 10/20/2028, 3 mo. USD LIBOR + 1.290%(1)(2)

     6,262,817  
6,979,965   

Springleaf Funding Trust
2.68%, 07/15/2030(1)

     6,976,519  
3,232,139   

Symphony CLO Ltd.
1.22%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2)

     3,197,823  
685,423   

Thacher Park CLO Ltd.
1.43%, 10/20/2026, 3 mo. USD LIBOR + 1.160%(1)(2)

     681,810  
3,520,000   

Voya CLO Ltd.
1.17%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2)

     3,463,722  
1,330,875   

Wendy’s Funding LLC
3.88%, 03/15/2048(1)

     1,411,925  
1,673,100   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     1,716,835  
5,538,005   

Zais CLO Ltd.
1.81%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)

     5,487,038  
     

 

 

 
        118,543,169  
     

 

 

 
   Asset-Backed - Home Equity - 0.9%

 

3,120,000   

CPT Mortgage Trust
2.87%, 11/13/2039(1)

     3,456,422  
  

GSAA Home Equity Trust

 

22,596   

0.24%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(2)

     9,688  
2,827,848   

0.25%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)

     1,179,778  
904,928   

0.26%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)

     363,970  
1,326,739   

0.35%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)

     507,717  
1,319,075   

5.99%, 06/25/2036(3)

     544,558  
  

Legacy Mortgage Asset Trust

 

3,383,098   

3.00%, 06/25/2059(1)(4)

     3,384,383  
4,295,137   

3.25%, 11/25/2059(1)(4)

     4,276,439  
6,829,437   

4.00%, 03/25/2058(1)(4)

     7,028,697  
36,369   

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
0.32%, 06/25/2036, 1 mo. USD LIBOR + 0.150%(2)

     30,991  
1,235,398   

Morgan Stanley Mortgage Loan Trust
0.34%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2)

     487,838  
486,737   

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(4)

     203,157  
  

Soundview Home Loan Trust

 

2,685,652   

0.35%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2)

     2,502,454  
830,000   

0.41%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2)

     721,848  
1,110,000   

0.42%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)

     993,475  
     

 

 

 
        25,691,415  
     

 

 

 
   Commercial Mortgage-Backed Securities - 4.9%

 

3,215,000   

1211 Avenue of the Americas Trust
3.90%, 08/10/2035(1)

     3,561,494  
3,475,000   

BAMLL Commercial Mortgage Securities Trust
3.11%, 11/05/2032(1)

     3,331,873  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    29,961,761   

Banc of America Commercial Mortgage Trust
0.74%, 11/15/2050(3)(5)

   $     1,291,175  
  

BBCMS Mortgage Trust

 

6,535,000   

0.99%, 04/15/2053(3)(5)

     552,843  
7,661,000   

1.03%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2)

     7,402,316  
23,432,582   

1.49%, 02/15/2050(3)(5)

     1,603,817  
2,660,000   

4.97%, 12/15/2051(3)

     2,810,481  
  

Benchmark Mortgage Trust

 

12,046,111   

0.54%, 07/15/2051(3)(5)

     368,165  
59,424,961   

0.64%, 04/10/2051(3)(5)

     2,005,486  
34,189,399   

0.67%, 01/15/2052(3)(5)

     1,527,408  
8,478,250   

1.07%, 08/15/2052(3)(5)

     575,410  
6,990,000   

1.92%, 07/15/2053(3)(5)

     872,626  
3,000,000   

3.04%, 08/15/2052

     3,291,873  
5,040,771   

BX Commercial Mortgage Trust
1.10%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2)

     5,028,122  
2,535,000   

CAMB Commercial Mortgage Trust
2.73%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2)

     2,447,270  
2,518,646   

Cantor Commercial Real Estate
1.14%, 05/15/2052(3)(5)

     189,630  
4,145,000   

CD Commercial Mortgage Trust
2.46%, 08/10/2049

     4,362,872  
385,367   

Chase Mortgage Finance Trust
3.79%, 12/25/2035(3)

     366,406  
  

Citigroup Commercial Mortgage Trust

 

11,062,746   

0.94%, 07/10/2047(3)(5)

     353,401  
12,959,721   

1.05%, 04/10/2048(3)(5)

     534,656  
415,000   

4.59%, 03/10/2047(1)(3)

     287,628  
  

Commercial Mortgage Trust

 

3,541,638   

0.66%, 08/10/2046(3)(5)

     61,764  
4,500,000   

1.08%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2)

     4,438,535  
204,082   

1.65%, 07/10/2046(1)(3)(5)

     2  
687,000   

2.77%, 12/10/2045

     710,741  
939,511   

2.85%, 10/15/2045

     959,116  
597,768   

2.94%, 01/10/2046

     619,664  
735,000   

3.10%, 03/10/2046

     762,727  
3,895,000   

3.18%, 02/10/2048

     4,214,024  
626,089   

3.21%, 03/10/2046

     655,563  
309,559   

3.33%, 06/10/2046

     323,862  
3,050,000   

3.42%, 03/10/2031(1)

     3,237,318  
905,000   

3.61%, 06/10/2046(3)

     963,703  
657,843   

4.02%, 07/10/2045

     701,077  
420,000   

4.07%, 02/10/2047(3)

     459,930  
390,000   

4.21%, 08/10/2046

     421,290  
660,000   

4.21%, 08/10/2046(3)

     716,871  
595,000   

4.22%, 07/10/2045(3)

     638,818  
805,000   

4.59%, 10/15/2045(1)(3)

     40,250  
1,825,000   

4.75%, 10/15/2045(1)(3)

     800,591  
36,492   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     35,525  
  

CSAIL Commercial Mortgage Trust

 

26,307,738   

0.75%, 06/15/2057(3)(5)

     756,603  
1,352,571   

0.84%, 04/15/2050(3)(5)

     41,285  
4,877,248   

0.92%, 11/15/2048(3)(5)

     163,455  
7,852,387   

1.90%, 01/15/2049(3)(5)

     602,114  
750,000   

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

     746,392  
3,600,000   

DBJPM Mortgage Trust
2.89%, 08/10/2049

     3,905,190  
1,232,414   

DBUBS Mortgage Trust
0.69%, 11/10/2046(1)(3)(5)

     3  
1,560,291   

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

     1,568,266  
  

FREMF Mortgage Trust

 

440,000   

3.73%, 10/25/2049(1)(3)

     485,510  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          350,000   

3.80%, 02/25/2050(1)(3)

   $ 373,439  
230,000   

3.84%, 10/25/2049(1)(3)

     255,344  
600,000   

3.95%, 08/25/2047(1)(3)

     610,421  
1,610,000   

3.98%, 04/25/2051(1)(3)

         1,800,469  
  

GS Mortgage Securities Corp.

 

2,010,000   

2.95%, 11/05/2034(1)

     2,004,521  
2,845,000   

4.11%, 07/10/2051(3)

     3,233,308  
  

GS Mortgage Securities Trust

 

22,741,950   

0.08%, 07/10/2046(3)(5)

     53,055  
3,011,870   

1.33%, 08/10/2044(1)(3)(5)

     24,306  
3,980,000   

3.04%, 07/10/2052

     4,362,333  
695,000   

3.67%, 04/10/2047(1)

     146,129  
825,000   

4.07%, 01/10/2047

     894,209  
1,310,000   

4.97%, 04/10/2047(1)(3)

     1,028,333  
1,776,274   

Homeward Opportunities Fund Trust
2.70%, 09/25/2059(1)(3)

     1,795,162  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

1,325,000   

2.73%, 10/15/2045(1)(3)

     708,981  
1,770,000   

2.81%, 01/16/2037(1)

     1,802,868  
788,273   

2.84%, 12/15/2047

     811,485  
730,000   

4.42%, 12/15/2047(1)(3)

     561,498  
970,000   

5.43%, 08/15/2046(1)(3)

     794,134  
  

JPMBB Commercial Mortgage Securities Trust

 

10,575,197   

0.63%, 09/15/2047(3)(5)

     225,512  
3,440,899   

0.70%, 05/15/2048(3)(5)

     83,190  
237,306   

3.36%, 07/15/2045

     249,317  
  

Morgan Stanley Bank of America Merrill Lynch Trust

 

6,444,384   

1.00%, 12/15/2047(3)(5)

     213,220  
4,103,456   

1.02%, 10/15/2048(3)(5)

     162,856  
700,000   

2.92%, 02/15/2046

     723,003  
1,465,000   

3.13%, 12/15/2048

     1,528,055  
880,000   

3.18%, 08/15/2045

     900,227  
730,173   

4.26%, 10/15/2046(3)

     789,868  
  

Morgan Stanley Capital I Trust

 

3,296,612   

0.47%, 09/15/2047(1)(3)(5)

     33  
2,605,000   

3.47%, 08/11/2033(1)

     2,657,976  
885,000   

5.24%, 07/15/2049(1)(3)

     368,520  
37,927   

5.67%, 10/12/2052(1)(3)

     8,546  
2,627,228   

Morgan Stanley Capital I Trust
1.43%, 06/15/2050(3)(5)

     169,442  
2,165,000   

MTRO Commercial Mortgage Trust
1.98%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)

     2,108,540  
  

Natixis Commercial Mortgage Securities Trust

 

1,385,000   

2.91%, 10/15/2036(1)

     1,375,434  
1,187,000   

4.40%, 06/17/2038(1)

     1,299,352  
826,212   

Oaktown Re II Ltd.
1.72%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(2)

     822,421  
5,770,000   

SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)

     5,790,251  
5,571,206   

Stanwich Mortgage Loan Trust
3.48%, 11/16/2024(1)(4)

     5,515,993  
7,594   

Structured Agency Credit Risk Trust
0.92%, 09/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)

     7,587  
5,508,649   

UBS Commercial Mortgage Trust
1.08%, 08/15/2050(3)(5)

     311,283  
  

UBS-Barclays Commercial Mortgage Trust

 

920,000   

2.85%, 12/10/2045

     953,307  
2,174,511   

3.09%, 08/10/2049

     2,250,556  
  

Wells Fargo Commercial Mortgage Trust

 

9,860,855   

1.11%, 05/15/2048(3)(5)

     393,016  
10,000   

3.17%, 02/15/2048

     10,772  
255,000   

4.16%, 05/15/2048(3)

     203,471  
271,951   

Wells Fargo Mortgage Backed Securities Trust
4.00%, 11/25/2048(1)(3)

     278,747  
  

Wells Fargo N.A.

 

20,797,261   

0.60%, 11/15/2062(3)(5)

     960,085  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    18,201,294   

0.70%, 12/15/2052(3)(5)

   $ 995,256  
10,588,498   

0.77%, 11/15/2062(3)(5)

     534,277  
21,505,213   

0.84%, 09/15/2062(3)(5)

     1,350,887  
37,976,548   

0.89%, 01/15/2063(3)(5)

     2,502,377  
11,608,348   

0.90%, 05/15/2062(3)(5)

     755,226  
  

WF-RBS Commercial Mortgage Trust

 

1,647,914   

1.20%, 03/15/2047(3)(5)

     52,953  
802,927   

2.87%, 11/15/2045

     824,077  
1,490,000   

3.00%, 08/15/2045

     1,519,277  
1,545,000   

3.02%, 11/15/2047(1)

     627,474  
740,000   

3.07%, 03/15/2045

     769,679  
350,000   

3.35%, 05/15/2045

     362,178  
225,000   

4.05%, 03/15/2047

     245,523  
1,070,000   

4.15%, 08/15/2046(3)

     1,145,923  
345,000   

5.00%, 06/15/2044(1)(3)

     178,755  
770,000   

5.58%, 04/15/2045(1)(3)

     748,430  
     

 

 

 
        136,028,008  
     

 

 

 
   Other Asset-Backed Securities - 2.8%

 

987,204   

AASET Trust
3.35%, 01/16/2040(1)

     883,553  
2,210,000   

Affirm Asset Securitization Trust
3.46%, 10/15/2024(1)

     2,212,891  
1,442,000   

CF Hippolyta LLC
1.99%, 07/15/2060(1)

     1,457,609  
1,498,675   

Domino’s Pizza Master Issuer LLC
3.67%, 10/25/2049(1)

     1,589,105  
2,248,622   

OnDeck Asset Securitization Trust LLC
2.65%, 11/18/2024(1)

     2,249,317  
  

Pretium Mortgage Credit Partners LLC

 

4,739,671   

2.86%, 05/27/2059(1)(4)

     4,665,551  
3,247,276   

3.11%, 07/27/2059(1)(4)

     3,230,680  
627,080   

Sapphire Aviation Finance Ltd.
3.23%, 03/15/2040(1)

     520,703  
6,220,890   

Seasoned Credit Risk Transfer Trust
3.50%, 03/25/2058

     7,061,803  
  

Towd Point Mortgage Trust

 

2,698,134   

0.77%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2)

     2,669,824  
1,533,612   

2.25%, 04/25/2056(1)(3)

     1,544,524  
1,439,956   

2.75%, 08/25/2055(1)(3)

     1,471,004  
7,856,024   

2.75%, 10/25/2056(1)(3)

     8,073,516  
1,194,635   

2.75%, 04/25/2057(1)(3)

     1,219,385  
2,214,092   

2.75%, 06/25/2057(1)(3)

     2,292,639  
2,369,975   

2.75%, 07/25/2057(1)(3)

     2,431,134  
5,854,523   

2.75%, 10/25/2057(1)(3)

     6,088,613  
104,173   

3.00%, 03/25/2054(1)(3)

     104,931  
6,413,858   

3.25%, 03/25/2058(1)(3)

     6,780,213  
  

Vericrest Opportunity Loan Trust

 

1,750,433   

3.35%, 08/25/2049(1)(4)

     1,752,266  
7,322,580   

3.97%, 04/25/2050(1)(4)

     7,346,944  
4,017,025   

VOLT LXXX LLC
3.23%, 10/25/2049(1)(4)

     3,979,459  
1,751,127   

VOLT LXXXIII LLC
3.33%, 11/26/2049(1)(4)

     1,741,602  
6,520,056   

VOLT LXXXIV LLC
3.43%, 12/27/2049(1)(4)

     6,508,818  
     

 

 

 
        77,876,084  
     

 

 

 
   Whole Loan Collateral CMO - 7.8%

 

139,995   

Adjustable Rate Mortgage Trust
0.71%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)

     136,545  
  

Alternative Loan Trust

 

383,392   

0.49%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2)

     329,963  
1,563,109   

0.71%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)

     1,467,769  
905,778   

2.67%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)

     797,872  
266,493   

5.75%, 05/25/2036

     182,498  
212,186   

6.00%, 05/25/2036

     168,947  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          148,102   

6.00%, 12/25/2036

   $ 92,559  
  

Angel Oak Mortgage Trust LLC

 

2,800,000   

1.47%, 06/25/2065(1)(3)

     2,802,862  
4,096,103   

2.93%, 05/25/2059(1)(3)

     4,139,951  
955,489   

3.63%, 03/25/2049(1)(3)

     978,609  
  

Banc of America Funding Trust

 

445,722   

0.49%, 05/20/2047, 1 mo. USD LIBOR + 0.300%(2)

     461,965  
1,514,193   

5.77%, 05/25/2037(3)

     1,569,616  
59,681   

5.85%, 01/25/2037(4)

     61,628  
  

Bear Stearns Adjustable Rate Mortgage Trust

 

281,222   

3.97%, 02/25/2036(3)

     238,076  
320,959   

4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

     318,377  
1,442,986   

Bear Stearns Alt-A Trust
0.67%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)

     1,636,548  
511,710   

Bear Stearns Mortgage Funding Trust
0.35%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2)

     460,957  
  

Bellemeade Re Ltd.

 

380,166   

1.27%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)

     378,828  
185,851   

1.47%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)

     185,736  
1,858,555   

1.57%, 10/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)

     1,852,319  
4,205,000   

Bunker Hill Loan Depositary Trust
1.72%, 02/25/2055(1)(3)

     4,213,112  
  

CHL Mortgage Pass-Through Trust

 

454,847   

0.85%, 03/25/2035, 1 mo. USD LIBOR + 0.680%(2)

     404,881  
604,242   

3.40%, 11/20/2035(3)

     506,043  
185,710   

3.48%, 06/20/2035(3)

     185,402  
752,591   

3.75%, 09/25/2047(3)

     686,947  
360,059   

4.02%, 04/20/2036(3)

     275,094  
3,624,809   

CIM Trust
3.00%, 04/25/2057(1)(3)

     3,699,086  
1,760,867   

Citigroup Mortgage Loan Trust
3.23%, 11/25/2070(1)(4)

     1,773,517  
1,915,000   

Colombia Cent CLO Ltd.
1.40%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2)

     1,893,542  
  

COLT Mortgage Loan Trust

 

2,814,382   

2.58%, 11/25/2049(1)(3)

     2,834,083  
1,948,549   

2.76%, 08/25/2049(1)(3)

     1,972,036  
1,619,055   

3.34%, 05/25/2049(1)(3)

     1,639,013  
119,826   

3.87%, 10/26/2048(1)(3)

     122,143  
  

Connecticut Avenue Securities Trust

 

2,463,150   

2.17%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2)

     2,416,796  
2,460,817   

2.27%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

     2,426,667  
1,485,835   

2.32%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

     1,454,215  
1,348,957   

2.32%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)

     1,213,410  
2,013,029   

2.47%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

     1,983,129  
736,993   

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

     687,551  
  

CSMC Trust

 

1,898,104   

3.25%, 04/25/2047(1)(3)

     1,962,194  
2,522,092   

4.13%, 07/25/2058(1)(3)

     2,531,686  
  

Deephaven Residential Mortgage Trust

 

5,045,000   

1.69%, 05/25/2065(1)

     5,047,395  
491,755   

2.45%, 06/25/2047(1)(3)

     491,676  
4,391,798   

2.96%, 07/25/2059(1)(3)

     4,458,602  
338,523   

3.56%, 04/25/2059(1)(3)

     339,924  
143,556   

DSLA Mortgage Loan Trust
0.55%, 01/19/2045, 1 mo. USD LIBOR + 0.360%(2)

     122,114  
  

Fannie Mae Connecticut Avenue Securities

 

171,490   

2.17%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

     165,007  
771,768   

2.72%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)

     741,783  
1,087,583   

4.52%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)

     1,110,882  
516,904   

4.62%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(2)

     525,020  
  

GMACM Mortgage Loan Trust

 

285,236   

3.54%, 09/19/2035(3)

     267,717  
67,018   

3.70%, 04/19/2036(3)

     57,111  
  

GSR Mortgage Loan Trust

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    2,020,306   

0.47%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2)

   $ 604,720  
119,657   

3.23%, 10/25/2035(3)

     88,435  
1,047,074   

3.81%, 01/25/2036(3)

     1,022,476  
  

HarborView Mortgage Loan Trust

 

682,582   

0.38%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)

     606,109  
1,253,821   

0.43%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)

     1,125,825  
689,529   

Home Re Ltd.
1.77%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2)

     679,664  
  

IndyMac Index Mortgage Loan Trust

 

436,834   

3.43%, 03/25/2036(3)

     372,873  
1,149,941   

3.58%, 04/25/2037(3)

     810,494  
307,186   

3.90%, 01/25/2036(3)

     292,643  
  

JP Morgan Mortgage Trust

 

248,327   

3.62%, 05/25/2036(3)

     218,567  
96,099   

3.83%, 04/25/2037(3)

     85,102  
248,646   

4.30%, 09/25/2035(3)

     247,387  
2,840,000   

LCM XX L.P.
1.31%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2)

     2,812,710  
453,133   

Lehman XS Trust
0.38%, 07/25/2046, 1 mo. USD LIBOR + 0.210%(2)

     432,934  
  

LSTAR Securities Investment Ltd.

 

1,650,768   

1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     1,625,937  
3,918,013   

1.67%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     3,858,939  
  

LSTAR Securities Investment Trust

 

520,592   

1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     512,825  
2,601,049   

1.87%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

     2,554,768  
2,278,920   

Luminent Mortgage Trust
0.36%, 05/25/2046, 1 mo. USD LIBOR + 0.190%(2)

     1,937,976  
  

MetLife Securitization Trust

 

1,449,245   

3.00%, 04/25/2055(1)(3)

     1,510,277  
3,100,251   

3.75%, 03/25/2057(1)(3)

     3,320,527  
743,795   

MFA Trust
2.59%, 02/25/2057(1)(3)

     749,328  
  

Mill City Mortgage Loan Trust

 

2,868,065   

2.75%, 01/25/2061(1)(3)

     2,940,722  
503,927   

3.25%, 05/25/2062(1)(3)

     523,770  
526,473   

Morgan Stanley Mortgage Loan Trust
3.89%, 05/25/2036(3)

     359,317  
3,525,000   

Mortgage Insurance-Linked Notes
2.07%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2)

     3,391,503  
4,970,000   

New Residential Advance Receivables Trust
2.33%, 10/15/2051(1)

     4,977,316  
3,978,428   

New Residential Mortgage LLC
3.79%, 07/25/2054(1)

     3,894,512  
  

New Residential Mortgage Loan Trust

 

4,085,093   

0.92%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)

     4,027,840  
3,157,980   

1.67%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)

     3,142,766  
1,841,685   

2.49%, 09/25/2059(1)(3)

     1,863,379  
816,227   

2.80%, 07/25/2049(1)(3)

     828,697  
3,690,437   

3.50%, 12/25/2057(1)(3)

     3,942,663  
3,076,593   

3.50%, 08/25/2059(1)(3)

     3,222,605  
2,490,862   

3.75%, 11/26/2035(1)(3)

     2,665,316  
937,377   

3.75%, 01/25/2054(1)(3)

     1,003,117  
45,368   

3.75%, 05/25/2054(1)(3)

     48,668  
2,564,941   

3.75%, 11/25/2056(1)(3)

     2,734,396  
5,972,322   

3.75%, 11/25/2058(1)(3)

     6,415,723  
4,662,640   

4.00%, 02/25/2057(1)(3)

     5,032,244  
4,814,717   

4.00%, 03/25/2057(1)(3)

     5,189,954  
3,192,893   

4.00%, 04/25/2057(1)(3)

     3,430,400  
3,036,672   

4.00%, 05/25/2057(1)(3)

     3,257,730  
3,868,836   

4.00%, 08/27/2057(1)(3)

     4,148,968  
534,973   

4.00%, 12/25/2057(1)(3)

     572,521  
252,546   

Oaktown Re III Ltd.
1.57%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)

     250,659  
489,094   

OBX Trust
0.82%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2)

     482,768  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

OZLM Ltd.

 

$    1,105,860   

1.28%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(2)

   $ 1,093,393  
3,427,403   

1.32%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2)

     3,405,029  
2,312,038   

PMT Credit Risk Transfer Trust
2.17%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

     2,227,697  
1,541,708   

Preston Ridge Partners Mortgage Trust LLC
3.50%, 10/25/2024(1)(3)

     1,534,093  
324,545   

Radnor RE Ltd.
1.37%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(2)

     324,382  
846,430   

RBSGC Mortgage Loan Trust
6.25%, 01/25/2037

     831,327  
  

Residential Accredit Loans, Inc.

 

1,678,167   

0.47%, 04/25/2036, 1 mo. USD LIBOR + 0.300%(2)

     1,516,674  
931,839   

6.00%, 12/25/2035

     914,484  
672,012   

Residential Asset Securitization Trust
5.50%, 06/25/2035

     570,383  
448,520   

Residential Funding Mortgage Securities, Inc.
3.31%, 08/25/2035(3)

     276,872  
  

Seasoned Credit Risk Transfer Trust

 

3,616,924   

2.50%, 08/25/2059

     3,868,088  
2,211,207   

3.50%, 11/25/2057

     2,549,314  
5,885,305   

3.50%, 07/25/2058

     6,831,010  
6,266,392   

3.50%, 10/25/2058

     7,138,897  
285,383   

Spruce Hill Mortgage Loan Trust
3.40%, 04/29/2049(1)(3)

     287,841  
629,686   

TBW Mortgage-Backed Trust
6.00%, 07/25/2036

     413,562  
  

Vericrest Opportunity Loan Trust

 

2,976,160   

3.18%, 10/25/2049(1)(4)

     2,950,553  
4,198,259   

3.28%, 11/25/2049(1)(4)

     4,197,249  
  

Verus Securitization Trust

 

2,580,000   

1.50%, 06/25/2065(1)(4)

     2,581,383  
3,501,609   

2.78%, 07/25/2059(1)(4)

     3,572,064  
2,550,943   

3.21%, 05/25/2059(1)(3)

     2,601,985  
  

WaMu Mortgage Pass-Through Certificates Trust

 

398,749   

2.20%, 10/25/2046, 12 mo. USD MTA + 0.880%(2)

     352,799  
325,860   

2.30%, 07/25/2046, 12 mo. USD MTA + 0.980%(2)

     291,682  
852,439   

3.13%, 06/25/2037(3)

     772,484  
  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 

1,021,755   

0.77%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)

     646,532  
523,521   

2.15%, 11/25/2046, 12 mo. USD MTA + 0.830%(2)

     448,602  
23,743,154   

Wells Fargo Commercial Mortgage Trust
1.06%, 09/15/2057(3)(5)

     855,024  
154,569   

Wells Fargo Mortgage-Backed Securities Trust
3.78%, 09/25/2036(3)

     142,603  
1,846,233   

Wells Fargo N.A.
1.03%, 04/15/2052(3)(5)

     136,510  
     

 

 

 
        213,619,989  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $589,141,956)

   $   590,788,706  
     

 

 

 

Corporate Bonds - 35.9%

 

   Advertising - 0.0%

 

615,000   

Lamar Media Corp.
3.75%, 02/15/2028(1)

     620,381  
     

 

 

 
   Aerospace/Defense - 0.7%

 

  

Boeing Co.

 

2,420,000   

5.04%, 05/01/2027

     2,620,389  
1,675,000   

5.15%, 05/01/2030

     1,827,507  
  

DAE Funding LLC

 

65,000   

4.50%, 08/01/2022(1)

     63,840  
70,000   

5.00%, 08/01/2024(1)

     64,795  
925,000   

General Dynamics Corp.
4.25%, 04/01/2040

     1,224,989  
  

L3Harris Technologies, Inc.

 

2,915,000   

2.90%, 12/15/2029

     3,238,895  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       2,105,000   

3.85%, 06/15/2023

   $ 2,293,064  
2,300,000   

Northrop Grumman Corp.
5.15%, 05/01/2040

     3,285,605  
  

United Technologies Corp.

 

43,000   

3.65%, 08/16/2023

     46,666  
2,790,000   

3.95%, 08/16/2025

     3,231,767  
1,135,000   

4.45%, 11/16/2038

     1,466,431  
510,000   

4.63%, 11/16/2048

     719,536  
     

 

 

 
     20,083,484  
     

 

 

 
   Agriculture - 0.7%

 

  

Altria Group, Inc.

 

1,025,000   

2.35%, 05/06/2025

     1,090,341  
650,000   

2.63%, 09/16/2026

     700,041  
976,000   

3.88%, 09/16/2046

     1,056,399  
735,000   

4.40%, 02/14/2026

     854,834  
1,670,000   

4.80%, 02/14/2029

     2,012,758  
1,670,000   

5.38%, 01/31/2044

     2,162,155  
1,760,000   

5.80%, 02/14/2039

     2,305,803  
665,000   

5.95%, 02/14/2049

     940,520  
1,005,000   

Archer-Daniels-Midland Co.
3.25%, 03/27/2030

     1,173,258  
2,525,000   

BAT Capital Corp.
2.79%, 09/06/2024

     2,694,386  
1,945,000   

Kernel Holding S.A.
6.50%, 10/17/2024(6)

     1,926,523  
2,680,000   

Philip Morris International, Inc.
2.10%, 05/01/2030

     2,838,474  
     

 

 

 
     19,755,492  
     

 

 

 
   Apparel - 0.0%

 

710,000   

Hanesbrands, Inc.
4.88%, 05/15/2026(1)(7)

     773,900  
     

 

 

 
   Auto Manufacturers - 0.1%

 

  

General Motors Co.

 

1,395,000   

5.20%, 04/01/2045

     1,520,637  
735,000   

6.13%, 10/01/2025

     859,118  
CAD          325,000   

Honda Canada Finance, Inc.
0.95%, 08/28/2020, 3 mo. USD LIBOR + 0.380%(2)

     242,705  
     

 

 

 
     2,622,460  
     

 

 

 
   Auto Parts & Equipment - 0.0%

 

$          145,000   

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

     145,000  
     

 

 

 
   Beverages - 1.3%

 

  

Anheuser-Busch InBev Worldwide, Inc.

 

2,008,000   

3.75%, 07/15/2042

     2,234,899  
1,165,000   

4.35%, 06/01/2040

     1,404,357  
1,895,000   

4.60%, 04/15/2048

     2,345,245  
1,770,000   

4.75%, 04/15/2058

     2,293,344  
5,390,000   

5.45%, 01/23/2039

     7,083,638  
2,690,000   

Coca-Cola Co.
1.65%, 06/01/2030

     2,816,672  
  

Constellation Brands, Inc.

 

815,000   

2.65%, 11/07/2022

     851,175  
560,000   

2.88%, 05/01/2030

     610,771  
2,183,000   

3.15%, 08/01/2029

     2,416,659  
3,051,000   

3.60%, 02/15/2028

     3,465,281  
1,540,000   

4.40%, 11/15/2025

     1,810,785  
670,000   

4.65%, 11/15/2028

     813,498  
4,459,000   

Diageo Capital plc
2.00%, 04/29/2030

     4,750,485  
590,000   

Keurig Dr Pepper, Inc.
3.20%, 05/01/2030

     669,731  
625,000   

Molson Coors Brewing Co.
3.00%, 07/15/2026

     660,140  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
CAD      170,000   

Molson Coors International L.P.
2.75%, 09/18/2020

   $ 127,083  
$   1,570,000   

PepsiCo, Inc.
3.63%, 03/19/2050

     2,051,697  
     

 

 

 
     36,405,460  
     

 

 

 
   Biotechnology - 0.5%

 

  

Amgen, Inc.

 

615,000   

1.90%, 02/21/2025

     648,170  
1,105,000   

2.20%, 02/21/2027

     1,179,353  
6,490,000   

2.30%, 02/25/2031

     6,922,648  
1,110,000   

2.65%, 05/11/2022

     1,152,675  
1,030,000   

3.15%, 02/21/2040

     1,163,039  
1,155,000   

3.38%, 02/21/2050

     1,354,593  
     

 

 

 
     12,420,478  
     

 

 

 
   Chemicals - 0.4%

 

1,460,000   

Alpek S.A.B. de C.V.
4.25%, 09/18/2029(1)

     1,497,230  
225,000   

Chemours Co.
5.38%, 05/15/2027

     220,473  
576,000   

Dow Chemical Co.
4.80%, 05/15/2049

     725,614  
  

DuPont de Nemours, Inc.

 

200,000   

1.10%, 11/15/2020, 3 mo. USD LIBOR + 0.710%(2)

     200,242  
2,940,000   

4.21%, 11/15/2023

     3,246,524  
285,000   

Olin Corp.
5.13%, 09/15/2027

     275,737  
  

Sherwin-Williams Co.

 

575,000   

3.30%, 05/15/2050

     650,791  
510,000   

4.50%, 06/01/2047

     683,475  
1,810,000   

Syngenta Finance N.V.
4.89%, 04/24/2025(1)

     1,940,171  
665,000   

Westlake Chemical Corp.
3.38%, 06/15/2030

     705,824  
     

 

 

 
     10,146,081  
     

 

 

 
   Commercial Banks - 6.3%

 

  

Bank of America Corp.

 

2,175,000   

2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(8)

     2,308,100  
1,550,000   

3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(8)

     1,731,058  
5,830,000   

3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(8)

     6,434,988  
3,750,000   

3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(8)

     4,290,066  
1,070,000   

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(8)

     1,168,426  
5,780,000   

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8)

     7,506,983  
3,185,000   

7.75%, 05/14/2038

     5,449,752  
2,640,000   

Bank of New York Mellon Corp.
2.10%, 10/24/2024

     2,805,306  
2,435,000   

BNP Paribas S.A.
2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(8)

     2,536,186  
1,490,000   

Capital One Financial Corp.
3.90%, 01/29/2024

     1,631,182  
805,000   

China Construction Bank Corp.
1.05%, 09/24/2021, 3 mo. USD LIBOR + 0.750%(2)(6)

     805,588  
  

Citigroup, Inc.

 

2,325,000   

2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(8)

     2,375,014  
1,355,000   

3.20%, 10/21/2026

     1,504,549  
3,590,000   

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(8)

     3,909,284  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$     3,055,000   

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(8)

   $     3,583,107  
2,090,000   

4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)(8)

     2,547,088  
1,780,000   

4.45%, 09/29/2027

     2,072,270  
  

Credit Suisse Group AG

 

360,000   

0.55%, 02/04/2022, 3 mo. USD SOFR + 0.450%(2)

     359,728  
4,615,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(8)(9)

     4,914,975  
360,000   

Credit Suisse Group Funding Guernsey Ltd.
2.56%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(2)

     364,972  
  

Danske Bank A/S

 

1,615,000   

5.00%, 01/12/2022(1)

     1,701,893  
1,685,000   

5.38%, 01/12/2024(1)

     1,902,576  
2,110,000   

Fifth Third Bancorp
2.38%, 01/28/2025

     2,240,022  
  

Goldman Sachs Group, Inc.

 

1,660,000   

2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821% thereafter)(8)

     1,703,693  
2,720,000   

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8)

     2,835,069  
2,195,000   

3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(8)

     2,535,611  
1,165,000   

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(8)

     1,419,090  
165,000   

6.25%, 02/01/2041

     259,240  
2,680,000   

6.75%, 10/01/2037

     4,025,902  
  

HSBC Holdings plc

 

1,125,000   

2.95%, 05/25/2021

     1,148,295  
1,125,000   

3.60%, 05/25/2023

     1,207,269  
1,235,000   

4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(8)

     1,441,151  
265,000   

4.95%, 03/31/2030

     324,382  
250,000   

Industrial & Commercial Bank of China Ltd.
1.12%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(2)(6)

     249,827  
  

JP Morgan Chase & Co.

 

500,000   

2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8)

     544,594  
1,095,000   

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8)

     1,241,649  
1,470,000   

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(8)

     1,666,818  
3,765,000   

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(8)

     4,075,670  
1,785,000   

3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(8)

     2,031,032  
2,290,000   

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8)

     2,660,350  
1,570,000   

3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(8)

     1,711,059  
6,955,000   

3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(8)

     8,004,429  
1,285,000   

4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(8)

     1,511,034  
2,000,000   

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(8)

     2,212,740  
1,795,000   

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(8)

     2,222,562  
2,270,000   

KeyCorp.
2.55%, 10/01/2029

     2,445,434  
GBP     2,110,000   

Metro Bank plc
5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)(6)(8)

     1,469,732  
  

Morgan Stanley

 

$     1,030,000   

2.63%, 11/17/2021

     1,059,553  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    3,375,000   

2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(8)

   $ 3,679,731  
3,135,000   

2.75%, 05/19/2022

     3,259,676  
5,165,000   

3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(8)

     5,906,746  
2,710,000   

4.00%, 07/23/2025

     3,124,178  
1,250,000   

4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(8)

     1,519,923  
595,000   

PNC Bank NA
2.70%, 10/22/2029

     652,933  
  

PNC Financial Services Group, Inc.

 

2,725,000   

2.20%, 11/01/2024

     2,904,580  
3,335,000   

2.55%, 01/22/2030

     3,690,827  
1,375,000   

Santander Holdings USA, Inc.
3.70%, 03/28/2022

     1,428,122  
  

State Street Corp.

 

2,145,000   

2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(8)

     2,300,456  
1,190,000   

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(8)

     1,299,473  
220,000   

3.15%, 03/30/2031, (3.15% fixed rate until 03/30/2030; 3 mo. USD SOFR + 2.650% thereafter)(1)(8)

     253,799  
6,280,000   

Truist Bank
2.25%, 03/11/2030

     6,634,745  
1,620,000   

UBS Group AG
2.65%, 02/01/2022(1)

     1,671,576  
2,275,000   

UniCredit S.p.A.
6.57%, 01/14/2022(1)

     2,418,350  
  

Wells Fargo & Co.

 

5,390,000   

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(8)

     5,672,017  
1,615,000   

2.63%, 07/22/2022

     1,680,031  
1,190,000   

3.00%, 04/22/2026

     1,303,398  
1,555,000   

3.00%, 10/23/2026

     1,704,192  
2,805,000   

3.07%, 01/24/2023

     2,903,904  
2,715,000   

3.75%, 01/24/2024

     2,975,399  
580,000   

4.90%, 11/17/2045

     764,657  
925,000   

5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD LIBOR + 4.240% thereafter)(8)

     1,322,000  
410,000   

5.61%, 01/15/2044

     578,136  
     

 

 

 
        173,798,147  
     

 

 

 
   Commercial Services - 0.9%

 

  

Ashtead Capital, Inc.

 

210,000   

4.13%, 08/15/2025(1)

     216,300  
5,335,000   

4.38%, 08/15/2027(1)

     5,561,737  
  

Equifax, Inc.

 

1,255,000   

2.60%, 12/15/2025

     1,345,924  
400,000   

3.10%, 05/15/2030

     444,095  
  

Global Payments, Inc.

 

2,020,000   

2.90%, 05/15/2030

     2,216,041  
910,000   

3.20%, 08/15/2029

     1,014,600  
  

Howard University

 

2,000,000   

2.70%, 10/01/2029

     2,030,130  
1,205,000   

3.48%, 10/01/2041

     1,261,173  
4,315,000   

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

     4,709,823  
4,657,000   

Service Corp. International
5.13%, 06/01/2029

     5,145,985  
  

United Rentals North America, Inc.

 

205,000   

4.00%, 07/15/2030

     212,175  
265,000   

5.50%, 07/15/2025

     272,579  
     

 

 

 
        24,430,562  
     

 

 

 
   Construction Materials - 0.2%

 

  

Carrier Global Corp.

 

1,435,000   

2.49%, 02/15/2027(1)

     1,512,246  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,830,000   

2.70%, 02/15/2031(1)

   $     1,929,142  
750,000   

2.72%, 02/15/2030(1)

     792,612  
  

Standard Industries, Inc.

 

125,000   

4.38%, 07/15/2030(1)

     135,000  
145,000   

5.00%, 02/15/2027(1)

     154,063  
435,000   

6.00%, 10/15/2025(1)

     453,035  
     

 

 

 
        4,976,098  
     

 

 

 
   Diversified Financial Services - 0.4%

 

1,270,000   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.88%, 01/23/2028

     1,171,898  
2,245,000   

GE Capital Funding LLC
4.40%, 05/15/2030(1)

     2,366,351  
250,000   

ICBCIL Finance Co., Ltd.
1.34%, 05/15/2021, 3 mo. USD LIBOR + 0.950%(2)(6)

     249,037  
535,000   

Mastercard, Inc.
3.35%, 03/26/2030

     639,389  
  

Navient Corp.

 

100,000   

5.88%, 03/25/2021

     101,520  
70,000   

5.88%, 10/25/2024

     71,750  
275,000   

6.63%, 07/26/2021

     281,875  
270,000   

7.25%, 01/25/2022

     283,500  
90,000   

7.25%, 09/25/2023

     95,036  
4,450,000   

Power Finance Corp. Ltd.
3.95%, 04/23/2030(1)

     4,375,346  
     

 

 

 
        9,635,702  
     

 

 

 
   Electric - 3.2%

 

3,100,000   

AES Corp.
3.30%, 07/15/2025(1)

     3,327,509  
1,480,000   

Alabama Power Co.
4.15%, 08/15/2044

     1,900,920  
  

Berkshire Hathaway Energy Co.

 

1,700,000   

3.25%, 04/15/2028

     1,952,737  
260,000   

4.25%, 10/15/2050(1)

     355,804  
1,020,000   

Centrais Eletricas Brasileiras S.A.
3.63%, 02/04/2025(1)

     1,013,829  
  

Cleco Corporate Holdings LLC

 

1,105,000   

3.38%, 09/15/2029

     1,133,878  
1,173,000   

3.74%, 05/01/2026

     1,247,901  
70,000   

4.97%, 05/01/2046

     79,977  
  

Commonwealth Edison Co.

 

1,735,000   

3.65%, 06/15/2046

     2,164,419  
360,000   

4.00%, 03/01/2048

     477,246  
365,000   

Connecticut Light & Power Co.
4.00%, 04/01/2048

     492,730  
400,000   

Dominion Energy South Carolina, Inc.
5.10%, 06/01/2065

     642,972  
3,805,000   

Dominion Energy, Inc.
3.38%, 04/01/2030

     4,397,379  
575,000   

Duke Energy Carolinas LLC
4.25%, 12/15/2041

     770,388  
1,185,000   

Duke Energy Florida LLC
3.40%, 10/01/2046

     1,449,085  
1,215,000   

Duke Energy Indiana LLC
3.25%, 10/01/2049

     1,466,294  
1,435,000   

Duke Energy Progress LLC
4.38%, 03/30/2044

     1,946,366  
1,360,000   

Evergy Metro, Inc.
2.25%, 06/01/2030

     1,490,702  
  

Evergy, Inc.

 

710,000   

2.45%, 09/15/2024

     759,058  
2,010,000   

2.90%, 09/15/2029

     2,223,558  
  

Exelon Corp.

 

370,000   

2.45%, 04/15/2021

     374,599  
2,095,000   

3.95%, 06/15/2025

     2,412,802  
  

FirstEnergy Corp.

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    350,000   

1.60%, 01/15/2026

   $ 344,846  
845,000   

2.25%, 09/01/2030

     837,462  
350,000   

Florida Power & Light Co.
3.99%, 03/01/2049

     483,456  
  

Georgia Power Co.

 

2,745,000   

2.10%, 07/30/2023

     2,863,025  
1,590,000   

4.30%, 03/15/2042

     1,970,229  
  

IPALCO Enterprises, Inc.

 

1,230,000   

3.70%, 09/01/2024

     1,336,903  
6,275,000   

4.25%, 05/01/2030(1)

     6,925,134  
2,305,000   

ITC Holdings Corp.
2.95%, 05/14/2030(1)

     2,555,913  
  

MidAmerican Energy Co.

 

900,000   

3.15%, 04/15/2050

     1,091,072  
370,000   

3.65%, 08/01/2048

     481,507  
500,000   

National Rural Utilities Cooperative Finance Corp.
3.40%, 02/07/2028

     582,568  
4,010,000   

NextEra Energy Capital Holdings, Inc.
2.25%, 06/01/2030

     4,323,528  
385,000   

Northern States Power Co.
2.90%, 03/01/2050

     447,861  
1,425,000   

Oglethorpe Power Corp.
5.05%, 10/01/2048

     1,713,572  
  

Oncor Electric Delivery Co. LLC

 

350,000   

3.10%, 09/15/2049

     416,910  
495,000   

5.75%, 03/15/2029

     665,496  
4,630,000   

Pacific Gas and Electric Co.
2.50%, 02/01/2031

     4,646,521  
394,000   

PacifiCorp
4.13%, 01/15/2049

     532,498  
350,000   

PacifiCorp.
4.15%, 02/15/2050

     474,296  
385,000   

Public Service Electric & Gas Co.
3.80%, 03/01/2046

     499,135  
1,630,000   

Public Service Enterprise Group, Inc.
2.88%, 06/15/2024

     1,772,307  
  

Puget Energy, Inc.

 

1,925,000   

3.65%, 05/15/2025

     2,056,089  
2,520,000   

4.10%, 06/15/2030(1)

     2,827,050  
210,000   

Sempra Energy
4.00%, 02/01/2048

     256,701  
  

Southern California Edison Co.

 

1,895,000   

2.25%, 06/01/2030

     1,957,882  
2,570,000   

2.85%, 08/01/2029

     2,766,886  
1,190,000   

3.65%, 02/01/2050

     1,380,608  
506,000   

4.00%, 04/01/2047

     600,503  
299,000   

4.13%, 03/01/2048

     357,356  
  

Southern Co.

 

490,000   

2.95%, 07/01/2023

     520,617  
1,520,000   

3.25%, 07/01/2026

     1,726,156  
4,215,000   

3.70%, 04/30/2030

     4,906,955  
30,000   

4.40%, 07/01/2046

     37,974  
370,000   

Union Electric Co.
4.00%, 04/01/2048

     485,018  
695,000   

Xcel Energy, Inc.
3.50%, 12/01/2049

     848,407  
     

 

 

 
        87,772,594  
     

 

 

 
   Electronics - 0.2%

 

4,330,000   

Honeywell International, Inc.
1.95%, 06/01/2030

     4,644,381  
     

 

 

 
   Engineering & Construction - 0.3%

 

3,620,000   

International Airport Finance S.A.
12.00%, 03/15/2033(1)

     3,072,475  
  

SBA Tower Trust

 

4,130,000   

3.17%, 04/09/2047(1)

     4,198,152  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    2,040,000   

3.45%, 03/15/2048(1)

   $ 2,138,550  
     

 

 

 
        9,409,177  
     

 

 

 
   Entertainment - 0.1%

 

1,375,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.30%, 01/15/2029

     1,531,021  
310,000   

WMG Acquisition Corp.
3.88%, 07/15/2030(1)

     331,700  
     

 

 

 
        1,862,721  
     

 

 

 
   Environmental Control - 0.3%

 

  

Clean Harbors, Inc.

 

5,893,000   

4.88%, 07/15/2027(1)

     6,247,228  
105,000   

5.13%, 07/15/2029(1)

     112,350  
280,000   

Waste Management, Inc.
4.15%, 07/15/2049

     373,108  
     

 

 

 
        6,732,686  
     

 

 

 
   Food - 0.5%

 

  

Conagra Brands, Inc.

 

655,000   

4.30%, 05/01/2024

     733,474  
940,000   

4.60%, 11/01/2025

     1,097,766  
1,883,000   

4.85%, 11/01/2028

     2,333,312  
330,000   

5.40%, 11/01/2048

     479,137  
1,445,000   

Kellogg Co.
3.40%, 11/15/2027

     1,647,289  
  

Kraft Heinz Foods Co.

 

45,000   

3.75%, 04/01/2030(1)

     48,769  
115,000   

4.25%, 03/01/2031(1)

     126,941  
5,000   

4.63%, 01/30/2029

     5,697  
2,260,000   

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

     2,369,633  
2,745,000   

NBM U.S. Holdings, Inc.
7.00%, 05/14/2026(1)

     2,961,855  
1,295,000   

Sysco Corp.
5.95%, 04/01/2030

     1,642,923  
285,000   

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)

     294,262  
     

 

 

 
        13,741,058  
     

 

 

 
   Food Service - 0.0%

 

580,000   

Aramark Services, Inc.
5.00%, 02/01/2028(1)(7)

     583,625  
     

 

 

 
   Forest Products & Paper - 0.1%

 

3,690,000   

Suzano Austria GmbH
5.00%, 01/15/2030

     3,874,500  
     

 

 

 
   Gas - 0.5%

 

  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

40,000   

5.63%, 05/20/2024

     43,000  
365,000   

5.88%, 08/20/2026

     402,759  
2,000,000   

Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024

     2,146,695  
  

NiSource, Inc.

 

2,015,000   

3.49%, 05/15/2027

     2,307,975  
3,515,000   

3.60%, 05/01/2030

     4,132,317  
  

Sempra Energy

 

1,680,000   

3.40%, 02/01/2028

     1,900,752  
1,110,000   

3.80%, 02/01/2038

     1,308,325  
     

 

 

 
        12,241,823  
     

 

 

 
   Healthcare-Products - 0.8%

 

  

Alcon Finance Corp.

 

2,615,000   

2.75%, 09/23/2026(1)

     2,866,929  
1,120,000   

3.00%, 09/23/2029(1)

     1,243,717  
1,070,000   

Baxter International, Inc.
3.95%, 04/01/2030(1)

     1,298,392  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    3,425,000   

Becton Dickinson and Co.
3.36%, 06/06/2024

   $ 3,725,737  
  

Boston Scientific Corp.

 

1,820,000   

1.90%, 06/01/2025

     1,907,478  
4,120,000   

3.75%, 03/01/2026

     4,744,807  
575,000   

Hill-Rom Holdings, Inc.
4.38%, 09/15/2027(1)

     605,665  
285,000   

Teleflex, Inc.
4.25%, 06/01/2028(1)

     305,306  
190,000   

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

     201,975  
4,125,000   

Zimmer Biomet Holdings, Inc.
3.05%, 01/15/2026

     4,511,987  
     

 

 

 
        21,411,993  
     

 

 

 
   Healthcare-Services - 0.7%

 

  

Anthem, Inc.

 

1,895,000   

3.50%, 08/15/2024

     2,089,410  
720,000   

4.63%, 05/15/2042

     952,849  
  

Centene Corp.

 

80,000   

3.38%, 02/15/2030

     84,700  
75,000   

4.25%, 12/15/2027

     79,688  
680,000   

4.63%, 12/15/2029

     758,377  
335,000   

CommonSpirit Health
3.35%, 10/01/2029

     353,273  
650,000   

HCA, Inc.
5.63%, 09/01/2028

     775,125  
1,140,000   

Quest Diagnostics, Inc.
2.80%, 06/30/2031

     1,250,294  
5,555,000   

Rede D’or Finance S.a.r.l.
4.50%, 01/22/2030(1)

     4,978,669  
  

UnitedHealth Group, Inc.

 

1,835,000   

2.00%, 05/15/2030

     1,956,024  
1,335,000   

2.38%, 08/15/2024

     1,432,920  
1,280,000   

2.88%, 08/15/2029

     1,460,856  
1,165,000   

3.50%, 08/15/2039

     1,428,561  
535,000   

4.75%, 07/15/2045

     767,541  
     

 

 

 
        18,368,287  
     

 

 

 
   Home Builders - 0.3%

 

530,000   

Lennar Corp.
4.75%, 11/29/2027

     605,525  
5,655,000   

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

     6,533,165  
475,000   

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

     522,500  
     

 

 

 
        7,661,190  
     

 

 

 
   Household Products/Wares - 0.0%

 

295,000   

Kimberly-Clark Corp.
3.10%, 03/26/2030

     343,612  
     

 

 

 
   Insurance - 1.2%

 

5,475,000   

American International Group, Inc.
2.50%, 06/30/2025

     5,854,116  
1,580,000   

Aon Corp.
2.20%, 11/15/2022

     1,641,305  
6,690,000   

Brighthouse Financial, Inc.
5.63%, 05/15/2030

     7,701,183  
  

Genworth Holdings, Inc.

 

10,000   

4.80%, 02/15/2024

     8,800  
350,000   

4.90%, 08/15/2023

     311,500  
  

Marsh & McLennan Cos., Inc.

 

1,275,000   

3.88%, 03/15/2024

     1,417,823  
1,290,000   

4.38%, 03/15/2029

     1,600,604  
1,025,000   

4.75%, 03/15/2039

     1,438,715  
282,000   

Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070(1)

     327,910  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        380,000   

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

   $ 399,000  
2,730,000   

New York Life Global Funding
2.00%, 01/22/2025(1)

     2,898,735  
415,000   

New York Life Insurance Co.
3.75%, 05/15/2050(1)

     504,588  
1,390,000   

Progressive Corp.
3.20%, 03/26/2030

     1,627,674  
  

Unum Group

 

595,000   

4.00%, 06/15/2029

     644,460  
1,610,000   

4.50%, 03/15/2025

     1,777,296  
1,360,000   

4.50%, 12/15/2049

     1,385,303  
45,000   

Voya Financial, Inc.
4.80%, 06/15/2046

     56,326  
  

Willis North America, Inc.

 

720,000   

2.95%, 09/15/2029

     789,821  
795,000   

3.60%, 05/15/2024

     867,969  
2,135,000   

4.50%, 09/15/2028

     2,573,254  
     

 

 

 
     33,826,382  
     

 

 

 
   Internet - 1.0%

 

  

Alibaba Group Holding Ltd.

 

2,680,000   

3.40%, 12/06/2027

     3,045,445  
815,000   

4.00%, 12/06/2037

     1,007,916  
640,000   

4.20%, 12/06/2047

     850,578  
  

Amazon.com, Inc.

 

4,830,000   

1.50%, 06/03/2030

     5,000,512  
2,030,000   

3.88%, 08/22/2037

     2,636,346  
5,200,000   

NortonLifeLock, Inc.
5.00%, 04/15/2025(1)

     5,343,520  
  

Tencent Holdings Ltd.

 

2,045,000   

1.81%, 01/26/2026(1)

     2,087,323  
3,465,000   

2.39%, 06/03/2030(1)

     3,601,109  
1,105,000   

3.60%, 01/19/2028(1)

     1,244,986  
2,665,000   

3.98%, 04/11/2029(1)

     3,104,190  
     

 

 

 
     27,921,925  
     

 

 

 
   Iron/Steel - 0.3%

 

285,000   

Commercial Metals Co.
5.38%, 07/15/2027

     297,133  
EUR     1,985,000   

Metinvest B.V.
5.63%, 06/17/2025(1)

     2,099,732  
  

Steel Dynamics, Inc.

 

$     1,995,000   

2.80%, 12/15/2024

     2,121,532  
160,000   

3.25%, 01/15/2031

     174,809  
3,585,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

     3,848,390  
     

 

 

 
     8,541,596  
     

 

 

 
   IT Services - 1.0%

 

  

Apple, Inc.

 

2,840,000   

1.13%, 05/11/2025

     2,918,510  
5,325,000   

2.20%, 09/11/2029

     5,813,072  
595,000   

2.65%, 05/11/2050

     656,592  
505,000   

3.45%, 02/09/2045

     623,341  
355,000   

4.38%, 05/13/2045

     496,778  
  

HP, Inc.

 

1,365,000   

2.20%, 06/17/2025

     1,434,272  
1,365,000   

3.00%, 06/17/2027

     1,470,098  
250,000   

IBM Credit LLC
0.83%, 11/30/2020, 3 mo. USD LIBOR + 0.47%(2)

     250,334  
  

International Business Machines Corp.

 

5,520,000   

1.95%, 05/15/2030

     5,776,919  
1,800,000   

3.00%, 05/15/2024

     1,962,289  
2,840,000   

3.50%, 05/15/2029

     3,339,780  
275,000   

4.25%, 05/15/2049

     362,773  
1,185,000   

4.70%, 02/19/2046

     1,643,232  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,370,000   

Leidos, Inc.
3.63%, 05/15/2025(1)

   $ 1,513,439  
     

 

 

 
        28,261,429  
     

 

 

 
   Lodging - 0.2%

 

  

Hilton Domestic Operating Co., Inc.

 

3,698,000   

4.25%, 09/01/2024

     3,734,980  
230,000   

5.13%, 05/01/2026

     238,050  
360,000   

5.38%, 05/01/2025(1)

     376,380  
1,210,000   

Las Vegas Sands Corp.
3.50%, 08/18/2026

     1,213,862  
35,000   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.50%, 03/01/2025(1)

     32,900  
     

 

 

 
        5,596,172  
     

 

 

 
   Machinery - Construction & Mining - 0.0%

 

145,000   

BWX Technologies, Inc.
5.38%, 07/15/2026(1)

     151,525  
     

 

 

 
   Machinery-Diversified - 0.4%

 

  

John Deere Capital Corp.

 

725,000   

1.20%, 04/06/2023

     741,400  
820,000   

1.75%, 03/09/2027

     864,870  
9,320,000   

Otis Worldwide Corp.
2.57%, 02/15/2030(1)

     10,106,482  
     

 

 

 
        11,712,752  
     

 

 

 
   Media - 2.3%

 

  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

2,620,000   

4.25%, 02/01/2031(1)

     2,734,022  
783,000   

4.50%, 08/15/2030(1)

     829,902  
30,000   

5.13%, 05/01/2027(1)

     31,828  
170,000   

5.75%, 02/15/2026(1)

     178,075  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

1,305,000   

4.80%, 03/01/2050

     1,581,336  
1,225,000   

5.13%, 07/01/2049

     1,502,828  
465,000   

5.75%, 04/01/2048

     612,264  
5,280,000   

6.48%, 10/23/2045

     7,370,610  
1,060,000   

6.83%, 10/23/2055

     1,502,319  
  

Comcast Corp.

 

545,000   

3.20%, 07/15/2036

     634,938  
2,055,000   

3.25%, 11/01/2039

     2,421,797  
365,000   

3.40%, 07/15/2046

     433,984  
2,705,000   

3.75%, 04/01/2040

     3,371,569  
40,000   

4.05%, 11/01/2052

     52,599  
630,000   

4.60%, 10/15/2038

     852,212  
830,000   

4.65%, 07/15/2042

     1,137,015  
740,000   

4.70%, 10/15/2048

     1,060,595  
245,000   

4.75%, 03/01/2044

     345,429  
700,000   

4.95%, 10/15/2058

     1,075,047  
4,245,000   

Cox Communications, Inc.
3.15%, 08/15/2024(1)

     4,607,881  
  

CSC Holdings LLC

 

200,000   

5.38%, 02/01/2028(1)

     216,500  
310,000   

5.50%, 04/15/2027(1)

     332,475  
  

Discovery Communications LLC

 

948,000   

3.80%, 03/13/2024

     1,038,904  
2,000   

3.95%, 06/15/2025

     2,259  
1,780,000   

3.95%, 03/20/2028

     2,037,420  
75,000   

5.00%, 09/20/2037

     91,958  
954,000   

5.30%, 05/15/2049

     1,233,676  
1,570,000   

6.35%, 06/01/2040

     2,213,412  
505,000   

DISH DBS Corp.
5.88%, 11/15/2024

     526,564  
1,104,000   

NBCUniversal Media LLC
5.95%, 04/01/2041

     1,729,581  
  

Time Warner Cable LLC

 

1,287,000   

4.50%, 09/15/2042

     1,500,890  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        890,000   

6.55%, 05/01/2037

   $ 1,231,820  
1,910,000   

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

     2,982,564  
  

ViacomCBS, Inc.

 

1,480,000   

4.25%, 09/01/2023

     1,620,368  
1,495,000   

4.75%, 05/15/2025

     1,721,485  
7,815,000   

4.95%, 01/15/2031

     9,401,597  
45,000   

5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(8)

     46,972  
50,000   

6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(8)

     55,500  
  

Videotron Ltd.

 

190,000   

5.13%, 04/15/2027(1)

     200,925  
480,000   

5.38%, 06/15/2024(1)

     520,800  
2,555,000   

Walt Disney Co.
2.65%, 01/13/2031

     2,779,161  
     

 

 

 
     63,821,081  
     

 

 

 
   Mining - 0.2%

 

  

Anglo American Capital plc

 

400,000   

4.50%, 03/15/2028(1)

     456,998  
970,000   

4.75%, 04/10/2027(1)

     1,116,153  
2,510,000   

4.88%, 05/14/2025(1)

     2,840,141  
1,570,000   

5.63%, 04/01/2030(1)

     1,967,854  
250,000   

Kaiser Aluminum Corp.
4.63%, 03/01/2028(1)

     248,875  
     

 

 

 
     6,630,021  
     

 

 

 
   Miscellaneous Manufacturing - 0.1%

 

505,000   

3M Co.
3.05%, 04/15/2030

     586,864  
1,625,000   

General Electric Co.
3.63%, 05/01/2030

     1,644,898  
810,000   

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

     820,359  
385,000   

Ingersoll-Rand Luxembourg Finance S.A.
4.50%, 03/21/2049

     495,555  
     

 

 

 
     3,547,676  
     

 

 

 
   Office/Business Equipment - 0.0%

 

  

CDW LLC / CDW Finance Corp.

 

320,000   

4.13%, 05/01/2025

     338,304  
250,000   

4.25%, 04/01/2028

     267,135  
     

 

 

 
     605,439  
     

 

 

 
   Oil & Gas - 1.0%

 

150,000   

Aker BP ASA
5.88%, 03/31/2025(1)

     157,709  
  

BP Capital Markets America, Inc.

 

1,355,000   

3.54%, 04/06/2027

     1,537,968  
1,150,000   

3.63%, 04/06/2030

     1,332,011  
CAD        840,000   

Canadian Natural Resources Ltd.
2.89%, 08/14/2020

     627,556  
  

Equinor ASA

 

$     3,930,000   

1.75%, 01/22/2026

     4,107,188  
1,420,000   

3.63%, 04/06/2040

     1,709,087  
945,000   

3.70%, 04/06/2050

     1,165,343  
  

Exxon Mobil Corp.

 

2,620,000   

4.23%, 03/19/2040

     3,361,528  
890,000   

4.33%, 03/19/2050

     1,194,394  
  

Hess Corp.

 

76,000   

6.00%, 01/15/2040

     87,371  
606,000   

7.13%, 03/15/2033

     727,524  
1,010,000   

7.30%, 08/15/2031

     1,212,718  
3,025,000   

Marathon Petroleum Corp.
4.70%, 05/01/2025

     3,437,029  
  

Phillips 66

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$          825,000   

2.15%, 12/15/2030

   $ 817,673  
630,000   

3.85%, 04/09/2025

     706,479  
285,000   

QEP Resources, Inc.
5.25%, 05/01/2023

     198,787  
849,000   

Saudi Arabian Oil Co.
2.88%, 04/16/2024(1)

     893,623  
  

SM Energy Co.

 

130,000   

6.13%, 11/15/2022

     96,200  
140,000   

6.75%, 09/15/2026

     70,000  
360,000   

Sunoco L.P. / Sunoco Finance Corp.
5.50%, 02/15/2026

     369,000  
1,870,000   

Tullow Oil plc
7.00%, 03/01/2025(1)

     1,112,650  
937,000   

Valero Energy Corp.
4.00%, 04/01/2029

     1,069,652  
145,000   

WPX Energy, Inc.
5.25%, 09/15/2024

     149,481  
ARS     81,010,352   

YPF S.A.
16.50%, 05/09/2022(1)

     620,779  
     

 

 

 
     26,761,750  
     

 

 

 
   Packaging & Containers - 0.3%

 

$          430,000   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.13%, 08/15/2026(1)

     446,254  
5,150,000   

Ball Corp.
4.00%, 11/15/2023

     5,484,750  
1,775,000   

Mondelez International, Inc.
1.50%, 05/04/2025

     1,842,052  
620,000   

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

     654,534  
265,000   

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

     269,055  
     

 

 

 
     8,696,645  
     

 

 

 
   Pharmaceuticals - 1.4%

 

  

AbbVie, Inc.

 

2,605,000   

2.95%, 11/21/2026(1)

     2,874,283  
2,330,000   

3.20%, 11/21/2029(1)

     2,618,945  
2,130,000   

4.25%, 11/21/2049(1)

     2,709,722  
1,020,000   

4.63%, 10/01/2042(1)

     1,295,991  
  

Bausch Health Cos., Inc.

 

460,000   

5.75%, 08/15/2027(1)

     499,275  
95,000   

7.00%, 03/15/2024(1)

     99,273  
77,000   

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

     80,461  
2,580,000   

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

     2,958,695  
1,910,000   

Becton Dickinson and Co.
2.82%, 05/20/2030

     2,098,772  
  

CVS Health Corp.

 

2,680,000   

4.13%, 04/01/2040

     3,265,219  
580,000   

5.05%, 03/25/2048

     798,945  
1,670,000   

5.13%, 07/20/2045

     2,271,701  
3,015,000   

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

     3,442,641  
  

Pfizer, Inc.

 

1,920,000   

1.70%, 05/28/2030

     2,015,449  
1,105,000   

2.63%, 04/01/2030

     1,249,734  
1,450,000   

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

     1,478,912  
  

Takeda Pharmaceutical Co., Ltd.

 

1,065,000   

2.05%, 03/31/2030

     1,093,899  
1,720,000   

3.03%, 07/09/2040

     1,869,233  
545,000   

3.18%, 07/09/2050

     596,772  
3,670,000   

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

     3,347,811  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
  

Upjohn, Inc.

 

$    860,000   

1.65%, 06/22/2025(1)

   $ 885,013  
680,000   

2.30%, 06/22/2027(1)

     714,597  
     

 

 

 
        38,265,343  
     

 

 

 
   Pipelines - 1.0%

 

270,000   

Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/2025

     307,870  
55,000   

Cheniere Energy Partners L.P.
4.50%, 10/01/2029

     58,179  
  

DCP Midstream Operating L.P.

 

100,000   

3.88%, 03/15/2023

     100,260  
200,000   

4.95%, 04/01/2022

     203,750  
70,000   

5.60%, 04/01/2044

     61,230  
  

Energy Transfer Operating L.P.

 

1,340,000   

3.75%, 05/15/2030

     1,325,238  
1,280,000   

4.95%, 06/15/2028

     1,367,908  
1,420,000   

5.25%, 04/15/2029

     1,542,462  
2,710,000   

6.13%, 12/15/2045

     2,850,164  
515,000   

6.25%, 04/15/2049

     553,149  
110,000   

EQM Midstream Partners L.P.
6.50%, 07/01/2027(1)

     121,286  
2,245,000   

Kinder Morgan Energy Partners L.P.
3.50%, 03/01/2021

     2,271,595  
  

MPLX L.P.

 

70,000   

1.21%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(2)

     69,664  
40,000   

4.00%, 02/15/2025

     43,606  
1,430,000   

4.13%, 03/01/2027

     1,560,478  
1,240,000   

4.25%, 12/01/2027

     1,346,355  
1,315,000   

4.70%, 04/15/2048

     1,417,107  
265,000   

5.20%, 03/01/2047

     298,877  
230,000   

5.20%, 12/01/2047

     252,022  
195,000   

5.50%, 02/15/2049

     233,658  
155,000   

6.25%, 10/15/2022

     156,483  
  

ONEOK, Inc.

 

325,000   

2.20%, 09/15/2025

     318,874  
325,000   

3.10%, 03/15/2030

     305,880  
240,000   

4.00%, 07/13/2027

     246,613  
1,070,000   

4.45%, 09/01/2049

     973,465  
1,155,000   

5.85%, 01/15/2026

     1,315,040  
2,100,000   

Sabine Pass Liquefaction LLC
4.50%, 05/15/2030(1)

     2,422,505  
  

Sunoco Logistics Partners Operations L.P.

 

1,750,000   

4.00%, 10/01/2027

     1,783,124  
165,000   

5.30%, 04/01/2044

     164,313  
  

TransCanada PipeLines Ltd.

 

2,305,000   

4.10%, 04/15/2030

     2,722,329  
1,090,000   

4.63%, 03/01/2034

     1,325,554  
160,000   

Western Midstream Operating L.P.
5.05%, 02/01/2030

     162,021  
  

Williams Cos., Inc.

 

75,000   

4.90%, 01/15/2045

     86,120  
145,000   

5.10%, 09/15/2045

     171,467  
275,000   

5.80%, 11/15/2043

     337,600  
255,000   

6.30%, 04/15/2040

     327,601  
     

 

 

 
        28,803,847  
     

 

 

 
   Real Estate Investment Trusts - 0.4%

 

  

American Tower Corp.

 

1,235,000   

2.10%, 06/15/2030

     1,284,482  
1,140,000   

2.40%, 03/15/2025

     1,219,866  
730,000   

Brixmor Operating Partnership L.P.
4.05%, 07/01/2030

     768,514  
  

Equinix, Inc.

 

400,000   

1.80%, 07/15/2027

     411,100  
1,160,000   

2.15%, 07/15/2030

     1,195,345  
  

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

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,790,000   

4.00%, 01/15/2031

   $ 1,857,573  
1,205,000   

5.75%, 06/01/2028

     1,361,771  
2,245,000   

SBA Tower Trust
2.84%, 01/15/2025(1)

     2,342,914  
570,000   

VEREIT Operating Partnership L.P.
3.40%, 01/15/2028

     591,525  
145,000   

VICI Properties L.P. / VICI Note Co., Inc.
4.25%, 12/01/2026(1)

     149,350  
     

 

 

 
        11,182,440  
     

 

 

 
   Retail - 0.9%

 

150,000   

1011778 BC ULC / New Red Finance, Inc.
4.25%, 05/15/2024(1)

     153,000  
  

Alimentation Couche-Tard, Inc.

 

1,220,000   

2.95%, 01/25/2030(1)

     1,311,988  
930,000   

3.80%, 01/25/2050(1)

     1,028,590  
2,100,000   

AutoZone, Inc.
3.63%, 04/15/2025

     2,363,768  
4,375,000   

Home Depot, Inc.
3.30%, 04/15/2040

     5,238,889  
330,000   

Lithia Motors, Inc.
4.63%, 12/15/2027(1)

     350,724  
  

Lowe’s Cos., Inc.

 

2,660,000   

3.38%, 09/15/2025

     2,989,151  
210,000   

3.70%, 04/15/2046

     249,035  
1,545,000   

4.55%, 04/05/2049

     2,073,669  
905,000   

5.00%, 04/15/2040

     1,235,472  
  

McDonald’s Corp.

 

1,495,000   

3.35%, 04/01/2023

     1,604,437  
2,350,000   

3.63%, 09/01/2049

     2,788,029  
2,075,000   

4.20%, 04/01/2050

     2,651,093  
285,000   

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

     289,988  
435,000   

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

     467,081  
195,000   

William Carter Co.
5.63%, 03/15/2027(1)

     207,675  
     

 

 

 
        25,002,589  
     

 

 

 
   Semiconductors - 1.4%

 

2,030,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

     2,255,161  
  

Broadcom, Inc.

 

2,415,000   

4.25%, 04/15/2026(1)

     2,727,850  
7,985,000   

5.00%, 04/15/2030(1)

     9,490,618  
  

Entegris, Inc.

 

540,000   

4.38%, 04/15/2028(1)

     568,868  
250,000   

4.63%, 02/10/2026(1)

     259,780  
  

Intel Corp.

 

1,095,000   

3.10%, 02/15/2060

     1,268,826  
840,000   

4.10%, 05/19/2046

     1,096,765  
1,270,000   

Lam Research Corp.
1.90%, 06/15/2030

     1,345,773  
  

Microchip Technology, Inc.

 

3,640,000   

2.67%, 09/01/2023(1)

     3,768,296  
110,000   

4.25%, 09/01/2025(1)

     115,634  
2,015,000   

NVIDIA Corp.
3.50%, 04/01/2040

     2,420,343  
  

NXP B.V. / NXP Funding LLC

 

900,000   

4.63%, 06/01/2023(1)

     991,046  
3,087,000   

4.88%, 03/01/2024(1)

     3,472,915  
1,131,000   

5.35%, 03/01/2026(1)

     1,355,472  
1,205,000   

5.55%, 12/01/2028(1)

     1,511,144  
  

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

1,090,000   

3.15%, 05/01/2027(1)

     1,186,858  
127,000   

4.30%, 06/18/2029(1)

     148,042  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$        230,000   

Qorvo, Inc.
5.50%, 07/15/2026

   $ 246,857  
  

QUALCOMM, Inc.

 

806,000   

4.65%, 05/20/2035

     1,114,701  
1,459,000   

4.80%, 05/20/2045

     2,073,398  
300,000   

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

     324,000  
211,000   

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

     222,099  
     

 

 

 
     37,964,446  
     

 

 

 
   Software - 1.2%

 

  

CDK Global, Inc.

 

150,000   

4.88%, 06/01/2027

     160,311  
415,000   

5.25%, 05/15/2029(1)

     454,446  
30,000   

5.88%, 06/15/2026

     32,060  
349,000   

Fair Isaac Corp.
4.00%, 06/15/2028(1)

     365,054  
  

Fidelity National Information Services, Inc.

 

1,936,000   

3.75%, 05/21/2029

     2,319,346  
490,000   

4.25%, 05/15/2028

     593,843  
  

Fiserv, Inc.

 

8,675,000   

2.25%, 06/01/2027

     9,291,412  
1,560,000   

3.20%, 07/01/2026

     1,758,243  
420,000   

IQVIA, Inc.
5.00%, 05/15/2027(1)

     448,219  
  

Microsoft Corp.

 

179,000   

2.68%, 06/01/2060

     197,734  
830,000   

3.70%, 08/08/2046

     1,080,942  
1,221,000   

3.95%, 08/08/2056

     1,710,283  
  

MSCI, Inc.

 

45,000   

3.63%, 09/01/2030(1)

     47,475  
60,000   

3.88%, 02/15/2031(1)

     65,175  
225,000   

4.00%, 11/15/2029(1)

     241,875  
5,010,000   

5.38%, 05/15/2027(1)

     5,467,162  
  

Open Text Corp.

 

440,000   

3.88%, 02/15/2028(1)

     457,468  
255,000   

5.88%, 06/01/2026(1)

     270,861  
  

Oracle Corp.

 

85,000   

3.60%, 04/01/2040

     100,644  
4,945,000   

3.85%, 04/01/2060

     6,206,364  
1,315,000   

4.00%, 11/15/2047

     1,656,716  
250,000   

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

     271,592  
     

 

 

 
     33,197,225  
     

 

 

 
   Telecommunications - 2.5%

 

  

AT&T, Inc.

 

185,000   

1.10%, 06/01/2021, 3 mo. USD LIBOR + 0.750%(2)

     185,787  
4,190,000   

3.50%, 02/01/2061

     4,343,467  
CAD     1,175,000   

3.83%, 11/25/2020

     885,638  
$     2,595,000   

4.35%, 06/15/2045

     3,072,221  
1,160,000   

4.50%, 05/15/2035

     1,392,480  
1,075,000   

4.50%, 03/09/2048

     1,316,627  
815,000   

4.75%, 05/15/2046

     1,015,416  
4,500,000   

GTP Acquisition Partners LLC
3.48%, 06/15/2050(1)

     4,847,241  
  

Nokia Oyj

 

10,000   

4.38%, 06/12/2027

     10,675  
455,000   

6.63%, 05/15/2039

     580,125  
4,535,000   

SoftBank Group Corp.
6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD ICE Swap + 4.226% thereafter)(6)(8)(9)

     4,349,909  
325,000   

Sprint Corp.
7.13%, 06/15/2024

     379,129  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$      3,115,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 09/20/2029(1)

   $ 3,646,668  
  

T-Mobile USA, Inc.

 

3,475,000   

2.05%, 02/15/2028(1)

     3,569,485  
4,605,000   

3.50%, 04/15/2025(1)

     5,078,164  
3,785,000   

3.88%, 04/15/2030(1)

     4,334,771  
1,330,000   

4.50%, 04/15/2050(1)

     1,660,306  
5,647,000   

6.50%, 01/15/2026

     5,952,785  
  

Telecom Italia Capital S.A.

 

145,000   

6.00%, 09/30/2034

     175,736  
215,000   

7.72%, 06/04/2038

     298,521  
3,065,000   

Telefonica Celular del Paraguay S.A.
5.88%, 04/15/2027(1)

     3,243,414  
  

Telefonica Emisiones S.A.

 

525,000   

4.67%, 03/06/2038

     642,922  
215,000   

4.90%, 03/06/2048

     266,953  
1,120,000   

5.21%, 03/08/2047

     1,442,761  
  

Verizon Communications, Inc.

 

485,000   

4.00%, 03/22/2050

     645,431  
1,971,000   

4.27%, 01/15/2036

     2,531,376  
465,000   

4.40%, 11/01/2034

     599,172  
1,525,000   

4.50%, 08/10/2033

     1,986,602  
2,070,000   

4.67%, 03/15/2055

     3,037,845  
2,020,000   

4.81%, 03/15/2039

     2,765,416  
845,000   

5.01%, 08/21/2054

     1,311,848  
735,000   

5.25%, 03/16/2037

     1,037,076  
1,935,000   

Vodafone Group plc
6.15%, 02/27/2037

     2,857,476  
     

 

 

 
     69,463,443  
     

 

 

 
   Transportation - 0.5%

 

  

FedEx Corp.

 

835,000   

3.30%, 03/15/2027

     924,669  
2,495,000   

4.25%, 05/15/2030

     2,993,931  
  

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

 

2,445,000   

2.70%, 11/01/2024(1)

     2,574,593  
2,650,000   

4.00%, 07/15/2025(1)

     2,968,485  
  

Union Pacific Corp.

 

110,000   

3.25%, 02/05/2050

     129,795  
325,000   

3.84%, 03/20/2060

     414,393  
2,495,000   

4.38%, 09/10/2038

     3,231,009  
     

 

 

 
     13,236,875  
     

 

 

 
   Water - 0.1%

 

  

American Water Capital Corp.

 

885,000   

2.80%, 05/01/2030

     997,857  
1,140,000   

4.15%, 06/01/2049

     1,562,304  
     

 

 

 
     2,560,161  
     

 

 

 
  

Total Corporate Bonds
(cost $911,216,469)

   $     990,211,654  
     

 

 

 

Foreign Government Obligations - 2.3%

 

   Argentina - 0.0%

 

EUR     1,665,000   

Argentine Republic Government International Bond
5.25%, 01/15/2028(6)(10)

     767,256  
     

 

 

 
   Bahrain - 0.1%

 

$      1,270,000   

Bahrain Government International Bond
7.38%, 05/14/2030(1)

     1,454,404  
     

 

 

 
   Chile - 0.1%

 

2,625,000   

Chile Government International Bond
2.55%, 01/27/2032

     2,817,964  
     

 

 

 
   Dominican Republic - 0.2%

 

4,445,000   

Dominican Republic International Bond
6.40%, 06/05/2049(1)

     4,489,450  
     

 

 

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Egypt - 0.1%

 

  

Egypt Government International Bond

 

$    1,400,000   

7.63%, 05/29/2032(1)

   $   1,368,780  
725,000   

8.50%, 01/31/2047(6)

     715,068  
660,000   

8.88%, 05/29/2050(1)

     659,868  
     

 

 

 
     2,743,716  
     

 

 

 
   Ghana - 0.1%

 

  

Ghana Government International Bond

 

2,290,000   

6.38%, 02/11/2027(1)

     2,112,525  
1,420,000   

7.63%, 05/16/2029(6)

     1,321,310  
     

 

 

 
     3,433,835  
     

 

 

 
   Hungary - 0.0%

 

580,000   

Hungary Government International Bond
6.38%, 03/29/2021

     601,446  
     

 

 

 
   Indonesia - 0.1%

 

  

Indonesia Government International Bond

 

EUR       290,000   

2.15%, 07/18/2024(6)

     356,592  
565,000   

2.63%, 06/14/2023(6)

     698,899  
$       955,000   

3.38%, 04/15/2023(6)

     1,003,505  
     

 

 

 
     2,058,996  
     

 

 

 
   Italy - 0.0%

 

EUR       170,000   

Italy Certificati di Credito del Tesoro
0.00%, 11/27/2020(11)

     200,455  
     

 

 

 
   Macedonia - 0.1%

 

2,715,000   

North Macedonia Government International Bond
3.68%, 06/03/2026(1)

     3,385,963  
     

 

 

 
   Mexico - 0.2%

 

  

Mexico Government International Bond

 

$       212,000   

3.25%, 04/16/2030

     216,982  
620,000   

4.50%, 04/22/2029

     695,640  
2,980,000   

4.75%, 04/27/2032

     3,415,080  
     

 

 

 
     4,327,702  
     

 

 

 
   Panama - 0.0%

 

235,000   

Panama Government International Bond
3.16%, 01/23/2030

     263,200  
     

 

 

 
   Peru - 0.0%

 

575,000   

Peruvian Government International Bond
2.39%, 01/23/2026

     611,225  
     

 

 

 
   Philippines - 0.0%

 

  

Philippine Government International Bond

 

475,000   

2.46%, 05/05/2030

     520,786  
200,000   

2.95%, 05/05/2045

     223,992  
     

 

 

 
     744,778  
     

 

 

 
   Qatar - 0.3%

 

  

Qatar Government International Bond

 

2,380,000   

3.40%, 04/16/2025(1)

     2,624,807  
3,900,000   

3.75%, 04/16/2030(1)

     4,582,968  
     

 

 

 
     7,207,775  
     

 

 

 
   Romania - 0.3%

 

  

Romanian Government International Bond

 

EUR    1,630,000   

3.62%, 05/26/2030(1)

     2,122,633  
$    2,088,000   

4.00%, 02/14/2051(1)(7)

     2,187,907  
EUR    3,473,000   

4.63%, 04/03/2049(6)

     4,895,923  
     

 

 

 
     9,206,463  
     

 

 

 
   Saudi Arabia - 0.1%

 

$    2,300,000   

Saudi Government International Bond
2.90%, 10/22/2025(1)

     2,461,598  
     

 

 

 
   Senegal - 0.1%

 

  

Senegal Government International Bond

 

EUR    1,615,000   

4.75%, 03/13/2028(6)

     1,826,941  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$      2,000,000   

6.25%, 05/23/2033(6)

   $ 1,982,900  
     

 

 

 
     3,809,841  
     

 

 

 
   South Korea - 0.0%

 

200,000   

Korea Development Bank
0.87%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(2)

     200,191  
     

 

 

 
   Supranational - 0.1%

 

MXN    47,065,000   

Inter-American Development Bank
7.25%, 06/10/2021

     2,136,736  
     

 

 

 
   Tunisia - 0.1%

 

EUR      1,685,000   

Banque Centrale de Tunisie International Bond
6.75%, 10/31/2023(1)

     1,865,518  
     

 

 

 
   United Arab Emirates - 0.3%

 

  

Abu Dhabi Government International Bond

 

$      1,950,000   

2.50%, 04/16/2025(1)

     2,076,750  
2,900,000   

3.13%, 04/16/2030(1)

     3,266,067  
2,225,000   

3.88%, 04/16/2050(1)

     2,817,384  
     

 

 

 
     8,160,201  
     

 

 

 
  

Total Foreign Government Obligations
(cost $60,437,181)

   $   62,948,713  
     

 

 

 

Municipal Bonds - 1.9%

 

   Development - 0.3%

 

7,845,000   

New York Transportation Dev Corp. Rev
4.25%, 09/01/2035

     8,608,397  
     

 

 

 
   Education - 0.1%

 

  

Chicago, IL, Board of Education, GO

 

380,000   

6.04%, 12/01/2029

     391,343  
1,145,000   

6.14%, 12/01/2039

     1,179,247  
1,660,000   

6.32%, 11/01/2029

     1,729,454  
     

 

 

 
     3,300,044  
     

 

 

 
   General - 0.7%

 

  

County of Riverside, CA

 

5,885,000   

2.86%, 02/15/2026

     6,238,453  
5,895,000   

3.07%, 02/15/2028

     6,367,367  
5,345,000   

Philadelphia, PA, Auth for Industrial Dev
6.55%, 10/15/2028(12)

     6,945,186  
     

 

 

 
     19,551,006  
     

 

 

 
   General Obligation - 0.3%

 

  

California State, GO Taxable

 

235,000   

7.30%, 10/01/2039

     400,045  
1,115,000   

7.55%, 04/01/2039(7)

     2,024,472  
185,000   

7.63%, 03/01/2040

     333,020  
205,000   

State of Connecticut, GO
3.00%, 07/01/2021

     209,272  
  

State of Illinois, GO

 

2,508,764   

4.95%, 06/01/2023(7)

     2,540,349  
210,000   

5.00%, 01/01/2023

     216,573  
520,000   

5.56%, 02/01/2021

     525,840  
840,000   

6.88%, 07/01/2025(12)

     956,458  
     

 

 

 
     7,206,029  
     

 

 

 
   Transportation - 0.4%

 

  

Metropolitan Transportation Auth, NY, Rev

 

2,540,000   

5.00%, 11/15/2050

     2,911,246  
7,005,000   

5.18%, 11/15/2049

     8,209,020  
     

 

 

 
     11,120,266  
     

 

 

 
   Utility - Electric - 0.1%

 

1,927,000   

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

     2,930,003  
     

 

 

 
  

Total Municipal Bonds
(cost $48,476,881)

   $ 52,715,745  
     

 

 

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Senior Floating Rate Interests - 2.2%(13)

 

   Advertising - 0.0%

 

$       297,750   

Clear Channel Outdoor Holdings, Inc.
3.76%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

   $ 264,253  
     

 

 

 
   Aerospace/Defense - 0.0%

 

437,445   

TransDigm, Inc.
2.41%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

   $ 408,193  
     

 

 

 
   Airlines - 0.0%

 

100,000   

JetBlue Airways Corp.
6.25%, 06/17/2024, 1 mo. USD LIBOR + 5.250%

     98,521  
180,000   

Mileage Plus Holdings LLC
6.25%, 06/20/2027, 1 mo. USD LIBOR + 5.250%

     179,460  
388,050   

WestJet Airlines Ltd.
4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000%

     283,979  
     

 

 

 
     561,960  
     

 

 

 
   Auto Manufacturers - 0.0%

 

468,597   

Navistar, Inc.
3.69%, 11/06/2024, 3 mo. USD LIBOR + 3.500%

     452,585  
     

 

 

 
   Auto Parts & Equipment - 0.1%

 

472,120   

Adient U.S. LLC
4.72%, 05/06/2024, 3 mo. USD LIBOR + 4.250%

     464,056  
201,679   

Altra Industrial Motion Corp.
2.16%, 10/01/2025, 3 mo. USD LIBOR + 2.000%

     195,125  
EUR       635,000   

Clarios Global L.P.
3.75%, 04/30/2026, 3 mo. EURIBOR + 3.750%

     723,479  
$       411,888   

Panther BF Aggregator 2
3.67%, 04/30/2026, 3 mo. USD LIBOR + 3.500%

     401,504  
145,000   

Trico Group LLC
0.00%, 02/02/2024(14)

     138,113  
     

 

 

 
     1,922,277  
     

 

 

 
   Beverages - 0.0%

 

EUR       490,000   

Sunshine Investments B.V.
0.00%, 03/28/2025(14)

     568,902  
     

 

 

 
   Chemicals - 0.1%

 

$       96,989   

Cabot Microelectronics Corp.
2.19%, 11/15/2025, 1 mo. USD LIBOR + 2.000%

     96,019  
EUR       195,285   

CTC AcquiCo GmbH
2.50%, 03/08/2025, 3 mo. EURIBOR + 2.500%

     215,946  
$       222,750   

Hexion, Inc.
3.80%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

     217,738  
122,813   

LTI Holdings, Inc.
3.67%, 09/06/2025, 3 mo. USD LIBOR + 3.500%

     107,345  
  

Starfruit Finco B.V.

 

216,786   

3.18%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

     209,320  
EUR       100,000   

3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

     114,026  
$       500,000   

Tronox Finance LLC
3.06%, 09/22/2024, 3 mo. USD LIBOR + 2.750%

     485,940  
  

Univar, Inc.

 

139,300   

2.16%, 11/22/2026, 1 mo. USD LIBOR + 2.000%

     135,086  
351,676   

2.41%, 07/01/2024, 3 mo. USD LIBOR + 2.250%

     344,643  
     

 

 

 
     1,926,063  
     

 

 

 
   Commercial Services - 0.2%

 

376,894   

Allied Universal Holdco LLC
4.41%, 07/12/2026, 1 mo. USD LIBOR + 4.250%

     371,712  
385,409   

APX Group, Inc.
7.25%, 12/31/2025, 1 mo. USD LIBOR + 4.000%

     360,519  
209,088   

Ascend Learning LLC
4.00%, 07/12/2024, 3 mo. USD LIBOR + 3.000%

     204,383  
383,761   

Belron Finance U.S. LLC
2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     375,445  
333,816   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     310,031  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       985,000   

Deerfield Dakota Holding LLC
4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

   $ 969,870  
598,500   

Dun & Bradstreet Corp.
3.92%, 02/08/2026, 1 mo. USD LIBOR + 3.750%

     594,885  
31,350   

Energizer Holdings, Inc.
2.44%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

     31,037  
EUR       185,000   

LGC Group Holdings Ltd.
3.25%, 04/20/2027, 3 mo. EURIBOR + 3.250%

     211,261  
$       678,322   

Quikrete Holdings, Inc.
2.66%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

     654,072  
EUR       105,975   

Techem Verwaltungsgesellschaft 675 mbH
2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625%

     121,856  
$       863,300   

Tempo Acquisition LLC
2.91%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

     839,991  
EUR       430,000   

Verisure Holding AB
0.00%, 10/21/2022(14)

     502,173  
100,000   

Vertical Midco GmbH
0.00%, 07/14/2027(14)

     115,690  
$       347,459   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     343,463  
     

 

 

 
     6,006,388  
     

 

 

 
   Construction Materials - 0.1%

 

92,107   

Advanced Drainage Systems, Inc.
2.44%, 09/24/2026, 1 mo. USD LIBOR + 2.250%

     90,841  
417,142   

Brookfield WEC Holdings, Inc.
3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

     407,547  
142,100   

Hamilton Holdco LLC
2.31%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

     138,192  
563,077   

NCI Building Systems, Inc.
3.93%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     550,763  
     

 

 

 
     1,187,343  
     

 

 

 
   Distribution/Wholesale - 0.1%

 

972,650   

American Builders & Contractors Supply Co., Inc.
2.16%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

     942,868  
324,171   

Beacon Roofing Supply, Inc.
2.41%, 01/02/2025, 3 mo. USD LIBOR + 2.250%

     314,157  
193,538   

SRS Distribution, Inc.
5.32%, 05/24/2025, 1 mo. USD LIBOR + 4.250%

     189,667  
     

 

 

 
     1,446,692  
     

 

 

 
   Diversified Financial Services - 0.1%

 

  

AlixPartners LLP

 

356,383   

2.66%, 04/04/2024, 1 mo. USD LIBOR + 2.500%

     348,364  
EUR         98,750   

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

     113,539  
$       162,525   

Aretec Group, Inc.
4.41%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     148,914  
  

Crown Finance U.S., Inc.

 

EUR         31,447   

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

     23,383  
$       182,719   

3.32%, 02/28/2025, 3 mo. USD LIBOR + 2.250%

     114,980  
138,250   

Minotaur Acquisition, Inc.
5.16%, 03/29/2026, 3 mo. USD LIBOR + 5.000%

     129,379  
EUR       194,028   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     220,071  
$       251,175   

Refinitiv U.S. Holdings, Inc.
3.41%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     249,113  
128,525   

RP Crown Parent LLC
2.92%, 10/12/2023, 3 mo. USD LIBOR + 2.750%

     127,882  
198,713   

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     192,793  
285,192   

Victory Capital Holdings, Inc.
2.80%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

     279,725  
     

 

 

 
     1,948,143  
     

 

 

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Electric - 0.0%

 

$         271,881   

Seadrill Operating LP
7.00%, 02/21/2021, 3 mo. USD LIBOR + 6.000%

   $ 38,488  
     

 

 

 
   Energy-Alternate Sources - 0.0%

 

240,077   

BCP Renaissance Parent LLC
4.50%, 11/01/2024, 3 mo. USD LIBOR + 3.500%

     215,870  
97,500   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

     87,116  
     

 

 

 
     302,986  
     

 

 

 
   Engineering & Construction - 0.0%

 

503,126   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     458,056  
     

 

 

 
   Entertainment - 0.0%

 

310,000   

Banijay Entertainment S.A.S
0.00%, 03/01/2025(14)

     299,150  
590,961   

Scientific Games International, Inc.
3.61%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

     536,929  
108,075   

Wyndham Hotels & Resorts, Inc.
1.91%, 05/30/2025, 3 mo. USD LIBOR + 1.750%

     102,784  
     

 

 

 
     938,863  
     

 

 

 
   Food - 0.1%

 

104,213   

B&G Foods, Inc.
2.66%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

     102,649  
  

Froneri International Ltd.

 

180,000   

2.41%, 01/31/2027, 1 mo. USD LIBOR + 2.250%

     172,382  
EUR       200,000   

2.63%, 01/31/2027, 3 mo. EURIBOR + 2.625%

     227,750  
$       538,537   

Hostess Brands LLC
3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

     525,521  
387,075   

U.S. Foods, Inc.
3.07%, 09/13/2026, 3 mo. USD LIBOR + 2.000%

     363,851  
     

 

 

 
     1,392,153  
     

 

 

 
   Food Service - 0.0%

 

98,500   

8th Avenue Food & Provisions, Inc.
3.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

     96,850  
  

Aramark Services, Inc.

 

207,256   

1.91%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

     196,634  
299,250   

1.91%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

     283,354  
98,000   

CHG PPC Parent LLC
2.91%, 03/30/2025, 3 mo. USD LIBOR + 2.750%

     94,815  
     

 

 

 
     671,653  
     

 

 

 
   Gas - 0.0%

 

108,625   

Messer Industries USA, Inc.
2.81%, 03/01/2026, 3 mo. USD LIBOR + 2.500%

     106,181  
     

 

 

 
   Healthcare-Products - 0.0%

 

EUR       109,450   

Grifols S.A.
2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

     127,219  
$       201,375   

Lifescan Global Corp.
7.18%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     183,251  
211,355   

Parexel International Corp.
2.91%, 09/27/2024, 3 mo. USD LIBOR + 2.750%

     202,787  
     

 

 

 
     513,257  
     

 

 

 
   Healthcare-Services - 0.2%

 

179,075   

CDRH Parent, Inc.
5.25%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

     115,503  
99,750   

CPI Holdco LLC
4.41%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

     98,254  
129,551   

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%(15)

     116,164  
270,875   

Envision Healthcare Corp.
3.91%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     177,605  
  

EyeCare Partners LLC

 

52,027   

3.75%, 02/20/2027, 1 mo. USD LIBOR + 0.500%(15)

     47,572  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       222,416   

4.82%, 02/20/2027, 1 mo. USD LIBOR + 3.750%

   $ 203,372  
285,930   

Global Medical Response, Inc.
4.25%, 04/28/2022, 3 mo. USD LIBOR + 3.250%

     282,119  
EUR       333,200   

IQVIA, Inc.
2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     385,134  
$       332,055   

Jaguar Holding Co.
3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     330,507  
  

MED ParentCo L.P.

 

57,008   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(15)

     51,511  
227,510   

4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

     205,571  
614,601   

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     604,485  
299,306   

Pathway Vet Alliance LLC
0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

     293,135  
100,000   

Surf Holdings LLC
3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

     97,000  
221,266   

Syneos Health, Inc.
1.91%, 08/01/2024, 3 mo. USD LIBOR + 1.750%

     215,412  
895,500   

Zelis Healthcare Corp.
4.91%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

     892,625  
     

 

 

 
     4,115,969  
     

 

 

 
   Household Products - 0.0%

 

581,907   

Diamond (BC) B.V.
3.26%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

     547,865  
216,563   

Revlon Consumer Products Corp.
4.25%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

     53,660  
179,550   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     175,819  
     

 

 

 
     777,344  
     

 

 

 
   Insurance - 0.1%

 

433,913   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     416,773  
  

Asurion LLC

 

598,089   

3.16%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     589,716  
496,067   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     488,006  
441,515   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

     444,690  
  

Hub International Ltd.

 

225,400   

3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     218,606  
134,325   

5.00%, 04/25/2025, 1 mo. USD LIBOR + 4.000%

     134,373  
EUR       425,000   

Lorca Finco plc
0.00%, 07/01/2027(14)

     489,094  
$       100,000   

Ryan Specialty Group LLC
0.00%, 06/29/2027(14)

     99,250  
  

Sedgwick Claims Management Services, Inc.

 

349,675   

3.41%, 12/31/2025, 3 mo. USD LIBOR + 3.250%

     333,065  
559,350   

4.16%, 09/03/2026, 3 mo. USD LIBOR + 4.000%

     545,266  
100,000   

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

     98,667  
     

 

 

 
     3,857,506  
     

 

 

 
   Leisure Time - 0.1%

 

  

Caesars Resort Collection LLC

 

288,561   

2.91%, 12/22/2024, 3 mo. USD LIBOR + 2.750%

     265,043  
560,000   

4.69%, 07/20/2025, 1 mo. USD LIBOR + 4.500%

     538,827  
225,000   

Carnival Corp.
8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

     220,079  
663,717   

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500%

     639,657  
714,100   

Golden Entertainment, Inc.
3.75%, 10/20/2024, 3 mo. USD LIBOR + 3.000%

     648,938  
297,370   

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     282,781  
     

 

 

 
     2,595,325  
     

 

 

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Lodging - 0.0%

 

$       592,024   

Boyd Gaming Corp.
2.36%, 09/15/2023, 3 mo. USD LIBOR + 2.250%

   $ 571,386  
     

 

 

 
   Machinery-Construction & Mining - 0.0%

 

85,415   

Pike Corp.
4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

     84,574  
205,000   

Pro Mach Group, Inc.
0.00%, 03/07/2025(14)

     195,006  
     

 

 

 
     279,580  
     

 

 

 
   Machinery-Diversified - 0.0%

 

$       223,374   

Gates Global LLC
3.75%, 03/31/2024, 3 mo. USD LIBOR + 2.750%

     217,883  
     

 

 

 
   Media - 0.3%

 

179,913   

Altice Financing S.A.
2.92%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     172,716  
622,685   

AVSC Holding Corp.
4.25%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     443,489  
EUR       100,000   

Banijay Entertainment S.A.S
0.00%, 03/04/2025(14)

     113,476  
$       906,277   

Charter Communications Operating LLC
1.92%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

     883,340  
573,804   

CSC Holdings LLC
2.68%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

     553,962  
324,183   

E.W. Scripps Co.
2.66%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

     312,127  
148,688   

Gray Television, Inc.
2.67%, 01/02/2026, 3 mo. USD LIBOR + 2.500%

     144,701  
268,125   

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

     238,631  
809,551   

ION Media Networks, Inc.
3.19%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

     784,001  
281,143   

MTN Infrastructure TopCo, Inc.
4.00%, 11/17/2024, 3 mo. USD LIBOR + 3.000%

     273,645  
94,112   

NASCAR Holdings LLC
2.92%, 10/18/2026, 3 mo. USD LIBOR + 2.750%

     91,850  
480,313   

Nexstar Broadcasting, Inc.
2.92%, 09/19/2026, 1 mo. USD LIBOR + 2.750%

     466,806  
99,750   

Nielsen Finance LLC
4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

     99,750  
EUR       219,700   

Nielsen Holding & Finance BV
3.75%, 06/04/2025, 3 mo. EURIBOR + 3.750%

     255,173  
$       239,516   

Shutterfly, Inc.
6.31%, 10/01/2026, 1 mo. USD LIBOR + 6.000%

     211,572  
310,156   

Sinclair Television Group, Inc.
2.68%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

     300,272  
472,625   

Terrier Media Buyer, Inc.
4.41%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

     460,048  
461,554   

Univision Communications Inc.
4.75%, 03/24/2026, 1 mo. USD LIBOR + 3.750%

     444,591  
575,000   

Vertical Midco GmbH
0.00%, 07/01/2027(14)

     566,616  
563,584   

Web.com Group, Inc.
3.93%, 10/11/2025, 3 mo. USD LIBOR + 3.750%

     534,543  
495,779   

William Morris Endeavor Entertainment LLC
2.92%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

     390,674  
     

 

 

 
     7,741,983  
     

 

 

 
   Metal Fabricate/Hardware - 0.0%

 

290,984   

Circor International, Inc.
4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

     282,801  
212,018   

RBS Global, Inc.
1.92%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

     209,027  
     

 

 

 
     491,828  
     

 

 

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Miscellaneous Manufacturing - 0.1%

 

$       120,292   

H.B. Fuller Co.
2.19%, 10/20/2024, 3 mo. USD LIBOR + 2.000%

   $ 117,025  
299,250   

Ingersoll-Rand Services Co.
1.91%, 02/28/2027, 1 mo. USD LIBOR + 1.750%

     287,205  
498,741   

Momentive Performance Materials, Inc.
3.42%, 05/15/2024, 3 mo. USD LIBOR + 3.250%

     467,156  
99,250   

Tamko Building Products LLC
3.41%, 05/31/2026, 3 mo. USD LIBOR + 3.250%

     97,265  
417,681   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     403,150  
     

 

 

 
     1,371,801  
     

 

 

 
   Oil & Gas - 0.0%

 

  

BCP Raptor LLC

 

113,850   

4.91%, 11/03/2025, 3 mo. USD LIBOR + 4.750%

     71,498  
208,550   

5.25%, 06/30/2024, 3 mo. USD LIBOR + 4.250%

     158,237  
485,000   

California Resources Corp.
11.38%, 12/31/2021, 3 mo. USD LIBOR + 10.375%

     15,360  
646,774   

Fieldwood Energy LLC
6.25%, 04/11/2022, 1 mo. USD LIBOR + 5.250%

     147,678  
345,745   

NorthRiver Midstream Finance L.P.
3.55%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

     329,972  
320,459   

PES Holdings LLC
0.00%, 12/31/2022, 3 mo. USD LIBOR + 6.990%(10)

     68,098  
108,075   

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     94,025  
     

 

 

 
     884,868  
     

 

 

 
   Oil & Gas Services - 0.0%

 

128,700   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     113,310  
772,200   

UGI Energy Services LLC
3.91%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

     760,941  
     

 

 

 
     874,251  
     

 

 

 
   Packaging & Containers - 0.1%

 

  

Berry Global, Inc.

 

366,827   

2.19%, 10/01/2022, 1 mo. USD LIBOR + 2.000%

     359,583  
277,200   

2.19%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

     268,393  
  

Flex Acquisition Co., Inc.

 

97,852   

3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

     92,913  
561,524   

4.00%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     543,376  
139,925   

Proampac PG Borrower LLC
3.89%, 11/18/2023, 3 mo. USD LIBOR + 3.500%

     135,684  
625,294   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     611,900  
     

 

 

 
     2,011,849  
     

 

 

 
   Pharmaceuticals - 0.1%

 

223,385   

Bausch Health Cos., Inc.
3.18%, 06/01/2025, 3 mo. USD LIBOR + 3.000%

     219,511  
138,250   

Catalent Pharma Solutions, Inc.
3.25%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     137,098  
810,000   

Elanco Animal Health, Inc.
0.00%, 08/01/2027, 1 mo. USD LIBOR + 1.750%(14)

     788,738  
536,508   

Endo International PLC
5.00%, 04/27/2024, 3 mo. USD LIBOR + 4.250%

     512,183  
721,375   

Sunshine Luxembourg S.a.r.l.
5.32%, 10/02/2026, 1 mo. USD LIBOR + 4.250%

     717,321  
     

 

 

 
     2,374,851  
     

 

 

 
   Real Estate - 0.0%

 

EUR       315,000   

Boels Topholding B.V.
0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(14)

     358,068  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       500,682   

VICI Properties LLC
1.93%, 12/22/2024, 1 mo. USD LIBOR + 1.750%

   $ 480,539  
     

 

 

 
        838,607  
     

 

 

 
   Retail - 0.1%

 

578,638   

Bass Pro Group LLC
6.07%, 09/25/2024, 3 mo. USD LIBOR + 5.000%

     574,749  
99,750   

Buzz Merger Sub Ltd.
2.91%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

     96,758  
362,243   

Coty, Inc.
2.42%, 04/05/2025, 3 mo. USD LIBOR + 2.250%

     311,076  
348,555   

Harbor Freight Tools USA, Inc.
3.25%, 08/16/2023, 3 mo. USD LIBOR + 2.500%

     340,953  
779,631   

PetSmart, Inc.
5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%(14)

     775,250  
156,800   

Rodan & Fields LLC
4.18%, 06/07/2025, 3 mo. USD LIBOR + 4.000%

     84,280  
355,873   

Staples, Inc.
5.69%, 04/12/2026, 3 mo. USD LIBOR + 5.000%

     305,360  
304,148   

U.S. Foods, Inc.
1.91%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

     287,800  
     

 

 

 
        2,776,226  
     

 

 

 
   Semiconductors - 0.0%

 

167,822   

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     166,563  
     

 

 

 
   Software - 0.2%

 

99,750   

AI Convoy (Luxembourg) S.a.r.l.
4.65%, 01/20/2027, 1 mo. USD LIBOR + 3.500%

     96,757  
447,920   

Almonde, Inc.
4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     413,703  
343,231   

CCC Information Services, Inc.
4.00%, 04/27/2024, 1 mo. USD LIBOR + 3.000%

     339,586  
672,817   

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     657,302  
324,188   

DCert Buyer, Inc.
4.16%, 10/16/2026, 3 mo. USD LIBOR + 4.000%

     318,573  
255,670   

Epicor Software Corp.
0.00%, 06/01/2022, 3 mo. USD LIBOR + 3.250%

     255,563  
218,517   

Hyland Software, Inc.
4.00%, 07/01/2024, 3 mo. USD LIBOR + 3.250%

     214,317  
472,875   

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

     476,422  
245,625   

Quest Software U.S. Holdings, Inc.
4.51%, 05/18/2025, 3 mo. USD LIBOR + 4.250%

     238,959  
678,389   

SS&C Technologies Holdings Europe S.a.r.l.
1.91%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

     657,095  
  

Ultimate Software Group, Inc.

 

328,522   

3.91%, 05/03/2026, 3 mo. USD LIBOR + 3.750%

     325,066  
250,000   

4.75%, 05/03/2026, 1 mo. USD LIBOR + 4.000%

     249,907  
1,075,622   

WEX, Inc.
2.41%, 05/17/2026, 3 mo. USD LIBOR + 2.250%

     1,037,018  
     

 

 

 
        5,280,268  
     

 

 

 
   Telecommunications - 0.1%

 

527,003   

Altice France S.A.
3.86%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

     514,265  
164,175   

CenturyLink, Inc.
2.41%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

     157,859  
190,000   

LCPR Loan Financing LLC
5.18%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

     190,475  
195,650   

Level 3 Financing, Inc.
1.91%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

     189,333  
320,000   

T-Mobile USA, Inc.
3.16%, 04/01/2027, 1 mo. USD LIBOR + 3.000%

     321,027  
595,000   

Telenet Financing USD LLC
2.18%, 04/30/2028, 6 mo. USD LIBOR + 2.000%

     570,087  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       157,200   

Zacapa LLC
5.57%, 06/29/2025, 3 mo. USD LIBOR + 4.500%

   $ 154,056  
  

Zayo Group Holdings, Inc.

 

319,200   

3.16%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

     309,624  
EUR         99,750   

3.25%, 03/09/2027, 3 mo. EURIBOR + 3.250%

     113,560  
     

 

 

 
     2,520,286  
     

 

 

 
   Transportation - 0.0%

 

100,000   

Boluda Corp. Maritima S.L.
3.50%, 08/01/2026, 3 mo. EURIBOR + 3.500%

     113,047  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $64,566,588)

   $   60,975,857  
     

 

 

 

U.S. Government Agencies - 41.8%

 

   Mortgage-Backed Agencies - 41.8%

 

   FHLMC - 4.5%

 

$         79,924   

0.00%, 11/15/2036(11)(16)

   $ 76,974  
15,411,538   

0.08%, 10/25/2020(3)(5)

     2,752  
7,200,365   

0.29%, 01/25/2027(3)(5)

     121,072  
10,121,334   

0.48%, 01/25/2034(3)(5)

     514,784  
22,448,929   

0.61%, 03/25/2027(3)(5)

     798,165  
5,795,133   

0.64%, 10/25/2026(3)(5)

     199,594  
12,317,421   

0.75%, 06/25/2027(3)(5)

     554,938  
11,867,991   

1.13%, 01/25/2030(3)(5)

     1,076,604  
12,420,000   

1.54%, 05/25/2030(3)(5)

     1,487,927  
6,553,906   

1.68%, 05/25/2030(3)(5)

     852,641  
1,513,438   

1.75%, 10/15/2042

     1,549,944  
1,634,767   

2.02%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)

     1,565,934  
798,697   

2.47%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)

     760,077  
805,034   

2.50%, 12/15/2026(5)

     29,893  
1,468,883   

2.50%, 03/15/2028(5)

     83,321  
649,595   

2.50%, 05/15/2028(5)

     41,760  
3,614,386   

2.50%, 12/15/2042

     3,767,764  
3,967,081   

2.52%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

     3,823,868  
629,813   

2.62%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)

     612,069  
1,081,769   

2.75%, 12/15/2041

     1,177,097  
1,301,826   

3.00%, 03/15/2028(5)

     81,035  
849,911   

3.00%, 08/01/2029

     908,197  
750,622   

3.00%, 05/15/2032(5)

     39,776  
9,696,518   

3.00%, 10/01/2032

     10,178,727  
576,738   

3.00%, 03/15/2033(5)

     57,633  
4,480,845   

3.00%, 04/01/2033

     4,704,385  
3,423,902   

3.00%, 11/01/2036

     3,631,987  
3,884,962   

3.00%, 01/01/2037

     4,121,045  
302,000   

3.00%, 04/15/2042

     335,222  
4,050,000   

3.00%, 08/15/2043

     4,334,813  
7,045,631   

3.00%, 11/01/2046

     7,607,458  
18,380,584   

3.00%, 12/01/2046

     19,560,070  
995,000   

3.12%, 10/25/2031(3)

     1,171,740  
874,981   

3.25%, 11/15/2041

     951,926  
710,549   

3.50%, 06/15/2026(5)

     23,911  
316,394   

3.50%, 09/15/2026(5)

     20,679  
491,902   

3.50%, 03/15/2027(5)

     30,121  
1,791,055   

3.50%, 08/01/2034

     1,932,464  
2,653,478   

3.50%, 03/15/2041(5)

     159,188  
2,995,533   

3.50%, 01/15/2043(5)

     440,236  
763,970   

3.50%, 06/01/2046

     816,114  
3,929,655   

3.50%, 10/01/2047

     4,161,144  
5,692,930   

3.50%, 01/01/2048

     6,024,103  
2,605,534   

3.50%, 03/01/2048

     2,848,670  
431,470   

3.50%, 04/01/2048

     456,365  
1,188,258   

3.50%, 05/01/2048

     1,256,952  
1,345,147   

4.00%, 08/01/2025

     1,423,645  
360,142   

4.00%, 08/15/2026(5)

     21,491  
1,517,285   

4.00%, 07/15/2027(5)

     96,792  
2,106,054   

4.00%, 03/15/2028(5)

     146,432  
502,567   

4.00%, 06/15/2028(5)

     36,585  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,288,384   

4.00%, 07/15/2030(5)

   $ 126,953  
3,996,744   

4.00%, 05/25/2040(5)

     456,591  
881,616   

4.00%, 11/15/2040

     1,023,987  
1,800,294   

4.00%, 05/01/2042

     1,977,026  
475,965   

4.00%, 08/01/2042

     524,105  
727,651   

4.00%, 09/01/2042

     801,252  
341,156   

4.00%, 07/01/2044

     374,936  
893,347   

4.00%, 02/01/2046

     969,769  
463,948   

4.00%, 09/01/2048

     493,290  
377,116   

4.50%, 02/01/2039

     417,862  
3,103,482   

4.50%, 05/01/2042

     3,450,750  
770,393   

4.50%, 07/01/2042

     856,607  
554,055   

4.50%, 09/01/2044

     607,818  
1,351,121   

4.75%, 07/15/2039

     1,544,994  
71,598   

5.00%, 03/01/2024

     78,226  
104,207   

5.00%, 02/01/2028

     114,523  
95,462   

5.00%, 04/01/2028

     105,064  
82,428   

5.00%, 10/01/2028

     90,079  
255,949   

5.00%, 09/01/2029

     286,743  
435,916   

5.00%, 01/01/2030

     488,952  
265,697   

5.00%, 09/01/2031

     292,444  
228,657   

5.00%, 11/01/2031

     251,786  
44,440   

5.00%, 09/01/2033

     50,753  
854,811   

5.00%, 09/15/2033(5)

     152,457  
7,583   

5.00%, 07/01/2035

     8,700  
150,486   

5.00%, 04/01/2038

     172,227  
302,730   

5.00%, 05/01/2039

     347,661  
454,680   

5.00%, 08/01/2039

     521,824  
264,602   

5.00%, 09/01/2039

     301,302  
370,216   

5.00%, 01/01/2040

     415,927  
141,127   

5.00%, 08/01/2040

     161,807  
8,166   

5.00%, 02/01/2041

     9,389  
174,579   

5.00%, 07/01/2041

     200,124  
282,806   

5.00%, 04/01/2044

     324,005  
1,110,191   

5.00%, 03/01/2047

     1,218,858  
554,418   

5.00%, 04/01/2047

     607,841  
348,577   

5.00%, 06/01/2047

     381,810  
61,171   

5.00%, 11/01/2047

     68,432  
1,284,415   

5.00%, 02/15/2048(5)

     219,837  
755,427   

5.00%, 09/01/2048

     826,705  
385,345   

5.00%, 10/01/2048

     421,555  
797,488   

5.00%, 03/01/2049

     871,841  
37,814   

5.50%, 08/15/2033

     44,012  
600,385   

5.50%, 04/15/2036(5)

     116,232  
6,855   

5.50%, 11/01/2037

     7,925  
788   

5.50%, 02/01/2038

     908  
268,463   

5.50%, 04/01/2038

     309,271  
30,683   

5.50%, 06/01/2038

     35,306  
1,676,398   

5.50%, 08/01/2038

     1,937,887  
85,169   

5.50%, 05/01/2040

     98,133  
347,376   

5.50%, 08/01/2040

     399,575  
347,917   

5.50%, 06/01/2041

     401,072  
2,558,780   

5.50%, 10/15/2046(5)

     550,411  
1,289,329   

5.50%, 12/15/2046(5)

     217,457  
59,928   

6.00%, 01/01/2023

     62,245  
22,528   

6.00%, 11/01/2032

     25,100  
93,635   

6.00%, 11/01/2033

     110,791  
68,884   

6.00%, 02/01/2034

     81,415  
100,997   

6.00%, 07/01/2034

     119,332  
31,883   

6.00%, 08/01/2034

     37,609  
46,712   

6.00%, 09/01/2034

     54,688  
23,206   

6.00%, 01/01/2035

     25,975  
28,128   

6.00%, 03/01/2035

     33,253  
20,873   

6.00%, 05/01/2038

     23,255  
115,405   

6.00%, 06/01/2038

     131,110  
453,381   

6.00%, 05/15/2039

     531,257  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       452,556   

6.50%, 07/15/2036

   $ 524,759  
     

 

 

 
        125,171,874  
     

 

 

 
   FNMA - 5.9%

 

$          75,881   

0.00%, 03/25/2036(11)(16)

   $ 69,411  
702,547   

0.00%, 06/25/2036(11)(16)

     659,770  
100,000   

0.00%, 09/25/2041(11)(16)

     81,491  
9,192,248   

0.35%, 01/25/2030(3)(5)

     216,216  
14,214,611   

1.57%, 05/25/2029(3)(5)

     1,411,322  
1,841,864   

1.75%, 12/25/2042

     1,893,136  
1,490,307   

2.00%, 09/25/2039

     1,535,335  
795,697   

2.00%, 08/25/2043

     801,022  
460,232   

2.50%, 06/25/2028(5)

     26,760  
352,620   

2.50%, 01/01/2043

     372,278  
1,852,928   

2.50%, 02/01/2043

     1,976,628  
1,574,543   

2.50%, 03/01/2043

     1,678,785  
420,000   

2.50%, 03/25/2043

     463,945  
865,885   

2.50%, 04/01/2043

     923,691  
357,557   

2.50%, 06/01/2043

     381,118  
645,803   

2.50%, 08/01/2043

     688,919  
245,509   

2.55%, 07/25/2044

     253,639  
1,768,249   

2.83%, 05/25/2046(3)(5)

     95,361  
1,393,065   

3.00%, 02/25/2027(5)

     68,937  
479,528   

3.00%, 09/25/2027(5)

     31,237  
282,129   

3.00%, 12/25/2027(5)

     19,722  
2,422,958   

3.00%, 01/25/2028(5)

     150,294  
620,056   

3.00%, 01/01/2030

     651,492  
8,530,279   

3.00%, 04/25/2033(5)

     572,416  
1,975,096   

3.00%, 08/01/2033

     2,072,502  
3,846,629   

3.00%, 03/01/2037

     4,087,856  
183,290   

3.00%, 10/01/2037

     194,055  
1,251,768   

3.00%, 05/25/2047

     1,296,567  
4,866,146   

3.00%, 09/25/2047

     5,219,505  
3,670,834   

3.00%, 06/25/2048

     3,854,687  
4,543,882   

3.00%, 08/25/2048

     4,774,091  
3,712,503   

3.00%, 10/25/2048

     4,031,394  
3,426,899   

3.00%, 08/25/2049

     3,663,526  
600,000   

3.00%, 09/25/2057

     665,781  
1,985,240   

3.10%, 04/25/2055(3)(5)

     116,813  
1,790,787   

3.13%, 08/25/2044(3)(5)

     81,589  
1,612,362   

3.19%, 06/25/2055(3)(5)

     92,533  
245,052   

3.24%, 12/01/2026

     275,401  
629,445   

3.30%, 12/01/2026

     706,266  
335,414   

3.38%, 12/01/2029

     388,157  
528,836   

3.41%, 11/01/2024

     579,704  
1,337,363   

3.50%, 05/25/2027(5)

     93,505  
925,623   

3.50%, 10/25/2027(5)

     69,147  
798,594   

3.50%, 05/25/2030(5)

     67,285  
323,201   

3.50%, 08/25/2030(5)

     26,053  
696,539   

3.50%, 02/25/2031(5)

     44,892  
5,038,723   

3.50%, 08/25/2033(5)

     564,689  
670,589   

3.50%, 09/25/2035(5)

     72,359  
5,795,741   

3.50%, 11/25/2039(5)

     605,257  
182,037   

3.50%, 09/01/2043

     196,572  
1,466,394   

3.50%, 10/01/2044

     1,611,895  
1,529,287   

3.50%, 02/01/2045

     1,642,284  
2,283,362   

3.50%, 01/01/2046

     2,444,665  
284,954   

3.50%, 02/01/2046

     305,233  
1,613,076   

3.50%, 03/01/2046

     1,729,502  
2,968,882   

3.50%, 09/01/2046

     3,162,143  
1,450,527   

3.50%, 10/01/2046

     1,547,860  
732,523   

3.50%, 10/25/2046(5)

     110,521  
1,104,360   

3.50%, 11/01/2046

     1,213,879  
3,057,626   

3.50%, 05/01/2047

     3,281,151  
5,835,198   

3.50%, 09/01/2047

     6,219,044  
3,965,694   

3.50%, 11/25/2047

     4,238,153  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    4,157,832   

3.50%, 12/01/2047

   $     4,441,823  
4,118,970   

3.50%, 01/01/2048

     4,358,606  
963,021   

3.50%, 02/01/2048

     1,042,781  
1,318,280   

3.50%, 02/25/2048

     1,384,309  
500,000   

3.50%, 05/25/2048

     587,894  
4,551,202   

3.50%, 07/01/2048

     4,858,948  
8,772,520   

3.50%, 09/01/2057

     9,562,688  
3,785,567   

3.50%, 05/01/2058

     4,126,540  
5,046,318   

3.50%, 12/25/2058

     5,569,868  
200,000   

3.55%, 02/01/2030

     233,288  
382,845   

4.00%, 06/01/2025

     405,242  
1,767,435   

4.00%, 05/25/2027(5)

     114,649  
1,519,643   

4.00%, 01/25/2038(5)

     184,577  
2,228,184   

4.00%, 10/01/2040

     2,449,970  
974,397   

4.00%, 11/01/2040

     1,071,576  
1,085,950   

4.00%, 12/01/2040

     1,193,879  
345,552   

4.00%, 02/01/2041

     379,786  
951,468   

4.00%, 03/01/2041

     1,046,688  
2,600,596   

4.00%, 06/01/2041

     2,825,029  
354,193   

4.00%, 03/25/2042(5)

     35,729  
338,464   

4.00%, 08/01/2042

     372,611  
741,065   

4.00%, 09/01/2042

     815,825  
187,901   

4.00%, 11/25/2042(5)

     27,436  
327,340   

4.00%, 11/25/2043

     367,590  
126,701   

4.00%, 06/01/2044

     138,595  
14,704   

4.00%, 08/01/2044

     16,109  
142,187   

4.00%, 10/01/2044

     155,469  
250,065   

4.00%, 11/01/2044

     272,746  
150,385   

4.00%, 03/01/2045

     162,370  
242,141   

4.00%, 05/01/2045

     263,751  
1,059,834   

4.00%, 07/01/2045

     1,174,645  
910,357   

4.00%, 05/01/2046

     984,040  
1,014,684   

4.00%, 06/01/2046

     1,098,251  
1,203,486   

4.00%, 04/01/2047

     1,333,091  
3,495,788   

4.00%, 10/01/2047

     3,736,875  
3,794,366   

4.00%, 05/01/2048

     4,033,849  
3,246,617   

4.00%, 09/01/2048

     3,448,094  
473,346   

4.06%, 03/01/2030

     564,188  
212,390   

4.50%, 08/01/2024

     225,911  
14,306   

4.50%, 04/01/2025

     15,155  
330,943   

4.50%, 07/25/2027(5)

     23,141  
617,424   

4.50%, 09/01/2035

     675,969  
160,705   

4.50%, 08/01/2040

     178,935  
1,783,915   

4.50%, 10/01/2040

     1,984,743  
72,551   

4.50%, 08/01/2041

     81,326  
21,439   

4.50%, 09/01/2041

     23,871  
814,468   

4.50%, 10/01/2041

     906,120  
3,082,037   

4.50%, 08/25/2043(5)

     484,399  
681,445   

4.50%, 09/01/2043

     753,926  
491,733   

4.50%, 09/25/2048(5)

     78,465  
4,920,316   

4.50%, 01/01/2051

     5,474,767  
49,353   

5.00%, 01/01/2022

     51,834  
21,058   

5.00%, 11/01/2023

     23,008  
188,504   

5.00%, 04/25/2038

     209,852  
3,046,138   

5.00%, 12/25/2043(5)

     323,863  
2,238,165   

5.00%, 02/01/2049

     2,448,208  
951,208   

5.00%, 03/01/2049

     1,040,735  
58,055   

5.00%, 04/01/2049

     63,470  
153,943   

5.47%, 05/25/2042(3)(5)

     14,371  
103,770   

5.50%, 06/01/2022

     106,615  
112,860   

5.50%, 06/01/2033

     131,686  
449,967   

5.50%, 07/01/2033

     525,220  
28,565   

5.50%, 08/01/2033

     33,220  
1,620,853   

5.50%, 11/01/2035

     1,893,529  
382,480   

5.50%, 04/01/2036

     444,008  
329,981   

5.50%, 04/25/2037

     388,260  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       678,344   

5.50%, 11/01/2037

   $ 781,917  
3,085,005   

5.50%, 11/25/2040(5)

     527,299  
853,026   

5.50%, 06/25/2042(5)

     187,075  
1,358,481   

5.50%, 09/25/2044(5)

     297,250  
1,182,399   

5.50%, 07/25/2045(5)

     224,489  
8,796   

6.00%, 11/01/2031

     9,798  
131,955   

6.00%, 12/01/2032

     150,797  
156,896   

6.00%, 03/01/2033

     183,660  
324,579   

6.00%, 02/01/2037

     382,508  
219,312   

6.00%, 12/01/2037

     255,826  
129,856   

6.00%, 03/01/2038

     152,235  
97,390   

6.00%, 10/01/2038

     113,240  
2,395,599   

6.00%, 01/25/2042(5)

     372,190  
1,562,043   

6.00%, 09/25/2047(5)

     359,882  
2,001   

7.50%, 12/01/2029

     2,106  
10,143   

7.50%, 03/01/2030

     11,992  
11,134   

7.50%, 09/01/2031

     11,454  
     

 

 

 
        163,837,171  
     

 

 

 
   GNMA - 10.4%

 

$    1,336,826   

1.75%, 09/20/2043

   $ 1,364,258  
478,103   

2.00%, 10/20/2040

     483,880  
1,289,963   

2.00%, 01/20/2042

     1,327,393  
548,176   

2.14%, 04/20/2040

     559,498  
1,143,830   

2.50%, 12/16/2039

     1,196,099  
1,975,470   

2.50%, 07/20/2041

     2,075,120  
20,960,000   

2.50%, 08/20/2050(17)

     22,145,550  
662,390   

3.00%, 09/20/2028(5)

     47,838  
8,516,054   

3.00%, 05/20/2035(5)

     610,477  
292,087   

3.00%, 09/16/2042

     320,811  
284,521   

3.00%, 09/20/2042

     319,546  
142,712   

3.00%, 11/15/2042

     153,344  
508,083   

3.00%, 02/16/2043(5)

     65,410  
147,802   

3.00%, 06/15/2043

     156,386  
102,449   

3.00%, 07/15/2043

     108,161  
141,959   

3.00%, 10/15/2044

     149,837  
209,621   

3.00%, 02/15/2045

     221,195  
84,474   

3.00%, 03/15/2045

     89,173  
443,177   

3.00%, 04/15/2045

     467,682  
689,156   

3.00%, 04/20/2045

     740,601  
98,513   

3.00%, 06/15/2045

     103,992  
3,652,360   

3.00%, 07/15/2045

     3,853,390  
42,643   

3.00%, 08/15/2045

     44,981  
105,095   

3.00%, 11/20/2045

     111,753  
169,000   

3.00%, 02/20/2046

     187,523  
1,140,071   

3.00%, 10/20/2047

     1,191,602  
28,825,000   

3.00%, 07/20/2050

     30,539,818  
52,255,000   

3.00%, 08/20/2050(17)

     55,257,621  
281,075   

3.50%, 02/16/2027(5)

     19,800  
695,591   

3.50%, 03/20/2027(5)

     54,753  
735,320   

3.50%, 07/20/2040(5)

     48,315  
408,503   

3.50%, 12/20/2040

     449,009  
1,018,321   

3.50%, 02/20/2041(5)

     57,996  
1,844,525   

3.50%, 04/20/2042(5)

     116,011  
362,319   

3.50%, 05/15/2042

     388,840  
2,913,579   

3.50%, 10/20/2042(5)

     403,728  
964,701   

3.50%, 12/15/2042

     1,044,788  
998,662   

3.50%, 03/15/2043

     1,081,620  
898,543   

3.50%, 04/15/2043

     965,855  
2,660,589   

3.50%, 05/15/2043

     2,856,957  
317,066   

3.50%, 05/20/2043(5)

     46,502  
1,402,650   

3.50%, 07/20/2043(5)

     153,942  
993,438   

3.50%, 07/20/2047

     1,056,936  
7,787,548   

3.50%, 08/20/2047

     8,274,224  
290,023   

3.50%, 09/20/2047

     308,345  
354,905   

3.50%, 10/20/2047

     377,611  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    1,653,706   

3.50%, 11/20/2047

   $ 1,754,086  
1,522,039   

3.50%, 03/20/2048

     1,617,566  
41,873,000   

3.50%, 08/20/2050(17)

     44,043,526  
25,400,000   

3.50%, 09/21/2050(17)

     26,722,586  
790,397   

4.00%, 04/16/2026(5)

     56,912  
187,726   

4.00%, 12/16/2026(5)

     13,901  
2,674,143   

4.00%, 05/20/2029(5)

     183,618  
1,704,645   

4.00%, 09/20/2040

     1,872,731  
205,583   

4.00%, 10/20/2040

     222,840  
532,244   

4.00%, 12/20/2040

     599,776  
114,048   

4.00%, 02/15/2041

     126,059  
235,664   

4.00%, 05/16/2042(5)

     31,106  
558,510   

4.00%, 03/20/2043(5)

     88,751  
209,267   

4.00%, 01/20/2044(5)

     35,656  
3,620,705   

4.00%, 08/20/2045

     3,917,665  
2,036,179   

4.00%, 03/20/2047(5)

     256,693  
926,548   

4.00%, 11/20/2047

     1,020,735  
3,790,603   

4.00%, 03/20/2048

     4,117,767  
6,590,380   

4.00%, 07/20/2048

     7,020,533  
11,095,000   

4.00%, 09/21/2050(17)

     11,778,042  
24,840   

4.50%, 07/15/2033

     27,393  
73,301   

4.50%, 05/15/2040

     81,318  
498,735   

4.50%, 09/16/2040

     546,910  
374,641   

4.50%, 06/15/2041

     413,229  
38,937   

4.50%, 09/20/2041

     42,862  
21,569   

4.50%, 05/20/2044

     23,779  
1,115,297   

4.50%, 06/20/2044

     1,229,550  
955,975   

4.50%, 10/20/2044

     1,053,920  
828,699   

4.50%, 04/20/2045(5)

     139,794  
1,631,302   

4.50%, 05/20/2045

     277,956  
5,300,826   

4.50%, 08/20/2045

     863,517  
846,913   

4.50%, 01/20/2046

     933,429  
2,992,010   

4.50%, 12/16/2046(5)

     453,445  
3,921,221   

4.50%, 01/20/2047(5)

     401,377  
3,713,076   

4.50%, 05/20/2048(5)

     467,892  
5,452,776   

4.50%, 08/20/2049

     5,819,117  
9,747,926   

4.50%, 09/20/2049

     10,402,362  
110,550   

5.00%, 05/20/2034

     125,769  
35,840   

5.00%, 07/15/2039

     41,199  
2,373,301   

5.00%, 02/16/2040(5)

     432,014  
341,971   

5.00%, 05/20/2040(5)

     67,814  
614,887   

5.00%, 06/15/2041

     710,888  
829,383   

5.00%, 10/16/2041(5)

     145,041  
961,868   

5.00%, 03/15/2044

     1,111,356  
1,379,398   

5.00%, 06/20/2046(5)

     183,146  
552,273   

5.00%, 01/16/2047(5)

     101,721  
366,428   

5.00%, 09/16/2047(5)

     63,283  
415,556   

5.00%, 06/20/2048(5)

     67,819  
5,200,000   

5.00%, 08/20/2050(17)

     5,710,877  
390,132   

5.50%, 05/15/2033

     452,934  
28,308   

5.50%, 06/15/2035

     32,958  
43,879   

5.50%, 04/15/2038

     48,674  
307,724   

5.50%, 05/20/2038

     354,893  
1,642,343   

5.50%, 03/20/2039(5)

     284,404  
1,582,921   

5.50%, 02/16/2047(5)

     284,017  
782,839   

5.50%, 02/20/2047(5)

     121,249  
371,703   

5.50%, 05/20/2047(5)

     68,723  
1,000,000   

5.50%, 08/20/2050(17)

     1,100,570  
1,433,087   

5.85%, 07/20/2039(3)(5)

     242,024  
61,625   

6.00%, 02/15/2029

     68,373  
85,147   

6.00%, 11/15/2032

     98,131  
105,871   

6.00%, 02/15/2033

     117,767  
21,658   

6.00%, 07/15/2033

     24,221  
35,541   

6.00%, 10/15/2034

     39,539  
187,887   

6.00%, 03/15/2036

     212,074  
2,454   

6.00%, 05/15/2036

     2,799  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$           91,920   

6.00%, 10/15/2036

   $ 109,271  
22,325   

6.00%, 01/15/2037

     24,863  
99,565   

6.00%, 02/15/2037

     118,349  
163,971   

6.00%, 06/15/2037

     193,067  
69,892   

6.00%, 11/15/2037

     79,097  
45,934   

6.00%, 06/15/2038

     51,668  
95,999   

6.00%, 08/15/2038

     113,520  
196,376   

6.00%, 10/15/2038

     223,472  
110,508   

6.00%, 11/15/2038

     126,503  
50,120   

6.00%, 12/15/2038

     57,027  
72,731   

6.00%, 01/15/2039

     82,355  
2,646   

6.00%, 03/15/2039

     2,942  
150,127   

6.00%, 04/15/2039

     167,053  
214,266   

6.00%, 08/15/2039

     238,675  
5,740   

6.00%, 09/15/2039

     6,377  
31,746   

6.00%, 11/15/2039

     36,413  
11,229   

6.00%, 06/15/2040

     12,479  
118,482   

6.00%, 09/15/2040

     137,716  
1,724,740   

6.00%, 09/20/2040(5)

     319,623  
124,742   

6.00%, 12/15/2040

     144,649  
376,834   

6.00%, 06/15/2041

     446,450  
1,499,047   

6.00%, 02/20/2046(5)

     318,365  
12,355   

6.50%, 09/15/2028

     13,769  
1,898   

6.50%, 10/15/2028

     2,091  
4,180   

6.50%, 12/15/2028

     4,679  
33,332   

6.50%, 05/15/2029

     39,026  
35,100   

6.50%, 08/15/2031

     38,687  
3,247   

6.50%, 09/15/2031

     3,578  
34,789   

6.50%, 10/15/2031

     39,177  
115,454   

6.50%, 11/15/2031

     131,123  
23,971   

6.50%, 01/15/2032

     27,295  
13,109   

6.50%, 03/15/2032

     14,674  
5,866   

6.50%, 04/15/2032

     6,546  
     

 

 

 
        285,901,426  
     

 

 

 
   UMBS - 21.0%

 

$    45,100,000   

2.00%, 08/17/2035(17)

   $ 46,924,863  
45,000,000   

2.00%, 09/17/2035(17)

     46,758,825  
16,060,000   

2.00%, 08/13/2050(17)

     16,642,175  
65,945,000   

2.00%, 09/14/2050(17)

     68,213,749  
65,945,000   

2.00%, 10/14/2050(17)

     68,077,386  
4,905,000   

2.50%, 08/17/2035(17)

     5,148,495  
2,550,000   

2.50%, 09/17/2035(17)

     2,673,075  
144,510,000   

2.50%, 08/13/2050(17)

     151,825,819  
5,130,000   

3.00%, 08/17/2035(17)

     5,383,895  
76,131,000   

3.00%, 09/14/2050(17)

     80,357,276  
13,102,000   

3.50%, 08/13/2050(17)

     13,816,468  
25,600,000   

3.50%, 09/14/2050(17)

     27,007,841  
11,500,000   

4.00%, 09/14/2050(17)

     12,226,522  
16,340,000   

4.50%, 08/13/2050(17)

     17,567,415  
16,300,000   

4.50%, 09/14/2050(17)

     17,534,598  
     

 

 

 
        580,158,402  
     

 

 

 
  

Total U.S. Government Agencies
(cost $1,140,764,439)

   $  1,155,068,873  
     

 

 

 

U.S. Government Securities - 18.6%

 

   Other Direct Federal Obligations - 0.0%

 

700,000   

Tennessee Valley Authority
4.25%, 09/15/2065

     1,082,682  
     

 

 

 
   U.S. Treasury Securities - 18.6%

 

$      3,413,150   

U.S. Treasury Bonds
0.13%, 01/15/2030(18)

   $ 3,783,009  
   U.S. Treasury Bonds - 11.0%

 

3,628,658   

1.00%, 02/15/2048(18)

     5,141,776  
3,800,000   

1.25%, 05/15/2050

     3,850,024  
5,455,000   

2.25%, 08/15/2049

     6,875,218  

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    18,100,000   

2.50%, 02/15/2046(19)(20)

   $ 23,414,754  
23,034,000   

2.88%, 11/15/2046(21)

     31,951,577  
17,840,000   

3.00%, 02/15/2048

     25,515,381  
985,000   

3.13%, 02/15/2043

     1,386,849  
55,100,000   

3.13%, 08/15/2044(19)

     78,207,563  
22,900,000   

3.13%, 05/15/2048

     33,511,824  
63,465,000   

3.38%, 05/15/2044(19)

     93,323,299  
     

 

 

 
        306,961,274  
     

 

 

 
   U.S. Treasury Notes - 7.5%

 

5,826,551   

0.13%, 07/15/2030(18)

     6,511,929  
11,733,888   

0.38%, 01/15/2027(18)

     12,894,034  
1,112,140   

0.50%, 01/15/2028(18)

     1,244,841  
14,324,389   

0.63%, 01/15/2026(18)

     15,759,121  
1,089,000   

0.63%, 05/15/2030

     1,098,018  
11,763,577   

0.88%, 01/15/2029(18)

     13,704,795  
2,766,341   

1.00%, 02/15/2049(18)

     3,968,606  
25,270,000   

1.63%, 02/15/2026

     27,136,624  
7,510,000   

2.38%, 08/15/2024(19)

     8,174,166  
25,788,000   

2.63%, 02/15/2029

     30,421,781  
30,700,000   

2.88%, 08/15/2028

     36,572,574  
30,890,000   

3.00%, 10/31/2025

     35,315,958  
10,320,000   

3.13%, 11/15/2028

     12,553,716  
     

 

 

 
        205,356,163  
     

 

 

 
  

Total U.S. Government Securities
(cost $434,513,949)

   $ 513,400,119  
     

 

 

 

Common Stocks - 0.0%

 

   Energy - 0.0%

 

38,914   

Ascent Resources - Marcellus LLC Class A*(22)(23)

     25,294  
4,601   

Foresight Energy LLC*

     41,592  
13,623   

Philadelphia Energy Solutions Class A*

     136  
8,492   

Templar Energy LLC Class A*

     42  
     

 

 

 
        67,064  
     

 

 

 
  

Total Common Stocks
(cost $354,121)

   $ 67,064  
     

 

 

 

Preferred Stocks - 0.0%

 

   Banks - 0.0%

 

469   

U.S. Bancorp Series A, 3.50%(2)(9)

     392,975  
     

 

 

 
  

Total Preferred Stocks
(cost $332,990)

   $ 392,975  
     

 

 

 

Warrants - 0.0%

 

   Energy - 0.0%

 

10,075   

Ascent Resources - Marcellus LLC Expires 3/30/2023*(22)(23)

     50  
     

 

 

 
  

Total Warrants
(cost $806)

   $ 50  
     

 

 

 
  

Total Long-Term Investments
(cost $3,249,805,380)

   $   3,426,569,756  
     

 

 

 

Short-Term Investments - 3.3%

 

   Certificates of Deposit - 0.0%

 

440,000   

Credit Agricole Corporate and Investment Bank
0.70%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(2)

     440,012  
     

 

 

 
   Commercial Paper - 0.1%

 

350,000   

AT&T, Inc.
1.47%, 12/18/2020(24)

     349,623  
460,000   

Intesa Funding LLC
1.76%, 08/14/2020(24)

     459,689  
  

Nissan Motor Acceptance Corp.

 

250,000   

1.39%, 01/29/2021(24)

     245,549  
400,000   

1.91%, 10/15/2020(24)

     397,186  
250,000   

VW CR, Inc.
1.38%, 08/11/2020(24)

     249,896  
     

 

 

 
        1,701,943  
     

 

 

 

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 
  

Repurchase Agreements - 2.9%

     
$    80,871,399   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $80,871,871; collateralized by U.S. Treasury Note 2.125%, maturing 05/15/2025, with a market value of $11,751,539, U.S. Treasury Note 2.750 %, maturing 06/30/2025, with a market value $36,772,075 and U.S. Treasury Note 2.875%, maturing 05/31/2025, with a market value of $33,965,240

      $ 80,871,399  
        

 

 

 
  

Securities Lending Collateral - 0.3%

     
380,546   

Citibank NA DDCA, 0.09%, 8/3/2020(25)

        380,546  
444,055   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(25)

        444,055  
6,786,319   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(25)

 

     6,786,319  
        

 

 

 
           7,610,920  
        

 

 

 
  

Total Short-Term Investments
(cost $90,626,651)

      $ 90,624,274  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $3,340,432,031)

     127.4%      $ 3,517,194,030  
  

Total Purchased Options
(cost $970,703)

     0.0%      $ 882,959  
     

 

 

    

 

 

 
  

Total Investments
(cost $3,341,402,734)

     127.4%      $ 3,518,076,989  
  

Other Assets and Liabilities

     (27.4)%        (757,263,280
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   2,760,813,709  
     

 

 

    

 

 

 

 

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 July 31, 2020, the aggregate value of these securities was $721,828,503, representing 26.1% of net assets.

(2)

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

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 July 31, 2020, the aggregate value of these securities was $24,988,643, representing 0.9% of net assets.

(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)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 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)

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

(11)

Security is a zero-coupon bond.

(12)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $7,901,644, representing 0.3% of net assets.

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(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 July 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 July 31, 2020, the aggregate value of the unfunded commitment was $215,247, which rounds to 0.0% of total net assets.

(16)

Securities disclosed are principal-only strips.

(17)

Represents or includes a TBA transaction.

(18)

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

(19)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of July 31, 2020, the market value of securities pledged was $14,652,618.

(20)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $6,513,441.

(21)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $27,350,406.

(22)

Investment valued using significant unobservable inputs.

(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 July 31, 2020, the aggregate fair value of these securities was $25,344, 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)

The rate shown represents current yield to maturity.

(25)

Current yield as of period end.

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description   

Counter

-party

  

Exercise

Price/FX

Rate/

Rate

   

Pay/

Receive

Floating

Rate

  

Expiration

Date

     Notional Amount     

Number of

Contracts

    

Market

Value

    

Premiums

Paid

(Received)

by Fund

    

Unrealized

Appreciation/

(Depreciation)

 
Purchased swaption contracts:

 

Calls

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60 *    DEUT      1.31   Pay      02/28/30        USD       1,237,000        1,237,000      $ 331,525      $ 215,898      $ 115,627  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *    JPM      2.45   Pay      08/02/27        USD       731,000        731,000        344,689        75,073        269,616  
                     

 

 

    

 

 

    

 

 

 

Total Calls

 

   $ 676,214      $ 290,971      $ 385,243  
                     

 

 

    

 

 

    

 

 

 
Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60 *    DEUT      1.31   Receive      02/28/30        USD       1,237,000        1,237,000      $ 171,650      $ 215,898      $ (44,248
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        1,923        319,388        (317,465
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *    JPM      2.45   Receive      08/02/27        USD       731,000        731,000        33,172        144,446        (111,274
                     

 

 

    

 

 

    

 

 

 

Total Puts

 

   $ 206,745      $ 679,732      $ (472,987
                     

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

              $ 882,959      $ 970,703      $ (87,744
                     

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description  

Counter

-party

   

Exercise

Price/FX

Rate/

Rate

   

Pay/

Receive

Floating

Rate

   

Expiration

Date

    Notional Amount    

Number of

Contracts

   

Market

Value

   

Premiums      

Paid    

(Received)       

by Fund    

   

Unrealized

Appreciation/

(Depreciation)

 

Written swaption contracts:

 

Calls

 

CDX.NA.IG.34

    GSC       72.50       Pay       08/19/20       USD       (190,845,000     190,845,000     $ (434,289   $ (438,943   $ 4,654  

CDX.NA.IG.34

    MSC       70.00       Pay       08/19/20       USD       (108,965,000     108,965,000       (167,396     (190,689     23,293  

CDX.NA.IG.34

    GSC       70.00       Pay       08/19/20       USD       (81,880,000     81,880,000       (125,787     (143,290     17,503  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51     BOA       0.90     Pay       03/31/21       USD       (616,000     616,000       (49,001     (52,514     3,513  
               

 

 

   

 

 

   

 

 

 

Total Calls

 

  $ (776,473   $ (825,436   $ 48,963  
               

 

 

   

 

 

   

 

 

 

Written swaption contracts:

 

Puts

 

CDX.NA.IG.34

    GSC       72.50       Pay       08/19/20       USD         (190,845,000     190,845,000     $ (231,268   $ (553,451   $ 322,183  

CDX.NA.IG.34

    MSC       70.00       Pay       08/19/20       USD       (108,965,000     108,965,000       (181,919     (272,412     90,493  

CDX.NA.IG.34

    GSC       70.00       Pay       08/19/20       USD       (81,880,000     81,880,000       (136,700     (196,512     59,812  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51     BOA       0.90     Receive       03/31/21       USD       (616,000     616,000       (30,263     (52,514     22,251  
               

 

 

   

 

 

   

 

 

 

Total Puts

 

  $ (580,150   $ (1,074,889   $ 494,739  
               

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

 

  $ (1,356,623   $ (1,900,325   $ 543,702  
               

 

 

   

 

 

   

 

 

 

Futures Contracts Outstanding at July 31, 2020

Description   

Number

of

Contracts

         Expiration Date       

Current

Notional

Amount

    

Value and    

Unrealized    

Appreciation/    

(Depreciation)    

 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     459      09/30/20    $         101,431,829      $ 123,889  

U.S. Treasury 5-Year Note Future

     629      09/30/20      79,332,625        34,963  

U.S. Treasury 10-Year Note Future

     623      09/21/20      87,268,672        296,128  
           

 

 

 

Total

 

   $ 454,980  
           

 

 

 

Short position contracts:

 

Euro-BUND Future

     281      09/08/20    $ 58,759,854      $ (505,400

Euro-BUXL 30-Year Bond Future

     9      09/08/20      2,383,654        (154,288

U.S. Treasury 10-Year Ultra Future

     1,005      09/21/20      160,046,250        (2,143,511

U.S. Treasury Long Bond Future

     163      09/21/20      29,711,844        (820,990

U.S. Treasury Ultra Bond Future

     103      09/21/20      23,451,812        (1,491,188
           

 

 

 

Total

 

   $ (5,115,377
           

 

 

 

Total futures contracts

 

   $ (4,660,397
           

 

 

 

TBA Sale Commitments Outstanding at July 31, 2020                        

Description   

Principal

Amount

         Maturity Date        Market Value   

Unrealized

Appreciation/

(Depreciation)

UMBS, 4.00%

     $                1,528,500      08/13/20    $               (1,623,792   $                         (2,110

UMBS, 5.00%    

     1,288,500      08/13/20      (1,409,553     (3,276

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Description   

Principal

Amount

         Maturity Date          Market Value   

Unrealized

Appreciation/

(Depreciation)

UMBS, 5.50%

                       5,650,000         08/13/20       $               (6,238,748   $                       (20,216
        

 

 

 

 

 

 

 

Total (proceeds receivable $9,246,491)

 

   $ (9,272,093   $ (25,602
        

 

 

 

 

 

 

 

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

OTC Credit Default Swap Contracts Outstanding at July 31, 2020

 

Reference Entity   Counter-
party
   

Notional

Amount (a)

   

(Pay)/Receive

Fixed Rate

   

Expiration

Date

   

Periodic

Payment

Frequency

   

Upfront

Premiums
Paid

   

Upfront

Premiums

Received

   

Market

Value

   

Unrealized

Appreciation/

(Depreciation)

 
Credit default swaps on indices:

 

             

Buy protection:

                   

ABX.HE.AAA.06

    CSI       USD       1,597       (0.18 %)      07/25/45       Monthly     $ 24     $     $ 34     $ 10  

ABX.HE.AAA.07

    GSC       USD       150,119       (0.09 %)      08/25/37       Monthly       31,613             8,314       (23,299

ABX.HE.AAA.07

    GSC       USD       657,523       (0.09 %)      08/25/37       Monthly       139,176             36,103       (103,073

ABX.HE.AAA.07

    CSI       USD       1,426,135       (0.09 %)      08/25/37       Monthly       347,092             78,305       (268,787

ABX.HE.PENAAA.06

    MSC       USD       182,833       (0.11 %)      05/25/46       Monthly       19,989             16,434       (3,555

ABX.HE.PENAAA.06

    JPM       USD       604,178       (0.11 %)      05/25/46       Monthly       65,898             54,307       (11,591

ABX.HE.PENAAA.06

    GSC       USD       487,432       (0.11 %)      05/25/46       Monthly       119,759             43,813       (75,946

CMBX.NA.AAA.12

    JPM       USD       13,460,000       (0.50 %)      08/17/61       Monthly       240,363             (29,420     (269,783

CMBX.NA.AAA.12

    GSC       USD       3,440,000       (0.50 %)      08/17/61       Monthly       8,233             (7,567     (15,800

PrimeX.ARM.2 (22)

    MSC       USD       97,833       (4.58 %)      12/25/37       Monthly             (206     (469     (263
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 972,147     $ (206   $ 199,854     $ (772,087
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                   

ABX.HE.AAA.06

    MSC       USD       1,597       0.18     07/25/45       Monthly     $     $     $ (45   $ (45

ABX.HE.AAA.07

    MSC       USD       150,119       0.09     08/25/37       Monthly       1,277             (8,243     (9,520

ABX.HE.AAA.07

    MSC       USD       657,523       0.09     08/25/37       Monthly       5,557             (36,103     (41,660

ABX.HE.AAA.07

    MSC       USD       1,426,134       0.09     08/25/37       Monthly       12,132             (78,305     (90,437

ABX.HE.PENAAA.06

    BCLY       USD       1,274,446       0.11     05/25/46       Monthly             (30,720     (114,558     (83,838

CMBX.NA.BB.6

    GSC       USD       243,000       5.00     05/11/63       Monthly             (41,610     (120,312     (78,702

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00     05/11/63       Monthly             (312,494     (906,051     (593,557

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00     05/11/63       Monthly             (312,494     (906,051     (593,557

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00     05/11/63       Monthly             (312,494     (906,051     (593,557

CMBX.NA.BB.6

    CSI       USD       1,835,000       5.00     05/11/63       Monthly             (313,348     (908,527     (595,179

CMBX.NA.BB.6

    CSI       USD       2,680,000       5.00     05/11/63       Monthly             (523,211     (1,326,895     (803,684

CMBX.NA.BB.8

    CSI       USD       530,000       5.00     10/17/57       Monthly             (136,288     (260,604     (124,316

CMBX.NA.BB.8

    GSC       USD       890,000       5.00     10/17/57       Monthly             (241,807     (437,619     (195,812

CMBX.NA.BB.8

    MSC       USD       1,270,000       5.00     10/17/57       Monthly             (335,302     (624,467     (289,165

CMBX.NA.BB.8

    MSC       USD       1,485,000       5.00     10/17/57       Monthly             (392,638     (730,184     (337,546

CMBX.NA.BB.8

    GSC       USD       1,625,000       5.00     10/17/57       Monthly             (415,978     (799,023     (383,045

CMBX.NA.BB.8

    MSC       USD       3,099,000       5.00     10/17/57       Monthly             (796,953     (1,523,798     (726,845

CMBX.NA.BB.8

    GSC       USD       2,890,000       5.00     10/17/57       Monthly             (665,414     (1,421,031     (755,617

CMBX.NA.BBB-.6

    MSC       USD       360,000       3.00     05/11/63       Monthly             (29,439     (116,946     (87,507

CMBX.NA.BBB-.6

    CSI       USD       815,000       3.00     05/11/63       Monthly             (108,271     (262,716     (154,445

CMBX.NA.BBB-.6

    DEUT       USD       1,270,000       3.00     05/11/63       Monthly             (180,745     (409,385     (228,640

CMBX.NA.BBB-.6

    GSC       USD       2,790,000       3.00     05/11/63       Monthly             (294,973     (899,591     (604,618

CMBX.NA.BBB-.6

    MSC       USD       3,725,000       3.00     05/11/63       Monthly             (524,587     (1,200,756     (676,169

PrimeX.ARM.2 (22)

    JPM       USD       97,833       4.58     12/25/37       Monthly       3,342             469       (2,873
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 22,308     $ (5,968,766   $ (13,996,792   $ (8,050,334
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

        $ 994,455     $ (5,968,972   $ (13,796,938   $ (8,822,421
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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)

  July 31, 2020 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2020

 

    Reference Entity    

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

 

Expiration

Date

  

Periodic

Payment

Frequency

   Cost Basis     Value     

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.EM.33.V2

     USD           84,659,250      1.00%   06/20/25    Quarterly    $ (5,997,485   $ (3,489,994   $ 2,507,491  

CDX.NA.IG.34.V1

     USD       6,745,000      1.00%   06/20/25    Quarterly      90,722       106,097       15,375  
               

 

 

   

 

 

   

 

 

 

Total

   $ (5,906,763   $ (3,383,897   $ 2,522,866  
               

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Republic of Brazil

     USD       1,650,000      1.00%   06/20/25    Quarterly    $ (108,466   $ (87,614   $ 20,852  

Republic of South Africa Government Bond

     USD       1,700,000      1.00%   06/20/25    Quarterly      (148,895     (159,552     (10,657

Russian Federation

     USD       1,530,000      1.00%   06/20/25    Quarterly      (542     (1,424     (882
               

 

 

   

 

 

   

 

 

 

Total

   $ (257,903   $ (248,590   $ 9,313  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

   $ (6,164,666   $ (3,632,487   $ 2,532,179  
               

 

 

   

 

 

   

 

 

 

 

(a)

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

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2020

 

Payments made by

Fund

  Payments
received by
Fund
  Notional Amount     Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 
12 Mo. Federal Funds Rate   1.00% Fixed             USD       6,875,000       09/29/26       Annual     $ 128,452     $     $ (386,194   $ (514,646
12 Mo. Federal Funds Rate   1.63% Fixed     USD       10,705,000       11/14/26       Annual                   (1,093,727     (1,093,727
3 Mo. USD LIBOR   2.00% Fixed     USD       4,132,000       03/21/23       Semi-Annual       10,265             (227,034     (237,299
3 Mo. USD LIBOR   1.51% Fixed     USD       13,805,000       04/09/24       Semi-Annual                   (734,801     (734,801
3 Mo. USD LIBOR   2.36% Fixed     USD       24,530,000       04/09/24       Semi-Annual                   (2,138,776     (2,138,776
3 Mo. USD LIBOR   2.36% Fixed     USD       25,205,000       04/09/24       Semi-Annual                   (2,195,109     (2,195,109
3 Mo. USD LIBOR   1.72% Fixed     USD       3,750,000       10/29/29       Semi-Annual                   (436,588     (436,588
3 Mo. USD LIBOR   1.72% Fixed     USD       7,275,000       10/29/29       Semi-Annual                   (850,415     (850,415
3 Mo. USD LIBOR   1.73% Fixed     USD       12,100,000       10/29/29       Semi-Annual                   (1,421,290     (1,421,290
3 Mo. USD LIBOR   1.77% Fixed     USD       5,480,000       10/30/29       Semi-Annual                   (663,759     (663,759
3 Mo. USD LIBOR   0.84% Fixed     USD       12,400,000       03/20/30       Semi-Annual                   (412,697     (412,697
3 Mo. USD LIBOR   2.39% Fixed     USD       255,000       05/31/49       Semi-Annual                   (110,984     (110,984
3 Mo. USD LIBOR   0.77% Fixed     USD       335,000       03/13/50       Semi-Annual                   332       332  
3 Mo. USD LIBOR   0.90% Fixed     USD       179,000       03/24/50       Semi-Annual                   (6,431     (6,431
3 Mo. USD LIBOR   0.98% Fixed     USD       179,000       03/24/50       Semi-Annual                   (6,806     (6,806
3 Mo. USD LIBOR   0.96% Fixed     USD       255,000       03/24/50       Semi-Annual                   (13,416     (13,416
3 Mo. USD LIBOR   0.86% Fixed     USD       80,000       03/30/50       Semi-Annual                   1,930       1,930  
3 Mo. USD LIBOR   0.81% Fixed     USD       335,000       03/31/50       Semi-Annual                   (3,712     (3,712
3 Mo. USD LIBOR   0.85% Fixed     USD       96,000       04/01/50       Semi-Annual       7             2,192       2,185  
3 Mo. USD LIBOR   0.85% Fixed     USD       99,000       04/20/50       Semi-Annual       36             (2,101     (2,137
3 Mo. USD LIBOR   0.81% Fixed     USD       15,480,000       09/16/50       Semi-Annual       48,507             (125,373     (173,880
           

 

 

   

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

    $ 187,267     $             —     $ (10,824,759   $ (11,012,026
           

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020

Amount and Description

of Currency to be

Purchased

   

Amount and Description

of Currency to be

Sold

    Counterparty  

Settlement

Date

  Appreciation     Depreciation
      244,896       USD     320,000     CAD           JPM   08/14/20   $             5,983     $             —  
  167,403       USD     220,000     CAD           CBK   08/14/20     3,150        

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

   

Amount and Description

of Currency to be

Sold

    Counterparty    

Settlement

Date

    Appreciation     Depreciation
  226,200       USD     300,000     CAD             MSC       08/14/20     $ 2,219     $  
  250,725       USD     325,000     CAD             DEUT       08/28/20       8,072        
  129,295       USD     170,000     CAD             MSC       09/18/20       2,363        
  553,133       USD     735,000     CAD             CBK       11/25/20       4,249        
  332,035       USD     440,000     CAD             HSBC       11/25/20       3,451        
  243,295       USD     207,000     EUR             NAB       08/31/20             (700
  114,814       USD     99,000     EUR             BCLY       08/31/20             (1,879
  4,622,160       USD     3,953,000     EUR             JPM       08/31/20             (37,323
  1,897,846       USD     1,617,000     EUR             HSBC       09/16/20             (8,827
      15,315,677       USD     13,569,000     EUR             JPM       09/16/20             (684,098
  190,261       USD     170,000     EUR             MSC       11/27/20             (10,508
  1,378,477       USD     1,088,000     GBP             BNP       09/16/20             (46,082
  2,318,930       USD     47,065,000     MXN             GSC       06/10/21       279,056        
        Total Foreign Currency Contracts     $             308,543     $             (789,417
                                                         

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY    Barclays
BNP    BNP Paribas Securities Services
BOA    Banc of America Securities LLC
CBK    Citibank NA
CSI    Credit Suisse International
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
HSBC    HSBC Bank USA
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
NAB    National Australia Bank Limited
Currency Abbreviations:
ARS    Argentine Peso
CAD    Canadian Dollar
EUR    Euro
GBP    British Pound
MXN    Mexican Peso
USD    United States Dollar
Index Abbreviations:
ABX.HE    Markit Asset Backed Security Home Equity
ABX.HE.PEN    Markit Asset Backed Security Home Equity Penultimate
CDX.EM    Credit Derivatives Emerging Markets
CDX.NA.IG    Credit Derivatives North American Investment Grade
CMBX.NA    Markit Commercial Mortgage Backed North American
CMT    Constant Maturity Treasury Index
CPI    Consumer Price Index
ICE    Intercontinental Exchange, Inc.
MSCI    Morgan Stanley Capital International
MTA    Monthly Treasury Average Index
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security
Other Abbreviations:
CD    Certificate of Deposit
CLO    Collateralized Loan Obligation
CMO    Collateralized Mortgage Obligation
DDCA    Dollars on Deposit in Custody Account
EM    Emerging Markets
EURIBOR    Euro Interbank Offered Rate
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
GUKG5    UK Government Bonds 5 Year Note Generic Bid Yield
LIBOR    London Interbank Offered Rate

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

MSCI    Morgan Stanley Capital International
OTC    Over-the-Counter
PAC    Planned Amortization Class
PT    Perseroan Terbatas
SOFR    Secured Overnight Financing Rate
TBA    To Be Announced
UMBS    Uniform Mortgage-Backed Securities
Municipal Abbreviations:
Auth    Authority
Dev    Development
GO    General Obligation
PA    Port Authority
Rev    Revenue

 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                       

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 590,788,706     $     $ 590,788,706     $  

Corporate Bonds

     990,211,654             990,211,654        

Foreign Government Obligations

     62,948,713             62,948,713        

Municipal Bonds

     52,715,745             52,715,745        

Senior Floating Rate Interests

     60,975,857             60,975,857        

U.S. Government Agencies

     1,155,068,873             1,155,068,873        

U.S. Government Securities

     513,400,119             513,400,119        

Common Stocks

 

Energy

     67,064             41,770       25,294  

Preferred Stocks

     392,975       392,975              

Warrants

     50                   50  

Short-Term Investments

     90,624,274       7,610,920       83,013,354        

Purchased Options

     882,959             882,959        

Foreign Currency Contracts(2)

     308,543             308,543        

Futures Contracts(2)

     454,980       454,980              

Swaps - Credit Default(2)

     2,543,728             2,543,728        

Swaps - Interest Rate(2)

     4,447             4,447        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 3,521,388,687     $ 8,458,875     $ 3,512,904,468     $ 25,344  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (789,417   $     $ (789,417   $  

Futures Contracts(2)

     (5,115,377     (5,115,377            

Swaps - Credit Default(2)

     (8,833,970           (8,830,834     (3,136

Swaps - Interest Rate(2)

     (11,016,473           (11,016,473      

TBA Sale Commitments

     (9,272,093           (9,272,093      

Written Options

     (1,356,623           (1,356,623      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (36,383,953   $ (5,115,377   $ (31,265,440   $ (3,136
  

 

 

   

 

 

   

 

 

   

 

 

 
(1)

For the period ended July 31, 2020, investments valued at $ 1,241,991 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input 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 period ended July 31, 2020 is not presented.

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Asset & Commercial Mortgage-Backed Securities - 7.9%

 

   Canada - 0.1%

 

$       785,000   

Canadian Pacer Auto Receivables Trust
3.63%, 01/19/2024(1)

   $ 815,632  
1,499,000   

Master Credit Card Trust
4.02%, 07/21/2022(1)

     1,497,893  
     

 

 

 
        2,313,525  
     

 

 

 
   Cayman Islands - 1.6%

 

2,000,000   

ALM VII Ltd.
3.83%, 07/15/2029, 3 mo. USD LIBOR + 3.550%(1)(2)

     1,938,850  
100,000   

AMMC CLO 16 Ltd.
3.82%, 04/14/2029, 3 mo. USD LIBOR + 3.550%(1)(2)

     92,974  
1,040,000   

Apidos CLO
2.97%, 07/24/2031, 3 mo. USD LIBOR + 2.700%(1)(2)

     1,037,378  
2,125,000   

Apidos CLO XII
2.88%, 04/15/2031, 3 mo. USD LIBOR + 2.600%(1)(2)

     1,929,317  
470,000   

Apidos CLO XXXIII
4.59%, 07/24/2031, 3 mo. USD LIBOR + 4.320%(1)(2)

     467,627  
2,290,000   

Arbor Realty Collateralized Loan Obligation Ltd.
2.23%, 02/15/2035, 1 mo. USD LIBOR + 2.050%(1)(2)

     2,174,418  
1,295,000   

Arbor Realty Commercial Real Estate Notes Ltd.
1.93%, 09/15/2034, 1 mo. USD LIBOR + 1.750%(1)(2)

     1,214,829  
500,000   

Atrium IX
3.97%, 05/28/2030, 3 mo. USD LIBOR + 3.600%(1)(2)

     476,517  
3,250,000   

Atrium XII
1.91%, 04/22/2027, 3 mo. USD LIBOR + 1.650%(1)(2)

     3,127,962  
1,330,000   

Bain Capital Credit CLO Ltd.
2.05%, 07/25/2030, 3 mo. USD LIBOR + 1.800%(1)(2)

     1,306,229  
1,335,000   

BlueMountain CLO Ltd.
2.38%, 11/20/2028, 3 mo. USD LIBOR + 2.000%(1)(2)

     1,285,198  
2,350,000   

BSPRT Issuer Ltd.
1.23%, 09/15/2035, 1 mo. USD LIBOR + 1.050%(1)(2)

     2,304,069  
2,000,000   

Carbone CLO Ltd.
2.07%, 01/20/2031, 3 mo. USD LIBOR + 1.800%(1)(2)

     1,890,758  
500,000   

Carlyle CLO Ltd.
3.07%, 04/30/2031, 3 mo. USD LIBOR + 2.800%(1)(2)

     453,307  
2,500,000   

Carlyle Global Market Strategies CLO Ltd.
1.67%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(2)

     2,358,217  
2,350,000   

Carlyle U.S. CLO Ltd.
1.68%, 01/15/2030, 3 mo. USD LIBOR + 1.400%(1)(2)

     2,221,563  
1,850,000   

Cent CLO Ltd.
2.60%, 07/27/2030, 3 mo. USD LIBOR + 2.350%(1)(2)

     1,757,642  
1,015,000   

Covenant Credit Partners CLO Ltd.
2.13%, 10/15/2029, 3 mo. USD LIBOR + 1.850%(1)(2)

     1,010,199  
1,705,000   

Dryden 50 Senior Loan Fund
2.53%, 07/15/2030, 3 mo. USD LIBOR + 2.250%(1)(2)

     1,635,177  
1,000,000   

Dryden CLO Ltd.
2.68%, 07/15/2030, 3 mo. USD LIBOR + 2.400%(1)(2)

     982,566  
2,146,880   

Falcon Aerospace Ltd.
3.60%, 09/15/2039(1)

     1,923,269  
2,937,500   

Highbridge Loan Management Ltd.
1.99%, 02/05/2031, 3 mo. USD LIBOR + 1.450%(1)(2)

     2,798,862  
  

LCM L.P.

 

1,040,000   

1.67%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(1)(2)

     1,005,994  
2,240,000   

2.22%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2)

     2,142,305  
3,010,000   

LCM XXV Ltd.
1.48%, 07/20/2030, 3 mo. USD LIBOR + 1.210%(1)(2)

     2,954,222  
847,266   

Mach I
3.47%, 10/15/2039(1)

     703,293  
  

Madison Park Funding Ltd.

 

1,000,000   

1.87%, 10/21/2030, 3 mo. USD LIBOR + 1.600%(1)(2)

     964,605  
1,750,000   

2.17%, 04/20/2026, 3 mo. USD LIBOR + 1.900%(1)(2)

     1,740,658  
3,000,000   

2.17%, 04/19/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

     2,870,115  
1,130,000   

2.46%, 07/23/2029, 3 mo. USD LIBOR + 2.200%(1)(2)

     1,084,870  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       2,915,449   

Northwoods Capital Ltd.
1.61%, 06/20/2029, 3 mo. USD LIBOR + 1.300%(1)(2)

   $ 2,883,394  
  

Octagon Investment Partners Ltd.

 

2,140,000   

2.16%, 01/22/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

     2,011,187  
2,765,000   

2.51%, 10/24/2030, 3 mo. USD LIBOR + 2.250%(1)(2)

     2,624,181  
1,500,000   

OZLM Ltd.
2.13%, 04/15/2031, 3 mo. USD LIBOR + 1.850%(1)(2)

     1,404,474  
4,995,000   

Shackleton CLO Ltd.
2.04%, 08/15/2030, 3 mo. USD LIBOR + 1.650%(1)(2)

     4,782,273  
1,500,000   

Sound Point CLO II Ltd.
2.10%, 01/26/2031, 3 mo. USD LIBOR + 1.850%(1)(2)

     1,395,704  
1,000,000   

Stewart Park CLO Ltd.
2.08%, 01/15/2030, 3 mo. USD LIBOR + 1.800%(1)(2)

     945,718  
903,516   

Thunderbolt Aircraft Lease
4.15%, 09/15/2038(1)(3)

     803,031  
  

Voya CLO Ltd.

 

2,500,000   

2.18%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

     2,394,102  
2,390,000   

2.48%, 10/15/2031, 3 mo. USD LIBOR + 2.200%(1)(2)

     2,324,199  
1,295,000   

2.52%, 10/18/2031, 3 mo. USD LIBOR + 2.250%(1)(2)

     1,263,006  
1,015,000   

Westcott Park CLO Ltd.
2.52%, 07/20/2028, 3 mo. USD LIBOR + 2.250%(1)(2)

     990,966  
3,913,523   

Zais CLO Ltd.
1.81%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)

     3,877,507  
     

 

 

 
        75,552,732  
     

 

 

 
   United States - 6.2%

 

1,538,894   

AASET Trust
3.84%, 05/15/2039(1)

     1,396,994  
904,021   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(4)

     900,055  
  

Angel Oak Mortgage Trust

 

355,512   

2.77%, 12/25/2059(1)(4)

     351,175  
4,005,218   

2.93%, 11/25/2059(1)(4)

     3,969,189  
610,000   

BAMLL Commercial Mortgage Securities Trust
1.88%, 09/15/2034, 1 mo. USD LIBOR + 1.700%(1)(2)

     563,164  
  

Bellemeade Re Ltd.

 

5,470,000   

2.12%, 07/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2)

     5,109,345  
4,883,000   

2.82%, 06/25/2030, 1 mo. USD LIBOR + 2.650%(1)(2)

     4,897,719  
  

Benchmark Mortgage Trust

 

21,216,116   

0.54%, 07/15/2051(4)(5)

     648,428  
2,768,264   

1.05%, 03/15/2052(4)(5)

     199,264  
  

BX Commercial Mortgage Trust

 

2,230,850   

1.26%, 10/15/2036, 1 mo. USD LIBOR + 1.080%(1)(2)

     2,216,972  
1,512,231   

1.63%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(2)

     1,502,848  
3,773,459   

2.18%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2)

     3,688,268  
2,499,852   

BX Trust
2.15%, 09/15/2037, 1 mo. USD LIBOR + 1.975%(1)(2)

     1,916,622  
895,000   

CAMB Commercial Mortgage Trust
1.93%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(2)

     889,448  
7,092,109   

Cantor Commercial Real Estate
1.14%, 05/15/2052(4)(5)

     533,969  
363,000   

CF Hippolyta LLC
2.28%, 07/15/2060(1)

     366,635  
2,445,000   

Chase Mortgage Reference Notes
2.43%, 10/25/2057, 1 mo. USD LIBOR + 2.250%(1)(2)

     2,448,056  
1,100,000   

Chesapeake Funding II LLC
0.87%, 08/16/2032(1)

     1,101,925  
  

Citigroup Commercial Mortgage Trust

 

265,000   

4.15%, 01/10/2036(1)

     286,506  
1,120,000   

4.68%, 01/10/2036(1)

     1,173,637  
1,865,000   

4.75%, 01/10/2036(1)(4)

     1,901,745  
2,022,118   

Citigroup Mortgage Loan Trust
3.23%, 11/25/2070(1)(3)

     2,036,645  
24,685,775   

Commercial Mortgage Trust
0.59%, 02/10/2047(4)(5)

     440,046  
  

Connecticut Avenue Securities Trust

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       1,855,000   

2.22%, 01/25/2040, 1 mo. USD LIBOR + 2.050%(1)(2)

   $   1,760,195  
1,909,948   

2.27%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

     1,883,443  
2,275,000   

2.27%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

     2,222,265  
2,448,814   

2.32%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

     2,396,702  
4,963,567   

2.32%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)

     4,464,812  
1,695,992   

2.47%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

     1,670,801  
2,601,400   

2.62%, 07/25/2031, 1 mo. USD LIBOR + 2.450%(1)(2)

     2,557,420  
2,709,000   

3.17%, 01/25/2040, 1 mo. USD LIBOR + 3.000%(1)(2)

     1,899,545  
485,000   

3.42%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(1)(2)

     330,097  
345,000   

3.82%, 02/25/2040, 1 mo. USD LIBOR + 3.650%(1)(2)

     321,125  
2,400,000   

4.52%, 07/25/2031, 3 mo. USD LIBOR + 4.350%(1)(2)

     2,204,663  
3,990,000   

5.42%, 06/25/2039, 1 mo. USD LIBOR + 5.250%(1)(2)

     3,462,778  
  

CSAIL Commercial Mortgage Trust

 

11,328,565   

0.61%, 08/15/2051(4)(5)

     437,846  
48,892,894   

0.75%, 06/15/2057(4)(5)

     1,406,145  
13,388,688   

0.84%, 04/15/2050(4)(5)

     408,671  
748,000   

4.89%, 11/15/2051(4)

     805,443  
  

CSMC Trust

 

3,800,000   

2.84%, 02/25/2050(1)(4)

     3,197,902  
890,423   

3.25%, 04/25/2047(1)(4)

     920,489  
328,318   

DBUBS Mortgage Trust
0.69%, 11/10/2046(1)(4)(5)

     1  
1,107,826   

Deephaven Residential Mortgage Trust
2.79%, 10/25/2059(1)(4)

     1,122,162  
  

Domino’s Pizza Master Issuer LLC

 

2,431,250   

3.08%, 07/25/2047(1)

     2,445,667  
1,548,400   

4.12%, 07/25/2048(1)

     1,652,648  
9,650,000   

Eagle RE Ltd.
1.97%, 01/25/2030, 1 mo. USD LIBOR + 1.800%(1)(2)

     8,358,368  
1,315,000   

ExteNet LLC
3.20%, 07/26/2049(1)

     1,318,058  
  

Fannie Mae Connecticut Avenue Securities

 

2,064,230   

2.17%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

     1,986,193  
2,485,309   

2.32%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(2)

     2,417,018  
2,166,576   

2.37%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(2)

     2,074,295  
2,932,506   

2.42%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(2)

     2,827,855  
2,668,425   

2.52%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2)

     2,576,519  
2,399,280   

2.72%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)

     2,306,062  
5,036,429   

2.97%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(2)

     4,907,230  
1,275,000   

3.72%, 07/25/2030, 1 mo. USD LIBOR + 3.550%(2)

     1,150,927  
2,227,160   

3.82%, 09/25/2029, 1 mo. USD LIBOR + 3.650%(2)

     2,233,351  
3,650,000   

4.42%, 01/25/2031, 1 mo. USD LIBOR + 4.250%(2)

     3,385,260  
430,000   

4.62%, 02/25/2030, 1 mo. USD LIBOR + 4.450%(2)

     400,736  
827,000   

4.62%, 05/25/2030, 1 mo. USD LIBOR + 4.450%(2)

     777,460  
391,909   

4.72%, 02/25/2025, 1 mo. USD LIBOR + 4.550%(2)

     397,837  
2,716,121   

5.72%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)

     2,815,646  
1,373,507   

5.87%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

     1,431,679  
2,805,269   

6.07%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2)

     2,861,209  
1,098,999   

FCI Funding LLC
3.63%, 02/18/2031(1)

     1,117,274  
2,039,588   

Five Guys Funding LLC
4.60%, 07/25/2047(1)

     2,057,413  
990,000   

Ford Credit Auto Lease Trust
0.69%, 10/15/2023

     991,291  
1,313,435   

Freddie Mac Strips
5.00%, 09/15/2036(5)

     254,411  
  

FREMF Mortgage Trust

 

517,000   

3.54%, 12/25/2049(1)(4)

     562,401  
1,050,000   

3.54%, 02/25/2048(1)(4)

     1,062,073  
3,645,000   

3.59%, 04/25/2048(1)(4)

     3,740,134  
1,855,000   

3.76%, 07/25/2026(1)(4)

     1,911,657  
1,945,000   

3.87%, 02/25/2050(1)(4)

     2,037,446  
2,500,000   

3.88%, 02/25/2050(1)(4)

     2,665,864  
1,546,000   

3.92%, 08/25/2052(1)(4)

     1,591,580  
4,055,000   

3.94%, 12/25/2046(1)(4)

     4,364,527  
880,000   

3.97%, 07/25/2052(1)(4)

     908,810  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       920,000   

3.98%, 04/25/2051(1)(4)

   $ 951,010  
2,175,000   

4.04%, 07/25/2027(1)(4)

     2,305,934  
2,180,000   

4.08%, 09/25/2025(1)(4)

     2,266,620  
3,155,000   

4.16%, 04/25/2049(1)(4)

     3,301,316  
1,103,599   

FWD Securitization Trust
2.44%, 01/25/2050(1)(4)

     1,097,747  
770,000   

GCAT Trust
1.56%, 04/25/2065(1)(4)

     770,075  
3,155,000   

GM Financial Automobile Leasing Trust
3.95%, 05/22/2023

     3,223,514  
3,125,000   

GS Mortgage Securities Corp. Trust
1.63%, 09/15/2031, 1 mo. USD LIBOR + 1.450%(1)(2)

     2,909,403  
  

GS Mortgage Securities Trust

 

3,596,166   

0.96%, 02/10/2052(4)(5)

     237,648  
9,627,422   

1.04%, 05/10/2050(4)(5)

     558,741  
1,370,000   

Hawaii Hotel Trust
1.33%, 05/15/2038, 1 mo. USD LIBOR + 1.150%(1)(2)

     1,323,168  
  

Hertz Vehicle Financing II L.P.

 

5,051,633   

2.65%, 07/25/2022(1)

     5,059,680  
2,008,342   

3.71%, 03/25/2023(1)

     2,006,855  
  

Horizon Aircraft Finance Ltd.

 

1,833,750   

3.43%, 11/15/2039(1)

     1,597,649  
2,130,322   

4.46%, 12/15/2038(1)

     1,942,739  
5,080,000   

JP Morgan Chase Commercial Mortgage Securities Trust
3.62%, 01/16/2037(1)

     4,933,683  
48,211,160   

JPMBB Commercial Mortgage Securities Trust
0.63%, 09/15/2047(4)(5)

     1,028,084  
3,978,754   

Legacy Mortgage Asset Trust
3.25%, 11/25/2059(1)(3)

     3,961,433  
2,070,322   

LSTAR Securities Investment Ltd.
1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     2,039,180  
  

LSTAR Securities Investment Trust

 

290,086   

1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     285,758  
988,736   

1.87%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

     971,143  
  

MF1 Ltd.

 

3,025,000   

2.17%, 12/25/2034, 1 mo. USD LIBOR + 2.000%(1)(2)

     2,836,003  
1,850,000   

2.23%, 07/15/2035, 1 mo. USD LIBOR + 2.050%(1)(2)

     1,857,278  
1,880,984   

MFA Trust
3.35%, 11/25/2047(1)(3)

     1,890,546  
12,324,247   

Morgan Stanley Bank of America Merrill Lynch Trust
1.02%, 10/15/2048(4)(5)

     489,119  
  

Morgan Stanley Capital I Trust

 

1,600,000   

1.38%, 07/15/2035, 1 mo. USD LIBOR + 1.200%(1)(2)

     1,530,773  
8,861,410   

1.43%, 06/15/2050(4)(5)

     571,512  
3,740,000   

3.18%, 11/10/2036(1)(4)

     2,792,589  
1,620,000   

Morgan Stanley Capital Trust
3.74%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2)

     1,468,197  
1,040,000   

Mortgage Insurance-Linked Notes
3.07%, 11/26/2029, 1 mo. USD LIBOR + 2.900%(1)(2)

     875,528  
1,305,000   

MSCG Trust
1.36%, 10/15/2037, 1 mo. USD LIBOR + 1.180%(1)(2)

     1,252,762  
  

Natixis Commercial Mortgage Securities Trust

 

800,000   

4.32%, 01/15/2043(1)(4)

     787,490  
2,637,500   

4.77%, 06/17/2038(1)(4)

     1,745,560  
4,295,000   

Navient Private Education Refi Loan Trust
1.69%, 05/15/2069(1)

     4,345,872  
870,375   

New Residential Mortgage LLC
4.09%, 07/25/2054(1)

     845,313  
3,306,830   

New Residential Mortgage Loan Trust
4.34%, 07/25/2050(1)(3)

     3,306,449  
  

NRZ Excess Spread-Collateralized Notes

 

488,081   

3.19%, 01/25/2023(1)

     490,552  
221,664   

3.27%, 02/25/2023(1)

     223,098  
1,665,338   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

     1,664,105  
  

PMT Credit Risk Transfer Trust

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$       1,783,464   

2.17%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

   $ 1,718,404  
743,587   

2.87%, 10/27/2022, 1 mo. USD LIBOR + 2.700%(1)(2)

     711,054  
  

Preston Ridge Partners Mortgage Trust LLC

 

1,471,893   

3.35%, 07/25/2024(1)(3)

     1,461,908  
1,458,015   

3.50%, 10/25/2024(1)(4)

     1,450,813  
2,201,812   

Pretium Mortgage Credit Partners LLC
3.11%, 07/27/2059(1)(3)

     2,190,558  
3,505,000   

Santander Retail Auto Lease Trust
3.66%, 05/20/2024(1)

     3,547,681  
1,392,413   

Sapphire Aviation Finance Ltd.
3.23%, 03/15/2040(1)

     1,156,207  
1,819,167   

Sonic Capital LLC
4.03%, 02/20/2048(1)

     1,879,436  
224,021   

START Ireland
3.54%, 11/15/2044(1)

     192,329  
1,521,423   

Starwood Mortgage Residential Trust
4.38%, 10/25/2048(1)(4)

     1,562,018  
1,098,781   

Store Master Funding LLC
3.96%, 10/20/2048(1)

     1,159,015  
  

Structured Agency Credit Risk Trust

 

872,349   

1.42%, 02/25/2047, 1 mo. USD LIBOR + 1.250%(1)(2)

     852,344  
1,180,000   

2.27%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(2)

     1,130,570  
4,112,375   

Taco Bell Funding LLC
4.32%, 11/25/2048(1)

     4,239,859  
  

Vantage Data Centers Issuer LLC

 

1,060,192   

3.19%, 07/15/2044(1)

     1,085,304  
1,863,842   

4.07%, 02/16/2043(1)

     1,931,738  
  

Vericrest Opportunity Loan Trust

 

549,763   

2.98%, 02/25/2050(1)(3)

     543,826  
1,977,537   

3.18%, 10/25/2049(1)(3)

     1,960,522  
3,941,061   

3.28%, 11/25/2049(1)(3)

     3,940,113  
1,395,615   

3.35%, 08/25/2049(1)(3)

     1,397,077  
2,831,463   

3.35%, 09/25/2049(1)(3)

     2,829,149  
1,323,857   

3.97%, 02/25/2049(1)(3)

     1,323,277  
1,485,000   

3.97%, 03/25/2050(1)(3)

     1,367,014  
1,655,000   

4.34%, 02/25/2050(1)(3)

     1,518,884  
2,767,906   

Verus Securitization Trust
3.00%, 11/25/2059(1)(3)

     2,817,365  
3,839,349   

VOLT LXXX LLC
3.23%, 10/25/2049(1)(3)

     3,803,444  
  

VOLT LXXXIV LLC

 

1,552,643   

3.23%, 01/25/2050(1)(3)

     1,544,520  
3,919,865   

3.43%, 12/27/2049(1)(3)

     3,913,109  
2,033,113   

Wave USA
3.60%, 09/15/2044(1)

     1,862,290  
2,000,000   

Wells Fargo Commercial Mortgage Trust
3.07%, 08/15/2049(4)

     1,476,753  
  

Wells Fargo N.A.

 

6,359,969   

0.70%, 12/15/2052(4)(5)

     347,766  
3,699,687   

0.96%, 02/15/2052(4)(5)

     238,676  
10,354,829   

1.03%, 04/15/2052(4)(5)

     765,635  
25,040,177   

1.36%, 03/15/2063(4)(5)

     2,309,343  
3,790,000   

Westlake Automobile Receivables Trust
4.53%, 05/15/2023(1)

     3,879,961  
  

WF-RBS Commercial Mortgage Trust

 

11,278,350   

1.20%, 03/15/2047(4)(5)

     362,412  
4,095,000   

5.22%, 06/15/2044(1)(4)

     3,926,689  
1,341,450   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     1,376,515  
     

 

 

 
        285,117,763  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $375,829,891)

   $   362,984,020  
     

 

 

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Corporate Bonds - 16.6%

 

   Bermuda - 0.0%

 

$      2,425,000   

Fly Leasing Ltd.
6.38%, 10/15/2021(6)

   $ 2,249,187  
     

 

 

 
   Canada - 0.2%

 

2,635,000   

1011778 BC ULC / New Red Finance, Inc.
4.38%, 01/15/2028(1)

     2,740,743  
3,055,000   

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

     3,154,287  
1,160,000   

Bombardier, Inc.
7.88%, 04/15/2027(1)

     922,200  
2,305,000   

Tervita Corp.
7.63%, 12/01/2021(1)

     1,820,950  
     

 

 

 
     8,638,180  
     

 

 

 
   Cayman Islands - 0.1%

 

3,950,000   

Park Aerospace Holdings Ltd.
5.25%, 08/15/2022(1)

     3,805,837  
3,195,000   

Transocean, Inc.
6.80%, 03/15/2038

     818,719  
     

 

 

 
     4,624,556  
     

 

 

 
   France - 0.7%

 

  

Altice France S.A.

 

EUR      3,685,000   

2.50%, 01/15/2025(1)

     4,217,089  
4,555,000   

3.38%, 01/15/2028(1)

     5,241,406  
1,635,000   

5.88%, 02/01/2027(7)

     2,053,621  
2,335,000   

La Financiere Atalian SASU
4.00%, 05/15/2024(7)

     2,296,014  
$         870,000   

Orange S.A.
4.13%, 09/14/2021

     905,592  
EUR    16,000,000   

Renault S.A.
1.00%, 04/18/2024(7)

     17,744,422  
     

 

 

 
     32,458,144  
     

 

 

 
   Germany - 0.1%

 

4,021,000   

Techem Verwaltungsgesellschaft 675 mbH
2.00%, 07/15/2025(1)

     4,535,237  
     

 

 

 
   Ireland - 0.2%

 

$      2,620,000   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.65%, 07/21/2027

     2,382,023  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

1,645,000   

4.13%, 08/15/2026(1)

     1,707,181  
1,310,000   

5.25%, 08/15/2027(1)

     1,371,269  
GBP      1,677,000   

Virgin Media Vendor Financing Notes DAC
4.88%, 07/15/2028(1)

     2,223,621  
     

 

 

 
     7,684,094  
     

 

 

 
   Jersey - 0.1%

 

  

Adient Global Holdings Ltd.

 

EUR      1,605,000   

3.50%, 08/15/2024(7)

     1,732,575  
$         960,000   

4.88%, 08/15/2026(1)

     896,400  
     

 

 

 
     2,628,975  
     

 

 

 
   Liberia - 0.0%

 

960,000   

Royal Caribbean Cruises Ltd.
9.13%, 06/15/2023(1)

     981,600  
     

 

 

 
   Luxembourg - 0.8%

 

EUR      2,075,000   

Altice Financing S.A.
2.25%, 01/15/2025(1)

     2,336,823  
1,585,000   

ARD Finance S.A. (5.00% Cash, 5.75% PIK)
5.00%, 06/30/2027(1)(8)

     1,818,602  
  

Medtronic Global Holdings SCA

 

17,480,000   

0.00%, 03/07/2021(9)

     20,599,843  
7,880,000   

1.00%, 07/02/2031

     9,843,066  
     

 

 

 
     34,598,334  
     

 

 

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Mult - 0.1%

 

$         420,000   

Clarios Global L.P. / Clarios U.S. Finance Co.
8.50%, 05/15/2027(1)

   $ 441,420  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

1,458,000   

6.00%, 06/30/2028(1)

     1,111,725  
2,270,000   

9.50%, 07/31/2027(1)

     2,443,087  
EUR      1,115,000   

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.
4.38%, 05/15/2026(1)

     1,313,415  
     

 

 

 
     5,309,647  
     

 

 

 
   Netherlands - 0.7%

 

1,415,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(7)

     1,602,628  
$      4,475,000   

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

     4,552,465  
  

NXP B.V. / NXP Funding LLC

 

2,667,000   

3.88%, 09/01/2022(1)

     2,824,777  
6,366,000   

4.13%, 06/01/2021(1)

     6,540,959  
8,950,000   

Siemens Financieringsmaatschappij N.V.
2.90%, 05/27/2022(1)

     9,362,129  
  

Teva Pharmaceutical Finance Netherlands B.V.

 

4,550,000   

2.20%, 07/21/2021

     4,515,875  
1,900,000   

2.80%, 07/21/2023

     1,842,620  
405,000   

6.75%, 03/01/2028(6)

     449,550  
     

 

 

 
     31,691,003  
     

 

 

 
   Panama - 0.0%

 

  

Carnival Corp.

 

EUR         695,000   

10.13%, 02/01/2026(1)

     822,319  
$      1,315,000   

11.50%, 04/01/2023(1)

     1,430,062  
     

 

 

 
     2,252,381  
     

 

 

 
   Spain - 0.1%

 

EUR      4,155,000   

Banco Santander S.A.
1.00%, 12/15/2024(4)(10)

     4,084,129  
     

 

 

 
   Sweden - 0.0%

 

800,000   

Verisure Midholding AB
5.75%, 12/01/2023(7)

     946,933  
     

 

 

 
   Switzerland - 0.9%

 

$    18,175,000   

Credit Suisse Group AG
7.50%, 12/11/2023, (7.50% fixed rate until 12/11/2023; 5 year USD Swap + 4.598% thereafter)(7)(10)(11)

     19,924,344  
11,590,000   

UBS Group AG
7.13%, 08/10/2021, (7.13% fixed rate until 08/10/2021; 5 year USD Swap + 5.883% thereafter)(7)(10)(11)

     11,952,187  
9,325,000   

UBS Group Funding Switzerland AG
6.88%, 03/22/2021, (6.88% fixed rate until 03/22/2021; 5 year USD ICE Swap + 5.497% thereafter)(7)(10)(11)

     9,464,875  
     

 

 

 
     41,341,406  
     

 

 

 
   United Kingdom - 0.3%

 

990,000   

AstraZeneca plc
3.50%, 08/17/2023

     1,077,253  
EUR      4,245,000   

Ellaktor Value plc
6.38%, 12/15/2024(1)

     3,841,838  
$      7,375,000   

Sky Ltd.
3.13%, 11/26/2022(1)

     7,828,440  
     

 

 

 
     12,747,531  
     

 

 

 
   United States - 12.3%

 

1,030,000   

3M Co.
2.65%, 04/15/2025

     1,125,647  
7,370,000   

Abbott Laboratories
2.95%, 03/15/2025

     8,119,977  
  

AbbVie, Inc.

 

6,995,000   

2.15%, 11/19/2021(1)

     7,142,055  
2,115,000   

2.30%, 05/14/2021

     2,143,205  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$      2,190,000   

3.38%, 11/14/2021

   $ 2,274,426  
815,000   

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(1)

     865,938  
3,590,000   

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

     3,705,351  
  

American Tower Corp.

 

4,315,000   

2.40%, 03/15/2025

     4,617,301  
770,000   

2.95%, 01/15/2025

     838,657  
1,000,000   

4.00%, 06/01/2025

     1,143,099  
  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

411,000   

5.75%, 05/20/2027

     450,045  
1,227,000   

5.88%, 08/20/2026

     1,353,933  
4,110,000   

Anheuser-Busch InBev Finance, Inc.
3.70%, 02/01/2024

     4,537,810  
3,600,000   

Anheuser-Busch InBev Worldwide, Inc.
3.50%, 01/12/2024

     3,965,415  
1,085,000   

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.75%, 01/15/2028(1)

     925,071  
1,895,000   

Apache Corp.
4.38%, 10/15/2028

     1,892,631  
  

APX Group, Inc.

 

2,812,000   

6.75%, 02/15/2027(1)

     2,803,564  
955,000   

7.63%, 09/01/2023(6)

     914,413  
895,000   

7.88%, 12/01/2022

     901,713  
  

AT&T, Inc.

 

EUR      2,535,000   

1.45%, 06/01/2022

     3,053,280  
2,714,000   

2.65%, 12/17/2021

     3,292,771  
$      3,015,000   

Avantor Funding, Inc.
4.63%, 07/15/2028(1)

     3,185,347  
  

Ball Corp.

 

EUR         805,000   

0.88%, 03/15/2024

     928,413  
1,585,000   

1.50%, 03/15/2027

     1,826,910  
$      3,550,000   

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

     3,474,988  
  

Becton Dickinson and Co.

 

4,750,000   

2.89%, 06/06/2022

     4,931,022  
4,700,000   

3.13%, 11/08/2021

     4,850,563  
3,775,000   

3.73%, 12/15/2024

     4,200,950  
1,720,000   

Berry Global, Inc.
4.88%, 07/15/2026(1)

     1,816,750  
18,525,000   

Boeing Co.
4.51%, 05/01/2023

     19,382,129  
995,000   

Boyd Gaming Corp.
4.75%, 12/01/2027(1)

     956,444  
8,115,000   

Broadcom, Inc.
4.70%, 04/15/2025(1)

     9,280,765  
  

Buckeye Partners L.P.

 

900,000   

4.13%, 03/01/2025(1)

     904,500  
2,700,000   

4.50%, 03/01/2028(1)

     2,686,500  
1,067,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

     962,029  
1,025,000   

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(1)

     1,027,563  
  

Centene Corp.

 

1,350,000   

3.38%, 02/15/2030

     1,429,313  
1,810,000   

4.63%, 12/15/2029

     2,018,621  
5,775,000   

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

     5,823,743  
3,375,000   

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

     3,501,866  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

4,756,000   

4.50%, 02/01/2024

     5,279,810  
9,300,000   

4.91%, 07/23/2025

     10,798,308  
1,060,000   

Chesapeake Energy Corp.
11.50%, 01/01/2025(1)(12)

     98,050  
  

CHS/Community Health Systems, Inc.

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$      2,645,000   

6.63%, 02/15/2025(1)

   $ 2,672,243  
710,000   

8.13%, 06/30/2024(1)(6)

     449,977  
  

Cigna Corp.

 

2,968,000   

3.20%, 09/17/2020

     2,978,091  
640,000   

3.40%, 09/17/2021

     661,108  
8,460,000   

4.13%, 11/15/2025

     9,802,877  
1,910,000   

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

     1,926,485  
  

Colt Merger Sub, Inc.

 

460,000   

5.75%, 07/01/2025(1)

     478,400  
770,000   

6.25%, 07/01/2025(1)

     803,206  
290,000   

8.13%, 07/01/2027(1)

     295,438  
1,655,000   

Comcast Corp.
2.75%, 03/01/2023

     1,754,173  
2,750,000   

Consolidated Edison Co. of New York, Inc.
0.70%, 06/25/2021, 3 mo. USD LIBOR + 0.400%(2)

     2,758,258  
  

Constellation Brands, Inc.

 

1,010,000   

1.09%, 11/15/2021, 3 mo. USD LIBOR + 0.700%(2)

     1,009,902  
1,350,000   

3.75%, 05/01/2021

     1,382,995  
  

Continental Resources, Inc.

 

985,000   

4.38%, 01/15/2028

     918,808  
1,080,000   

4.90%, 06/01/2044

     930,150  
675,000   

Coty, Inc.
6.50%, 04/15/2026(1)

     526,588  
1,300,000   

Cox Communications, Inc.
2.95%, 06/30/2023(1)

     1,376,379  
  

Crown Castle International Corp.

 

3,300,000   

3.20%, 09/01/2024

     3,597,334  
2,495,000   

5.25%, 01/15/2023

     2,773,992  
  

CVS Health Corp.

 

7,270,000   

1.03%, 03/09/2021, 3 mo. USD LIBOR + 0.720%(2)

     7,297,933  
4,250,000   

3.70%, 03/09/2023

     4,572,412  
4,050,000   

4.10%, 03/25/2025

     4,603,587  
  

Discovery Communications LLC

 

4,185,000   

2.95%, 03/20/2023

     4,404,206  
1,750,000   

3.80%, 03/13/2024

     1,917,808  
  

Dominion Energy, Inc.

 

4,970,000   

2.45%, 01/15/2023(1)

     5,178,784  
3,725,000   

2.72%, 08/15/2021(3)

     3,803,596  
4,365,000   

3.30%, 03/15/2025

     4,848,634  
3,975,000   

Duke Energy Corp.
1.80%, 09/01/2021

     4,032,125  
395,000   

Dun & Bradstreet Corp.
10.25%, 02/15/2027(1)

     448,495  
12,350,000   

DuPont de Nemours, Inc.
2.17%, 05/01/2023

     12,602,434  
5,150,000   

Eli Lilly & Co.
2.35%, 05/15/2022

     5,325,347  
  

EQM Midstream Partners L.P.

 

1,135,000   

6.00%, 07/01/2025(1)

     1,203,849  
930,000   

6.50%, 07/15/2048

     926,485  
1,955,000   

EQT Corp.
3.90%, 10/01/2027

     1,842,197  
  

Equinix, Inc.

 

EUR      3,025,000   

2.88%, 10/01/2025

     3,621,454  
15,575,000   

2.88%, 02/01/2026

     18,735,529  
  

ERAC USA Finance LLC

 

$         937,000   

2.60%, 12/01/2021(1)

     953,459  
1,550,000   

3.30%, 10/15/2022(1)

     1,616,128  
2,325,000   

Exelon Corp.
3.95%, 06/15/2025

     2,677,691  
965,000   

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

     955,350  
EUR    23,275,000   

Fidelity National Information Services, Inc.
0.63%, 12/03/2025

     27,843,681  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$         914,000   

FirstCash, Inc.
5.38%, 06/01/2024(1)

   $ 938,312  
5,910,000   

FirstEnergy Corp.
2.05%, 03/01/2025

     5,993,519  
1,950,000   

Fiserv, Inc.
2.75%, 07/01/2024

     2,106,577  
2,025,000   

Foothills Resource, Inc.
11.50%, 04/01/2023

     203  
832,000   

Ford Motor Co.
8.50%, 04/21/2023

     923,520  
2,585,000   

Ford Motor Credit Co. LLC
5.13%, 06/16/2025

     2,755,791  
7,325,000   

Fox Corp.
3.05%, 04/07/2025

     8,043,752  
1,300,000   

Freedom Mortgage Corp.
8.25%, 04/15/2025(1)

     1,296,750  
10,590,000   

General Motors Co.
5.40%, 10/02/2023

     11,678,687  
  

Genworth Holdings, Inc.

 

660,000   

4.80%, 02/15/2024

     580,800  
1,050,000   

4.90%, 08/15/2023

     934,500  
400,000   

7.20%, 02/15/2021

     399,000  
1,475,000   

7.63%, 09/24/2021(6)

     1,478,688  
3,370,000   

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

     3,410,026  
  

Global Payments, Inc.

 

1,495,000   

2.65%, 02/15/2025

     1,601,294  
825,000   

3.75%, 06/01/2023

     888,405  
2,975,000   

4.00%, 06/01/2023

     3,239,447  
  

Gray Television, Inc.

 

1,785,000   

5.13%, 10/15/2024(1)

     1,833,713  
220,000   

5.88%, 07/15/2026(1)

     227,616  
  

HCA, Inc.

 

3,670,000   

3.50%, 09/01/2030

     3,857,222  
1,215,000   

7.50%, 11/15/2095

     1,488,375  
12,535,000   

Hewlett Packard Enterprise Co.
4.45%, 10/02/2023

     13,759,014  
2,025,000   

Hill-Rom Holdings, Inc.
4.38%, 09/15/2027(1)

     2,132,993  
EUR      2,015,000   

IQVIA, Inc.
2.25%, 01/15/2028(1)

     2,348,980  
$      2,835,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

     2,572,762  
925,000   

Jersey Central Power & Light Co.
4.70%, 04/01/2024(1)

     1,038,741  
  

Lithia Motors, Inc.

 

1,465,000   

4.63%, 12/15/2027(1)

     1,557,002  
1,255,000   

5.25%, 08/01/2025(1)

     1,305,200  
3,433,000   

Lockheed Martin Corp.
2.50%, 11/23/2020

     3,449,875  
1,855,000   

Mattel, Inc.
5.88%, 12/15/2027(1)

     2,013,027  
  

McDonald’s Corp.

 

6,700,000   

0.68%, 10/28/2021, 3 mo. USD LIBOR + 0.430%(2)

     6,715,485  
5,875,000   

3.30%, 07/01/2025

     6,585,674  
7,680,000   

Microchip Technology, Inc.
3.92%, 06/01/2021

     7,862,098  
8,040,000   

Mondelez International, Inc.
2.13%, 04/13/2023

     8,372,661  
3,230,000   

National Grid North America, Inc.
2.38%, 09/30/2020(7)

     3,233,495  
  

Navient Corp.

 

1,300,000   

5.88%, 03/25/2021

     1,319,760  
6,435,000   

6.63%, 07/26/2021

     6,595,875  
4,160,000   

7.25%, 01/25/2022

     4,368,000  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    12,956,000   

NextEra Energy Capital Holdings, Inc.
2.75%, 05/01/2025

   $     14,173,356  
2,848,000   

Occidental Petroleum Corp.
4.20%, 03/15/2048(6)

     2,314,854  
3,500,000   

Oracle Corp.
1.90%, 09/15/2021

     3,558,646  
419,000   

Par Pharmaceutical, Inc.
7.50%, 04/01/2027(1)

     445,661  
1,730,000   

Party City Holdings, Inc.
6.63%, 08/01/2026(1)

     397,900  
  

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

 

1,000,000   

2.70%, 03/14/2023(1)

     1,036,736  
4,815,000   

3.38%, 02/01/2022(1)

     4,969,071  
2,225,000   

3.45%, 07/01/2024(1)

     2,423,824  
1,083,000   

3.90%, 02/01/2024(1)

     1,174,599  
1,625,000   

4.25%, 01/17/2023(1)

     1,750,284  
1,225,000   

4.88%, 07/11/2022(1)

     1,316,530  
6,865,000   

PepsiCo, Inc.
2.25%, 03/19/2025

     7,391,810  
3,995,000   

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

     4,124,837  
2,230,000   

Presidio Holdings, Inc.
8.25%, 02/01/2028(1)

     2,319,200  
1,825,000   

Prestige Brands, Inc.
5.13%, 01/15/2028(1)

     1,914,954  
1,340,000   

PVH Corp.
4.63%, 07/10/2025(1)

     1,368,904  
865,000   

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

     869,325  
  

SBA Tower Trust

 

895,000   

1.88%, 07/15/2050(1)

     900,667  
1,665,000   

2.84%, 01/15/2025(1)

     1,737,618  
  

Southern Co.

 

4,400,000   

2.35%, 07/01/2021

     4,470,360  
2,400,000   

2.95%, 07/01/2023

     2,549,960  
  

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

 

3,660,000   

4.74%, 09/20/2029(1)

     3,980,250  
4,660,000   

5.15%, 09/20/2029(1)

     5,455,369  
  

Staples, Inc.

 

2,275,000   

7.50%, 04/15/2026(1)

     1,995,857  
900,000   

10.75%, 04/15/2027(1)

     571,500  
3,990,000   

Starwood Property Trust, Inc.
3.63%, 02/01/2021

     3,940,125  
2,010,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

     1,909,500  
4,105,000   

T-Mobile USA, Inc.
5.13%, 04/15/2025

     4,207,625  
2,980,000   

Taylor Morrison Communities, Inc.
5.13%, 08/01/2030(1)

     3,255,650  
8,600,000   

Thermo Fisher Scientific, Inc.
4.13%, 03/25/2025

     9,913,429  
950,000   

TransDigm, Inc.
5.50%, 11/15/2027

     901,265  
6,200,000   

Verizon Communications, Inc.
3.38%, 02/15/2025

     6,961,628  
456,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     256,500  
22,985,000   

Volkswagen Group of America Finance LLC
2.90%, 05/13/2022(1)

     23,830,799  
1,030,000   

Weight Watchers International, Inc.
8.63%, 12/01/2025(1)

     1,087,011  
850,000   

WESCO Distribution, Inc.
5.38%, 12/15/2021

     855,534  
1,126,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

     1,168,225  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$             1,812,000   

Xerox Corp.
4.13%, 03/15/2023

   $ 1,863,787  
     

 

 

 
     564,208,463  
     

 

 

 
  

Total Corporate Bonds
(cost $737,065,120)

   $   760,979,800  
     

 

 

 

Foreign Government Obligations - 60.2%

 

   Australia - 8.4%

 

  

Australia Government Bond

 

AUD         133,410,000   

2.75%, 11/21/2027(7)

     109,789,816  
35,906,000   

2.75%, 11/21/2028(7)

     29,836,688  
43,898,000   

2.75%, 05/21/2041(7)

     38,177,256  
78,310,000   

3.00%, 03/21/2047(7)

     72,025,805  
82,774,000   

3.25%, 04/21/2025(7)

     67,025,754  
73,792,000   

4.75%, 04/21/2027(7)

     67,307,761  
     

 

 

 
     384,163,080  
     

 

 

 
   Azerbaijan - 0.1%

 

$             4,150,000   

Republic of Azerbaijan International Bond
4.75%, 03/18/2024(7)

     4,469,990  
     

 

 

 
   Canada - 11.6%

 

CAD           83,230,000   

Canada Housing Trust No. 1
2.35%, 06/15/2023(1)

     65,574,267  
  

Canadian Government Bond

 

115,002,000   

2.00%, 09/01/2023

     90,416,668  
361,322,000   

2.25%, 03/01/2024

     288,679,944  
9,365,000   

Ontario T-Bill
1.57%, 08/26/2020(13)

     6,990,417  
103,274,000   

Province of Ontario Canada
1.95%, 01/27/2023

     79,993,113  
     

 

 

 
     531,654,409  
     

 

 

 
   China - 3.6%

 

  

China Development Bank

 

CNY           98,760,000   

3.07%, 03/10/2030

     13,689,147  
760,320,000   

3.23%, 01/10/2025

     108,722,655  
  

China Government Bond

 

95,040,000   

2.68%, 05/21/2030

     13,298,261  
190,540,000   

3.13%, 11/21/2029

     27,463,750  
     

 

 

 
     163,173,813  
     

 

 

 
   Denmark - 8.4%

 

DKK      2,424,562,000   

Denmark Government Bond
0.25%, 11/15/2020

     384,246,816  
     

 

 

 
   Indonesia - 0.1%

 

$             4,065,000   

Indonesia Government International Bond
4.13%, 01/15/2025(7)

     4,524,304  
     

 

 

 
   Italy - 0.5%

 

EUR           15,827,000   

Italy Buoni Poliennali Del Tesoro
2.45%, 09/01/2050(1)(7)

     20,725,895  
     

 

 

 
   Japan - 9.8%

 

  

Japan Treasury Discount Bill

 

JPY    13,294,000,000   

0.10%, 10/05/2020(13)

     125,610,737  
17,186,250,000   

0.11%, 08/03/2020(13)

     162,357,886  
17,141,400,000   

0.12%, 08/11/2020(13)

     161,937,616  
     

 

 

 
     449,906,239  
     

 

 

 
   Mexico - 0.2%

 

$             8,300,000   

Mexico Government International Bond
3.90%, 04/27/2025

     8,988,319  
     

 

 

 
   New Zealand - 4.5%

 

NZD           26,240,000   

Housing New Zealand Ltd.
3.36%, 06/12/2025(7)

     19,595,759  
  

New Zealand Government Bond

 

59,780,000   

1.50%, 05/15/2031

     42,690,117  
76,655,000   

2.75%, 04/15/2025(7)

     56,504,962  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
NZD           95,310,000   

2.75%, 04/15/2037(7)

   $ 79,062,546  
9,936,000   

3.00%, 04/20/2029

     7,905,686  
     

 

 

 
     205,759,070  
     

 

 

 
   Norway - 2.7%

 

  

Norway Government Bond

 

NOK         742,291,000   

1.38%, 08/19/2030(1)(7)

     88,012,926  
269,640,000   

1.75%, 09/06/2029(1)(7)

     32,869,545  
     

 

 

 
     120,882,471  
     

 

 

 
   Qatar - 0.2%

 

  

Qatar Government International Bond

 

$             4,135,000   

3.40%, 04/16/2025(7)

     4,560,326  
5,355,000   

3.40%, 04/16/2025(1)

     5,905,815  
     

 

 

 
     10,466,141  
     

 

 

 
   Romania - 0.3%

 

10,114,000   

Romanian Government International Bond
4.88%, 01/22/2024(7)

     11,163,429  
     

 

 

 
   Saudi Arabia - 0.1%

 

4,405,000   

Saudi Government International Bond
2.50%, 02/03/2027(7)

     4,626,660  
     

 

 

 
   South Korea - 5.3%

 

  

Korea Treasury Bond

 

KRW    94,542,680,000   

1.38%, 09/10/2024

     80,543,119  
68,977,340,000   

1.50%, 03/10/2025

     59,029,880  
115,298,380,000   

2.25%, 06/10/2025

     102,032,391  
     

 

 

 
     241,605,390  
     

 

 

 
   Sweden - 4.3%

 

  

Kommuninvest I Sverige AB

 

SEK      1,126,450,000   

1.00%, 11/13/2023(7)

     132,068,650  
547,150,000   

1.00%, 05/12/2025(7)

     64,543,646  
     

 

 

 
     196,612,296  
     

 

 

 
   United Arab Emirates - 0.1%

 

$             6,155,000   

Abu Dhabi Government International Bond
2.50%, 04/16/2025(1)

     6,555,075  
     

 

 

 
  

Total Foreign Government Obligations
(cost $2,625,023,622)

   $   2,749,523,397  
     

 

 

 

Senior Floating Rate Interests - 2.2%(14)

 

   Denmark - 0.1%

 

EUR             2,332,742   

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     2,645,855  
$             1,455,000   

Vertical Midco GmbH
0.00%, 07/01/2027(15)

     1,433,786  
     

 

 

 
     4,079,641  
     

 

 

 
   France - 0.0%

 

1,987,571   

Numericable Group S.A.
2.91%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

     1,899,621  
     

 

 

 
   Luxembourg - 0.0%

 

1,017,278   

Almonde, Inc.
4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     939,568  
     

 

 

 
   Sweden - 0.1%

 

EUR             2,485,000   

Verisure Holding AB
0.00%, 10/21/2022(15)

     2,902,092  
     

 

 

 
   United Kingdom - 0.3%

 

  

Froneri International Ltd.

 

$                730,000   

2.41%, 01/31/2027, 1 mo. USD LIBOR + 2.250%

     699,106  
EUR             2,545,000   

2.63%, 01/31/2027, 3 mo. EURIBOR + 2.625%

     2,898,115  
100,000   

5.75%, 01/31/2028, 3 mo. EURIBOR + 5.750%

     116,764  
$                500,000   

5.91%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

     482,500  
EUR                585,000   

LGC Group Holdings Ltd.
3.25%, 04/20/2027, 3 mo. EURIBOR + 3.250%

     668,042  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    2,750,000   

Loire Finco Luxembourg S.a.r.l.
3.67%, 04/20/2027, 1 mo. USD LIBOR + 3.500%

   $ 2,646,875  
EUR    3,890,000   

Lorca Finco plc
0.00%, 07/01/2027(15)

     4,476,654  
     

 

 

 
     11,988,056  
     

 

 

 
   United States - 1.7%

 

$       987,525   

Acrisure LLC
3.66%, 02/15/2027, 1 mo. USD LIBOR + 3.500%

     948,518  
  

Asurion LLC

 

2,863,458   

3.16%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     2,816,927  
2,367,273   

6.66%, 08/04/2025, 3 mo. USD LIBOR + 6.500%

     2,384,293  
2,312,750   

BCP Raptor LLC
4.91%, 11/03/2025, 3 mo. USD LIBOR + 4.750%

     1,452,407  
2,179,125   

BellRing Brands LLC
6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

     2,184,573  
1,208,925   

Belron Finance U.S. LLC
2.77%, 10/30/2026, 1 mo. USD LIBOR + 2.500%

     1,182,728  
2,935,100   

Blackhawk Network Holdings, Inc.
3.16%, 06/15/2025, 3 mo. USD LIBOR + 3.000%

     2,725,974  
2,226,535   

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     2,027,082  
2,839,491   

Caesars Resort Collection LLC
2.91%, 12/22/2024, 3 mo. USD LIBOR + 2.750%

     2,608,072  
1,615,000   

Cardtronics USA, Inc.
5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

     1,602,887  
1,924,936   

CCC Information Services, Inc.
4.00%, 04/27/2024, 1 mo. USD LIBOR + 3.000%

     1,904,493  
2,852,148   

Core & Main L.P.
3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

     2,771,946  
4,695,106   

Coty, Inc.
2.42%, 04/05/2025, 3 mo. USD LIBOR + 2.250%

     4,031,923  
1,753,874   

CSC Holdings LLC
2.68%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

     1,693,225  
2,227,912   

Diamond (BC) B.V.
3.16%, 09/06/2024, 3 mo. USD LIBOR + 3.000%

     2,097,579  
3,843,288   

Dun & Bradstreet Corp.
3.92%, 02/08/2026, 1 mo. USD LIBOR + 3.750%

     3,820,074  
2,872,517   

Epicor Software Corp.
0.00%, 07/30/2027, 1 mo. USD LIBOR + 4.250%(15)

     2,867,605  
4,300,003   

EVO Payments International LLC
3.42%, 12/22/2023, 3 mo. USD LIBOR + 3.250%

     4,187,128  
2,875,136   

Flex Acquisition Co., Inc.
3.55%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

     2,730,028  
3,831,050   

Golden Entertainment, Inc.
3.75%, 10/20/2024, 3 mo. USD LIBOR + 3.000%

     3,481,467  
3,407,982   

Hostess Brands LLC
3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

     3,325,611  
2,937,487   

Hub International Ltd.
3.26%, 04/25/2025, 1 mo. USD LIBOR + 3.000%

     2,848,951  
2,550,811   

Hyland Software, Inc.
4.00%, 07/01/2024, 3 mo. USD LIBOR + 3.250%

     2,501,784  
1,970,000   

JetBlue Airways Corp.
6.25%, 06/17/2024, 1 mo. USD LIBOR + 5.250%

     1,940,864  
1,026,550   

Lower Cadence Holdings LLC
4.16%, 05/22/2026, 3 mo. USD LIBOR + 4.000%

     903,795  
4,210,227   

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250%

     3,761,838  
1,376,708   

Microchip Technology, Inc.
2.17%, 05/29/2025, 3 mo. USD LIBOR + 2.000%

     1,366,383  
3,839,167   

Refinitiv U.S. Holdings, Inc.
3.41%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     3,807,647  
84,242   

Reynolds Consumer Products LLC
1.91%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

     82,492  
2,342,371   

Reynolds Group Holdings, Inc.
2.91%, 02/05/2023, 3 mo. USD LIBOR + 2.750%

     2,292,198  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
$    3,690,638   

USI, Inc.
3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

   $ 3,562,240  
2,596,258   

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     2,566,401  
     

 

 

 
        78,479,133  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $103,625,005)

   $   100,288,111  
     

 

 

 

U.S. Government Agencies - 1.8%

 

   United States - 1.8%

 

   FHLMC - 1.0%

 

$    2,591,463   

1.27%, 03/25/2050, 1 mo. USD LIBOR + 1.100%(1)(2)

   $ 2,590,837  
3,264,795   

1.51%, 02/25/2035(4)(5)

     529,311  
2,528,585   

1.57%, 02/25/2049, 1 mo. USD LIBOR + 1.400%(1)(2)

     2,416,807  
13,667,078   

1.65%, 01/25/2030(4)(5)

     1,690,272  
1,539,826   

1.70%, 04/25/2030(4)(5)

     209,236  
3,690,853   

1.72%, 09/25/2041(4)(5)

     165,328  
2,709,712   

1.77%, 01/25/2048(4)(5)

     251,146  
6,562,000   

1.81%, 03/25/2030(4)(5)

     917,494  
3,197,220   

1.87%, 11/25/2047(4)(5)

     426,839  
5,823,080   

1.95%, 10/25/2047(4)(5)

     822,502  
6,340,248   

2.00%, 10/25/2044(4)(5)

     746,144  
1,479,915   

2.02%, 09/25/2046(4)(5)

     214,280  
11,435,000   

2.02%, 02/25/2041(4)(5)

     145,290  
2,067,395   

2.02%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)

     1,980,346  
825,000   

2.02%, 02/25/2050, 1 mo. USD LIBOR + 1.850%(1)(2)

     781,385  
1,955,000   

2.07%, 01/25/2050, 1 mo. USD LIBOR + 1.900%(1)(2)

     1,847,335  
2,075,000   

2.10%, 08/25/2047(4)(5)

     310,015  
7,245,592   

2.11%, 06/25/2044(4)(5)

     775,270  
6,087,872   

2.21%, 01/25/2042(4)(5)

     390,860  
79,985   

2.22%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

     76,712  
1,018,243   

2.22%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

     975,563  
1,070,000   

2.32%, 01/25/2046(4)(5)

     161,071  
3,742,315   

2.32%, 12/25/2045(4)(5)

     572,203  
1,465,000   

2.32%, 11/25/2048, 1 mo. USD LIBOR + 2.150%(1)(2)

     1,376,071  
2,398,489   

2.47%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)

     2,282,514  
595,000   

2.47%, 01/25/2050, 1 mo. USD LIBOR + 2.300%(1)(2)

     491,353  
607,560   

2.62%, 12/25/2042, 1 mo. USD LIBOR + 2.450%(2)

     586,433  
1,092,419   

2.62%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)

     1,061,641  
4,873,004   

2.82%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(2)

     4,697,375  
1,671,418   

2.82%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)

     1,625,295  
8,305,844   

3.00%, 05/15/2034(5)

     604,902  
2,570,000   

3.12%, 11/25/2049, 1 mo. USD LIBOR + 2.950%(1)(2)

     2,291,885  
1,000,000   

3.27%, 03/25/2050, 1 mo. USD LIBOR + 3.100%(1)(2)

     958,071  
4,126,582   

3.50%, 01/15/2033(5)

     447,746  
1,748,524   

3.50%, 05/15/2036(5)

     184,199  
2,155,000   

3.78%, 07/25/2050, 1 mo. USD LIBOR + 3.600%(1)(2)

     2,137,827  
2,810,000   

4.07%, 04/25/2029, 1 mo. USD LIBOR + 3.900%(2)

     2,859,230  
1,095,000   

4.52%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(2)

     994,772  
2,775,000   

4.92%, 12/25/2029, 1 mo. USD LIBOR + 4.750%(2)

     2,740,380  
864,149   

5.00%, 02/15/2048(5)

     147,905  
     

 

 

 
        44,483,845  
     

 

 

 
   FNMA - 0.1%

 

$    1,902,459   

2.27%, 09/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

   $ 1,874,997  
4,926,028   

3.00%, 01/25/2028(5)

     327,953  
4,603,534   

3.50%, 04/25/2028(5)

     331,827  
550,000   

3.92%, 09/25/2039, 1 mo. USD LIBOR + 3.750%(1)(2)

     424,003  
3,761,909   

4.00%, 01/25/2028(5)

     302,860  
1,459,961   

4.00%, 04/25/2032(5)

     151,653  
3,810,461   

4.50%, 03/25/2048(5)

     589,721  
5,226,406   

4.50%, 05/25/2049

     686,820  
2,327,689   

5.50%, 09/25/2044(5)

     509,324  
1,056,998   

5.50%, 06/25/2048(5)

     212,041  
3,517,263   

6.50%, 03/25/2045(5)

     958,766  
     

 

 

 
        6,369,965  
     

 

 

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   GNMA - 0.4%

 

$    11,880,000   

3.00%, 08/20/2050(16)

   $ 12,562,636  
4,123,785   

3.50%, 10/20/2029(5)

     367,077  
3,741,435   

3.50%, 01/20/2030(5)

     349,088  
4,163,541   

3.50%, 11/20/2031(5)

     377,413  
1,132,651   

4.00%, 01/16/2046(5)

     193,306  
4,970,347   

4.50%, 12/16/2039(5)

     807,394  
278,625   

4.50%, 04/20/2045(5)

     40,770  
4,959,874   

4.50%, 08/20/2045

     807,975  
1,455,760   

5.00%, 05/16/2044(5)

     233,048  
425,291   

5.00%, 07/16/2044(5)

     77,165  
1,373,337   

5.00%, 12/16/2045(5)

     231,714  
2,283,226   

5.00%, 07/16/2047(5)

     394,939  
1,100,628   

5.00%, 09/20/2047(5)

     193,961  
1,167,127   

5.00%, 11/16/2047(5)

     205,156  
2,382,742   

5.00%, 06/20/2048(5)

     388,864  
4,583,340   

5.50%, 11/16/2046(5)

     940,772  
940,233   

5.50%, 02/20/2047(5)

     182,439  
1,691,237   

5.85%, 07/20/2039(4)(5)

     285,621  
1,947,245   

6.00%, 09/20/2045(5)

     399,069  
     

 

 

 
        19,038,407  
     

 

 

 
   UMBS - 0.1%

 

$      4,115,000   

3.00%, 08/13/2050(16)

   $ 4,353,059  
     

 

 

 
   SLC Student Loan Trust - 0.1%

 

$         784,327   

1.21%, 06/15/2021, 3 mo. USD LIBOR + 0.900%(2)

   $ 747,643  
     

 

 

 
   SLM Student Loan Trust - 0.1%

 

$      1,487,753   

1.00%, 04/25/2023, 3 mo. USD LIBOR + 0.750%(2)

   $ 1,389,571  
1,498,622   

1.75%, 04/25/2023, 3 mo. USD LIBOR + 1.500%(2)

     1,484,140  
2,216,585   

1.95%, 07/25/2023, 3 mo. USD LIBOR + 1.700%(2)

     2,182,857  
     

 

 

 
        5,056,568  
     

 

 

 
  

Total U.S. Government Agencies
(cost $83,986,811)

   $ 80,049,487  
     

 

 

 

U.S. Government Securities - 8.7%

 

   United States - 8.7%

 

   U.S. Treasury Bonds - 1.1%

 

$    17,332,000   

2.25%, 08/15/2049

   $ 21,844,413  
18,461,000   

3.00%, 02/15/2047

     26,218,226  
     

 

 

 
        48,062,639  
     

 

 

 
   U.S. Treasury Notes - 7.6%

 

132,711,508   

0.13%, 04/15/2022(17)

     135,263,154  
92,366,289   

0.38%, 07/15/2027(17)

     102,470,499  
39,617,000   

1.75%, 04/30/2022(18)(19)

     40,740,514  
62,936,000   

2.25%, 02/15/2027(19)(20)

     70,621,076  
     

 

 

 
        349,095,243  
     

 

 

 
  

Total U.S. Government Securities
(cost $371,942,376)

   $   397,157,882  
     

 

 

 

Convertible Bonds - 0.2%

 

   Healthcare-Products - 0.1%

 

959,000   

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025(1)

     890,634  
1,455,000   

NuVasive, Inc.
0.38%, 03/15/2025(1)

     1,357,774  
     

 

 

 
        2,248,408  
     

 

 

 
   Lodging - 0.0%

 

410,000   

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

     624,281  
     

 

 

 
   Oil & Gas - 0.0%

 

1,525,000   

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

     1,802,550  
     

 

 

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 
   Pharmaceuticals - 0.1%

 

$      4,555,000   

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

   $ 4,443,850  
     

 

 

 
   Software - 0.0%

 

1,959,000   

Western Digital Corp.
1.50%, 02/01/2024

     1,892,497  
     

 

 

 
  

Total Convertible Bonds
(cost $10,935,161)

   $ 11,011,586  
     

 

 

 

Common Stocks - 0.0%

 

   United States - 0.0%

 

47,282   

Homer City Holdings LLC

     118,205  
     

 

 

 
  

Total Common Stocks
(cost $2,220,615)

   $ 118,205  
     

 

 

 

Preferred Stocks - 0.0%

 

   United States - 0.0%

 

21,100   

GMAC Capital Trust Series 2, 6.18%(2)

     507,877  
     

 

 

 
  

Total Preferred Stocks
(cost $552,899)

   $ 507,877  
     

 

 

 

Convertible Preferred Stocks - 0.1%

 

   United States - 0.1%

 

2,928   

2020 Cash Mandatory Exchangeable Trust , 5.25%(1)

     3,059,862  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $2,928,000)

   $ 3,059,862  
     

 

 

 
  

Total Long-Term Investments
(cost $4,314,109,500)

   $   4,465,680,227  
     

 

 

 

Short-Term Investments - 1.2%

 

   Repurchase Agreements - 1.1%

 

48,846,003   

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.070%, due on 08/03/2020 with a maturity value of $48,846,288; collateralized by U.S. Treasury Note at 2.125%, maturing 05/15/2025, with a market value of $49,823,008

     48,846,003  
     

 

 

 
   Securities Lending Collateral - 0.1%

 

290,979   

Citibank NA DDCA, 0.09%, 8/3/2020(21)

     290,979  
339,539   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(21)

     339,539  
5,189,050   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(21)

     5,189,050  
     

 

 

 
        5,819,568  
     

 

 

 
  

Total Short-Term Investments
(cost $54,665,571)

   $ 54,665,571  
     

 

 

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

                

Market Value

 
  

Total Investments Excluding Purchased Options
(cost $4,368,775,071)

     98.9%      $ 4,520,345,798  
  

Total Purchased Options
(cost $5,392,979)

     0.1%      $ 5,729,011  
     

 

 

    

 

 

 
  

Total Investments
(cost $4,374,168,050)

     99.0%      $ 4,526,074,809  
  

Other Assets and Liabilities

     1.0%        44,881,771  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   4,570,956,580  
     

 

 

    

 

 

 

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

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

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

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

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2020, the aggregate value of these securities was $779,439,430, representing 17.1% of net assets.

(2)

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

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 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 July 31, 2020, the aggregate value of these securities was $977,842,812, representing 21.4% of net assets.

(8)

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

(9)

Security is a zero-coupon bond.

(10)

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

(11)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(12)

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

(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 July 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 futures contracts. As of July 31, 2020, the market value of securities pledged was $10,751,497.

(19)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of July 31, 2020, the market value of securities pledged was $3,340,995.

(20)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $15,821,742.

(21)

Current yield as of period end.

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

OTC Option Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
    

Exercise Price/FX

Rate/Rate

     Expiration
Date
  

Number of

Contracts

   

Notional

Amount

   

Market

Value

   

Premiums

Paid

(Received)
by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Purchased option contracts:

 

Puts

 

AUD Put/USD Call

     BOA        0.70       AUD      11/06/20      116,899,000       AUD       116,899,000     $ 940,585     $   1,040,702     $ (100,117

AUD Put/USD Call

     BOA        0.70       AUD      11/06/20      116,901,000       AUD       116,901,000       940,601       1,074,291       (133,690

EUR Put/JPY Call

     BOA        120.00       EUR      11/06/20      96,908,000       EUR       96,908,000       597,933       874,070       (276,137

EUR Put/JPY Call

     BOA        120.00       EUR      11/06/20      96,909,000       EUR       96,909,000       597,939       892,445       (294,506
                   

 

 

   

 

 

   

 

 

 

Total Puts

 

  $ 3,077,058     $ 3,881,508     $ (804,450
                   

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

 

  $ 3,077,058     $ 3,881,508     $ (804,450
                   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Puts

 

AUD Put/USD Call

     BOA        0.67       AUD      11/06/20      (116,900,000     AUD       (116,900,000   $ (406,822   $ (474,615   $ 67,793  

AUD Put/USD Call

     BOA        0.67       AUD      11/06/20      (116,900,000     AUD       (116,900,000     (406,822     (452,374     45,552  

EUR Put/JPY Call

     BOA        115.00       EUR      11/06/20      (96,909,000     EUR       (96,909,000     (190,865     (265,725     74,860  

EUR Put/JPY Call

     BOA        115.00       EUR      11/06/20      (96,908,000     EUR       (96,908,000     (190,864     (254,243     63,379  
                   

 

 

   

 

 

   

 

 

 

Total Puts

 

  $ (1,195,373   $ (1,446,957   $ 251,584  
                   

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

 

  $ (1,195,373   $ (1,446,957   $ 251,584  
                   

 

 

   

 

 

   

 

 

 

Exchange-Traded Option Contracts Outstanding at July 31, 2020

 

Description   

Exercise Price/FX Rate/

Rate

    

Expiration

Date

  

Number
of

Contracts

    

Notional

Amount

   

Market

Value

   

Premiums

Paid

(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Purchased option contracts:

 

Calls

 

U.S. Treasury Bond Futures Options      183.00 USD      08/21/20      2,325        USD  2,325,000     $ 2,651,953     $ 1,511,471     $ 1,140,482  
             

 

 

   

 

 

   

 

 

 

Total purchased exchange-traded option contracts

 

  $ 2,651,953     $ 1,511,471     $ 1,140,482  
             

 

 

   

 

 

   

 

 

 

Exchange-Traded Options Contracts Outstanding at July 31, 2020

 

 

Description   

Exercise Price/

FX Rate/ Rate

    

    Expiration    

Date

  

Number
of

Contracts

    

Notional

Amount

   

Market

Value

   

Premiums

Paid

(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Written option contracts:

 

Calls

 

U.S. Treasury Bond Futures Options      185.00 USD      08/21/20      (2,325)        USD  (2,325,000   $ (1,198,828   $ (684,299   $ (514,529
             

 

 

   

 

 

   

 

 

 

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Description                                

Market

Value

   

Premiums

Paid

(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Total written OTC option contract

                                                                                                   $  (1,198,828     $    (684,299     $        (514,529
             

 

 

   

 

 

   

 

 

 

Futures Contracts Outstanding at July 31, 2020

Description   

Number

of

Contracts

         Expiration Date       

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

 

Australian 3-Year Bond Future

     15      09/15/20    $ 1,254,149      $ (195

Canadian Government 10-Year Bond Future

     53      09/21/20      6,121,244        (8,249

Euro-BUND Future

     1      09/08/20      209,110        600  

Euro-OAT Future

     55      09/08/20      10,932,854        107,183  

Euro-Schatz Future

     1,937      09/08/20      255,937,213        379,089  

Long Gilt Future

     76      09/28/20      13,783,507        11,209  

U.S. Treasury 2-Year Note Future

     424      09/30/20      93,697,375        50,477  

U.S. Treasury 10-Year Note Future

     9      09/21/20      1,260,703        124  

U.S. Treasury 10-Year Ultra Future

     13      09/21/20      2,070,250        28,617  

U.S. Treasury Ultra Bond Future

     303      09/21/20      68,989,313        1,192,276  
           

 

 

 

  Total

 

   $ 1,761,131  
           

 

 

 

Short position contracts:

 

Australian 10-Year Bond Future

     1,214      09/15/20    $ 129,627,314      $ (1,044,346

Euro-BOBL Future

     723      09/08/20      115,178,271        (391,637

Euro-BTP Future

     331      09/08/20      57,311,646        5,155  

Euro-BUXL 30-Year Bond Future

     314      09/08/20      83,163,033        (1,832,632

U.S. Treasury 05-Year Note Future

     1,757      09/30/20      221,601,625        (223,107

U.S. Treasury Long Bond Future

     31      09/21/20      5,650,719        (66,256
           

 

 

 

  Total

 

   $ (3,552,823
           

 

 

 

Total futures contracts

 

   $ (1,791,692
           

 

 

 

TBA Sale Commitments Outstanding at July 31, 2020

Description   

Principal

Amount

         Maturity Date         

Market Value 

   

Unrealized

Appreciation/

(Depreciation)

 

UMB, 3.00%

   $                 14,915,000        08/13/20      $       (15,777,856   $             (56,965
                                    

Total (proceeds receivable $15,720,891)

 

   $ (15,777,856   $ (56,965
        

 

 

   

 

 

 

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

OTC Credit Default Swap Contracts Outstanding at July 31, 2020

 

Reference Entity   Counter-
party
   

Notional

Amount (a)

   

(Pay)/Receive

Fixed Rate

   

Expiration

Date

 

Periodic

Payment

Frequency

   

Upfront

Premiums

Paid

   

Upfront

Premiums

Received

   

Market

Value

   

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Buy protection:

 

CMBX.NA.AAA.11

    MSC       USD       13,475,000       (0.50%)     11/18/54     Monthly     $     $ (110,077   $ (123,494   $ (13,417

CMBX.NA.BBB-.12

    MSC       USD       5,600,000       (3.00%)     08/17/61     Monthly       1,126,567             897,405       (229,162
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $   1,126,567     $ (110,077   $ 773,911     $ (242,579
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

Algeco Global Finance plc

    GSC       EUR       1,130,000       (5.00%)     06/20/25     Quarterly     $ 102,328     $     $ 26,466     $ (75,862

Deutsche Bank AG

    MSC       EUR       5,470,000       (1.00%)     12/20/24     Quarterly       614,322             526,835       (87,487

Ineos Group Holdings S.A.

    BOA       EUR       6,800,000       (5.00%)     12/20/24     Quarterly             (886,507     (653,285     233,222  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Reference Entity                                            

Upfront

Premiums

Paid

   

Upfront

Premiums

Received

   

Market

Value

   

Unrealized

Appreciation/

(Depreciation)

 
                                                             
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 716,650     $ (886,507   $ (99,984   $         69,873  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

                                                                   $ 1,843,217     $ (996,584   $   673,927     $ (172,706
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(a)

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

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2020

 

Reference Entity     

Notional

Amount (a)

   

(Pay)/Receive

Fixed Rate

   

    Expiration    

Date

  

Periodic

Payment

Frequency

   Cost Basis     Value     

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Buy protection:

 

CDX.NA.HY.34.V7

     USD        9,588,000       (5.00%   06/20/25    Quarterly    $ (60,522   $ (302,708   $ (242,186

CDX.NA.IG.34.V1

     USD        14,450,000       (1.00%   06/20/25    Quarterly      (208,065     (226,835     (18,770

ITRAXX.EUR.33.V1

     EUR        168,400,000       (1.00%   06/20/25    Quarterly      1,167,562       4,044,469       2,876,907  

ITRAXX.FIN.SEN.33.V1

     EUR        280,405,000       (1.00%   06/20/25    Quarterly      500,597       (4,628,700     (5,129,297

ITRAXX.XOVER.33.V1

     EUR        22,485,000       (5.00%   06/20/25    Quarterly      431,509       (1,561,676     (1,993,185
               

 

 

   

 

 

   

 

 

 

Total

   $ 1,831,081     $ (2,675,450   $ (4,506,531
               

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.HY.34.V7

     USD        86,089,900       5.00%     06/20/25    Quarterly    $ 1,258,374     $ 2,708,301     $ 1,449,927  
               

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

Accor

     EUR        460,000       (1.00%   12/20/24    Quarterly    $ 30,495     $ 24,496     $ (5,999

American Airlines Group, Inc.

     USD        1,525,000       (5.00%   12/20/24    Quarterly      (62,349     822,257       884,606  

Bouygues S.A.

     EUR        18,830,000       (1.00%   06/20/25    Quarterly      (584,019     (786,461     (202,442

Dillard’s, Inc.

     USD        3,670,000       (5.00%   12/20/24    Quarterly      (489,315     (207,101     282,214  

Jaguar Land Rover Automotive

     EUR        4,250,000       (5.00%   12/20/24    Quarterly      (68,872     638,438       707,310  

Kohl’s Corp.

     USD        4,080,000       (1.00%   12/20/24    Quarterly      78,411       333,826       255,415  

Next plc

     EUR        14,725,000       (1.00%   06/20/25    Quarterly      990,872       475,576       (515,296

Renault S.A.

     EUR        14,790,000       (1.00%   06/20/25    Quarterly      1,783,551       1,087,582       (695,969

Sprint Communications, Inc.

     USD        4,090,000       (5.00%   06/20/25    Quarterly      (732,913     (761,662     (28,749

Tenet Healthcare Corp.

     USD        8,240,000       (5.00%   12/20/24    Quarterly      (235,892     (343,610     (107,718
               

 

 

   

 

 

   

 

 

 

Total

   $ 709,969     $ 1,283,341     $ 573,372  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

   $ 3,799,424     $ 1,316,192     $ (2,483,232
               

 

 

   

 

 

   

 

 

 

 

(a)

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

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2020

 

Payments made by

Fund

 

Payments

received by

Fund

  Notional Amount    

Expiration

Date

 

Periodic

Payment

Frequency

   

Upfront

Premiums

Paid

   

Upfront

Premiums

Received

    Value     

Unrealized

Appreciation/

(Depreciation)

 
3 Mo. CAD CDOR   1.09% Fixed         CAD         35,760,000       06/15/25       Semi-Annual     $ 12,346     $     $    230,514     $    218,168  
3 Mo. CAD CDOR   0.81% Fixed     CAD       20,462,000     12/16/25     Semi-Annual             (2,971     48,681       51,652  
3 Mo. CAD CDOR   1.06% Fixed     CAD       9,208,000     12/16/30     Semi-Annual             (5,608     61,645       67,253  
3 Mo. NZD NZDBBR FRA   0.50% Fixed     NZD       22,556,000     12/16/25     Semi-Annual       112,469             150,201       37,732  
3 Mo. NZD NZDBBR FRA       0.47% Fixed     NZD            33,570,000     12/21/25     Semi-Annual       15,770             51,481       35,711  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Payments made by

Fund

 

Payments

received by

Fund

  Notional Amount    

Expiration

Date

   

Periodic

Payment

Frequency

   

Upfront

Premiums

Paid

   

Upfront

Premiums

Received

    Value     

Unrealized

Appreciation/

(Depreciation)

 
3 Mo. NZD NZDBBR FRA   2.97% Fixed         NZD       27,960,000          06/19/29         Semi-Annual     $ 1,941     $     $ 1,964,370     $ 1,962,429  
3 Mo. NZD NZDBBR FRA   0.94% Fixed     NZD       10,411,000       12/16/30       Semi-Annual       6,949             188,751       181,802  
3 Mo. SEK STIBOR   0.34% Fixed     SEK       245,486,000       09/21/25       Annual       3,476             (124,327     (127,803
3 Mo. SEK STIBOR   0.25% Fixed     SEK       271,900,000       12/16/25       Annual       31,752             (182,435     (214,187
3 Mo. SEK STIBOR   0.41% Fixed     SEK       69,957,000       09/16/30       Annual             (877     (70,601     (69,724
3 Mo. USD LIBOR   2.79% Fixed     USD       33,942,000       09/30/25       Semi-Annual                   (4,740,042     (4,740,042
3 Mo. USD LIBOR   0.44% Fixed     USD       29,471,000       12/16/25       Semi-Annual             (158,308     (235,812     (77,504
3 Mo. USD LIBOR   1.06% Fixed     USD       15,055,000       12/17/30       Semi-Annual             (25,377     157,755       183,132  
6 Mo. AUD BBSW   1.84% Fixed     AUD       37,316,000       09/15/24       Semi-Annual                   1,189,220           1,189,220  
6 Mo. AUD BBSW   0.59% Fixed     AUD       21,113,000       12/16/25       Semi-Annual             (3,541     133,844       137,385  
6 Mo. AUD BBSW   2.25% Fixed     AUD       27,325,000       09/18/29       Semi-Annual       23,431             1,133,302       1,109,871  
6 Mo. AUD BBSW   1.09% Fixed     AUD       9,777,000       12/16/30       Semi-Annual       18,386             185,246       166,860  
6 Mo. EUR EURIBOR   0.31% Fixed     EUR       137,798,000       09/16/23       Annual        145,285             608,713       463,428  
6 Mo. EUR EURIBOR   0.16% Fixed     EUR       22,018,000       09/21/25       Annual             (5,267     (164,797     (159,530
6 Mo. EUR EURIBOR   0.22% Fixed     EUR       25,731,000       12/16/25       Annual       3,816             (261,287     (265,103
6 Mo. EUR EURIBOR   0.00% Fixed     EUR       5,713,000       12/16/30       Annual       6,895             (142,352     (149,247
6 Mo. GBP LIBOR   0.66% Fixed     GBP       20,818,000       06/15/25       Semi-Annual             (8,667     (388,326     (379,659
6 Mo. GBP LIBOR   0.38% Fixed     GBP       23,586,000       12/16/25       Semi-Annual             (76,969     (319,523     (242,554
6 Mo. GBP LIBOR   0.53% Fixed     GBP       5,245,000       12/16/30       Semi-Annual             (36,102     (150,147     (114,045
6 Mo. JPY LIBOR   0.13% Fixed     JPY       2,811,383,000       12/15/24       Semi-Annual       8,668             47,630       38,962  
6 Mo. JPY LIBOR   0.00% Fixed     JPY       786,371,000       09/16/30       Semi-Annual             (10,574     5,211       15,785  
6 Mo. NOK NIBOR   0.75% Fixed     NOK       163,204,000       09/16/25       Annual             (206,052     (149,112     56,940  
6 Mo. NOK NIBOR   0.72% Fixed     NOK       293,902,000       12/16/25       Annual             (65,358     180,157       245,515  
6 Mo. NOK NIBOR   0.91% Fixed     NOK       217,819,000       12/21/25       Annual             (4,163     135,400       139,563  
6 Mo. NOK NIBOR   0.88% Fixed     NOK       64,741,000       12/16/30       Annual                   8,038       8,038  
6 Mo. NOK NIBOR   1.17% Fixed     NOK       74,045,000       12/17/30       Annual                   13,738       13,738  
6 Mo. NOK NIBOR   1.15% Fixed     NOK       74,043,000       12/17/30       Annual                   5,458       5,458  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

      $ 391,184     $ (609,834   $ (429,406   $ (210,756
           

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2020

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

       Counterparty    

Settlement

Date

   Appreciation      Depreciation       
  12,670,000           AUD        8,818,524        USD      GSC   08/05/20    $ 233,739      $    
  3,479,000       AUD        2,418,317        USD      MSC   08/05/20      67,304           
  4,431,000       AUD        3,108,521        USD      BCLY   08/05/20      57,270           
  3,237,000       AUD        2,274,799        USD      JPM   08/05/20      37,922           
  180,051,000       AUD        128,628,434        USD      CBA   08/05/20      11,581           
  179,511,000       AUD        128,440,121        USD      BNP   08/05/20             (185,915  
  211,618,000       AUD        151,613,101        USD      UBS   08/05/20      321,328        (740,918  
  713,000       AUD        509,458        USD      BCLY   09/04/20      16           
  668,000       AUD        478,341        USD      MSC   09/04/20             (1,022  
  729,000       AUD        524,154        USD      JPM   09/04/20             (3,247  
  6,787,000       AUD        4,875,638        USD      UBS   09/04/20             (25,992  
  67,910,000       BRL        12,947,290        USD      MSC   08/04/20      94,587        (25,975  
  13,425,000       BRL        2,580,093        USD      DEUT   08/04/20             (7,004  
  63,210,000       BRL        12,252,375        USD      CBK   08/04/20             (137,294  
  4,646,000       BRL        893,805        USD      SCB   09/02/20             (4,448  
  2,799,000       BRL        540,661        USD      CBK   09/02/20             (4,864  
  4,647,000       BRL        895,376        USD      HSBC   09/02/20             (5,827  
  4,373,000       BRL        843,394        USD      GSC   09/02/20             (6,296  
  149,500,000       CAD        109,422,804        USD      BMO   08/05/20      2,191,957           
  84,373,000       CAD        62,818,331        USD      CIBC   08/05/20      173,456           
  7,596,000       CAD        5,599,264        USD      MSC   08/05/20      71,811           
  2,672,000       CAD        1,970,759        USD      JPM   08/05/20      24,123           
  2,806,000       CAD        2,074,068        USD      BCLY   08/05/20      20,856           
  3,981,000       CAD        2,963,805        USD      CBK   08/05/20      8,358           
  719,398,000       CAD        537,265,123        USD      BNP   08/05/20             (171,906  
  2,128,000       CAD        1,584,409        USD      MSC   09/04/20      4,426           
  1,878,000       CAD        1,398,485        USD      JPM   09/04/20      3,693           
  1,252,000       CAD        934,959        USD      BCLY   09/04/20      557        (730  
  2,564,000       CAD        1,915,001        USD      BNP   09/04/20             (632  
    108,371,000       CHF        114,508,873        USD      JPM   08/05/20      4,004,316           

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

       Counterparty    

Settlement

Date

   Appreciation      Depreciation       
  7,629,000           CHF        8,082,642         USD      MSC   08/05/20    $ 260,851      $ (511     
  914,000       CHF        971,458        USD      BCLY   08/05/20                  28,081                            —    
  539,000       CHF        590,675        USD      JPM   09/04/20             (721  
  2,374,000       CHF        2,600,507        USD      MSC   09/04/20      168        (2,251  
  3,956,900,000       CLP        4,857,476        USD      HSBC   08/05/20      369,412           
  6,947,605,000       CLP        9,232,698        USD      JPM   08/05/20             (55,222  
  1,149,691,000       CNH        164,007,275        USD      MSC   08/05/20      411,802           
  167,273,000       CNH        23,716,354        USD      JPM   08/05/20      205,615           
  167,273,000       CNH        23,820,598        USD      MSC   09/04/20      56,148           
  15,013,432,000       COP        4,026,128        USD      CBK   08/05/20             (5,683  
  74,840,000       CZK        3,149,136        USD      BOA   08/05/20      209,897           
  8,700,000       CZK        389,894        USD      MSC   09/04/20      649           
  2,729,819,000       DKK        429,879,279        USD      MSC   08/05/20      1,982,358           
  80,091,000       EUR        89,870,745        USD      MSC   08/05/20      4,482,225           
  69,475,000       EUR        77,931,246        USD      BCLY   08/05/20      3,915,311           
  52,041,000       EUR        58,398,249        USD      JPM   08/05/20      2,909,801           
  2,191,000       EUR        2,477,692        USD      CSFB   08/05/20      103,464           
  3,535,000       EUR        4,105,408        USD      BOA   08/05/20      59,077           
  8,866,000       EUR        10,402,478        USD      TDB   08/05/20      42,309           
  244,274,000       EUR        290,392,931        USD      CBK   08/05/20             (2,620,554  
  5,246,000       EUR        6,178,618        USD      GSC   08/31/20      4,950           
  137,663,000       EUR        161,621,180        USD      TDB   09/04/20      659,532           
  495,000       EUR        581,997        USD      JPM   09/04/20      1,522           
  41,370,000       GBP        51,366,914        USD      JPM   08/05/20      2,787,892           
  127,096,000       GBP        164,996,027        USD      CBK   08/05/20      1,377,163           
  2,683,000       GBP        3,329,097        USD      MSC   08/05/20      183,046           
  755,000       GBP        945,947        USD      BCLY   08/05/20      42,375           
  102,000       GBP        130,734        USD      TDB   08/28/20      2,805           
  144,848,000       HUF        492,011        USD      MSC   08/05/20      3,405           
  19,036,000,000       IDR        1,297,172        USD      MSC   08/05/20      6,048           
  66,010,000,000       IDR        4,584,665        USD      JPM   08/05/20             (65,565  
  17,499,000       ILS        5,136,894        USD      BCLY   08/05/20      2,658           
  1,401,197,000       INR        18,570,537        USD      JPM   08/05/20      155,287        (5,311  
  524,824,000       INR        6,989,266        USD      JPM   09/04/20      2,188           
  524,823,000       INR        6,996,474        USD      HSBC   09/04/20             (5,033  
  29,488,086,000       JPY        275,804,035        USD      MSC   08/05/20      2,784,094        (3,101  
  4,968,875,000       JPY        46,465,638        USD      CBK   08/05/20      477,191           
  2,484,438,000       JPY        23,217,640        USD      SSG   08/05/20      253,779           
  940,400,000       JPY        8,775,540        USD      BOA   08/05/20      108,772           
  174,135,000       JPY        1,621,293        USD      JPM   08/05/20      23,825           
  51,213,000       JPY        484,117        USD      JPM   09/04/20             (123  
  61,460,000       JPY        581,656        USD      BCLY   09/04/20             (822  
  11,981,200,000       JPY        113,465,855        USD      SSG   09/04/20             (236,304  
  24,713,013,000       JPY        235,324,825        USD      MSC   09/04/20             (1,771,978  
  3,239,330,000       KRW        2,719,156        USD      MSC   08/05/20             (277  
  289,725,406,000       KRW        243,671,494        USD      JPM   08/05/20             (495,235  
  180,942,000       MXN        7,792,741        USD      SSG   08/05/20      332,180           
  180,942,000       MXN        8,135,150        USD      BCLY   09/04/20             (41,520  
  2,208,228,000       NOK        228,459,044        USD      BOA   08/05/20      14,162,810           
  332,743,000       NOK        34,377,961        USD      JPM   08/05/20      2,181,091           
  1,269,900,000       NOK        139,520,746        USD      MSC   08/05/20      5,701        (325  
  5,649,000       NOK        617,457        USD      BCLY   09/04/20      3,287           
  1,080,716,000       NOK        118,755,141        USD      MSC   09/04/20      1,589        (1,592  
  4,335,000       NOK        477,871        USD      JPM   09/04/20             (1,517  
  472,261,000       NZD        310,680,979        USD      BNP   08/05/20      3,485,380        (959,538  
  9,420,000       NZD        6,162,870        USD      HSBC   08/05/20      84,540           
  4,017,000       NZD        2,647,423        USD      JPM   08/05/20      17,420        (741  
  2,438,000       NZD        1,614,172        USD      MSC   08/05/20      5,624        (2,899  
  717,000       NZD        477,382        USD      BCLY   09/04/20             (1,846  
  939,000       NZD        627,153        USD      JPM   09/04/20             (4,381  
  12,570,000       PEN        3,589,378        USD      CBK   08/05/20             (32,717  
  7,913,000       PEN        2,242,024        USD      CBK   09/04/20             (3,995  
  347,020,000       PHP        6,960,384        USD      HSBC   08/05/20      99,161           
  347,020,000       PHP        7,046,807        USD      JPM   09/04/20      778           
    30,990,000       PLN        7,906,116        USD      JPM   08/05/20      368,443           

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

       Counterparty    

Settlement

Date

   Appreciation      Depreciation       
  13,300,000           PLN        3,344,078        USD      GSC   08/05/20    $     207,121      $    
  9,814,000       PLN        2,472,317        USD      BCLY   08/05/20      148,093           
  33,743,000       PLN        9,000,173        USD      JPM   09/04/20      11,347           
  114,334,000       RUB        1,583,646        USD      BCLY   08/05/20             (44,005  
  228,850,000       RUB        3,184,222        USD      JPM   08/05/20             (102,491  
  263,075,000       RUB        3,569,025        USD      BCLY   09/04/20             (38,102  
  6,383,000       SEK        728,538        USD      MSC   08/05/20             (1,537  
  1,845,329,000       SEK        210,333,356        USD      JPM   08/05/20      78,680        (235,667  
  4,283,000       SEK        487,573        USD      JPM   09/04/20      405           
  16,820,000       SGD        12,097,364        USD      JPM   08/05/20      144,266           
  16,170,000       SGD        11,756,580        USD      JPM   09/04/20      12,670           
  180,612,000       THB        5,791,538        USD      BNP   08/05/20      358           
  451,438,000       THB        14,614,137        USD      SCB   08/05/20             (137,348  
  100,490,000       THB        3,200,318        USD      JPM   09/04/20      21,940           
  225,168,000       TRY        32,851,225        USD      BCLY   08/05/20             (855,610  
  365,280,000       TRY        52,893,183        USD      GSC   08/05/20             (988,123  
  193,803,000       TWD        6,600,245        USD      BCLY   08/05/20      15,587           
  193,803,000       TWD        6,642,776        USD      MSC   09/04/20             (25,953  
  971,610       USD        1,382,000        AUD      BCLY   08/05/20             (15,781  
  22,281,475       USD        31,262,000        AUD      BMO   08/05/20             (54,109  
  104,052,414       USD        147,899,000        AUD      JPM   08/05/20      2,347        (1,618,494  
  70,761,923       USD        102,864,000        AUD      UBS   08/05/20      26,033        (2,756,768  
  65,897,005       USD        96,077,000        AUD      BOA   08/05/20             (2,746,584  
  68,201,521       USD        99,510,000        AUD      MSC   08/05/20      134        (2,894,959  
  79,543,161       USD        116,003,000        AUD      BNP   08/05/20             (3,336,843  
  138,765,680       USD        193,165,000        AUD      UBS   09/04/20      739,751           
  128,455,020       USD        179,511,000        AUD      BNP   09/04/20      185,548           
  481,366       USD        668,000        AUD      JPM   09/04/20      4,047           
  478,893       USD        668,000        AUD      BCLY   09/04/20      1,574           
  128,643,559       USD        180,051,000        AUD      CBA   09/04/20             (11,770  
  12,148,060       USD        63,210,000        BRL      CBK   08/04/20      32,979           
  2,445,132       USD        13,425,000        BRL      DEUT   08/04/20             (127,956  
  12,398,444       USD        67,910,000        BRL      MSC   08/04/20             (617,457  
  12,239,682       USD        63,210,000        BRL      CBK   09/02/20      139,751           
  1,914,862       USD        2,564,000        CAD      BNP   08/05/20      613           
  1,024,095       USD        1,377,000        CAD      BCLY   08/05/20             (3,954  
  3,425,479       USD        4,631,000        CAD      JPM   08/05/20      1,031        (32,997  
  2,397,360       USD        3,265,000        CAD      GSC   08/05/20             (40,247  
  110,306,620       USD        150,126,000        CAD      MSC   08/05/20             (1,775,504  
  591,661,177       USD        808,363,000        CAD      BMO   08/05/20             (11,852,155  
  537,304,047       USD        719,398,000        CAD      BNP   09/04/20      177,450           
  467,366       USD        626,000        CAD      MSC   09/04/20             (26  
  467,312       USD        626,000        CAD      BCLY   09/04/20             (81  
  560,279       USD        751,000        CAD      JPM   09/04/20             (443  
  974,190       USD        898,000        CHF      CBK   08/05/20             (7,851  
  1,529,562       USD        1,437,000        CHF      BCLY   08/05/20             (41,924  
  6,118,749       USD        5,658,000        CHF      MSC   08/05/20      2,311        (71,080  
  4,482,047       USD        4,196,000        CHF      JPM   08/05/20             (106,645  
  114,223,607       USD        104,725,000        CHF      SSG   08/05/20             (302,362  
  989,425       USD        898,000        CHF      JPM   09/04/20      6,533           
  985,818       USD        898,000        CHF      BCLY   09/04/20      2,927           
  937,721       USD        855,000        CHF      MSC   09/04/20      1,894           
  13,476,085       USD        10,904,505,000        CLP      JPM   08/05/20             (928,279  
  9,235,152       USD        6,947,605,000        CLP      JPM   09/04/20      54,545           
  23,862,054       USD        167,273,000        CNH      MSC   08/05/20             (59,915  
  6,885,398       USD        48,748,000        CNH      ANZ   08/05/20             (86,128  
  68,245,478       USD        477,979,000        CNH      HSBC   08/05/20             (111,033  
  54,891,965       USD        384,628,000        CNH      CBK   08/05/20             (114,276  
  33,821,052       USD        238,336,000        CNH      JPM   08/05/20             (263,746  
  163,722,338       USD        1,149,691,000        CNH      MSC   09/04/20             (385,915  
  3,975,488       USD        15,013,432,000        COP      CBK   08/05/20             (44,956  
  4,016,972       USD        15,013,432,000        COP      CBK   09/04/20      6,024           
  3,167,028       USD        74,840,000        CZK      MSC   08/05/20             (192,005  
  411,348,393       USD        2,729,819,000        DKK      MSC   08/05/20             (20,513,244  
  384,857,330       USD        2,435,204,000        DKK      MSC   09/04/20             (627,737  
    4,048,478       USD        3,540,000        EUR      UBS   08/05/20             (121,897  

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

       Counterparty    

Settlement

Date

   Appreciation      Depreciation       
  10,317,896           USD        8,866,000        EUR      BOA   08/05/20    $      $ (126,891  
  2,920,261       USD        2,602,000        EUR      CSFB   08/05/20             (145,082  
  161,519,998       USD        137,663,000        EUR      TDB   08/05/20             (656,938  
  22,896,002       USD        20,010,000        EUR      SSG   08/05/20             (677,220  
  26,688,606       USD        23,389,000        EUR      JPM   08/05/20             (865,322  
  46,282,689       USD        40,433,000        EUR      CBK   08/05/20             (1,350,300  
  113,366,159       USD        101,058,000        EUR      BCLY   08/05/20             (5,687,449  
  138,432,091       USD        122,912,000        EUR      MSC   08/05/20             (6,367,104  
  184,035,591       USD        157,392,369        EUR      JPM   08/31/20             (1,486,043  
  290,571,960       USD        244,274,000        EUR      CBK   09/04/20      2,615,437           
  10,611,590       USD        8,951,000        EUR      JPM   09/04/20      59,919           
  10,408,994       USD        8,866,000        EUR      TDB   09/04/20             (42,476  
  2,473,205       USD        1,974,000        GBP      BOA   08/05/20             (110,831  
  2,994,944       USD        2,377,000        GBP      MSC   08/05/20             (116,634  
  9,252,437       USD        7,268,000        GBP      JPM   08/05/20             (261,633  
  22,652,037       USD        17,923,000        GBP      BNP   08/05/20             (809,808  
  26,361,487       USD        20,852,000        GBP      BCLY   08/05/20             (934,523  
  45,345,316       USD        35,846,000        GBP      CBK   08/05/20             (1,578,375  
  47,504,683       USD        37,580,000        GBP      HSBC   08/05/20             (1,688,875  
  59,668,445       USD        48,084,000        GBP      TDB   08/05/20             (3,275,223  
  4,873,039       USD        3,802,000        GBP      TDB   08/28/20             (104,559  
  573,185       USD        440,000        GBP      JPM   09/04/20             (2,884  
  1,119,656       USD        858,000        GBP      BCLY   09/04/20             (3,679  
  165,023,226       USD        127,096,000        GBP      CBK   09/04/20             (1,377,114  
  458,206       USD        144,848,000        HUF      MSC   08/05/20             (37,210  
  491,902       USD        144,848,000        HUF      MSC   09/04/20             (3,391  
  5,759,793       USD        85,046,000,000        IDR      HSBC   08/05/20             (62,527  
  1,289,091       USD        19,036,000,000        IDR      MSC   09/04/20             (10,272  
  5,098,256       USD        17,499,000        ILS      CBK   08/05/20             (41,296  
  5,139,384       USD        17,499,000        ILS      BCLY   09/04/20             (2,844  
  7,017,758       USD        524,823,000        INR      HSBC   08/05/20      5,927           
  11,648,369       USD        876,374,000        INR      JPM   08/05/20             (60,314  
  160,662,553       USD        17,186,250,000        JPY      JPM   08/03/20             (1,699,034  
  236,786,649       USD        24,877,257,000        JPY      MSC   08/05/20      1,776,885        (15,030  
  483,350       USD        51,216,000        JPY      BCLY   08/05/20             (507  
  121,839,571       USD        13,127,461,000        JPY      JPM   08/05/20      46,722        (2,227,207  
  161,403,740       USD        17,141,400,000        JPY      JPM   08/11/20             (548,243  
  489,282       USD        51,216,000        JPY      BCLY   09/04/20      5,260           
  488,694       USD        51,213,000        JPY      JPM   09/04/20      4,701           
  410,706       USD        43,131,000        JPY      MSC   09/04/20      3,093           
  123,782,566       USD        13,294,000,000        JPY      MSC   10/05/20             (1,908,971  
  2,820,378       USD        3,383,890,000        KRW      GSC   08/05/20             (19,834  
  58,708,145       USD        70,625,898,000        KRW      HSBC   08/05/20             (570,542  
  182,078,574       USD        218,954,948,000        KRW      JPM   08/05/20             (1,697,664  
  243,663,296       USD        289,725,406,000        KRW      JPM   09/04/20      465,653           
  8,167,833       USD        180,942,000        MXN      BCLY   08/05/20      42,911           
  1,997,358       USD        18,824,000        NOK      BCLY   08/05/20             (70,866  
  5,988,013       USD        55,870,000        NOK      SSG   08/05/20             (150,522  
  6,348,408       USD        59,435,000        NOK      JPM   08/05/20             (181,818  
  123,279,900       USD        1,123,979,000        NOK      MSC   08/05/20      278        (213,909  
  110,288,208       USD        1,036,343,000        NOK      CBK   08/05/20             (3,576,601  
  156,885,912       USD        1,516,420,000        NOK      BOA   08/05/20             (9,725,793  
  2,351,536       USD        21,281,000        NOK      JPM   09/04/20      13,233        (174  
  137,947,529       USD        1,255,357,000        NOK      MSC   09/04/20      1,859           
  894,893       USD        1,363,000        NZD      BCLY   08/05/20             (9,059  
  2,388,695       USD        3,658,000        NZD      MSC   08/05/20      1,606        (38,922  
  3,090,251       USD        4,733,000        NZD      JPM   08/05/20             (48,709  
  15,696,992       USD        24,047,000        NZD      DEUT   08/05/20             (251,148  
  31,561,967       USD        48,018,000        NZD      SCB   08/05/20             (283,908  
  112,105,209       USD        171,744,000        NZD      HSBC   08/05/20             (1,796,621  
  150,810,031       USD        234,573,000        NZD      BNP   08/05/20             (4,760,434  
  200,272,943       USD        300,517,000        NZD      BNP   09/04/20      961,084           
  16,363,807       USD        24,648,000        NZD      UBS   09/04/20      16,517           
    480,332       USD        717,000        NZD      MSC   09/04/20      4,796           

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

       Counterparty    

Settlement

Date

   Appreciation      Depreciation       
  1,324,065       USD        4,657,000        PEN      BNP   08/05/20    $ 6,374      $    
  2,243,232       USD        7,913,000        PEN      CBK   08/05/20      4,262           
  7,058,991       USD        347,020,000        PHP      JPM   08/05/20             (554  
  8,998,133       USD        33,743,000        PLN      JPM   08/05/20             (11,498  
  5,129,290       USD        20,361,000        PLN      BCLY   08/05/20             (307,248  
  5,020,721       USD        18,790,000        PLN      BCLY   09/04/20      2,600           
  4,735,330       USD        343,184,000        RUB      BCLY   08/05/20      113,959           
  1,086,804       USD        80,109,000        RUB      BCLY   09/04/20      11,602           
  1,586,687       USD        14,597,000        SEK      BCLY   08/05/20             (75,859  
  3,977,877       USD        36,144,000        SEK      JPM   08/05/20             (138,795  
  193,352,533       USD        1,800,971,000        SEK      MSC   08/05/20             (11,771,620  
  210,042,137       USD        1,841,396,000        SEK      JPM   09/04/20      245,229           
  471,397       USD        650,000        SGD      MSC   08/05/20             (1,674  
  11,755,725       USD        16,170,000        SGD      JPM   08/05/20             (12,834  
  3,189,510       USD        4,385,000        SGD      JPM   09/04/20      916        (3,006  
  4,501,198       USD        140,910,000        THB      JPM   08/05/20             (17,528  
  15,531,649       USD        491,140,000        THB      SCB   08/05/20             (218,311  
  5,785,601       USD        180,612,000        THB      BNP   09/04/20             (5,807  
  85,292,251       USD        590,448,000        TRY      GSC   08/05/20      1,391,575           
  32,506,164       USD        225,168,000        TRY      BCLY   09/04/20      1,200,648           
  43,179,483       USD        303,086,000        TRY      GSC   09/04/20      1,040,888           
  6,612,180       USD        193,803,000        TWD      MSC   08/05/20             (3,652  
  16,391,316       USD        279,282,000        ZAR      GSC   08/05/20      78,108        (16,031  
  661,197       USD        11,102,000        ZAR      BCLY   08/05/20      12,078           
  39,558,975       USD        682,511,000        ZAR      JPM   08/05/20             (346,514  
  47,496,612       USD        800,283,000        ZAR      BCLY   09/04/20      857,941           
  6,726,900       USD        113,170,000        ZAR      GSC   09/04/20      131,610           
  116,020,000       ZAR        6,664,560        USD      GSC   08/05/20      118,971           
  56,592,000       ZAR        3,280,125        USD      JPM   08/05/20      28,732           
  800,283,000       ZAR        47,662,093        USD      BCLY   08/05/20             (870,635  
  11,102,000       ZAR        658,901        USD      BCLY   09/04/20             (11,902  
  159,470,000       ZAR        9,383,919        USD      JPM   09/04/20             (90,371  
  226,420,000       ZAR        13,353,002        USD      GSC   09/04/20             (157,760  
 

    Total Foreign Currency Contracts

   $ 65,286,337      $ (133,679,721    

 

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    Australia and New Zealand Banking Group
BCLY    Barclays
BMO    Bank of Montreal
BNP    BNP Paribas Securities Services
BOA    Banc of America Securities LLC
CBA    Commonwealth Bank of Australia
CBK    Citibank NA
CIBC    Canadian Imperial Bank of Commerce
CSFB    Credit Suisse First Boston Corp.
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
HSBC    HSBC Bank USA
JPM    JP Morgan Chase & Co.
MSC    Morgan Stanley
SCB    Standard Chartered Bank
SSG    State Street Global Markets LLC
TDB    Toronto-Dominion Bank
UBS    UBS AG
Currency Abbreviations:
AUD    Australian Dollar
BRL    Brazilian Real
CAD    Canadian Dollar
CHF    Swiss Franc
CLP    Chilean Peso

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

CNH    Chinese Renminbi
CNY    Chinese Yuan
COP    Colombian Peso
CZK    Czech Koruna
DKK    Danish Krone
EUR    Euro
GBP    British Pound
HUF    Hungarian Forint
IDR    Indonesian Rupiah
ILS    Israeli Shekel
INR    Indian Rupee
JPY    Japanese Yen
KRW    South Korean Won
MXN    Mexican Peso
NOK    Norwegian Krone
NZD    New Zealand Dollar
PEN    Peruvian Sol
PHP    Philippine Peso
PLN    Polish Zloty
RUB    Russian Ruble
SEK    Swedish Krona
SGD    Singapore Dollar
THB    Thai Baht
TRY    Turkish Lira
TWD    Taiwanese Dollar
USD    United States Dollar
ZAR    South African Rand
Index Abbreviations:
CDX.NA.HY    Credit Derivatives North American High Yield
CDX.NA.IG    Credit Derivatives North American Investment Grade
CMBX.NA    Markit Commercial Mortgage Backed North American
ICE    Intercontinental Exchange, Inc.
ITRAXX.EUR    Markit iTraxx - Europe
ITRAXX.XOV    Markit iTraxx Index - Europe Crossover
Other Abbreviations:
BBSW    Bank Bill Swap Reference Rate
CDOR    Canadian Dollar Offered Rate
CLO    Collateralized Loan Obligation
DDCA    Dollars on Deposit in Custody Account
EURIBOR    Euro Interbank Offered Rate
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
LIBOR    London Interbank Offered Rate
NIBOR    Norwegian Interbank Offered Rate
NZDBB    New Zealand Bank Bill
OTC    Over-the-Counter
PIK    Payment-in-kind
STIBOR    Stockholm Interbank Offered Rate
TBA    To Be Announced
UMBS    Uniform Mortgage-Backed Securities

 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

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

 

                                                                                                               

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 362,984,020     $     $ 362,984,020     $  

Corporate Bonds

     760,979,800             760,979,800        

Foreign Government Obligations

     2,749,523,397             2,749,523,397        

Senior Floating Rate Interests

     100,288,111             100,288,111        

U.S. Government Agencies

     80,049,487             80,049,487        

U.S. Government Securities

     397,157,882             397,157,882        

Convertible Bonds

     11,011,586             11,011,586        

Common Stocks

 

Utilities

     118,205             118,205        

Preferred Stocks

     507,877       507,877              

Convertible Preferred Stocks

     3,059,862       3,059,862              

Short-Term Investments

     54,665,571       5,819,568       48,846,003        

Purchased Options

     5,729,011       2,651,953       3,077,058        

Foreign Currency Contracts(2)

     65,286,337             65,286,337        

Futures Contracts(2)

     1,774,730       1,774,730              

Swaps - Credit Default(2)

     6,689,601             6,689,601        

Swaps - Interest Rate(2)

     6,328,642             6,328,642        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 4,606,154,119     $ 13,813,990     $ 4,592,340,129     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (133,679,721   $     $ (133,679,721   $  

Futures Contracts(2)

     (3,566,422     (3,566,422            

Swaps - Credit Default(2)

     (9,345,539           (9,345,539      

Swaps - Interest Rate(2)

     (6,539,398           (6,539,398      

TBA Sale Commitments

     (15,777,856           (15,777,856      

Written Options

     (2,394,201     (1,198,828     (1,195,373      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (171,303,137   $ (4,765,250   $ (166,537,887   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 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 Mutual Funds, Inc. (the “Company”)

Notes to the Schedules of Investments

1. Investment Valuation and Fair Value Measurements:

For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of the Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable.

These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-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 Semiannual or 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; and 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. Each of The Hartford Checks and Balances Fund, The Hartford Conservative Allocation Fund, The Hartford Growth Allocation Fund, Hartford Moderate Allocation Fund, The Hartford Floating Rate Fund, The Hartford Floating Rate High Income Fund, and The Hartford High Yield Fund do not currently engage in securities lending.

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 Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (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 July 31, 2020.

 

     

Investment

Securities on
Loan, at market
value, Presented
on the Statement
of Assets
and Liabilities(1)

    

Collateral Posted

by Borrower(2)

    Net Amount(3)  
Hartford AARP Balanced Retirement Fund    $ 446,550      $ (446,550   $  
The Hartford Balanced Income Fund      29,469,003        (29,469,003      
The Hartford Capital Appreciation Fund      10,098,795        (10,098,795      
Hartford Climate Opportunities Fund                    
Hartford Core Equity Fund                    
The Hartford Dividend and Growth Fund                    
Hartford Emerging Markets Equity Fund      4,039,729        (4,039,729      
The Hartford Emerging Markets Local Debt Fund      549,450        (549,450      
The Hartford Equity Income Fund                    
Hartford Global Impact Fund                    
The Hartford Global Real Asset Fund (consolidated)      3,279,687        (3,279,687      
The Hartford Healthcare Fund      15,484,074        (15,484,074      
The Hartford Inflation Plus Fund                    
Hartford International Equity Fund      4,926,345        (4,926,345      
The Hartford International Growth Fund      5,882,663        (5,882,663      
The Hartford International Opportunities Fund      75,368,682        (75,368,682      
The Hartford International Value Fund      29,047,831        (29,047,831      
The Hartford MidCap Fund      151,454,272        (151,454,272      
The Hartford MidCap Value Fund                    
Hartford Multi-Asset Income and Growth Fund      932,670        (932,670      
Hartford Municipal Income Fund                    
The Hartford Municipal Opportunities Fund                    
The Hartford Short Duration Fund                    
Hartford Small Cap Value Fund      3,057,832        (3,057,832      
The Hartford Small Company Fund      31,777,951        (31,777,951      
The Hartford Strategic Income Fund      2,409,503        (2,409,503      
The Hartford Total Return Bond Fund      7,394,573        (7,394,573      
The Hartford World Bond Fund      5,644,894        (5,644,894      
(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)

Collateral received in excess of the market value of securities on loan is not presented in this table.

 
(3)

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:

 

Fund    Cash
Collateral
    

Non-Cash

Collateral

     
Hartford AARP Balanced Retirement Fund    $ 134,946        
The Hartford Balanced Income Fund      30,498,740      $—   
The Hartford Capital Appreciation Fund      10,579,762        
Hartford Climate Opportunities Fund             
Hartford Core Equity Fund             
The Hartford Dividend and Growth Fund             
Hartford Emerging Markets Equity Fund      2,881,351        
The Hartford Emerging Markets Local Debt Fund      579,150        
The Hartford Equity Income Fund             
The Hartford Global Real Asset Fund (consolidated)      2,578,211        
Hartford Global Impact Fund                      
The Hartford Healthcare Fund      16,264,170        
The Hartford Inflation Plus Fund             
Hartford International Equity Fund      3,678,928        
The Hartford International Growth Fund      6,128,394        
The Hartford International Opportunities Fund      1,097,736        
The Hartford International Value Fund      30,502,067        
The Hartford MidCap Fund      159,669,247        
The Hartford MidCap Value Fund             
Hartford Multi-Asset Income and Growth Fund      971,763        
Hartford Municipal Income Fund             
The Hartford Municipal Opportunities Fund             
The Hartford Short Duration Fund      6,754,750        
Hartford Small Cap Value Fund      3,217,052        
The Hartford Small Company Fund      33,057,591        
The Hartford Strategic Income Fund      2,493,233        
The Hartford Total Return Bond Fund      7,610,920        
The Hartford World Bond Fund      5,819,568        

    

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 July 31, 2020.

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements

 

  Hartford AARP Balanced Retirement Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

  Securities Lending Transactions(1)

 

    Common Stocks

   $ 134,946      $      $      $      $ 134,946  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Total Borrowings

   $ 134,946      $      $      $      $ 134,946  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Gross amount of recognized liabilities for securities lending transactions

 

   $ 134,946  
  

 

 

 
The Hartford Balanced Income Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

  Securities Lending Transactions(1)

 

    Corporate Bonds

   $ 26,042,221      $      $      $      $ 26,042,221  

    Foreign Government Obligations

     738,582                             738,582  

    Municipal Bonds

     3,717,937                             3,717,937  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Total Borrowings

   $ 30,498,740      $      $      $      $ 30,498,740  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Gross amount of recognized liabilities for securities lending transactions

 

   $ 30,498,740  
              

 

 

 
  The Hartford Capital Appreciation Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

  Securities Lending Transactions(1)

 

    Common Stocks

   $ 10,579,762      $      $      $      $ 10,579,762  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Total Borrowings

   $ 10,579,762      $      $      $      $   10,579,762  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Gross amount of recognized liabilities for securities lending transactions

 

   $ 10,579,762  
  

 

 

 
  Hartford Emerging Markets Equity Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

  Securities Lending Transactions(1)

 

    Common Stocks

   $ 2,881,351      $      $      $      $ 2,881,351  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Total Borrowings

   $ 2,881,351      $      $      $      $ 2,881,351  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,881,351  
  

 

 

 
  The Hartford Emerging Markets Local Debt Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

  Securities Lending Transactions(1)

 

    Corporate Bonds

   $ 579,150      $      $      $      $ 579,150  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Total Borrowings

   $ 579,150      $      $      $      $ 579,150  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

  Gross amount of recognized liabilities for securities lending transactions

 

   $ 579,150  
  

 

 

 
The Hartford Global Real Asset Fund (consolidated))    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 2,320,872      $      $      $      $ 2,320,872  

Exchange-Traded Funds

     257,339                             257,339  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $   2,578,211      $      $      $      $ 2,578,211  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,578,211  
  

 

 

 
The Hartford Healthcare Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 16,264,170      $      $      $      $ 16,264,170  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 16,264,170      $      $      $      $ 16,264,170  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 16,264,170  
  

 

 

 
Hartford International Equity Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 3,678,928      $      $      $      $ 3,678,928  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 3,678,928      $      $      $      $ 3,678,928  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,678,928  
  

 

 

 
The Hartford International Growth Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 5,248,309      $      $      $      $ 5,248,309  

Exchange-Traded Funds

     880,085                             880,085  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 6,128,394      $      $      $      $ 6,128,394  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 6,128,394  
  

 

 

 
The Hartford International Opportunities Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 1,093,456      $      $      $      $ 1,093,456  

Exchange-Traded Funds

     4,280                             4,280  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,097,736      $      $      $      $ 1,097,736  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,097,736  
  

 

 

 
The Hartford International Value Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 30,502,067      $      $      $      $ 30,502,067  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 30,502,067      $      $      $      $ 30,502,067  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 30,502,067  
  

 

 

 
The Hartford MidCap Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 159,669,247      $      $      $      $ 159,669,247  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 159,669,247      $      $      $      $   159,669,247  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 159,669,247  
  

 

 

 
Hartford Multi-Asset Income and Growth Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 917,977      $      $      $      $ 917,977  

Corporate Bonds

     53,786                             53,786  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 971,763      $      $      $      $ 971,763  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 971,763  
  

 

 

 
Hartford Small Cap Value Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 959,629      $      $      $      $ 959,629  

Exchange-Traded Funds

     2,257,423                             2,257,423  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 3,217,052      $      $      $      $ 3,217,052  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,217,052  
  

 

 

 
The Hartford Small Company Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 6,482,022      $      $      $      $ 6,482,022  

Exchange-Traded Funds

     26,575,569                             26,575,569  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $   33,057,591      $      $      $      $   33,057,591  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 33,057,591  
  

 

 

 
The Hartford Strategic Income Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Convertible Bonds

   $ 526,790      $      $      $      $ 526,790  

Corporate Bonds

     1,781,130                             1,781,130  

Foreign Government Obligations

     185,313                             185,313  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,493,233      $      $      $      $ 2,493,233  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,493,233  
  

 

 

 
The Hartford Total Return Bond Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 800,364      $      $      $      $ 800,364  

Foreign Government Obligations

     2,116,952                             2,116,952  

Municipal Bonds

     4,693,604                             4,693,604  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 7,610,920      $      $      $      $ 7,610,920  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 7,610,920  
  

 

 

 
The Hartford World Bond Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 5,819,568      $      $      $      $ 5,819,568  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 5,819,568      $      $      $      $ 5,819,568  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 5,819,568  
              

 

 

 

 

(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.