UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number: 811-00558

THE HARTFORD MUTUAL FUNDS II, INC.

(Exact name of registrant as specified in charter)

5 Radnor Corporate Center, Suite 300, 100 Matsonford Road, Radnor, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Edward P. Macdonald, Esquire

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, Pennsylvania 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: October 31

Date of reporting period: April 30, 2016

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

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

Item 1. Reports to Stockholders.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

Equities struggled to find direction during the six months ended April 30, 2016, the period covered by this report. The S&P 500¹ Index finished 2015 in the black,

posting a 1.38% total return after recovering from a correction (a drop of 10% or more) in September. Stocks fell back into correction territory yet again to start the year, before returning to a positive trajectory in mid-February. Despite these fluctuations, however, the bull market that began in 2009 continued into its seventh year.

In December 2015, the U.S. Federal Reserve (Fed) raised interest rates for the first time in nearly a decade. In March 2016, Fed commentary implied that there would only be two additional rate increases in 2016, which is an even slower pace than the four hikes originally expected in 2016. The gradual pace should be a positive, particularly for fixed-income investors, who are most likely to be impacted by changing interest rates.

Low oil prices and weakness in the Chinese economy were two big culprits behind market insecurity in early 2016, alongside worries that the Fed would continue to raise rates in the midst of the uncertain global economic conditions. As the year progressed, oil prices began to normalize, China seemed to stabilize, and the Fed indicated it would move forward with additional rate increases dependent on economic progress, which helped to calm investor anxiety.

In addition to continuing global macroeconomic developments, the U.S. presidential election could contribute to market volatility as we approach Election Day in the fall. Volatility isn’t unusual surrounding elections, and this year’s particularly contentious race could prove no exception to that rule.

With that in mind, I encourage you to schedule time with your financial advisor to review your portfolio’s progress and your asset allocation to make certain it’s still in line with your risk tolerance and unique investment goals. Whether you’re seeking growth, income, or a way to mitigate volatility with your investments, your financial advisor can help you find a fit within our family of more than 45 mutual funds that were designed with you, and your investment goals, in mind.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

¹  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Domestic Equity Funds

Table of Contents

Fund Performance and Manager Discussions	2
Expense Examples	40
Financial Statements:
Schedules of Investments:
The Hartford Capital Appreciation Fund	46
Hartford Core Equity Fund	55
The Hartford Dividend and Growth Fund	59
The Hartford Equity Income Fund	63
The Hartford Growth Opportunities Fund	67
The Hartford Healthcare Fund	72
The Hartford MidCap Fund	76
The Hartford MidCap Value Fund	80
Hartford Small Cap Core Fund	84
The Hartford Small Cap Growth Fund	89
The Hartford Small Company Fund	95
The Hartford Value Opportunities Fund	100
Statements of Assets and Liabilities	104
Statements of Operations	110
Statements of Changes in Net Assets	114
Financial Highlights	119
Notes to Financial Statements	134
Shareholder Meeting Results	172
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records	176
Quarterly Portfolio Holdings Information	176
Approval of the New Investment Management Agreement	177

The views expressed in each Fund’s Manager Discussion under “Why did the Fund perform this way?” and “What is the outlook?” are views of that Fund’s sub-adviser and portfolio management team through the end of the period and are subject to change based on market and other conditions. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable.

The Hartford Capital Appreciation Fund inception 07/22/1996

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Capital Appreciation A2		-3.06%		-4.39%		7.96%		5.21%
Capital Appreciation A3		-8.40%		-9.65%		6.74%		4.62%
Capital Appreciation B2		-3.48%		-5.22%		7.04%		4.52%	4
Capital Appreciation B3		-7.80%		-9.47%		6.79%		4.52%	4
Capital Appreciation C2		-3.39%		-5.07%		7.19%		4.46%
Capital Appreciation C3		-4.25%		-5.93%		7.19%		4.46%
Capital Appreciation I2		-2.89%		-4.04%		8.30%		5.53%
Capital Appreciation R32		-3.19%		-4.65%		7.66%		4.96%
Capital Appreciation R42		-3.04%		-4.38%		7.99%		5.27%
Capital Appreciation R52		-2.89%		-4.10%		8.31%		5.56%
Capital Appreciation R62		-2.86%		-4.06%		8.40%		5.66%
Capital Appreciation Y2		-2.85%		-3.98%		8.42%		5.66%
Russell 3000 Index		0.06%		-0.18%		10.50%		6.85%
S&P 500 Index		0.43%		1.21%		11.02%		6.91%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

2

The Hartford Capital Appreciation Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Capital Appreciation Class A		1.09%		1.09%
Capital Appreciation Class B		1.97%		1.97%
Capital Appreciation Class C		1.81%		1.81%
Capital Appreciation Class I		0.78%		0.78%
Capital Appreciation Class R3		1.40%		1.40%
Capital Appreciation Class R4		1.10%		1.10%
Capital Appreciation Class R5		0.80%		0.80%
Capital Appreciation Class R6		0.75%		0.76%
Capital Appreciation Class Y		0.70%		0.70%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Saul J. Pannell, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Frank D. Catrickes, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Kent M. Stahl, CFA

Senior Managing Director and Director, Investment Strategy and Risk

Wellington Management Company LLP

Gregg R. Thomas, CFA

Senior Managing Director and Associate Director, Investment Strategy and Risk

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Capital Appreciation Fund returned -3.06%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmarks, the Russell 3000 Index and the S&P 500 Index, which returned 0.06% and 0.43%, respectively, for the same period. The Fund underperformed the -1.04% average return of the Lipper Multi-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since

2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April

3

The Hartford Capital Appreciation Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Six of ten sectors in the Russell 3000 Index posted positive returns during the period. Strong performers included the Utilities (+13%), Telecommunication Services (+13%), and Materials (+6%) sectors, while the Information Technology (-5%), Healthcare (-2%) and Financials (-2%) sectors lagged on a relative basis.

The Fund underperformed the Russell 3000 Index, primarily due to weak stock selection within the Consumer Discretionary, Industrials, and Financials sectors. Stock selection within the Healthcare and Information Technology sectors contributed positively to returns relative to the Russell 3000 Index during the period. Sector allocation, a result of bottom-up stock selection, also detracted from benchmark-relative results, primarily driven by our underweight to the Utilities, Telecommunication Services, and Consumer Staples sectors.

Top detractors from performance relative to the Russell 3000 Index included Hertz (Industrials), OneMain Holdings (Financials), and Regeneron (Healthcare). Shares of Hertz, a U.S.-based global car and equipment rental company, fell following the release of quarterly earnings, which were below consensus expectations. OneMain Holdings, a consumer lending company, saw its share price drop after reporting higher loan loss trends and higher costs of funding from the high yield market. Shares of Regeneron, a U.S.-based biopharmaceutical company, fell during the period. In February, the company announced poor fourth quarter earnings and conservative guidance for the upcoming year, which adversely affected the stock price. Additionally, a verdict was reached during the quarter that Regeneron violated Amgen’s patent on an injectable cholesterol drug. Allergan PLC (Healthcare) detracted from performance on an absolute basis over the period.

Apple (Information Technology), Bristol-Myers Squibb (Healthcare), and WeWork (Industrials), a private placement investment that is fair valued, contributed positively to returns relative to the Russell 3000 Index over the period. The share price of Apple, a U.S.-based manufacturer of mobile devices and personal computers, fell after disappointing sales of its new iPhone. Not holding the benchmark constituent contributed positively to relative performance. Shares of Bristol-Myers, a major U.S.-based pharmaceutical company, contributed positively to relative returns over the period. The stock price of the company rose due to the continued success of its immuno-oncology assets, in particular Opdivo. The Fund’s fair valuation of WeWork, a U.S.-based shared workspace provider, increased as the company has been expanding and growing at a rapid pace. The company also announced plans to penetrate international markets and expand beyond office space. Facebook (Information Technology) was a top contributor to absolute returns over the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

The outlook for the U.S. economy remains broadly positive in our view, despite recent volatility, given buoyant consumption activity and an ongoing steady recovery from a period of inventory adjustment. In addition, the headwind from the stronger dollar could wane as we move through the year. While activity in the early part of the year appears subdued, we expect subsequent quarters to show an improving trend given a recovery of capital expenditure growth rates most especially in the Energy sector and supportive consumer behavior. In this environment we expect to see up to two further interest rate increases from the Fed; however, this view is highly data dependent. Risks to this outlook could come from a tightening of financial conditions, an appreciating U.S. Dollar, and renewed volatility emanating from China or other global economies. In addition we will look for any disruptions or deferrals of spending and investment decisions caused by political uncertainty either around the referendum regarding the U.K.’s proposed exit from the E.U. or the general election here in the U.S.

At the end of the period, the Fund’s largest overweights were to the Healthcare, Information Technology, and Materials sectors, while the largest underweights were to the Energy and Consumer Staples sectors, relative to the Russell 3000 Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

4

The Hartford Capital Appreciation Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.7	%
Consumer Staples		7.2
Energy		4.0
Financials		16.4
Health Care		18.3
Industrials		10.9
Information Technology		22.2
Materials		5.6
Telecommunication Services		0.7
Utilities		2.2
Total		99.2	%
Fixed Income Securities
Corporate Bonds		0.0	%
Short-Term Investments		0.8
Other Assets & Liabilities		0.0
Total		100.0	%

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

5

Hartford Core Equity Fund inception 04/30/1998

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Core Equity A2		-0.53%		2.72%		12.09%		7.20%
Core Equity A3		-6.00%		-2.93%		10.83%		6.60%
Core Equity B2		-0.90%		1.93%		11.23%		6.62%	4
Core Equity B3		-5.76%		-3.06%		10.97%		6.62%	4
Core Equity C2		-0.85%		1.99%		11.29%		6.42%
Core Equity C3		-1.83%		0.99%		11.29%		6.42%
Core Equity I2		-0.36%		3.02%		12.17%		7.24%
Core Equity R32		-0.66%		2.45%		11.86%		7.02%
Core Equity R42		-0.48%		2.76%		12.21%		7.31%
Core Equity R52		-0.34%		3.06%		12.54%		7.62%
Core Equity R62		-0.34%		3.09%		12.58%		7.68%
Core Equity Y2		-0.35%		3.04%		12.58%		7.68%
S&P 500 Index		0.43%		1.21%		11.02%		6.91%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R6 shares commenced operations on 3/31/15 and performance prior to that date is that of the Fund’s Class Y shares.

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

6

Hartford Core Equity Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Core Equity Class A		0.80%		0.98%
Core Equity Class B		1.55%		2.13%
Core Equity Class C		1.55%		1.68%
Core Equity Class I		0.55%		0.61%
Core Equity Class R3		1.10%		1.29%
Core Equity Class R4		0.80%		0.93%
Core Equity Class R5		0.50%		0.59%
Core Equity Class R6		0.46%		0.52%
Core Equity Class Y		0.50%		0.52%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Core Equity Fund returned -0.53%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the S&P 500 Index, which returned 0.43% for the same period. The Fund outperformed the -0.56% average return of the Lipper Large-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement

surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Six out of ten sectors in the S&P 500 Index rose during the period, with Telecommunication Services (+15%), Utilities (+13%), and Consumer Staples (+6%) performing the best. Information technology (-4%), Financials (-2%), and Healthcare (-1%) lagged on a relative basis during the period.

Overall, underperformance relative to the S&P 500 Index was driven by weaker security selection, primarily within the Healthcare, Consumer Staples, and Financials sectors. This was partially offset by positive stock selection within the Materials, Utilities, and Information Technology sectors. Sector allocation, a result of the bottom up stock selection process, contributed positively to benchmark-relative performance during the period, in part due to the overweight to Consumer Staples and Utilities and underweight to Information Technology. This was partially offset by the underweight to Telecommunication Services.

The top detractors from performance relative to the S&P 500 Index were Allergan (Healthcare), Alliance Data Systems Corporation

7

Hartford Core Equity Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

(Information Technology), and AT&T (Telecommunication Services). Shares of Allergan, a global pharmaceutical company, declined during the period on news that the company’s highly publicized merger with Pfizer was abandoned following the U.S. Treasury Department’s release of changes to corporate tax inversion laws. Shares of Alliance Data Systems, a U.S.-based provider of customer loyalty and marketing solutions, fell during the period, due largely to a fourth quarter top-line revenue miss and a negative revision to forward-looking guidance. Shares of AT&T, a U.S.-based multi-national telecommunications company, rose during the period on strong quarterly results and momentum from the company’s acquisition of DIRECTV. Not owning this benchmark constituent detracted from benchmark-relative performance. Apple (Information Technology) was a top absolute detractor over the period.

The top contributors to performance relative to the S&P 500 Index were Airgas (Materials), Estee Lauder (Consumer Staples), and Dollar Tree (Consumer Discretionary). Shares of Airgas, a U.S.-based distributor of industrial, medical, and specialty gases, moved higher on news that the company had agreed to merge into Air Liquide (Materials) to create an industrial gas company. Shares of Estee Lauder, a U.S.-based manufacturer and marketer of beauty products, rose on strong quarterly results. Dollar Tree, a chain of discount variety stores, contributed positively to relative performance during the period as the stock rose on better-than-expected profit figures reported early in the period. NextEra Energy (Utilities) was among the top contributors to absolute performance.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We continue to believe that the U.S. economy is in a period of moderate economic growth led by solid employment trends, as well as the ongoing expansion of consumption, government spending, and residential housing investment. In addition, we think the weakening U.S. dollar has helped to stabilize the manufacturing side of the economy. Our expectation is that there will be gradual Fed rate hikes, although it does appear that the FOMC may be more willing to err on the side of caution rather than try to aggressively tackle potential inflation.

Overall, we continue to find what we consider to be attractively valued equities with the characteristics we seek. We continue to monitor policy decisions and economic trends that may impact the Fund’s holdings. We remain consistent in adhering to a disciplined portfolio construction process that we believe allows us to assess risk, weight individual positions accordingly, and in the process build a portfolio that focuses largely on stock selection in seeking to generate outperformance relative to the S&P 500 Index.

At the end of the period, the Fund’s largest overweight positions relative to the S&P 500 Index were to Consumer Staples and Utilities, while the Fund’s largest underweights were to Energy and Telecommunication Services.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.8	%
Consumer Staples		14.9
Energy		3.0
Financials		13.1
Health Care		14.5
Industrials		10.1
Information Technology		17.5
Materials		3.8
Utilities		4.8
Total		94.5	%
Short-Term Investments		3.7
Other Assets & Liabilities		1.8
Total		100.0	%

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

8

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

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Year
Dividend and Growth A2		0.84%		-0.54%		9.22%		6.78%
Dividend and Growth A3		-4.71%		-6.01%		7.99%		6.18%
Dividend and Growth B2		0.39%		-1.42%		8.24%		6.04%	4
Dividend and Growth B3		-4.18%		-5.90%		7.95%		6.04%	4
Dividend and Growth C2		0.46%		-1.30%		8.41%		5.99%
Dividend and Growth C3		-0.45%		-2.19%		8.41%		5.99%
Dividend and Growth I2		0.95%		-0.34%		9.47%		7.06%
Dividend and Growth R32		0.67%		-0.87%		8.88%		6.49%
Dividend and Growth R42		0.85%		-0.57%		9.22%		6.82%
Dividend and Growth R52		1.00%		-0.26%		9.55%		7.12%
Dividend and Growth R62		1.02%		-0.27%		9.64%		7.21%
Dividend and Growth Y2		1.05%		-0.16%		9.65%		7.22%
S&P 500 Index		0.43%		1.21%		11.02%		6.91%
Russell 1000 Value Index		1.93%		-0.40%		10.13%		5.67%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

9

The Hartford Dividend and Growth Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Dividend and Growth Class A		1.02%		1.02%
Dividend and Growth Class B		1.92%		1.97%
Dividend and Growth Class C		1.76%		1.76%
Dividend and Growth Class I		0.81%		0.81%
Dividend and Growth Class R3		1.35%		1.35%
Dividend and Growth Class R4		1.04%		1.04%
Dividend and Growth Class R5		0.74%		0.74%
Dividend and Growth Class R6		0.70%		0.71%
Dividend and Growth Class Y		0.64%		0.64%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Edward P. Bousa, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Donald J. Kilbride

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Matthew G. Baker

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Dividend and Growth Fund returned 0.84%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the S&P 500 Index, which returned 0.43% for the same period. The Fund underperformed the Russell 1000 Value Index, the Fund’s other benchmark, which returned 1.93% for the same period. The Fund also underperformed the 2.06% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat, but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Six out of ten sectors in the S&P 500 Index rose during the period, with Telecommunication Services (+15%), Utilities (+13%), and Consumer Staples (+6%) performing the best. Information technology (-4%), Financials (-2%), and Healthcare (-1%) lagged on a relative basis during the period.

10

The Hartford Dividend and Growth Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Stock selection contributed positively to performance relative to the S&P 500 Index during the period, primarily due to positive selection within the Healthcare, Industrials, and Energy sectors. This was partially offset by negative stock selection within the Information Technology, Financials, and Consumer Staples sectors. Overall sector allocation, a result of the bottom up stock selection process, also contributed positively to benchmark-relative performance during the period, in part due to the Fund’s underweight allocations to Information Technology and Consumer Discretionary and an overweight allocation to Utilities. The Fund’s overweight allocation to Financials and underweight to the Consumer Staples sector detracted during the period.

The Fund’s top contributors to performance relative to the S&P 500 Index during the period were Apple (Information Technology), a zero-weight position in Allergan (Healthcare), and NextEra Energy (Utilities). An underweight to Apple contributed positively to benchmark-relative performance during the period, as shares of the mobile device retailer fell on concerns of slowing iPhone sales growth. Not owning benchmark constituent Allergan also contributed positively to relative performance over the period, as shares declined on news that the company’s highly publicized merger with Pfizer was abandoned following the U.S. Treasury Department’s release of changes to corporate tax inversion laws. Shares of NextEra Energy, a U.S.-based clean Energy company, rose during the period on strong earnings that beat consensus expectations. Top absolute performers during the period included Verizon Communications (Telecommunication Services), Chevron (Energy), and Johnson & Johnson (Healthcare).

The Fund’s top detractors from performance relative to the S&P 500 Index included Western Digital (Information Technology), AT&T (Telecommunication Services), and Wells Fargo (Financials). The top relative detractor was Western Digital Corp, a computer hard-disk drive manufacturer. The company’s stock price fell after it missed earnings on weakness in the PC market. Not owning benchmark constituent AT&T detracted from benchmark-relative performance as the company’s stock posted a strong gain during the period on strong quarterly results and momentum from the company’s acquisition of DIRECTV. Shares of Wells Fargo fell during the period, as investors became increasingly concerned that interest rates will not move higher quickly enough to support near-term profitability for the bank.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We continue to rely on our process and philosophy as we construct the portfolio and adjust our positioning. We remain focused on the significance of dividends, positive capital stewardship, and franchise value. We believe we have a solid portfolio of undervalued market

leaders, equities in industries with improving supply/demand trends, and solid companies that are temporarily out of favor.

Financials remains a sector in which we believe equities are particularly undervalued, although an expected “lower-for-longer” interest rate environment has deferred a component of our investment thesis for the sector. We also believe Energy equity prices are depressed, but we have reduced our overweight based on fears that weak oil prices are threatening some balance sheets. We believe that current stock valuations reflect higher oil prices than we see today; in order for stock prices to recover further, oil prices will need to increase substantially from current levels. We expect an eventual rebound as supply and demand come back into balance, but this will likely take time.

At the end of the period, the Fund’s largest overweights were to the Financials, Energy, and Healthcare sectors, while the Fund’s largest underweights were to the Consumer Discretionary and Information Technology sectors, relative to the S&P 500 Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		6.7	%
Consumer Staples		7.7
Energy		9.5
Financials		22.3
Health Care		16.1
Industrials		10.4
Information Technology		13.2
Materials		3.0
Telecommunication Services		2.7
Utilities		4.7
Total		96.3	%
Short-Term Investments		3.5
Other Assets & Liabilities		0.2
Total		100.0	%

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

11

The Hartford Equity Income Fund inception 08/28/2003

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Equity Income A2		2.67%		2.10%		10.23%		7.32%
Equity Income A3		-2.98%		-3.51%		8.99%		6.71%
Equity Income B2		2.53%		1.91%		9.73%		6.69%	4
Equity Income B3		-2.15%		-2.70%		9.46%		6.69%	4
Equity Income C2		2.31%		1.30%		9.42%		6.54%
Equity Income C3		1.37%		0.38%		9.42%		6.54%
Equity Income I2		2.82%		2.33%		10.52%		7.60%
Equity Income R32		2.49%		1.75%		9.87%		7.03%
Equity Income R42		2.64%		2.00%		10.19%		7.33%
Equity Income R52		2.78%		2.30%		10.53%		7.64%
Equity Income R62		2.88%		2.46%		10.64%		7.75%
Equity Income Y2		2.88%		2.46%		10.64%		7.75%
Russell 1000 Value Index		1.93%		-0.40%		10.13%		5.67%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

12

The Hartford Equity Income Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Equity Income Class A		1.02%		1.02%
Equity Income Class B		1.91%		1.91%
Equity Income Class C		1.76%		1.76%
Equity Income Class I		0.76%		0.76%
Equity Income Class R3		1.36%		1.36%
Equity Income Class R4		1.06%		1.06%
Equity Income Class R5		0.76%		0.76%
Equity Income Class R6		0.69%		0.69%
Equity Income Class Y		0.66%		0.66%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

W. Michael Reckmeyer, III, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Karen H. Grimes, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Ian R. Link, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Equity Income Fund returned 2.67% before sales charge for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned 1.93% for the same period. The Fund also outperformed the 2.06% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

During the period seven out of ten sectors within the Russell 1000 Value Index posted positive absolute returns, with Telecommunication Services (+15%), Utilities (+13%), and Materials (+11%) performing the best. Consumer Discretionary (-3%), Information Technology (-3%), and Financials (-2%) lagged the index on a relative basis during the period.

13

The Hartford Equity Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Overall, outperformance versus the Russell 1000 Value Index was driven by strong sector allocation, a result of the bottom-up stock selection process, primarily due to an underweight to Financials and an overweight to Utilities. This was partially offset by an underweight to Materials. Security selection also contributed positively to benchmark outperformance, primarily within the Consumer Discretionary and Financials sectors. This more than offset negative stock selection within Utilities and Information Technology.

Top contributors to performance relative to the Russell 1000 Value Index included Marsh & McLennan (Financials), Home Depot (Consumer Discretionary), and Bank of America (Financials). Shares of Marsh & McLennan, a U.S.-based company of various specialty consultants, rose over the period on the back of consecutive positive quarterly earnings results and better than expected revenue growth. Shares of Home Depot, a home improvement retailer, rose based on strong earnings reports and a hike in its dividend. Shares of Bank of America, a benchmark constituent, U.S.-based bank holding and financial holding company, fell over the period due to fears of a “lower-for-longer” interest rate environment and worries about deterioration in asset quality in the Energy sector. Our avoidance of the stock was additive. Top absolute contributors for the period included Johnson & Johnson (Healthcare) and Chevron (Energy).

Top detractors from performance relative to the Russell 1000 Value Index during the period included Marathon Oil (Energy), AT&T (Telecommunication Services), and Ameriprise Financial (Financials). Shares of Marathon Oil, a U.S.-based energy company, fell as the company reported a net loss due to weakness in energy markets in late 2015. The Fund exited the position before the energy recovery in early 2016. AT&T is a U.S.-based telecommunication services company. During the period, the shares of the company rose as it reported earnings and subscriber growth that beat expectations. Not holding the benchmark constituent detracted from benchmark-relative performance. The stock price of Ameriprise Financial, a diversified Financials company with operations in wealth and asset management, fell as the company faced pressure from volatile equity markets, low interest rates, and a strong dollar. We trimmed the position to reduce our exposure. Top detractors from absolute performance included Wells Fargo (Financials) and Intel (Information Technology).

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Looking ahead, we expect that the U.S. macroeconomic picture remains largely unchanged from the end of 2015. In our view, the consumer remains resilient and the housing market has continued to display healthy trends. We believe the combination of higher employment, wage growth, and a lower gas price has continued to benefit the consumer. On the housing front, new home sales,

housing starts, and existing home sales have all grown year-over-year, as low mortgage rates and improving job prospects appear to have continued to drive demand.

At the end of the period, the Fund’s largest overweights were to the Industrials, Utilities, and Healthcare sectors, while the Fund’s largest underweights were to the Financials and Materials sectors, relative to the Russell 1000 Value Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		4.6	%
Consumer Staples		7.3
Energy		13.5
Financials		22.6
Health Care		13.2
Industrials		13.1
Information Technology		10.4
Materials		2.0
Telecommunication Services		3.3
Utilities		8.5
Total		98.5	%
Short-Term Investments		0.8
Other Assets & Liabilities		0.7
Total		100.0	%

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

14

The Hartford Growth Opportunities Fund inception 03/31/1963

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Growth Opportunities A2		-3.06%		-1.34%		10.72%		7.26%
Growth Opportunities A3		-8.40%		-6.77%		9.47%		6.66%
Growth Opportunities B2		-3.50%		-2.22%		9.82%		6.61%	4
Growth Opportunities B3		-7.76%		-6.54%		9.54%		6.61%	4
Growth Opportunities C2		-3.42%		-2.06%		9.94%		6.51%
Growth Opportunities C3		-4.28%		-2.92%		9.94%		6.51%
Growth Opportunities I2		-2.95%		-1.12%		11.00%		7.59%
Growth Opportunities R32		-3.21%		-1.63%		10.42%		7.04%
Growth Opportunities R42		-3.07%		-1.36%		10.75%		7.36%
Growth Opportunities R52		-2.93%		-1.07%		11.08%		7.65%
Growth Opportunities R62		-2.88%		-1.02%		11.18%		7.74%
Growth Opportunities Y2		-2.88%		-0.95%		11.19%		7.75%
Russell 3000 Growth Index		-1.64%		0.32%		11.09%		8.03%
Russell 1000 Growth Index		-1.37%		1.07%		11.44%		8.20%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 3000 Growth Index is an unmanaged index that measures the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Growth Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

15

The Hartford Growth Opportunities Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Growth Opportunities Class A		1.12%		1.12%
Growth Opportunities Class B		2.03%		2.04%
Growth Opportunities Class C		1.86%		1.86%
Growth Opportunities Class I		0.89%		0.89%
Growth Opportunities Class R3		1.45%		1.45%
Growth Opportunities Class R4		1.15%		1.15%
Growth Opportunities Class R5		0.84%		0.84%
Growth Opportunities Class R6		0.82%		0.82%
Growth Opportunities Class Y		0.75%		0.75%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Michael T. Carmen, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Stephen Mortimer

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mario E. Abularach, CFA

Senior Managing Director and Equity Research Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Growth Opportunities Fund returned -3.06%,before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmarks, the Russell 3000 Growth Index and Russell 1000 Growth Index, which returned -1.64% and -1.37%, respectively, for the same period. The Fund outperformed the -4.00% average return of the Lipper Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Four of the ten sectors in the Russell 3000 Growth Index fell during the period. The Energy (-20%), Information Technology (-5%), and Healthcare (-5%) sectors declined the most during the period, while Utilities (12%), Telecommunication Services (11%), and Consumer Staples (5%) posted the strongest gains.

16

The Hartford Growth Opportunities Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Sector allocation, a result of our bottom-up stock selection process, was the primary driver of – underperformance relative to the Russell 3000 Growth Index during the period, primarily due to an underweight to Consumer Staples and Telecommunication Services and an overweight to Information Technology. This effect was only partially offset by the positive impact of an increasing overweight to Energy as we moved through the period and an underweight to Consumer Discretionary. Security selection modestly detracted from benchmark-relative performance during the period as well, with weak selection in Financials, Consumer Discretionary, and Consumer Staples more than offsetting stronger selection within Information Technology, Energy, and Healthcare.

Top detractors to performance relative to the Russell 3000 Growth Index during the period included Tableau Software (Information Technology), Nomad Foods (Consumer Staples), and Harman International Industries (Consumer Discretionary). Shares of Tableau Software, an analytics and data visualization software company, suffered due to competition concerns, after the company reported slower-than-expected customer growth and disappointing operating margins. Shares of Nomad Foods, a packaged foods company, declined during the period after posting weaker-than-expected third quarter results and guidance. Shares of U.S.-based automobile audio and visual product engineer Harman International declined during the period despite the fact that the company beat its fiscal second quarter earnings estimate, as a strengthening U.S. Dollar negatively affecting exports and making future growth difficult weighed on the company’s top-line revenue.

Top contributors to performance relative to the Russell 3000 Growth Index during the period included Apple (Information Technology), Uber Technologies (Information Technology), a private equity investment that is fair valued, and Panera Bread Company (Consumer Discretionary). Not holding Apple contributed positively to benchmark-relative performance during the period, as shares of the mobile device retailer fell on concerns of slowing iPhone sales growth. The Fund’s fair valuation of private placement Uber Technologies rose during the period, as the company continues to expand and grow at a rapid pace, penetrating new markets and increasing market share on a global scale. Shares of Panera Bread, a U.S.-based chain of fast-casual restaurants, rose on strong earnings and higher forward-looking guidance.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Despite the extreme market swings experienced in the first quarter and continued concerns surrounding global growth, we believe the U.S. economy is economically and structurally sound. During the quarter, we sought to take advantage of the opportunities presented

to us by the sharp pullback in the market. We added to equity positions where we have high conviction in our thesis and the issuer has an earnings outlook that is ahead of consensus. We believe that the uncertainty that surrounds the impact of slowing Chinese growth, and the effect of negative interest rates in parts of the world, will fuel volatility and uncertainty in global markets going forward. While we do not aspire to predict macro outcomes, we will continue to identify and invest where we see accelerating growth opportunities, while taking into account potential downside scenarios.

At the end of the period, the Fund’s largest sector overweights relative to the Russell 3000 Growth Index were to Information Technology, Healthcare, and Energy, while the largest underweights were to Consumer Staples, Materials, and Telecommunication Services.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		19.2	%
Consumer Staples		2.7
Energy		3.1
Financials		8.1
Health Care		19.1
Industrials		10.8
Information Technology		35.1
Materials		1.4
Total		99.5	%
Fixed Income Securities
Corporate Bonds		0.1	%
Short-Term Investments		0.1
Other Assets & Liabilities		0.3
Total		100.0	%

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

17

The Hartford Healthcare Fund inception 05/01/2000

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Healthcare A2		-6.24%		-5.11%		16.49%		10.50%
Healthcare A3		-11.40%		-10.33%		15.18%		9.88%
Healthcare B2		-6.68%		-5.98%		15.49%		9.80%	4
Healthcare B3		-10.70%		-10.03%		15.27%		9.80%	4
Healthcare C2		-6.60%		-5.82%		15.65%		9.71%
Healthcare C3		-7.40%		-6.63%		15.65%		9.71%
Healthcare I2		-6.14%		-4.87%		16.84%		10.84%
Healthcare R32		-6.40%		-5.42%		16.18%		10.26%
Healthcare R42		-6.26%		-5.12%		16.53%		10.61%
Healthcare R52		-6.13%		-4.86%		16.88%		10.92%
Healthcare Y2		-6.07%		-4.72%		16.99%		11.01%
S&P Composite 1500 Health Care Index		-1.08%		-0.81%		16.72%		10.81%
S&P 500 Index		0.43%		1.21%		11.02%		6.91%
S&P North American Health Care Sector Index		-3.01%		-4.64%		16.55%		11.05%

¹  Not Annualized

² Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

S&P Composite 1500 Health Care Index is an unmanaged capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS^®) health care sector.

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

S&P North American Health Care Sector Index is a modified capitalization-weighted index based on United States headquartered health care companies. Stocks in the index are weighted such that each stock is no more than 7.5% of the market capitalization as of the most recent reconstitution date. The companies included in the index must be common stocks and be traded on the NYSE MKT LLC, Nasdaq or the New York Stock Exchange and meet certain established market capitalization levels.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

18

The Hartford Healthcare Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Healthcare Class A		1.29%		1.29%
Healthcare Class B		2.16%		2.16%
Healthcare Class C		2.03%		2.03%
Healthcare Class I		1.02%		1.02%
Healthcare Class R3		1.62%		1.62%
Healthcare Class R4		1.31%		1.31%
Healthcare Class R5		1.02%		1.02%
Healthcare Class Y		0.91%		0.91%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Jean M. Hynes, CFA

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Ann C. Gallo

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Kirk J. Mayer, CFA

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Robert L. Deresiewicz

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Healthcare Fund returned -6.24%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark*, which returned -3.16% for the same period. The Fund also underperformed the S&P 500 Index, which returned 0.43% for the same period. The Fund underperformed the -5.73% average return of the Lipper Global Health and Biotechnology peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Healthcare equities (-1.4%) underperformed both the broader U.S. equity market (+0.4%) and the global equity market (-0.7%) during the period, as measured by the S&P 500 Healthcare, S&P 500, and the MSCI World Indices, respectively. The Healthcare sector endured a particularly difficult first quarter, as the S&P 500 Healthcare Index fell 5.5%, underperforming the broader U.S. equity market (which was up 1.3% as measured by the S&P 500 Index). While medical

technology companies posted a slight gain, the biopharmaceuticals sector was hit particularly hard during the first quarter. Concerns over the sustainability of branded specialty drug pricing drove much of the weakness generally, while valuation considerations compounded the problem for biotech companies. In addition, a handful of negative medical and regulatory events further eroded investor sentiment in the sector.

Within the Fund’s benchmark, three of the five sub-sectors posted negative absolute returns during the period. Small-cap (-36%), mid-cap (-27%), and large-cap (-6%) biopharma each declined during the period, while medical technology (+8%) and Healthcare services (+1%) posted gains.

Sector allocation was the primary detractor from performance relative to the Fund’s benchmark during the period, while security selection contributed positively to relative returns. An overweight allocation to small-cap and mid-cap biopharma names detracted most from

* Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued. Benchmark returns represents the S&P North American Health Care Index from October 31, 2015 through March 31, 2016 and the S&P Composite 1500 Health Care Index from April 1, 2016 to April 30, 2016.

19

The Hartford Healthcare Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

relative performance during the period, and was only partially offset by the positive impact of an underweight to large-cap biopharma and overweights to medical technology and health care services. Security selection was strongest in small-cap and mid-cap biopharma names during the period, while selection in large-cap biopharma and medical technology detracted.

Johnson & Johnson (biopharma), Alkermes PLC (biopharma), and Allergan PLC (biopharma) were the top detractors from benchmark-relative performance over the period. A significant underweight to Johnson & Johnson, a U.S. based medical device and pharmaceutical manufacturer, detracted from benchmark-relative returns during the period as the stock held up well given the defensive nature of its broadly diversified business. Shares of Alkermes, a U.S.-based pharmaceutical manufacturing and biopharmaceutical company, fell after company reported that its candidate depression drug, ALKS5461, failed in phase 3 testing to show significant benefit compared with a placebo. Allergan, a global pharmaceutical company, saw its stock price fall as the company’s highly publicized merger with Pfizer was abandoned following the U.S. Treasury Department’s release of changes to corporate tax inversion laws. Regeneron (biopharma) was a top absolute detractor over the period.

Valeant Pharmaceuticals (biopharma), Shionogi & Company Limited (biopharma), and Boston Scientific (medical technology) contributed positively to benchmark-relative results. Shares of Valeant Pharmaceuticals, a global specialty drugs manufacturer, declined significantly during the period, as lower earnings and financial forecasts and concerns over potential bond defaults led to a sharp sell-off. Not owning this benchmark constituent contributed positively to benchmark-relative performance over the period. Shionogi & Co, a Japanese pharmaceutical company, was among the top benchmark-relative contributors to performance, as the company posted strong gains during the period, driven by continued expansion of their HIV treatments. Boston Scientific, the U.S.-based medical device company, also contributed positively to relative performance, as the company’s stock posted gains during the period on strong first-quarter financial results that beat consensus estimates. UnitedHealth Group and Bristol-Myers Squibb were top absolute contributors during the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Despite the recent period of market turmoil, we continue to believe in our long-term strategy of seeking to identify innovative companies delivering meaningful value to the healthcare system. In the biopharmaceutical area, the portfolio currently tilts toward more mature companies with growing revenues, ample cash, and exciting

pipelines. Nevertheless, small, nimble, innovative companies will likely always garner some degree of our interest. In the Healthcare sector, we continue to seek companies that will benefit from and/or facilitate the transition to a fee-for-value-based health care system from the historic fee-for-service-based system.

We still remain optimistic about the Healthcare sector. Biomedical innovation appears to be as robust as it has ever been and should fuel a decade or more of strong earnings growth for the most successful biopharmaceutical companies. Evolving structures of health care markets globally should create clear performance separation between the best and the worst health care services companies. We believe that our approach of evaluating secular themes across a long time horizon will enable us to capitalize on these trends. As is our practice, we will aim to trim equities on strength and to add on weakness in order to seek to generate favorable returns and minimize risk.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Risks of focusing investments on the health-care sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Staples		1.0	%
Health Care		97.2
Industrials		0.3
Information Technology		0.2
Total		98.7	%
Short-Term Investments		1.4
Other Assets & Liabilities		(0.1	)
Total		100.0	%

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

20

The Hartford MidCap Fund inception 12/31/1997

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
MidCap A2		-2.87%		-2.06%		9.29%		7.50%
MidCap A3		-8.22%		-7.45%		8.07%		6.89%
MidCap B2		-3.31%		-2.98%		8.32%		6.79%	4
MidCap B3		-7.66%		-7.34%		8.08%		6.79%	4
MidCap C2		-3.21%		-2.79%		8.51%		6.75%
MidCap C3		-4.09%		-3.67%		8.51%		6.75%
MidCap I2		-2.74%		-1.79%		9.56%		7.71%
MidCap R32		-3.02%		-2.39%		8.97%		7.44%
MidCap R42		-2.88%		-2.09%		9.30%		7.67%
MidCap R52		-2.76%		-1.79%		9.63%		7.89%
MidCap R62		-2.67%		-1.68%		9.76%		7.98%
MidCap Y2		-2.67%		-1.68%		9.75%		7.97%
S&P MidCap 400 Index		2.04%		-0.94%		9.20%		7.77%

¹ Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/27/09. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 5/29/09. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

S&P MidCap 400 Index is an unmanaged index of common stocks of companies chosen by S&P designed to represent price movements in the mid-cap U.S. equity market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

21

The Hartford MidCap Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
MidCap Class A		1.14%		1.14%
MidCap Class B		2.03%		2.03%
MidCap Class C		1.88%		1.88%
MidCap Class I		0.87%		0.87%
MidCap Class R3		1.47%		1.47%
MidCap Class R4		1.16%		1.16%
MidCap Class R5		0.86%		0.86%
MidCap Class R6		0.77%		0.77%
MidCap Class Y		0.76%		0.76%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Philip W. Ruedi, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mark A. Whitaker, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford MidCap Fund returned -2.87% before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the S&P MidCap 400 Index, which returned 2.04% for the same period. The Fund outperformed the -3.27% average return of the Lipper MidCap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but U.S. data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate hike since 2006 in December. The policy statement stressed the likely gradual pace for the end of quantitative easing and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity

markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Within the S&P MidCap 400 Index, six of the ten sectors posted during the period. The Utilities (+15%), Materials (+14%), and Industrials (+5%) sectors performed best while Energy (-7%) and Information Technology (-5%) lagged.

The Fund underperformed the S&P MidCap 400 Index during the period primarily as a result of weak security selection. Stock selection was weakest in the Healthcare, Consumer Discretionary, and Industrials sectors, which was partially offset by positive stock selection in Information Technology and Consumer Staples. Sector allocation, a result of the Fund’s bottom up stock selection process, also detracted during the period due primarily to an underweight to the Materials and Utilities sectors and an overweight to Information

22

The Hartford MidCap Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Technology. The Fund’s overweight to Industrials and Healthcare and underweight to Consumer Staples contributed positively relative to the S&P MidCap 400 Index.

Top absolute and relative detractors included Alkermes (Healthcare), Advance Auto Parts (Consumer Discretionary), and Robert Half International (Industrials). Shares of Alkermes, a U.S.-based biopharmaceutical company, underperformed after it announced discouraging results from one of its trials early in the year which focused on creating slow-release drugs to treat various forms of mental illness. Advance Auto Parts, a U.S.-based automotive parts supplier, underperformed after announcing weak third-quarter earnings in addition to major leadership changes. This caused the company to lower fourth quarter guidance meaningfully, further causing the stock price to fall. Shares of Robert Half International, a global staffing provider, declined during the period due to a slowdown in secular growth in the markets it serves.

Top contributors to performance relative to the S&P MidCap 400 Index included Genpact (Information Technology), Waste Connections (Industrials), and Equifax (Industrials). Shares of Genpact, a business process outsourcing company, outperformed due to a recent partnership with GE Digital, becoming an early adopter of GE’s Predix platform a cloud platform-as-a-service for the Industrial Internet. Shares of Waste Connections, a municipal solid waste services company, rose as the company reported strong results and plans to combine with Progressive Waste Solutions. Shares of Equifax, a U.S.-based credit rating agency, outperformed during the period due to acceleration in growth of all its business segments, favorable mortgage market conditions, and the smooth integration of recent acquisitions. Top contributors to absolute returns for the period included MSC Industrial Direct (Industrials).

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

After a volatile start to 2016, we believe the Fund’s portfolio is well positioned for an uncertain economic environment. We continue to believe the U.S. will remain the preferred market for investment on a global basis as emerging market fundamentals remain weak and China’s economic growth adjusts to a new long-term rate. We believe the FOMC’s recent overall cautious approach to further rate increases signals it would limit the number of rate increases this year, and the FOMC would continue to proceed cautiously in adjusting policy, which may provide a tailwind for U.S. equities.

At the end of the period, the Fund was most overweight the Industrials, Information Technology, and Healthcare sectors and most underweight the Financials, Materials, and Consumer Staples sectors relative to the S&P MidCap 400 Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.2	%
Consumer Staples		0.6
Energy		6.5
Financials		16.7
Health Care		13.1
Industrials		24.1
Information Technology		21.8
Materials		3.1
Utilities		2.4
Total		99.5	%
Short-Term Investments		0.2
Other Assets & Liabilities		0.3
Total		100.0	%

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

23

The Hartford MidCap Value Fund inception 04/30/2001

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
MidCap Value A2		-2.25%		-5.87%		8.15%		6.30%
MidCap Value A3		-7.63%		-11.04%		6.94%		5.70%
MidCap Value B2		-2.66%		-6.63%		7.28%		5.68%	4
MidCap Value B3		-7.10%		-10.90%		6.98%		5.68%	4
MidCap Value C2		-2.59%		-6.59%		7.37%		5.51%
MidCap Value C3		-3.48%		-7.44%		7.37%		5.51%
MidCap Value I2		-2.08%		-5.56%		8.53%		6.52%
MidCap Value R32		-2.38%		-6.06%		7.90%		6.34%
MidCap Value R42		-2.26%		-5.86%		8.22%		6.52%
MidCap Value R52		-2.13%		-5.58%		8.55%		6.71%
MidCap Value Y2		-2.04%		-5.42%		8.66%		6.77%
Russell 2500 Value Index		2.20%		-1.95%		8.25%		5.96%
Russell MidCap Value Index		3.16%		-0.18%		10.45%		7.35%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses.

Russell 2500 Value Index is an unmanaged index that measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index is an unmanaged index that measures the performance of the 2,500 smallest U.S. companies based on total market capitalization.

Russell MidCap Value Index measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

24

The Hartford MidCap Value Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
MidCap Value Class A		1.25%		1.25%
MidCap Value Class B		2.09%		2.28%
MidCap Value Class C		1.97%		1.97%
MidCap Value Class I		0.92%		0.92%
MidCap Value Class R3		1.52%		1.52%
MidCap Value Class R4		1.21%		1.21%
MidCap Value Class R5		0.92%		0.92%
MidCap Value Class Y		0.81%		0.81%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

James N. Mordy

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford MidCap Value Fund returned -2.25% before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmarks, the Russell 2500 Value Index and the Russell MidCap Value Index, which returned 2.20% and 3.16%, respectively, for the same period. The Fund also underperformed the -0.05% average return of the Lipper MidCap Core Fund peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period end April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate hike since 2006 in December. The policy statement stressed the likely gradual pace for the end of quantitative easing and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement

surprised many market participants with its overall cautious approach to further rate hikes. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate hikes were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Six of the ten sectors in the Russell 2500 Value Index gained during the period, with Utilities (+14%), Materials (+11%), and Consumer Staples (+6%) performing the best, while Energy (-5%) and Consumer Discretionary (-5%) lagged during the period ended April 30, 2016.

The Fund’s underperformance relative to the Russell 2500 Value Index over the six-month period was driven primarily by weaker security selection within Consumer Discretionary, Materials, and Industrials, which was partially offset by stronger stock selection within Healthcare and Consumer Staples. Sector allocation, a result of the stock selection process, also detracted from returns relative to the Russell 2500 Value Index, in part due to an underweight to the Utilities sector and an overweight in Consumer Discretionary. Overweights to the Energy and Materials sectors contributed positively to performance relative to the Russell 2500 Value Index during the period ended April 30, 2016.

Top detractors from absolute returns and returns relative to the Russell 2500 Value Index included Performance Sports Group (Consumer Discretionary), Global Brands Group (Consumer Discretionary), and Verint Systems (Information Technology). Shares of Performance Sports Group (PSG), a Canada-based manufacturer of sports equipment, fell during the period as PSG preannounced a significant

25

The Hartford MidCap Value Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

sales and earnings miss in their Easton baseball equipment business. Shares of Global Brands Group, a Hong Kong-based company that designs and markets fashion apparel, fell during the period ended April 30, 2016. While the decline is not attributable to anything in particular, the biggest obstacle is a lack of investor attention due to its Hong Kong listing, in our view. Shares of Verint Systems, a distributor of software and hardware products for security and surveillance, fell for two consecutive quarters as management works through a shift in sales strategy made last year to better align with customer preferences.

Top contributors to both absolute returns and returns relative to the Russell 2500 Value Index included Ono Pharmaceutical (Healthcare), Cabot Corporation (Materials), and Diamondback Energy (Energy). Ono Pharmaceutical, a Japan-based pharmaceutical company, is a developer of immuno-oncology treatments and owner of the Japan marketing rights to Bristol-Myers Squibb’s therapies in Japan. The company’s shares performed well during the period as its joint venture with Bristol-Myers Squibb on a lung cancer treatment has seen strong demand in Japan. Investors in the company became optimistic about the potential for this treatment to achieve “blockbuster” status and the company raised its sales guidance. Cabot Corporation, a U.S.-based specialty chemicals and performance materials company, saw its shares rise on healthy tire demand and a stabilizing of carbon black prices during the period ended April 30, 2016. Cabot’s management has focused on cost cutting and cash flow generation, possibly setting the stock up for continued gains in 2016. Shares of Diamondback Energy, a U.S.-based independent oil and natural gas company, rose during the period supported by the recent recovery in oil prices.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Looking ahead, we believe near term recession risks have diminished. We believe the most significant change over the past couple months was China’s success in controlling capital outflows, and its strong signal of prioritizing growth through new fiscal stimulus even if other needed reforms must proceed at a more gradual pace. We believe this may ease deflationary pressures across the emerging markets and help bring more clarity to the Fed. The U.S. economy grew at a slow pace in the first quarter of 2016, but job growth remains strong and recent data point to some firming in manufacturing activity. We expect some acceleration over the rest of the year, though Wellington Management’s macro group now projects GDP growth of 1.4% for all of 2016.

In January we were skeptical of further Fed tightening. We now foresee one or two more rate increases or else the Fed risks appearing too cautious against the threat of rising inflation. Core CPI is already running at +2.3% and higher energy costs seem likely to push the headline rate much higher over the next 12-18 months. The

price of WTI crude oil has recently retreated 10% from late-March highs above $41. We believe another leg up from here is likely, with U.S. producers requiring a price closer to $60 to grow production meaningfully. U.S. oil producers are currently focused intently on living within their much reduced cash flows, in our view.

Uncertainties for the remainder of the year include the U.S. election, an upcoming U.K. referendum on the U.K.’s proposed exit from the E.U., the impact of negative rates and a sense that central banks in Japan and Europe are out of effective monetary policies, and the risks in a low nominal growth world of shocks from terrorism, natural disasters and other unpredictable events. We expect markets to remain volatile and will seek to use swings in investor sentiment to the Fund’s advantage in seeking to identify new longer term value opportunities for the Fund. At the end of the period, the Fund’s largest overweight allocations relative to the Russell 2500 Value Index were in Consumer Discretionary, Information Technology, and Materials while the Fund’s largest underweights continued to be in Financials and Utilities.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.6	%
Consumer Staples		2.6
Energy		7.9
Financials		31.8
Health Care		3.3
Industrials		11.8
Information Technology		12.2
Materials		8.4
Telecommunication Services		0.9
Utilities		6.5
Total		98.0	%
Short-Term Investments		1.7
Other Assets & Liabilities		0.3
Total		100.0	%

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

26

Hartford Small Cap Core Fund inception 01/01/2005

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Small Cap Core A2		-2.72%		-7.94%		6.44%		4.96%
Small Cap Core A3		-8.07%		-13.00%		5.24%		4.37%
Small Cap Core B2		-3.06%		-8.66%		5.66%		4.43%	4
Small Cap Core B3		-7.59%		-12.93%		5.35%		4.43%	4
Small Cap Core C2		-3.10%		-8.61%		5.65%		4.20%
Small Cap Core C3		-4.00%		-9.47%		5.65%		4.20%
Small Cap Core I2		-2.63%		-7.70%		6.59%		5.04%
Small Cap Core R32		-2.86%		-8.16%		6.30%		5.10%
Small Cap Core R42		-2.68%		-7.83%		6.60%		5.25%
Small Cap Core R52		-2.52%		-7.59%		6.88%		5.39%
Small Cap Core Y2		-2.45%		-7.52%		6.92%		5.41%
Russell 2000 Index		-1.90%		-5.94%		6.98%		5.42%
Russell 2500 Index		-0.36%		-4.27%		8.28%		6.59%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude

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

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of June 4, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

Russell 2500 Index measures the performance of the small to mid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest securities, based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

The Fund has changed its benchmark from the Russell 2500 Index to the Russell 2000 Index. Hartford Funds Management Company, LLC believes that the Russell 2000 Index is a more appropriate index against which to measure performance in light of changes to the Fund’s investment strategy to a focus on stocks of small capitalization companies.

27

Hartford Small Cap Core Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Small Cap Core Class A		1.38%		1.48%
Small Cap Core Class B		2.13%		2.36%
Small Cap Core Class C		2.13%		2.22%
Small Cap Core Class I		1.13%		1.20%
Small Cap Core Class R3		1.58%		1.78%
Small Cap Core Class R4		1.28%		1.45%
Small Cap Core Class R5		0.98%		1.14%
Small Cap Core Class Y		0.93%		1.04%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

David J. Elliott, CFA

Senior Managing Director, Co-Director of Quantitative Investment Management and Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Small Cap Core Fund returned -2.72%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Russell 2000 Index, which returned -1.90% for the same period. The Fund also underperformed the -1.15% average return of the Lipper Small-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach

to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Four of the ten sectors in the Russell 2000 Index posted negative returns during the period. Weak performers included the Energy (-13%), Healthcare (-8%), and Consumer Discretionary (-4%) sectors, while the Utilities (+12%), Telecommunication Services (+7%), and Materials (+7%) sectors posted the strongest gains during the period.

From a sector allocation perspective, underweight allocations to Utilities and an overweight to Healthcare detracted most from performance relative to the Russell 2000 Index. This was only partially offset by overweights to Industrials and underweights to Consumer Discretionary. Security selection contributed positively to benchmark-relative performance during the period, driven by strong stock selection in Financials, Consumer Discretionary, and Utilities, which was partially offset by weaker stock selection in the Information Technology and Telecommunication Services sectors.

The largest detractors from performance relative to the Russell 2000 Index over the period were First NBC Bank (Financials), Mentor Graphics (Information Technology), and CVR Energy (Energy). Shares of First NBC Bank, a U.S.-based bank holding company, declined over the period as a number of firms announced investigations on behalf of investors concerning the company and its

28

Hartford Small Cap Core Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

officers’ possible violation of securities laws. In addition, in March the company announced that it would need to delay the filing of its Form 10-K due to internal accounting errors, further weighing on the stock price. Shares of Mentor Graphics, a U.S.-based electronic design company, fell over the period on concerns over the company’s forward looking guidance released in November 2015, which fell short of expectations. Shares of CVR Energy, a U.S.-based diversified holding company primarily engaged in the petroleum refining and nitrogen fertilizer manufacturing industries, fell during the period on fears that distribution payments from the company’s partnerships would be lower in the coming quarters. FleetMatics Group (Information Technology) and Imperva (Information Technology) detracted from absolute returns over the period.

The largest contributors to performance relative to the Russell 2000 Index during the period were Banc of California (Financials), Joy Global (Industrials), and Prospect Capital Corp (Financials). Shares of Banc of California, a full service-banking provider, rose during the period on strong quarterly and annual results, as the company reported record earnings growth during the 2015 fiscal year. Shares of Joy Global, a U.S.-based company specializing in the manufacturing and service of heavy machinery used in underground and surface mining, turned in strong gains during the period despite reporting a bigger-than-expected first quarter loss, as investors responded favorably to the company’s 2016 forecast. Shares of Prospect Capital, a provider of flexible debt and equity capital to middle-market companies in the U.S. and Canada, rebounded from an all-time low in February to close the period at a gain. The initial decline in February was due to investor concerns over a reported potential SEC query into whether Prospect Capital inappropriately valued its investments in collateralized loan obligations (CLOs). We believe better-than-expected fourth quarter revenue figures helped the stock price to rebound. Myriad Genetics Inc (Healthcare), JC Penney (Consumer Discretionary), and Selection Income REIT (Financials) were top contributors to absolute returns over the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

The Fund seeks to add value by using Wellington Management’s proprietary quantitative research and investment tools in a highly disciplined framework. The Fund focuses on stock selection as the key driver of returns and uses quantitative portfolio optimization techniques to seek to minimize unintended and uncompensated risks. Based on our long-term time horizon, we continue to find what we consider to be opportunities created by the trading and pricing inefficiencies found among small-cap equities. As a result of individual stock decisions, the Fund ended the period most overweight the Healthcare, Energy, and Materials sectors, and most

underweight the Utilities, Consumer Discretionary, and Industrials sectors relative to the Russell 2000 Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.5	%
Consumer Staples		3.3
Energy		4.2
Financials		26.3
Health Care		15.5
Industrials		12.2
Information Technology		16.9
Materials		5.0
Telecommunication Services		1.6
Utilities		1.9
Total		99.4	%
Short-Term Investments		0.4
Other Assets & Liabilities		0.2
Total		100.0	%

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

29

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

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Small Cap Growth A2		-4.87%		-8.29%		7.94%		6.07%
Small Cap Growth A3		-10.11%		-13.34%		6.72%		5.47%
Small Cap Growth B2		-5.28%		-9.00%		7.10%		5.48%	4
Small Cap Growth B3		-9.53%		-13.09%		6.79%		5.48%	4
Small Cap Growth C2		-5.19%		-8.93%		7.18%		5.26%
Small Cap Growth C3		-6.04%		-9.74%		7.18%		5.26%
Small Cap Growth I2		-4.76%		-8.03%		8.28%		6.30%
Small Cap Growth R32		-5.01%		-8.51%		7.70%		5.83%
Small Cap Growth R42		-4.84%		-8.21%		8.04%		6.11%
Small Cap Growth R52		-4.70%		-7.94%		8.36%		6.40%
Small Cap Growth R62		-4.68%		-7.97%		8.44%		6.47%
Small Cap Growth Y2		-4.63%		-7.84%		8.46%		6.49%
Russell 2000 Growth Index		-4.96%		-8.27%		7.15%		6.14%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Hartford Investment Management Company became an additional sub-adviser to the Fund effective November 13, 2006. Performance information prior to that date represents performance of only Wellington Management Company LLP. As of July 21, 2010, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

* Effective March 6, 2015, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

30

The Hartford Small Cap Growth Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Small Cap Growth Class A		1.22%		1.22%
Small Cap Growth Class B		2.04%		2.21%
Small Cap Growth Class C		1.92%		1.92%
Small Cap Growth Class I		0.93%		0.93%
Small Cap Growth Class R3		1.49%		1.49%
Small Cap Growth Class R4		1.18%		1.18%
Small Cap Growth Class R5		0.88%		0.88%
Small Cap Growth Class R6		0.88%		0.88%
Small Cap Growth Class Y		0.78%		0.78%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

David J. Elliott, CFA

Senior Managing Director, Co-Director, Quantitative Investments and Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Small Cap Growth Fund returned -4.87%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned -4.96%. For the same period, the Fund underperformed the -4.59% average return of the Lipper Small-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending in April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and

weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four, suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Large cap equities (0%) outperformed small cap equities (-2%) but underperformed mid cap equities (+2%) during the period, as measured by the S&P 500 Index, Russell 2000, and S&P MidCap 400 indices respectively. Small cap growth (-5%) equities underperformed small cap value (+1%) equities during the period, as measured by the Russell 2000 Growth and Russell 2000 Value indices, respectively. Seven out of ten sectors in the Russell 2000 Growth Index had negative returns during the period. The Energy (-21%), Healthcare (-10%), and Information Technology (-5%) sectors performed worst, while Telecommunication Services (+12%) and Materials (+1%) outperformed the broader index.

31

The Hartford Small Cap Growth Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Security selection was the primary driver of outperformance relative to the Russell 2000 Growth Index during the period. Selection was strongest within Consumer Discretionary, Financials, and Industrials, but was offset by weaker selection in Healthcare, Materials, and Information Technology. Sector allocation, driven by the bottom-up stock selection, modestly detracted from relative returns during the period. Underweights to the Telecommunication Services and Industrials sectors detracted from benchmark-relative performance during the period. An underweight to the Consumer Discretionary sector and an overweight to Materials contributed positively to benchmark-relative results.

The top contributors to performance relative to the Russell 2000 Growth Index were Kate Spade (Consumer Discretionary), Clovis Oncology (Healthcare), and Heartland Payment Systems (Information Technology). Shares of Kate Spade, a U.S.-based accessories and apparel company, rose after the firm reported better than expected quarterly earnings. Shares of Clovis Oncology, a U.S.-based biopharmaceutical company focused on anti-cancer agents, fell as it issued disappointing news related to the company’s experimental lung cancer drugs. Not owning the stock contributed positively to benchmark-relative performance during the period. Shares of Heartland Payments, a specialty payments services provider, rose after Global Payments announced that they would acquire the company. The combined entity will bring together two of the fastest organic revenue growth businesses in the payments industry. Top absolute contributors for the period also included CoreSite Realty (Financials) and FivePrime Therapeutics (Healthcare).

The top detractors relative to the Russell 2000 Growth Index included Natural Grocers (Consumer Staples), Dyax (Healthcare), and Portola Pharmaceuticals (Healthcare). Shares of Natural Grocers, a specialty retailer of natural and organic groceries and dietary supplements, dropped as the company announced worse than expected sales and earnings and issued a disappointing forecast. Dyax is a U.S.-based biopharmaceutical company. Not holding this benchmark constituent detracted from relative performance, as the share price rose following an announcement that the Federal Trade Commission was terminating the antitrust waiting period for the company’s acquisition by Shire. The stock price of Portola Pharmaceuticals, a U.S.-based biopharmaceutical company, fell after the company announced disappointing data for the Phase 3 study of their anti-coagulant Betrixaban. Top absolute detractors for the period also included Anacor Pharmaceuticals (Healthcare) and NetScout Systems (Information Technology).

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We continue to believe that the U.S. economy is in a period of moderate economic growth led by solid employment trends, as well as the ongoing expansion of consumption, government spending, and residential housing investment. In addition, we think the weakening U.S. dollar has helped to stabilize the manufacturing side of the economy. Our expectation is that there will be gradual Fed rate hikes, although it does appear that the FOMC may be more willing to err on the side of caution rather than try to aggressively tackle potential inflation.

Overall, we continue to find what we consider to be attractively valued equities with the characteristics we seek. We believe the U.S. economy remains in a period of moderate economic growth, and we continue to monitor policy decisions and economic trends that may impact the Fund’s holdings. We remain consistent in adhering to a disciplined portfolio construction process that allows us to assess risk, weight individual positions accordingly, and in the process build a portfolio that focuses largely on stock selection in seeking to generate outperformance relative to the Russell 2000 Growth Index. We strongly believe that the portfolio is well-positioned to perform as we look forward to the remainder of 2016.

At the end of the period, the largest overweights were to Consumer Staples and Financials, while the largest underweights were to the Healthcare and Information Technology sectors relative to the Russell 2000 Growth Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.

32

The Hartford Small Cap Growth Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		17.3	%
Consumer Staples		4.8
Energy		1.2
Financials		9.2
Health Care		23.5
Industrials		13.6
Information Technology		24.2
Materials		4.9
Telecommunication Services		0.7
Total		99.4	%
Short-Term Investments		0.7
Other Assets & Liabilities		(0.1	)
Total		100.0	%

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

33

The Hartford Small Company Fund inception 07/22/1996

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Small Company A2		-9.14%		-17.69%		3.69%		3.75%
Small Company A3		-14.14%		-22.21%		2.53%		3.16%
Small Company B2		-9.46%		-18.34%		2.89%		3.17%	4
Small Company B3		-13.18%		-21.70%		2.69%		3.17%	4
Small Company C2		-9.47%		-18.26%		2.96%		3.00%
Small Company C3		-10.22%		-18.94%		2.96%		3.00%
Small Company I2		-9.02%		-17.50%		3.95%		4.01%
Small Company R32		-9.20%		-17.86%		3.50%		3.58%
Small Company R42		-9.06%		-17.57%		3.83%		3.89%
Small Company R52		-8.92%		-17.35%		4.14%		4.16%
Small Company R62		-8.88%		-17.30%		4.23%		4.27%
Small Company Y2		-8.88%		-17.26%		4.23%		4.27%
Russell 2000 Growth Index		-4.96%		-8.27%		7.15%		6.14%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Hartford Investment Management Company became an additional sub-adviser to the Fund effective June 2006. Performance information prior to that date represents performance of only Wellington Management Company LLP. As of July 21, 2010, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

34

The Hartford Small Company Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Small Company Class A		1.35%		1.35%
Small Company Class B		2.14%		2.31%
Small Company Class C		2.05%		2.05%
Small Company Class I		1.12%		1.12%
Small Company Class R3		1.55%		1.55%
Small Company Class R4		1.25%		1.25%
Small Company Class R5		0.96%		0.98%
Small Company Class R6		0.91%		0.92%
Small Company Class Y		0.86%		0.86%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Steven C. Angeli, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Small Company Fund returned -9.14% before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned -4.96% for the same period. The Fund also underperformed the -4.59% average return of the Lipper Small Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity

markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Large cap equities (0%) outperformed small cap equities (-2%) but underperformed mid cap equities (+2%) during the period, as measured by the S&P 500 Index, Russell 2000, and S&P MidCap 400 indices respectively. Small cap growth (-5%) equities underperformed small cap value (+1%) equities during the period, as measured by the Russell 2000 Growth and Russell 2000 Value Indices, respectively. Seven out of ten sectors in the Russell 2000 Growth Index had negative returns during the period. The Energy (-21%), Healthcare (-10%), and Information Technology (-5%) sectors performed worst, while Telecommunication Services (+12%) and Materials (+1%) outperformed the broader index.

During the period, security selection was the primary driver of the Fund’s underperformance relative to the Russell 2000 Growth Index.

35

The Hartford Small Company Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Selection was weakest in the Information Technology, Healthcare, and Financials sectors, which more than offset stronger selection in the Energy sector. Sector allocation, which is the result of bottom-up stock selection, contributed positively to benchmark-relative returns during the period; an underweight to Healthcare and an overweight to Financials contributed positively to relative results. An underweight to Telecommunication Services and an overweight to Energy detracted from benchmark-relative performance during the period.

Top detractors from performance relative to the Russell 2000 Growth Index during the period included Tableau Software (Information Technology), Diamond Resorts (Consumer Discretionary), and KapStone Paper (Materials). Tableau Software, a developer of data visualization applications, saw its stock price decline after results disappointed. Further analysis revealed that Tableau’s recent struggles are likely early warning signs of broader developing competitive challenges from software incumbents like Microsoft who have grown interested in Tableau’s core market. As a result, we eliminated our position. The stock price of Diamond Resorts, a hospitality and vacation ownership company, declined after a report was published questioning the company’s business practices and the possibility of new future regulation from the Consumer Financial Protection Bureau. The share price of Kapstone Paper, a large North American containerboard producer, declined as results disappointed. Top absolute detractors also included Anacor Pharmaceuticals (Healthcare) and Advisory Board (Industrials).

Top contributors to performance relative to the Russell 2000 Growth Index during the period included Panera Bread Company (Consumer Discretionary), FivePrime Therapeutics (Healthcare), and QEP Resources (Energy). Shares of Panera Bread, a U.S.-based food services provider, rose after the company announced earnings and revenue that beat expectations. The stock price of Five Prime Therapeutics, a clinical-stage biotechnology company specializing in the development of novel protein therapeutics, jumped following an announcement that they would enter into a partnership with Bristol-Myers Squibb to develop and commercialize immuno-oncology products. Under the terms of the agreement, Bristol-Myers Squibb will make an upfront payment of $350 million to Five Prime followed by significant additional contingent payments. Shares of QEP Resources, a U.S.-based oil and gas exploration company, rose as it reported strong first quarter earnings. Top absolute contributors also included Heartland Payment (Information Technology).

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We have continued to take advantage of market volatility to add to high conviction long-term growth opportunities, and build our positions in what we consider to be key thematic growth areas such as secular Consumer Discretionary, as well as more cyclically

oriented areas of the market. Despite the challenging recent performance of the approach, we remain confident that over the long-term our philosophy and process will lead to strong results.

We believe our portfolio structure helps to hedge risk associated with unpredictable events and economic outcomes. As a residual of our bottom-up, stock-by-stock investment decisions, the Fund ended the period overweight to the Information Technology and Energy sectors relative to the Russell 2000 Growth Index. The Fund ended the period most underweight Healthcare and Consumer Staples.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		15.6	%
Consumer Staples		1.4
Energy		3.5
Financials		9.1
Health Care		18.4
Industrials		14.8
Information Technology		31.4
Materials		4.1
Telecommunication Services		0.7
Total		99.0	%
Short-Term Investments		0.9
Other Assets & Liabilities		0.1
Total		100.0	%

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

36

The Hartford Value Opportunities Fund inception 01/02/1996

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Value Opportunities A2		0.22%		-5.94%		7.57%		4.64%
Value Opportunities A3		-5.30%		-11.11%		6.36%		4.05%
Value Opportunities B2		-0.22%		-6.69%		6.75%		4.08%	4
Value Opportunities B3		-4.81%		-10.98%		6.45%		4.08%	4
Value Opportunities C2		-0.15%		-6.61%		6.78%		3.86%
Value Opportunities C3		-1.07%		-7.47%		6.78%		3.86%
Value Opportunities I2		0.35%		-5.58%		7.92%		4.94%
Value Opportunities R32		0.07%		-6.21%		7.31%		4.39%
Value Opportunities R42		0.22%		-5.91%		7.66%		4.70%
Value Opportunities R52		0.39%		-5.62%		7.96%		4.99%
Value Opportunities Y2		0.43%		-5.51%		8.00%		5.07%
Russell 3000 Value Index		1.87%		-0.68%		9.85%		5.58%
Russell 1000 Value Index		1.93%		-0.40%		10.13%		5.67%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Russell 3000 Value Index is an unmanaged index that measures the performance of those Russell 3000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

37

The Hartford Value Opportunities Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Value Opportunities Class A		1.21%		1.21%
Value Opportunities Class B		2.04%		2.28%
Value Opportunities Class C		1.93%		1.93%
Value Opportunities Class I		0.88%		0.88%
Value Opportunities Class R3		1.52%		1.52%
Value Opportunities Class R4		1.19%		1.19%
Value Opportunities Class R5		0.90%		0.90%
Value Opportunities Class Y		0.79%		0.79%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

David W. Palmer, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

James N. Mordy

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Value Opportunities Fund returned 0.22% before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Russell 3000 Value Index, which returned 1.87% for the same period. The Fund underperformed the Russell 1000 Value Index, the Fund’s other benchmark, which returned 1.93% for the same period. The Fund also underperformed the 0.54% average return of the Lipper Multi-Cap Value Fund peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, notwithstanding significant volatility. The S&P 500 finished 2015 down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February to finish with a slight gain for the trailing six-month period ending April 30, 2016. The period started with a November that finished relatively flat but data releases, including an upward revision to third-quarter gross domestic product (GDP), a multi-year low in unemployment, and healthy housing market trends seemed to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective.

Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and

weakness in China weighed on investors’ minds. However, equity markets surged in the second half of the quarter as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate increases. The FOMC lowered its inflation forecast for 2016 and suggested that only two rate increases were likely this year, down from the four suggested back in December 2015. The policy statement also removed reference to the balance of risks, noting that “global economic and financial developments continue to pose risks.” The continued rebound in oil prices buoyed equities to start off April but performance tapered off towards the end of the month amid mixed economic data and corporate earnings reports. Equity returns varied noticeably by market-cap during the period, as large- and mid-cap equities outperformed small-cap equities.

Seven of ten sectors within the Russell 3000 Value Index posted positive returns during the period. Telecommunication services (+14%) and Utilities (+13%), were top performers while Consumer Discretionary (-3%) and Information Technology (-3%) lagged relative to the Russell 3000 Value Index.

Security selection detracted from performance relative to the Russell 3000 Value Index. Strong stock selection within Energy, Materials, and Utilities was more than offset by weaker selection in Healthcare, Information Technology, and Financials. Sector allocation, a result of the bottom-up stock selection process, contributed positively to the Fund’s relative returns over the period primarily due to an overweight to Materials and an underweight to Energy. This was partially offset by an underweight to Consumer Staples.

38

The Hartford Value Opportunities Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

The top detractors from performance relative to the Russell 3000 Value Index were ARRIS International (Information Technology), Global Brands Group (Consumer Discretionary), and MetLife (Financials). Shares of ARRIS International, a cable and satellite set-top-box maker, fell as the Federal Communications Commission proposed a rule change which would allow customers to access video content using competing devices to the standard rental box. The share price of Global Brands Group, a Hong Kong-based apparel and footwear company, came under pressure as it announced earnings below expectations. The share price of MetLife, a life insurance company, fell as the company reported earnings and revenues that fell short of expectations and suspended its share buybacks in light of its plan to divest a portion of its U.S. life insurance operations, in addition to concerns about the company’s overseas growth. Citigroup (Financials) was a top absolute detractor.

The largest contributors to relative and absolute performance were Reliance Steel (Materials), Exelon (Utilities), and Canadian Natural Resources (Energy). The stock price of Reliance Steel, a metals distributor, rose as the company did a great job managing inventories, generating cash flow, and investing for profitable future growth in automotive and aerospace through a tough period for the industry. While rivals have been put in a difficult spot amid falling volumes and pricing, Reliance has taken steps to downsize its energy business, boost inventory turns, and improve its responsiveness to smaller, just-in-time orders from cautious customers. Shares of Exelon, an integrated utilities company, rose as the company pleased investors by articulating a three-year framework for raising the dividend, and removed an uncertainty overhang through an agreement with regulators to close its long-delayed acquisition of Maryland regulated electric utility Pepco. The stock price of Canadian Natural Resources, a Canada-based oil and natural gas producer, rose as the price of oil rose and the company issued a positive outlook on future cash flow and earnings.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

The sell-off in various sub-segments of Healthcare sector during the period, as compared to the strong performance of Utilities and Telecommunication Services sectors, led us to redirect weightings towards the former, and away from the latter two sectors. As the period developed, we saw particular equities in the Healthcare group reach increasingly attractive valuation levels in our opinion, and we increased the Fund’s relative weighting to that sector.

In aggregate, we believe the overall risk exposures of the portfolio are consistent with their historical ranges since inception, and we continue to find what we consider to be attractively priced equities. At the end of the period, the Fund was most overweight Materials,

Healthcare, and Energy, and most underweight Consumer Staples, Industrials, and Utilities relative to the Russell 3000 Value Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Diversification by Sector

as of April 30, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		5.2	%
Consumer Staples		2.2
Energy		14.6
Financials		30.8
Health Care		14.6
Industrials		8.0
Information Technology		9.3
Materials		7.1
Telecommunication Services		2.0
Utilities		5.2
Total		99.0	%
Short-Term Investments		0.4
Other Assets & Liabilities		0.6
Total		100.0	%

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

39

Domestic Equity Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2015 through April 30, 2016.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).

The Hartford Capital Appreciation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	969.40	$	5.44	$	1,000.00	$	1,019.34	$	5.57		1.11	%		182		366
Class B	$	1,000.00	$	965.20	$	9.82	$	1,000.00	$	1,014.87	$	10.07		2.01	%		182		366
Class C	$	1,000.00	$	966.10	$	8.95	$	1,000.00	$	1,015.76	$	9.17		1.83	%		182		366
Class I	$	1,000.00	$	971.10	$	3.92	$	1,000.00	$	1,020.89	$	4.02		0.80	%		182		366
Class R3	$	1,000.00	$	968.10	$	6.90	$	1,000.00	$	1,017.85	$	7.07		1.41	%		182		366
Class R4	$	1,000.00	$	969.60	$	5.44	$	1,000.00	$	1,019.34	$	5.57		1.11	%		182		366
Class R5	$	1,000.00	$	971.10	$	3.97	$	1,000.00	$	1,020.84	$	4.07		0.81	%		182		366
Class R6	$	1,000.00	$	971.40	$	3.48	$	1,000.00	$	1,021.33	$	3.57		0.71	%		182		366
Class Y	$	1,000.00	$	971.50	$	3.48	$	1,000.00	$	1,021.33	$	3.57		0.71	%		182		366

40

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

Hartford Core Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	994.70	$	3.97	$	1,000.00	$	1,020.89	$	4.02		0.80	%		182		366
Class B	$	1,000.00	$	991.00	$	7.67	$	1,000.00	$	1,017.16	$	7.77		1.55	%		182		366
Class C	$	1,000.00	$	991.50	$	7.58	$	1,000.00	$	1,017.26	$	7.67		1.53	%		182		366
Class I	$	1,000.00	$	996.40	$	2.58	$	1,000.00	$	1,022.28	$	2.61		0.52	%		182		366
Class R3	$	1,000.00	$	993.40	$	5.45	$	1,000.00	$	1,019.39	$	5.52		1.10	%		182		366
Class R4	$	1,000.00	$	995.20	$	3.97	$	1,000.00	$	1,020.89	$	4.02		0.80	%		182		366
Class R5	$	1,000.00	$	996.60	$	2.48	$	1,000.00	$	1,022.38	$	2.51		0.50	%		182		366
Class R6	$	1,000.00	$	996.60	$	2.23	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366
Class Y	$	1,000.00	$	996.50	$	2.18	$	1,000.00	$	1,022.68	$	2.21		0.44	%		182		366

The Hartford Dividend and Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,008.40	$	5.14	$	1,000.00	$	1,019.74	$	5.17		1.03	%		182		366
Class B	$	1,000.00	$	1,003.90	$	9.72	$	1,000.00	$	1,015.17	$	9.77		1.95	%		182		366
Class C	$	1,000.00	$	1,004.60	$	8.82	$	1,000.00	$	1,016.06	$	8.87		1.77	%		182		366
Class I	$	1,000.00	$	1,009.50	$	4.15	$	1,000.00	$	1,020.74	$	4.17		0.83	%		182		366
Class R3	$	1,000.00	$	1,006.70	$	6.79	$	1,000.00	$	1,018.10	$	6.82		1.36	%		182		366
Class R4	$	1,000.00	$	1,008.50	$	5.24	$	1,000.00	$	1,019.64	$	5.27		1.05	%		182		366
Class R5	$	1,000.00	$	1,010.00	$	3.75	$	1,000.00	$	1,021.13	$	3.77		0.75	%		182		366
Class R6	$	1,000.00	$	1,010.20	$	3.30	$	1,000.00	$	1,021.58	$	3.32		0.66	%		182		366
Class Y	$	1,000.00	$	1,010.50	$	3.25	$	1,000.00	$	1,021.63	$	3.27		0.65	%		182		366

41

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Equity Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,026.70	$	5.24	$	1,000.00	$	1,019.69	$	5.22		1.04	%		182		366
Class B	$	1,000.00	$	1,025.30	$	6.09	$	1,000.00	$	1,018.85	$	6.07		1.21	%		182		366
Class C	$	1,000.00	$	1,023.10	$	8.90	$	1,000.00	$	1,016.06	$	8.87		1.77	%		182		366
Class I	$	1,000.00	$	1,028.20	$	3.93	$	1,000.00	$	1,020.99	$	3.92		0.78	%		182		366
Class R3	$	1,000.00	$	1,024.90	$	6.90	$	1,000.00	$	1,018.05	$	6.87		1.37	%		182		366
Class R4	$	1,000.00	$	1,026.40	$	5.39	$	1,000.00	$	1,019.54	$	5.37		1.07	%		182		366
Class R5	$	1,000.00	$	1,027.80	$	3.88	$	1,000.00	$	1,021.03	$	3.87		0.77	%		182		366
Class R6	$	1,000.00	$	1,028.80	$	3.38	$	1,000.00	$	1,021.53	$	3.37		0.67	%		182		366
Class Y	$	1,000.00	$	1,028.80	$	3.38	$	1,000.00	$	1,021.53	$	3.37		0.67	%		182		366

The Hartford Growth Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	969.40	$	5.53	$	1,000.00	$	1,019.24	$	5.67		1.13	%		182		366
Class B	$	1,000.00	$	965.00	$	10.02	$	1,000.00	$	1,014.67	$	10.27		2.05	%		182		366
Class C	$	1,000.00	$	965.80	$	9.14	$	1,000.00	$	1,015.56	$	9.37		1.87	%		182		366
Class I	$	1,000.00	$	970.50	$	4.46	$	1,000.00	$	1,020.34	$	4.57		0.91	%		182		366
Class R3	$	1,000.00	$	967.90	$	7.14	$	1,000.00	$	1,017.60	$	7.32		1.46	%		182		366
Class R4	$	1,000.00	$	969.30	$	5.63	$	1,000.00	$	1,019.15	$	5.77		1.15	%		182		366
Class R5	$	1,000.00	$	970.70	$	4.16	$	1,000.00	$	1,020.64	$	4.27		0.85	%		182		366
Class R6	$	1,000.00	$	971.20	$	3.72	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366
Class Y	$	1,000.00	$	971.20	$	3.68	$	1,000.00	$	1,021.13	$	3.77		0.75	%		182		366

42

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Healthcare Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	937.60	$	6.31	$	1,000.00	$	1,018.35	$	6.57		1.31	%		182		366
Class B	$	1,000.00	$	933.20	$	10.57	$	1,000.00	$	1,013.92	$	11.02		2.20	%		182		366
Class C	$	1,000.00	$	934.00	$	9.86	$	1,000.00	$	1,014.67	$	10.27		2.05	%		182		366
Class I	$	1,000.00	$	938.60	$	5.01	$	1,000.00	$	1,019.69	$	5.22		1.04	%		182		366
Class R3	$	1,000.00	$	936.00	$	7.75	$	1,000.00	$	1,016.86	$	8.07		1.61	%		182		366
Class R4	$	1,000.00	$	937.40	$	6.31	$	1,000.00	$	1,018.35	$	6.57		1.31	%		182		366
Class R5	$	1,000.00	$	938.70	$	4.87	$	1,000.00	$	1,019.84	$	5.07		1.01	%		182		366
Class Y	$	1,000.00	$	939.30	$	4.39	$	1,000.00	$	1,020.34	$	4.57		0.91	%		182		366

The Hartford MidCap Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	971.30	$	5.69	$	1,000.00	$	1,019.10	$	5.82		1.16	%		182		366
Class B	$	1,000.00	$	966.90	$	10.07	$	1,000.00	$	1,014.62	$	10.32		2.06	%		182		366
Class C	$	1,000.00	$	967.90	$	9.25	$	1,000.00	$	1,015.47	$	9.47		1.89	%		182		366
Class I	$	1,000.00	$	972.60	$	4.66	$	1,000.00	$	1,020.14	$	4.77		0.95	%		182		366
Class R3	$	1,000.00	$	969.80	$	7.20	$	1,000.00	$	1,017.55	$	7.37		1.47	%		182		366
Class R4	$	1,000.00	$	971.20	$	5.73	$	1,000.00	$	1,019.05	$	5.87		1.17	%		182		366
Class R5	$	1,000.00	$	972.40	$	4.22	$	1,000.00	$	1,020.59	$	4.32		0.86	%		182		366
Class R6	$	1,000.00	$	973.30	$	3.73	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366
Class Y	$	1,000.00	$	973.30	$	3.73	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366

The Hartford MidCap Value Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	977.50	$	6.34	$	1,000.00	$	1,018.45	$	6.47		1.29	%		182		366
Class B	$	1,000.00	$	973.40	$	10.35	$	1,000.00	$	1,014.37	$	10.57		2.11	%		182		366
Class C	$	1,000.00	$	974.10	$	9.82	$	1,000.00	$	1,014.92	$	10.02		2.00	%		182		366
Class I	$	1,000.00	$	979.20	$	4.72	$	1,000.00	$	1,020.09	$	4.82		0.96	%		182		366
Class R3	$	1,000.00	$	976.20	$	7.62	$	1,000.00	$	1,017.16	$	7.77		1.55	%		182		366
Class R4	$	1,000.00	$	977.40	$	6.10	$	1,000.00	$	1,018.70	$	6.22		1.24	%		182		366
Class R5	$	1,000.00	$	978.70	$	4.62	$	1,000.00	$	1,020.19	$	4.72		0.94	%		182		366
Class Y	$	1,000.00	$	979.60	$	4.13	$	1,000.00	$	1,020.69	$	4.22		0.84	%		182		366

43

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

Hartford Small Cap Core Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	972.80	$	6.47	$	1,000.00	$	1,018.30	$	6.62		1.32	%		182		366
Class B	$	1,000.00	$	969.40	$	10.14	$	1,000.00	$	1,014.57	$	10.37		2.07	%		182		366
Class C	$	1,000.00	$	969.00	$	10.13	$	1,000.00	$	1,014.57	$	10.37		2.07	%		182		366
Class I	$	1,000.00	$	973.70	$	4.96	$	1,000.00	$	1,019.84	$	5.07		1.01	%		182		366
Class R3	$	1,000.00	$	971.40	$	7.45	$	1,000.00	$	1,017.31	$	7.62		1.52	%		182		366
Class R4	$	1,000.00	$	973.20	$	5.99	$	1,000.00	$	1,018.80	$	6.12		1.22	%		182		366
Class R5	$	1,000.00	$	974.80	$	4.52	$	1,000.00	$	1,020.29	$	4.62		0.92	%		182		366
Class Y	$	1,000.00	$	975.50	$	4.27	$	1,000.00	$	1,020.54	$	4.37		0.87	%		182		366

The Hartford Small Cap Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	951.30	$	6.11	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class B	$	1,000.00	$	947.20	$	10.07	$	1,000.00	$	1,014.52	$	10.42		2.08	%		182		366
Class C	$	1,000.00	$	948.10	$	9.40	$	1,000.00	$	1,015.22	$	9.72		1.94	%		182		366
Class I	$	1,000.00	$	952.40	$	4.81	$	1,000.00	$	1,019.94	$	4.97		0.99	%		182		366
Class R3	$	1,000.00	$	949.90	$	7.27	$	1,000.00	$	1,017.40	$	7.52		1.50	%		182		366
Class R4	$	1,000.00	$	951.60	$	5.73	$	1,000.00	$	1,019.00	$	5.92		1.18	%		182		366
Class R5	$	1,000.00	$	953.00	$	4.27	$	1,000.00	$	1,020.49	$	4.42		0.88	%		182		366
Class R6	$	1,000.00	$	953.20	$	3.79	$	1,000.00	$	1,020.99	$	3.92		0.78	%		182		366
Class Y	$	1,000.00	$	953.70	$	3.79	$	1,000.00	$	1,020.99	$	3.92		0.78	%		182		366

44

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Small Company Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	908.60	$	6.69	$	1,000.00	$	1,017.85	$	7.07		1.41	%		182		366
Class B	$	1,000.00	$	905.40	$	10.23	$	1,000.00	$	1,014.12	$	10.82		2.16	%		182		366
Class C	$	1,000.00	$	905.30	$	10.04	$	1,000.00	$	1,014.32	$	10.62		2.12	%		182		366
Class I	$	1,000.00	$	909.80	$	5.51	$	1,000.00	$	1,019.10	$	5.82		1.16	%		182		366
Class R3	$	1,000.00	$	908.00	$	7.40	$	1,000.00	$	1,017.11	$	7.82		1.56	%		182		366
Class R4	$	1,000.00	$	909.40	$	5.98	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class R5	$	1,000.00	$	910.80	$	4.56	$	1,000.00	$	1,020.09	$	4.82		0.96	%		182		366
Class R6	$	1,000.00	$	911.20	$	4.18	$	1,000.00	$	1,020.49	$	4.42		0.88	%		182		366
Class Y	$	1,000.00	$	911.20	$	4.18	$	1,000.00	$	1,020.49	$	4.42		0.88	%		182		366

The Hartford Value Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April  30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,002.20	$	6.22	$	1,000.00	$	1,018.65	$	6.27		1.25	%		182		366
Class B	$	1,000.00	$	997.80	$	10.43	$	1,000.00	$	1,014.42	$	10.52		2.10	%		182		366
Class C	$	1,000.00	$	998.50	$	9.74	$	1,000.00	$	1,015.12	$	9.82		1.96	%		182		366
Class I	$	1,000.00	$	1,003.50	$	4.63	$	1,000.00	$	1,020.24	$	4.67		0.93	%		182		366
Class R3	$	1,000.00	$	1,000.70	$	7.66	$	1,000.00	$	1,017.21	$	7.72		1.54	%		182		366
Class R4	$	1,000.00	$	1,002.20	$	6.02	$	1,000.00	$	1,018.85	$	6.07		1.21	%		182		366
Class R5	$	1,000.00	$	1,003.90	$	4.53	$	1,000.00	$	1,020.34	$	4.57		0.91	%		182		366
Class Y	$	1,000.00	$	1,004.30	$	3.99	$	1,000.00	$	1,020.89	$	4.02		0.80	%		182		366

45

The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3%
		Automobiles & Components - 1.8%
	1,039,642	Delphi Automotive plc	$	76,548,841
	220,135	Fiat Chrysler Automobiles N.V.		1,772,235
	2,710,718	Ford Motor Co.		36,757,336
	1,533,287	Goodyear Tire & Rubber Co.		44,419,324
	337,000	Magna International, Inc.		14,154,698
				173,652,434
		Banks - 5.5%
	1,388,769	Bank of America Corp.		20,220,477
	719,043	Citigroup, Inc.		33,277,310
	746,315	ICICI Bank Ltd.		2,638,724
	4,018,900	Itau Unibanco Holding S.A. ADR		38,300,117
	3,446,283	JP Morgan Chase & Co.		217,805,086
	117,334	M&T Bank Corp.		13,882,959
	7,044,200	Mizuho Financial Group, Inc.		10,558,631
	980,262	PNC Financial Services Group, Inc.		86,047,398
	8,863,900	Sberbank of Russia PJSC ADR		71,266,890
	632,999	Wells Fargo & Co.		31,637,290
				525,634,882
		Capital Goods - 5.2%
	160,960	3M Co.		26,941,485
	1,893,489	AerCap Holdings N.V.*		75,758,495
	255,724	Airbus Group SE		15,987,243
	162,954	Builders FirstSource, Inc.*		1,807,160
	92,665	Danaher Corp.		8,965,339
	488,954	Eaton Corp. plc		30,936,119
	98,021	Fastenal Co.		4,586,403
	156,561	Fortune Brands Home & Security, Inc.		8,675,045
	164,841	Generac Holdings, Inc.*		6,283,739
	806,800	HF Global, Inc.*(1)(2)(3)		11,214,520
	491,947	Honeywell International, Inc.		56,214,784
	101,006	Lockheed Martin Corp.		23,471,774
	98,609	Middleby Corp.*		10,811,491
	1,066,617	Owens Corning		49,139,045
	388,941	Raytheon Co.		49,142,695
	890,800	Sanwa Holdings Corp.		6,911,643
	45,890	Sulzer AG		4,189,081
	157,599	TransDigm Group, Inc.*		35,912,084
	444,485	United Technologies Corp.		46,390,899
	121,475	Wabco Holdings, Inc.*		13,624,636
	103,147	WESCO International, Inc.*		6,064,012
	211,562	Zumtobel Group AG		2,753,365
				495,781,057
		Commercial & Professional Services - 0.5%
	73,697	Clean Harbors, Inc.*		3,640,632
	107,420	Equifax, Inc.		12,917,255
	47,355	FTI Consulting, Inc.*		1,908,406
	4,595	Klarna Holding AB(1)(2)(3)		495,861
	31,969	Stericycle, Inc.*		3,054,958
	329,063	Waste Connections, Inc.		22,139,359
				44,156,471
		Consumer Durables & Apparel - 2.3%
	41,098,000	Global Brands Group Holding Ltd.*		4,859,063
	222,532	Harman International Industries, Inc.		17,081,556
	168,612	Kate Spade & Co.*		4,338,387
	793,173	Lennar Corp. Class A		35,938,668
	164,733	Luxottica Group S.p.A.		8,989,417
	40,683	Newell Brands, Inc.		1,852,704
	1,454,082	NIKE, Inc. Class B		85,703,593

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Consumer Durables & Apparel - 2.3% - (continued)
	2,595,001	PulteGroup, Inc.	$	47,722,068
	104,337	Ralph Lauren Corp.		9,725,252
	953,700	Samsonite International S.A.		3,067,149
				219,277,857
		Consumer Services - 2.0%
	121,232	Aramark		4,062,484
	9,030	Chipotle Mexican Grill, Inc.*		3,801,359
	452,525	Hilton Worldwide Holdings, Inc.		9,978,176
	497,407	Las Vegas Sands Corp.		22,457,926
	380,515	LifeLock, Inc.*		4,429,195
	215,304	McDonald’s Corp.		27,233,803
	110,060	Norwegian Cruise Line Holdings Ltd.*		5,380,833
	44,806	Panera Bread Co. Class A*		9,610,439
	371,113	Planet Fitness, Inc. Class A*		5,700,296
	1,186,800	Sands China Ltd.		4,228,208
	1,326,244	Wyndham Worldwide Corp.		94,097,012
				190,979,731
		Diversified Financials - 4.4%
	529,404	American Express Co.		34,638,904
	274,823	Banca Generali S.p.A.		8,177,927
	160,524	BlackRock, Inc.		57,199,517
	79,204	Intercontinental Exchange, Inc.		19,011,336
	423,500	Japan Exchange Group, Inc.		6,307,289
	4,598,294	LendingClub Corp. PIPE*		36,326,523
	42,591	MarketAxess Holdings, Inc.		5,228,471
	1,631,467	Markit, Ltd.*		56,921,884
	84,848	MSCI, Inc.		6,443,357
	2,142,843	OneMain Holdings, Inc.*		68,185,264
	402,707	Raymond James Financial, Inc.		21,009,224
	583,917	S&P Global, Inc.		62,391,531
	323,921	Santander Consumer USA Holdings, Inc.*		4,266,040
	2,873,575	Silver Run Acquisition Corp.*		29,655,294
	459,450	WisdomTree Investments, Inc.		5,003,411
				420,765,972
		Energy - 4.0%
	389,972	Anadarko Petroleum Corp.		20,574,923
	315,505	Baker Hughes, Inc.		15,257,822
	429,218	Cabot Oil & Gas Corp.		10,043,701
	398,319	Canadian Natural Resources Ltd.		11,957,536
	276,430	Chevron Corp.		28,245,617
	2,058,409	Cobalt International Energy, Inc.*		6,648,661
	150,632	Continental Resources, Inc.*		5,612,548
	171,730	Diamondback Energy, Inc.*		14,868,383
	62,405	Energen Corp.		2,651,589
	391,968	Golar LNG Ltd.		6,498,829
	433,552	Halliburton Co.		17,910,033
	127,449	Helmerich & Payne, Inc.		8,426,928
	82,900	Hess Corp.		4,942,498
	268,376	HollyFrontier Corp.		9,554,186
	854,447	Imperial Oil Ltd.		28,179,662
	802,967	Karoon Gas Australia Ltd.*		881,324
	647,016	Marathon Oil Corp.		9,116,456
	88,114	National Oilwell Varco, Inc.		3,175,629
	389,551	Occidental Petroleum Corp.		29,859,084
	1,281,670	Petroleo Brasileiro S.A. ADR*		9,881,676
	266,740	Pioneer Natural Resources Co.		44,305,514
	377,058	QEP Resources, Inc.		6,760,650
	3,698,572	Rosneft OAO GDR		20,194,203

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

46

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Energy - 4.0% - (continued)
	692,622	Southwestern Energy Co.*	$	9,301,914
	1,314,914	Suncor Energy, Inc.		38,619,024
	348,207	Total S.A.		17,598,659
	731,830	Trican Well Service Ltd.*		1,020,724
				382,087,773
		Food & Staples Retailing - 1.1%
	28,568	Ain Holdings, Inc.		1,387,776
	341,990	Costco Wholesale Corp.		50,658,979
	290,030	Seven & I Holdings Co., Ltd.		11,833,925
	1,389,490	Whole Foods Market, Inc.		40,406,369
				104,287,049
		Food, Beverage & Tobacco - 4.7%
	24,027	Anheuser-Busch InBev N.V.		2,980,642
	815,570	British American Tobacco plc		49,727,012
	686,212	Coca-Cola Co.		30,742,298
	952,949	ConAgra Foods, Inc.		42,463,407
	1,683,088	Greencore Group plc		8,881,971
	1,004,299	Molson Coors Brewing Co. Class B		96,041,113
	2,037,248	Mondelez International, Inc. Class A		87,520,174
	219,094	Monster Beverage Corp.*		31,597,737
	482,489	Nomad Foods Ltd.*		3,927,460
	308,161	PepsiCo, Inc.		31,728,257
	789,269	Post Holdings, Inc.*		56,701,085
				442,311,156
		Health Care Equipment & Services - 6.2%
	827,300	Acadia Healthcare Co., Inc.*		52,277,087
	10,900	athenahealth, Inc.*		1,452,970
	461,005	Becton Dickinson and Co.		74,341,666
	3,608,315	Boston Scientific Corp.*		79,094,265
	361,463	Cardinal Health, Inc.		28,360,387
	511,645	CareView Communications, Inc.*		122,795
	123,427	Cerner Corp.*		6,929,192
	2,188,577	Community Health Systems, Inc.*		41,758,049
	229,378	DENTSPLY SIRONA, Inc.		13,670,929
	144,982	DexCom, Inc.*		9,333,941
	66,907	Edwards Lifesciences Corp.*		7,106,193
	425,918	Envision Healthcare Holdings, Inc.*		9,638,524
	86,003	Essilor International S.A.		11,133,602
	1,578,467	HCA Holdings, Inc.*		127,256,010
	271,616	Hologic, Inc.*		9,123,581
	8,504	Intuitive Surgical, Inc.*		5,326,565
	510,895	Invuity, Inc.*		3,474,086
	160,200	McKesson Corp.		26,884,764
	69,160	MEDNAX, Inc.*		4,930,416
	418,843	Medtronic plc		33,151,424
	1,188,962	Senseonics Holdings, Inc.*		4,090,029
	30,463	Stryker Corp.		3,320,772
	254,854	UnitedHealth Group, Inc.		33,559,175
				586,336,422
		Household & Personal Products - 1.4%
	212,492	Beiersdorf AG		19,080,789
	832,552	Colgate-Palmolive Co.		59,044,588
	477,294	Coty, Inc. Class A		14,509,737
	363,492	Estee Lauder Cos., Inc. Class A		34,847,978
	61,778	Reckitt Benckiser Group plc		6,018,348
				133,501,440

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Insurance - 5.5%
	1,156,054	American International Group, Inc.	$	64,530,934
	360,589	Arthur J Gallagher & Co.		16,601,518
	4,515,000	China Life Insurance Co., Ltd. Class H		10,400,556
	1,562,237	Chubb Ltd.		184,125,253
	10,461	Fairfax Financial Holdings Ltd.		5,606,936
	12,807	Markel Corp.*		11,514,902
	597,040	Marsh & McLennan Cos., Inc.		37,703,076
	1,231,472	MetLife, Inc.		55,539,387
	488,537	Principal Financial Group, Inc.		20,850,759
	1,037,300	Prudential Financial, Inc.		80,535,972
	333,950	Tokio Marine Holdings, Inc.		10,927,669
	209,103	Torchmark Corp.		12,104,973
	330,697	Unum Group		11,313,144
				521,755,079
		Materials - 5.6%
	1,076,638	Anglo American plc		12,042,485
	97,246	Bemis Co., Inc.		4,879,804
	4,452,462	BHP Billiton plc		60,840,657
	780,428	BRAAS Monier Building Group S.A.		21,679,449
	118,719	Cabot Corp.		5,792,300
	228,780	Celanese Corp. Series A		16,174,746
	462,397	Constellium N.V. Class A*		2,695,775
	1,394,100	Dow Chemical Co.		73,343,601
	87,770	Franco-Nevada Corp.		6,162,857
	85,350	Goldcorp, Inc.		1,719,802
	451,414	Huntsman Corp.		7,105,256
	65,328	International Paper Co.		2,826,743
	26,603,829	Ivanhoe Mines Ltd. Class A*		22,051,472
	306,357	LafargeHolcim Ltd.*		15,555,421
	1,907,472	Louisiana-Pacific Corp.*		32,427,024
	1,406,298	Methanex Corp.		49,181,438
	584,000	Monsanto Co.		54,709,120
	194,290	Norbord, Inc.		3,872,793
	487,457	Platform Specialty Products Corp.*		5,020,807
	280,734	Praxair, Inc.		32,975,016
	306,499	Reliance Steel & Aluminum Co.		22,671,731
	815,086	Wacker Chemie AG		78,314,208
				532,042,505
		Media - 1.7%
	100,906	DISH Network Corp. Class A*		4,973,657
	5,494,221	Sky plc		75,523,735
	2,569,500	Twenty-First Century Fox, Inc. Class A		77,753,070
	25,200	Weinstein Co. LLC*(1)(2)(3)		—
				158,250,462
		Pharmaceuticals, Biotechnology & Life Sciences - 12.0%
	330,730	Alder Biopharmaceuticals, Inc.*		8,780,881
	295,113	Alkermes plc*		11,730,742
	557,698	Allergan plc*		120,775,079
	21,849	Alnylam Pharmaceuticals, Inc.*		1,464,757
	30,897	Biogen, Inc.*		8,496,366
	4,685,164	Bristol-Myers Squibb Co.		338,175,137
	169,459	Cepheid*		4,836,360
	108,680	Eisai Co., Ltd.		6,727,255
	82,352	Endo International plc*		2,223,504
	33,419	Five Prime Therapeutics, Inc.*		1,590,410
	1,235,048	Hikma Pharmaceuticals plc		39,818,736
	16,123	Illumina, Inc.*		2,176,444
	207,478	Incyte Corp.*		14,994,435
	554,940	Johnson & Johnson		62,197,675

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

47

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 12.0% - (continued)
	4,747,358	Merck & Co., Inc.	$	260,345,113
	32,009	Mettler-Toledo International, Inc.*		11,457,622
	741,459	Mylan N.V.*		30,926,255
	569,575	Novavax, Inc.*		2,984,573
	234,504	Ono Pharmaceutical Co., Ltd.		10,566,251
	418,509	Portola Pharmaceuticals, Inc.*		9,943,774
	267,184	Regeneron Pharmaceuticals, Inc.*		100,650,885
	178,398	TESARO, Inc.*		7,392,813
	171,600	Teva Pharmaceutical Industries Ltd. ADR		9,343,620
	3,788,778	TherapeuticsMD, Inc.*		31,257,418
	754,800	Zoetis, Inc.		35,498,244
				1,134,354,349
		Real Estate - 0.9%
	287,160	American Tower Corp. REIT		30,117,341
	33,426	AvalonBay Communities, Inc. REIT		5,909,383
	460,135	Columbia Property Trust, Inc. REIT		10,261,011
	2,655	Daito Trust Construction Co., Ltd.		375,503
	661,411	Host Hotels & Resorts, Inc. REIT		10,463,522
	25,225	Relo Holdings, Inc. REIT		3,225,383
	377,008	STORE Capital Corp. REIT		9,677,795
	277,177	Vonovia SE		9,343,121
	153,417	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)		7,700,344
				87,073,403
		Retailing - 3.7%
	159,439	Advance Auto Parts, Inc.		24,888,428
	55,131	Amazon.com, Inc.*		36,363,856
	220,491	CarMax, Inc.*		11,674,999
	239,344	Expedia, Inc.		27,708,855
	679,651	Hennes & Mauritz AB Class B*		24,202,605
	211,381	Home Depot, Inc.		28,301,802
	12,011	Honest Co.*(1)(2)(3)		540,735
	10,615	JAND, Inc. Class A*(1)(2)(3)		115,597
	125,049	L Brands, Inc.		9,790,086
	302,566	Lowe’s Cos., Inc.		23,001,067
	7,639	Priceline Group, Inc.*		10,264,219
	86,815	Restoration Hardware Holdings, Inc.*		3,756,485
	545,467	Signet Jewelers Ltd.		59,215,898
	481,892	TJX Cos., Inc.		36,537,051
	770,636	Tory Burch LLC*(1)(2)(3)		42,153,767
	250,151	TripAdvisor, Inc.*		16,157,253
				354,672,703
		Semiconductors & Semiconductor Equipment - 4.7%
	280,700	Broadcom Ltd.		40,912,025
	265,226	Cypress Semiconductor Corp.		2,394,991
	204,449	First Solar, Inc.*		11,416,432
	3,899,974	Intel Corp.		118,091,213
	78,478	Lam Research Corp.		5,995,719
	1,268,405	Mellanox Technologies Ltd.*		54,858,516
	1,200,170	NXP Semiconductors N.V.*		102,350,498
	110,410	Qorvo, Inc.*		4,971,762
	143,262	Silicon Motion Technology Corp. ADR		5,522,750
	97,673	Skyworks Solutions, Inc.		6,526,510
	1,092,245	Sumco Corp.		6,916,798
	103,755	SunEdison Semiconductor Ltd.*		596,591
	3,783,199	SunPower Corp.*		76,193,628
	125,319	Synaptics, Inc.*		8,966,574
				445,714,007

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Software & Services - 13.6%
	313,845	Accenture plc Class A	$	35,439,377
	2,107,420	Activision Blizzard, Inc.		72,642,767
	981,513	Adobe Systems, Inc.*		92,478,155
	242,827	Akamai Technologies, Inc.*		12,381,749
	1,073,117	Alibaba Group Holding Ltd. ADR*		82,565,622
	63,062	Alliance Data Systems Corp.*		12,821,135
	27,344	Alphabet, Inc. Class A*		19,356,271
	219,666	Alphabet, Inc. Class C*		152,230,735
	45,893	Apigee Corp.*		445,162
	715,133	Autodesk, Inc.*		42,779,256
	254,679	Automatic Data Processing, Inc.		22,523,811
	179,503	Blackhawk Network Holdings, Inc.*		5,767,431
	2,832,227	Cadence Design Systems, Inc.*		65,679,344
	50,709	CoStar Group, Inc.*		10,005,393
	393,438	Envestnet, Inc.*		12,346,085
	1,212,317	Facebook, Inc. Class A*		142,544,233
	520,406	Genpact Ltd.*		14,514,123
	1,603,375	Global Payments, Inc.		115,731,608
	505,573	Gogo, Inc.*		5,354,018
	256,200	IBM Corp.		37,389,828
	1,794,979	Microsoft Corp.		89,515,603
	1,577,798	Mobileye N.V.*		60,192,994
	283,404	Nintendo Co., Ltd.		38,373,171
	1,253	Pandora Media, Inc.*		12,442
	825,149	Quotient Technology, Inc.*		9,588,231
	153,566	Salesforce.com, Inc.*		11,640,303
	579,419	ServiceNow, Inc.*		41,416,870
	151,459	SS&C Technologies Holdings, Inc.		9,261,718
	157,475	VeriSign, Inc.*		13,605,840
	82,875	Visa, Inc. Class A		6,401,265
	354,584	Workday, Inc. Class A*		26,586,708
	93,957	Yandex N.V. Class A*		1,691,226
	504,258	Zillow Group, Inc. Class A*		12,616,535
	403,372	Zillow Group, Inc. Class C*		9,697,063
				1,285,596,072
		Technology Hardware & Equipment - 2.2%
	228,294	Amphenol Corp. Class A		12,745,654
	448,174	ARRIS International plc*		10,204,922
	2,089,109	Cisco Systems, Inc.		57,429,607
	1,263,773	Motorola Solutions, Inc.		95,023,092
	113,991	Parkervision, Inc.*		341,973
	1,141,862	Pure Storage, Inc. Class A*		16,614,092
	8,279	Samsung Electronics Co., Ltd.		9,022,708
	146,539	Western Digital Corp.		5,988,316
				207,370,364
		Telecommunication Services - 0.7%
	180,866	NTT DoCoMo, Inc.		4,337,886
	206,165	T-Mobile US, Inc.*		8,098,161
	627,455	Verizon Communications, Inc.		31,962,558
	9,427,772	Zegona Communications plc*(1)(2)		18,114,648
				62,513,253
		Transportation - 4.4%
	142,204	Alaska Air Group, Inc.		10,015,428
	1,705,800	American Airlines Group, Inc.		59,174,202
	219,200	Avis Budget Group, Inc.*		5,501,920
	437,100	Canadian National Railway Co.		26,915,076
	799,895	CSX Corp.		21,813,137
	540,867	FedEx Corp.		89,302,550

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

48

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Transportation - 4.4% - (continued)
	218,260	Genesee & Wyoming, Inc. Class A*	$	14,210,909
	135,996	J.B. Hunt Transport Services, Inc.		11,271,349
	103,819	Kansas City Southern		9,836,850
	68,016	Macquarie Infrastructure Corp.		4,787,646
	94,859	Scorpio Bulkers, Inc.*		365,207
	262,052	Southwest Airlines Co.		11,690,140
	2,277,127	Swift Transportation Co.*		37,845,851
	605,765	Union Pacific Corp.		52,840,881
	85,856	United Continental Holdings, Inc.*		3,933,063
	459,929	United Parcel Service, Inc. Class B		48,324,740
	353,173	XPO Logistics, Inc.*		10,644,634
				418,473,583
		Utilities - 2.2%
	1,028,325	Avangrid, Inc.		41,235,833
	365,530	Calpine Corp.*		5,768,063
	51,634,000	China Longyuan Power Group Corp. Ltd. Class H		35,722,881
	473,378	Dominion Resources, Inc.		33,832,326
	123,490	Eversource Energy		6,969,776
	458,661	Exelon Corp.		16,094,415
	253,560	NextEra Energy, Inc.		29,813,585
	375,199	OGE Energy Corp.		11,102,138
	120,186	Pattern Energy Group, Inc.		2,523,906
	330,251	PG&E Corp.		19,220,608
	579,611	RWE AG*		8,684,074
				210,967,605
		Total Common Stocks (cost $8,871,343,562)	$	9,137,555,629
CORPORATE BONDS - 0.0%
		Internet - 0.0%
$	157,087	DraftKings, Inc. 5.00%, 12/23/2016 (1)(2)(3)		157,087
		Total Corporate Bonds (cost $157,087)		157,087
PREFERRED STOCKS - 2.9%
		Capital Goods - 0.0%
	372,334	Lithium Technology Corp.*(1)(2)(3)		1,727,630
		Consumer Durables & Apparel - 0.0%
	83,332	One Kings Lane, Inc.*(1)(2)(3)		734,988
		Consumer Services - 0.1%
	10,074	Airbnb, Inc. Series E*(1)(2)(3)		1,101,189
	244,180	DraftKings, Inc.*(1)(2)(3)		495,685
	952,691	DraftKings, Inc. Series D*(1)(2)(3)		2,981,923
	1,939,742	DraftKings, Inc. Series D-1*(1)(2)(3)		7,855,955
				12,434,752
		Diversified Financials - 0.2%
	1,161,507	Social Finance, Inc.*(1)(2)(3)		16,491,855
		Health Care Equipment & Services - 0.1%
	95,683	Moderna Therapeutics, Inc. Series E*(1)(2)(3)		5,310,693

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 2.9% - (continued)
		Materials - 0.0%
	33,739	Rubicon Minerals Corp.(1)(2)(3)	$	577,241
		Real Estate - 0.7%
	245,862	Redfin Corp. Series G*(1)(2)(3)		786,758
	762,484	WeWork Companies, Inc. Class D-1*(1)(2)(3)		38,270,788
	599,094	WeWork Companies, Inc. Class D-2*(1)(2)(3)		30,069,876
				69,127,422
		Retailing - 0.2%
	44,867	Forward Ventures, Inc.*(1)(2)(3)		1,641,683
	278,194	Honest Co.*(1)(2)(3)		12,524,294
	23,702	JAND, Inc. Series D*(1)(2)(3)		258,115
				14,424,092
		Software & Services - 1.4%
	143,626	Birst, Inc. Series F*(1)(2)(3)		593,175
	25,867	Cloudera, Inc.*(1)(2)(3)		430,427
	18,389	Dropbox, Inc. Series C*(1)(2)(3)		309,855
	566,622	Essence Group Holdings Corp.*(1)(2)(3)		940,593
	52,337	ForeScout Technologies, Inc.*(1)(2)(3)		558,975
	12,426	General Assembly Space, Inc.*(1)(2)(3)		548,220
	77,707	Lookout, Inc. Series F*(1)(2)(3)		608,446
	95,031	MarkLogic Corp. Series F*(1)(2)(3)		993,074
	118,110	Nutanix, Inc.*(1)(2)(3)		1,892,122
	2,286,050	Pinterest, Inc. Series G*(1)(2)(3)		13,899,184
	47,064	Sharecare*(1)(2)(3)		10,583,894
	99,405	Trade Desk, Inc. Series C*(1)(2)(3)		518,608
	2,000,820	Uber Technologies, Inc.*(1)(2)(3)		97,584,449
	58,205	Veracode, Inc.*(1)(2)(3)		1,255,482
	306,876	Zuora, Inc. Series F*(1)(2)(3)		1,147,716
				131,864,220
		Technology Hardware & Equipment - 0.2%
	5,362,869	Rethink Robotics, Inc.*(1)(2)(3)		19,681,729
		Telecommunication Services - 0.0%
	1,923	DocuSign, Inc. Series B*(1)(2)(3)		33,402
	576	DocuSign, Inc. Series B-1*(1)(2)(3)		10,005
	1,383	DocuSign, Inc. Series D*(1)(2)(3)		24,023
	35,761	DocuSign, Inc. Series E*(1)(2)(3)		621,169
	6,398	DocuSign, Inc. Series F*(1)(2)(3)		111,133
				799,732
		Total Preferred Stocks (cost $170,500,575)	$	273,174,354
CONVERTIBLE PREFERRED STOCKS - 0.0%
		Retailing - 0.0%
	28,025	Honest Co. Series C*(1)(2)(3)	$	1,261,685
		Total Convertible Preferred Stocks (cost $758,281)	$	1,261,685
		Total Long-Term Investments (cost $9,042,759,505)	$	9,412,148,755

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

49

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	77,351,727	Fidelity Money Market Class 1	$	77,351,727
		Total Short-Term Investments (cost $77,351,727)		77,351,727

Total Investments (cost $9,120,111,232)^	100.0	%	$	9,489,500,482
Other Assets and Liabilities	0.0	%		(2,245,170	)
Total Net Assets	100.0	%	$	9,487,255,312

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

50

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	892,170,077
Unrealized Depreciation		(522,780,827	)
Net Unrealized Appreciation	$	369,389,250

* Non-income producing.

⁽¹⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost Basis
07/2015		10,074	Airbnb, Inc. Series E Preferred	$	937,833
03/2015		143,626	Birst, Inc. Series F Preferred		838,905
02/2014		25,867	Cloudera, Inc. Preferred		376,623
02/2014		1,923	DocuSign, Inc. Series B Preferred		25,253
02/2014		576	DocuSign, Inc. Series B-1 Preferred		7,564
02/2014		1,383	DocuSign, Inc. Series D Preferred		18,162
02/2014		35,761	DocuSign, Inc. Series E Preferred		469,628
04/2015		6,398	DocuSign, Inc. Series F Preferred		122,158
12/2015		157,087	DraftKings, Inc.		157,087
12/2014		244,180	DraftKings, Inc. Preferred		439,837
08/2015		952,691	DraftKings, Inc. Series D Preferred		5,131,092
08/2015		1,939,742	DraftKings, Inc. Series D-1 Preferred		14,868,916
01/2014		18,389	Dropbox, Inc. Series C Preferred		351,252
05/2014		566,622	Essence Group Holdings Corp. Preferred		895,999
11/2015		52,337	ForeScout Technologies, Inc. Preferred		621,083
11/2014		44,867	Forward Ventures, Inc. Preferred		1,396,764
07/2015		12,426	General Assembly Space, Inc. Preferred		609,134
06/2015		806,800	HF Global, Inc.		10,846,942
01/2015		12,011	Honest Co.		324,985
08/2015		278,194	Honest Co. Preferred		12,728,766
08/2014		28,025	Honest Co. Series C Convertible Preferred		758,281
04/2015		10,615	JAND, Inc. Class A		121,916
04/2015		23,702	JAND, Inc. Series D Preferred		272,225
08/2015		4,595	Klarna Holding AB		503,982
08/2014		372,334	Lithium Technology Corp. Preferred		1,814,756
07/2014		77,707	Lookout, Inc. Series F Preferred		887,655
04/2015		95,031	MarkLogic Corp. Series F Preferred		1,103,709
12/2014		95,683	Moderna Therapeutics, Inc. Series E Preferred		5,900,771
08/2014		118,110	Nutanix, Inc. Preferred		1,582,261
01/2014		83,332	One Kings Lane, Inc. Preferred		1,284,729
03/2015		2,286,050	Pinterest, Inc. Series G Preferred		16,411,763
12/2014		245,862	Redfin Corp. Series G Preferred		810,779
03/2015		5,362,869	Rethink Robotics, Inc. Preferred		13,365,342
09/2015		33,739	Rubicon Minerals Corp. Preferred		673,447
03/2015		47,064	Sharecare Preferred		11,759,882

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

51

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Period Acquired	Shares/Par		Security	Cost Basis
09/2015		1,161,507	Social Finance, Inc. Preferred	$	18,324,283
11/2013		770,636	Tory Burch LLC		60,399,726
02/2016		99,405	Trade Desk, Inc. Series C Preferred		518,608
06/2014		2,000,820	Uber Technologies, Inc. Preferred		31,038,821
08/2014		58,205	Veracode, Inc. Preferred		1,074,808
12/2014		153,417	WeWork Companies, Inc. Class A, REIT		2,554,571
12/2014		762,484	WeWork Companies, Inc. Class D-1 Preferred		12,696,243
12/2014		599,094	WeWork Companies, Inc. Class D-2 Preferred		9,975,610
03/2016		25,200	Weinstein Co. LLC		23,636,380
08/2015		9,427,772	Zegona Communications plc		21,719,497
01/2015		306,876	Zuora, Inc. Series F Preferred		1,165,914
				$	291,523,942

At April 30, 2016, the aggregate value of these securities was $354,928,598, which represents 3.7% of total net assets.

⁽²⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $354,928,598, which represents 3.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾ Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $336,813,950, which represents 3.6% of total net assets.

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		06/15/16	CIB	$	112,069,288	$	114,446,200	$	(2,376,912	)
GBP	Sell		06/15/16	WEST		6,127,053		6,296,939		(169,886	)
JPY	Buy		06/15/16	BOA		2,976,597		3,136,233		159,636
JPY	Buy		06/15/16	BMO		3,232,903		3,381,211		148,308
JPY	Sell		06/15/16	SSG		6,144,876		6,517,445		(372,569	)
Total									$	(2,611,423	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BMO	Bank of Montreal
BOA	Banc of America Securities LLC
CIB	Credit Agricole
SSG	State Street Global Markets LLC
WEST	Westpac International
Currency Abbreviations:
EUR	Euro
GBP	British Pound
JPY	Japanese Yen
Other Abbreviations:
ADR	American Depositary Receipt
GDR	Global Depositary Receipt
MSCI	Morgan Stanley Capital International
PIPE	Private Investment in Public Equity
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust

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

52

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Common Stocks
Automobiles & Components	$	173,652,434		$	171,880,199	$	1,772,235		$	—
Banks		525,634,882			441,170,637		84,464,245			—
Capital Goods		495,781,057			454,725,205		29,841,332			11,214,520
Commercial & Professional Services		44,156,471			43,660,610		—			495,861
Consumer Durables & Apparel		219,277,857			202,362,228		16,915,629			—
Consumer Services		190,979,731			186,751,523		4,228,208			—
Diversified Financials		420,765,972			406,280,756		14,485,216			—
Energy		382,087,773			363,607,790		18,479,983			—
Food & Staples Retailing		104,287,049			91,065,348		13,221,701			—
Food, Beverage & Tobacco		442,311,156			380,721,531		61,589,625			—
Health Care Equipment & Services		586,336,422			575,202,820		11,133,602			—
Household & Personal Products		133,501,440			108,402,303		25,099,137			—
Insurance		521,755,079			500,426,854		21,328,225			—
Materials		532,042,505			365,289,734		166,752,771			—
Media		158,250,462			82,726,727		75,523,735			—
Pharmaceuticals, Biotechnology & Life Sciences		1,134,354,349			1,077,242,107		57,112,242			—
Real Estate		87,073,403			66,429,052		12,944,007			7,700,344
Retailing		354,672,703			287,659,999		24,202,605			42,810,099
Semiconductors & Semiconductor Equipment		445,714,007			438,797,209		6,916,798			—
Software & Services		1,285,596,072			1,247,222,901		38,373,171			—
Technology Hardware & Equipment		207,370,364			198,347,656		9,022,708			—
Telecommunication Services		62,513,253			40,060,719		4,337,886			18,114,648
Transportation		418,473,583			418,473,583		—			—
Utilities		210,967,605			166,560,650		44,406,955			—
Corporate Bonds		157,087			—		—			157,087
Preferred Stocks		273,174,354			—		—			273,174,354
Convertible Preferred Stocks		1,261,685			—		—			1,261,685
Short-Term Investments		77,351,727			77,351,727		—			—
Foreign Currency Contracts(2)		307,944			—		307,944			—
Total	$	9,489,808,426		$	8,392,419,868	$	742,459,960		$	354,928,598
Liabilities
Foreign Currency Contracts(2)	$	(2,919,367	)	$	—	$	(2,919,367	)	$	—
Total	$	(2,919,367	)	$	—	$	(2,919,367	)	$	—

⁽¹⁾ For the six-month period ended April 30, 2016, investments valued at $2,904,801 were transferred from Level 1 to Level 2, and investments valued at $12,199,683 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

a) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).

b) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

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

53

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks			Corporate Bonds		Preferred Stocks			Convertible Preferred Stocks		Total
Beginning balance	$	57,404,361		$	—	$	250,285,838		$	1,154,055	$	308,844,254
Purchases		23,636,380			157,087		1,139,691			—		24,933,158
Sales		—			—		(26,179,936	)		—		(26,179,936	)
Accrued discounts/(premiums)		—			—		—			—		—
Total realized gain/(loss)		—			—		—			—		—
Net change in unrealized appreciation/(depreciation)		(21,197,993	)		—		47,928,761			107,630		26,838,398
Transfers into Level 3(1)		20,492,724			—		—			—		20,492,724
Transfers out of Level 3(1)		—			—		—			—		—
Ending balance	$	80,335,472		$	157,087	$	273,174,354		$	1,261,685	$	354,928,598

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $50,619,010.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

54

Hartford Core Equity Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5%
		Banks - 7.6%
	1,987,051	Bank of America Corp.	$	28,931,463
	535,859	Citigroup, Inc.		24,799,555
	756,840	EverBank Financial Corp.		11,413,147
	652,462	JP Morgan Chase & Co.		41,235,598
	359,640	PNC Financial Services Group, Inc.		31,569,199
				137,948,962
		Capital Goods - 5.5%
	346,890	AMETEK, Inc.		16,681,940
	250,360	Fortune Brands Home & Security, Inc.		13,872,448
	283,661	Honeywell International, Inc.		32,413,942
	218,781	Illinois Tool Works, Inc.		22,866,990
	86,860	Snap-on, Inc.		13,835,061
				99,670,381
		Commercial & Professional Services - 3.5%
	226,653	Equifax, Inc.		27,255,023
	344,021	Nielsen Holdings plc		17,937,255
	225,815	Verisk Analytics, Inc. Class A*		17,518,728
				62,711,006
		Consumer Durables & Apparel - 1.5%
	438,831	VF Corp.		27,668,294
		Consumer Services - 2.3%
	533,560	Aramark		17,879,596
	416,892	Starbucks Corp.		23,441,837
				41,321,433
		Diversified Financials - 1.6%
	167,913	S&P Global, Inc.		17,941,504
	379,936	Synchrony Financial*		11,614,644
				29,556,148
		Energy - 3.0%
	308,510	Baker Hughes, Inc.		14,919,544
	148,525	Concho Resources, Inc.*		17,254,149
	266,283	EOG Resources, Inc.		22,000,301
				54,173,994
		Food & Staples Retailing - 5.3%
	249,422	Costco Wholesale Corp.		36,946,881
	336,782	CVS Health Corp.		33,846,591
	709,576	Kroger Co.		25,111,894
				95,905,366
		Food, Beverage & Tobacco - 6.2%
	598,504	Altria Group, Inc.		37,532,186
	186,310	Molson Coors Brewing Co. Class B		17,816,825
	854,939	Mondelez International, Inc. Class A		36,728,180
	134,152	Monster Beverage Corp.*		19,347,401
				111,424,592
		Health Care Equipment & Services - 8.1%
	124,665	Aetna, Inc.		13,996,139
	395,405	Cerner Corp.*		22,198,037
	421,963	Envision Healthcare Holdings, Inc.*		9,549,023
	199,075	HCA Holdings, Inc.*		16,049,426
	163,055	McKesson Corp.		27,363,890
	336,027	Medtronic plc		26,596,537
	240,838	UnitedHealth Group, Inc.		31,713,548
				147,466,600

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Household & Personal Products - 3.4%
	388,698	Colgate-Palmolive Co.	$	27,566,462
	352,478	Estee Lauder Cos., Inc. Class A		33,792,066
				61,358,528
		Insurance - 3.9%
	287,788	Chubb Ltd.		33,918,694
	288,739	Marsh & McLennan Cos., Inc.		18,233,868
	579,581	XL Group plc		18,969,686
				71,122,248
		Materials - 3.8%
	431,161	Crown Holdings, Inc.*		22,834,287
	164,651	Ecolab, Inc.		18,931,572
	94,223	Sherwin-Williams Co.		27,071,210
				68,837,069
		Media - 1.8%
	548,118	Comcast Corp. Class A		33,303,650
		Pharmaceuticals, Biotechnology & Life Sciences - 6.4%
	117,715	Allergan plc*		25,492,360
	495,400	Bristol-Myers Squibb Co.		35,757,972
	304,140	Eli Lilly & Co.		22,971,694
	577,146	Merck & Co., Inc.		31,650,687
				115,872,713
		Retailing - 7.2%
	35,606	AutoZone, Inc.*		27,246,779
	306,707	Dollar Tree, Inc.*		24,447,615
	428,792	Lowe’s Cos., Inc.		32,596,768
	154,540	Signet Jewelers Ltd.		16,776,862
	386,435	TJX Cos., Inc.		29,299,502
				130,367,526
		Software & Services - 15.7%
	245,054	Accenture plc Class A		27,671,498
	165,110	Adobe Systems, Inc.*		15,556,664
	55,640	Alliance Data Systems Corp.*		11,312,168
	54,566	Alphabet, Inc. Class A*		38,626,180
	15,267	Alphabet, Inc. Class C*		10,580,184
	328,540	Automatic Data Processing, Inc.		29,056,077
	245,162	Cognizant Technology Solutions Corp. Class A*		14,310,106
	95,046	Facebook, Inc. Class A*		11,175,509
	179,227	Fiserv, Inc.*		17,514,062
	438,208	Genpact Ltd.*		12,221,621
	127,954	Intuit, Inc.		12,909,279
	232,929	Jack Henry & Associates, Inc.		18,874,237
	239,710	Mastercard, Inc. Class A		23,249,473
	822,502	Microsoft Corp.		41,018,175
				284,075,233
		Technology Hardware & Equipment - 1.8%
	351,605	Apple, Inc.		32,959,453
		Transportation - 1.1%
	117,716	FedEx Corp.		19,436,089

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

55

Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Utilities - 4.8%
	480,984	American Electric Power Co., Inc.	$	30,542,484
	287,541	NextEra Energy, Inc.		33,809,071
	306,749	Pinnacle West Capital Corp.		22,285,315
				86,636,870
		Total Common Stocks (cost $1,660,383,296)	$	1,711,816,155
		Total Long-Term Investments (cost $1,660,383,296)	$	1,711,816,155
SHORT-TERM INVESTMENTS - 3.7%
		Other Investment Pools & Funds - 3.7%
	66,784,485	Fidelity Money Market Class 1	$	66,784,485
		Total Short-Term Investments (cost $66,784,485)	$	66,784,485

Total Investments (cost $1,727,167,781)^	98.2	%	$	1,778,600,640
Other Assets and Liabilities	1.8	%		32,095,233
Total Net Assets	100.0	%	$	1,810,695,873

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

56

Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	87,658,781
Unrealized Depreciation		(36,225,922	)
Net Unrealized Appreciation	$	51,432,859

* Non-income producing.

Futures Contracts Outstanding at April 30, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future		393		06/17/2016	$	40,770,174	$	40,461,315	$	(308,859	)
Total futures contracts									$	(308,859)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations:
S&P	Standard & Poors

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

57

Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Common Stocks
Banks	$	137,948,962		$	137,948,962		$	—	$	—
Capital Goods		99,670,381			99,670,381			—		—
Commercial & Professional Services		62,711,006			62,711,006			—		—
Consumer Durables & Apparel		27,668,294			27,668,294			—		—
Consumer Services		41,321,433			41,321,433			—		—
Diversified Financials		29,556,148			29,556,148			—		—
Energy		54,173,994			54,173,994			—		—
Food & Staples Retailing		95,905,366			95,905,366			—		—
Food, Beverage & Tobacco		111,424,592			111,424,592			—		—
Health Care Equipment & Services		147,466,600			147,466,600			—		—
Household & Personal Products		61,358,528			61,358,528			—		—
Insurance		71,122,248			71,122,248			—		—
Materials		68,837,069			68,837,069			—		—
Media		33,303,650			33,303,650			—		—
Pharmaceuticals, Biotechnology & Life Sciences		115,872,713			115,872,713			—		—
Retailing		130,367,526			130,367,526			—		—
Software & Services		284,075,233			284,075,233			—		—
Technology Hardware & Equipment		32,959,453			32,959,453			—		—
Transportation		19,436,089			19,436,089			—		—
Utilities		86,636,870			86,636,870			—		—
Short-Term Investments		66,784,485			66,784,485			—		—
Total	$	1,778,600,640		$	1,778,600,640		$	—	$	—
Liabilities
Futures Contracts(2)	$	(308,859	)	$	(308,859	)	$	—	$	—
Total	$	(308,859	)	$	(308,859	)	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

58

The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3%
		Automobiles & Components - 1.3%
	7,287,990	Ford Motor Co.	$	98,825,144
		Banks - 10.7%
	7,713,105	Bank of America Corp.		112,302,809
	1,049,240	Bank of Nova Scotia		55,032,638
	3,050,510	JP Morgan Chase & Co.		192,792,232
	1,430,221	PNC Financial Services Group, Inc.		125,544,799
	747,425	US Bancorp		31,907,573
	6,035,480	Wells Fargo & Co.		301,653,291
				819,233,342
		Capital Goods - 4.9%
	711,545	Caterpillar, Inc.		55,301,277
	1,125,160	Eaton Corp. plc		71,188,873
	746,940	General Electric Co.		22,968,405
	838,632	Honeywell International, Inc.		95,830,479
	177,799	Illinois Tool Works, Inc.		18,583,552
	250,180	Lockheed Martin Corp.		58,136,828
	134,179	Raytheon Co.		16,953,517
	365,351	United Technologies Corp.		38,131,684
				377,094,615
		Commercial & Professional Services - 0.9%
	1,400,150	Nielsen Holdings plc		73,003,821
		Consumer Services - 0.8%
	2,882,459	Hilton Worldwide Holdings, Inc.		63,558,221
		Diversified Financials - 4.4%
	768,713	American Express Co.		50,296,892
	307,460	BlackRock, Inc.		109,557,222
	275,920	Goldman Sachs Group, Inc.		45,281,231
	978,040	Invesco Ltd.		30,329,020
	844,130	Northern Trust Corp.		60,000,761
	1,323,720	Synchrony Financial*		40,466,120
				335,931,246
		Energy - 9.5%
	1,001,240	Anadarko Petroleum Corp.		52,825,422
	1,744,330	Chevron Corp.		178,235,640
	732,020	EOG Resources, Inc.		60,479,492
	1,647,628	Exxon Mobil Corp.		145,650,315
	1,713,880	Hess Corp.		102,181,526
	1,588,990	Imperial Oil Ltd.		52,404,890
	857,598	Marathon Petroleum Corp.		33,514,930
	392,231	Schlumberger Ltd.		31,511,839
	1,479,004	Total S.A. ADR		75,059,453
				731,863,507
		Food & Staples Retailing - 2.8%
	308,390	Costco Wholesale Corp.		45,681,811
	1,427,490	CVS Health Corp.		143,462,745
	355,577	Walgreens Boots Alliance, Inc.		28,190,144
				217,334,700
		Food, Beverage & Tobacco - 4.1%
	2,004,410	Coca-Cola Co.		89,797,568
	1,512,210	Mondelez International, Inc. Class A		64,964,542
	734,630	PepsiCo, Inc.		75,637,505
	839,995	Philip Morris International, Inc.		82,420,309
				312,819,924
		Health Care Equipment & Services - 4.7%
	1,178,320	Baxter International, Inc.		52,105,310
	1,042,990	Cardinal Health, Inc.		81,832,996

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Health Care Equipment & Services - 4.7% - (continued)
	1,713,160	Medtronic plc	$	135,596,614
	685,926	UnitedHealth Group, Inc.		90,322,736
				359,857,656
		Household & Personal Products - 0.8%
	838,670	Colgate-Palmolive Co.		59,478,476
		Insurance - 6.9%
	1,428,333	Chubb Ltd.		168,343,327
	1,421,310	Marsh & McLennan Cos., Inc.		89,755,727
	1,131,735	MetLife, Inc.		51,041,249
	2,079,915	Principal Financial Group, Inc.		88,770,772
	1,677,130	Prudential Financial, Inc.		130,212,373
				528,123,448
		Materials - 3.0%
	99,000	Agrium, Inc.		8,525,880
	417,110	Ball Corp.		29,773,312
	836,530	BHP Billiton plc ADR		23,063,132
	943,760	Celanese Corp. Series A		66,723,832
	1,672,040	International Paper Co.		72,349,171
	226,559	Praxair, Inc.		26,611,620
				227,046,947
		Media - 3.5%
	3,502,292	Comcast Corp. Class A		212,799,262
	1,822,186	Twenty-First Century Fox, Inc. Class A		55,139,348
				267,938,610
		Pharmaceuticals, Biotechnology & Life Sciences - 11.4%
	3,774,280	AstraZeneca plc ADR		109,303,149
	2,218,280	Bristol-Myers Squibb Co.		160,115,450
	900,883	Eli Lilly & Co.		68,043,693
	1,375,557	Johnson & Johnson		154,172,429
	4,883,708	Merck & Co., Inc.		267,822,547
	3,486,733	Pfizer, Inc.		114,051,036
				873,508,304
		Real Estate - 0.3%
	207,690	American Tower Corp. REIT		21,782,527
		Retailing - 1.1%
	284,090	Expedia, Inc.		32,889,099
	705,940	Lowe’s Cos., Inc.		53,665,559
				86,554,658
		Semiconductors & Semiconductor Equipment - 2.5%
	5,155,760	Intel Corp.		156,116,413
	568,790	Texas Instruments, Inc.		32,443,781
				188,560,194
		Software & Services - 6.7%
	962,825	Accenture plc Class A		108,722,199
	238,957	Alphabet, Inc. Class A*		169,152,881
	4,739,572	Microsoft Corp.		236,362,456
				514,237,536
		Technology Hardware & Equipment - 4.0%
	969,515	Apple, Inc.		90,882,336
	679,210	Avnet, Inc.		27,929,115
	3,852,965	Cisco Systems, Inc.		105,918,008
	703,820	Motorola Solutions, Inc.		52,920,226
	782,890	Western Digital Corp.		31,992,800
				309,642,485

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

59

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Telecommunication Services - 2.7%
	4,147,830	Verizon Communications, Inc.	$	211,290,460
		Transportation - 4.6%
	426,076	Canadian National Railway Co.		26,229,238
	3,022,251	CSX Corp.		82,416,785
	1,309,060	Delta Air Lines, Inc.		54,548,530
	342,070	FedEx Corp.		56,479,178
	1,259,113	United Parcel Service, Inc. Class B		132,295,003
				351,968,734
		Utilities - 4.7%
	1,238,615	Dominion Resources, Inc.		88,523,814
	1,194,750	Edison International		84,480,772
	1,862,175	Exelon Corp.		65,343,721
	1,050,105	NextEra Energy, Inc.		123,471,346
				361,819,653
		Total Common Stocks (cost $5,696,326,144)	$	7,391,474,208
		Total Long-Term Investments (cost $5,696,326,144)	$	7,391,474,208
SHORT-TERM INVESTMENTS - 3.5%
		Other Investment Pools & Funds - 3.5%
	268,194,600	BlackRock Liquidity Funds TempFund Portfolio	$	268,194,600
		Total Short-Term Investments (cost $268,194,600)	$	268,194,600

Total Investments (cost $5,964,520,744)^	99.8	%	$	7,659,668,808
Other Assets and Liabilities	0.2	%		15,790,636
Total Net Assets	100.0	%	$	7,675,459,444

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

60

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	1,818,273,561
Unrealized Depreciation		(123,125,497	)
Net Unrealized Appreciation	$	1,695,148,064

* Non-income producing.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

61

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	98,825,144	$	98,825,144	$	—	$	—
Banks		819,233,342		819,233,342		—		—
Capital Goods		377,094,615		377,094,615		—		—
Commercial & Professional Services		73,003,821		73,003,821		—		—
Consumer Services		63,558,221		63,558,221		—		—
Diversified Financials		335,931,246		335,931,246		—		—
Energy		731,863,507		731,863,507		—		—
Food & Staples Retailing		217,334,700		217,334,700		—		—
Food, Beverage & Tobacco		312,819,924		312,819,924		—		—
Health Care Equipment & Services		359,857,656		359,857,656		—		—
Household & Personal Products		59,478,476		59,478,476		—		—
Insurance		528,123,448		528,123,448		—		—
Materials		227,046,947		227,046,947		—		—
Media		267,938,610		267,938,610		—		—
Pharmaceuticals, Biotechnology & Life Sciences		873,508,304		873,508,304		—		—
Real Estate		21,782,527		21,782,527		—		—
Retailing		86,554,658		86,554,658		—		—
Semiconductors & Semiconductor Equipment		188,560,194		188,560,194		—		—
Software & Services		514,237,536		514,237,536		—		—
Technology Hardware & Equipment		309,642,485		309,642,485		—		—
Telecommunication Services		211,290,460		211,290,460		—		—
Transportation		351,968,734		351,968,734		—		—
Utilities		361,819,653		361,819,653		—		—
Short-Term Investments		268,194,600		268,194,600		—		—
Total	$	7,659,668,808	$	7,659,668,808	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

62

The Hartford Equity Income Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.5%
		Banks - 12.6%
	974,130	BB&T Corp.	$	34,464,719
	1,808,320	JP Morgan Chase & Co.		114,285,824
	487,805	M&T Bank Corp.		57,717,088
	953,495	PNC Financial Services Group, Inc.		83,697,791
	931,040	US Bancorp		39,746,098
	2,465,450	Wells Fargo & Co.		123,223,191
				453,134,711
		Capital Goods - 10.8%
	302,445	3M Co.		50,623,244
	317,490	Caterpillar, Inc.		24,675,323
	1,110,585	Eaton Corp. plc		70,266,713
	2,932,120	General Electric Co.		90,162,690
	401,850	Honeywell International, Inc.		45,919,399
	365,300	Raytheon Co.		46,155,655
	591,530	United Technologies Corp.		61,737,986
				389,541,010
		Commercial & Professional Services - 0.7%
	406,410	Waste Management, Inc.		23,892,844
		Consumer Durables & Apparel - 0.0%
	23,700	VF Corp.		1,494,285
		Consumer Services - 1.1%
	324,100	McDonald’s Corp.		40,995,409
		Diversified Financials - 2.8%
	117,020	Ameriprise Financial, Inc.		11,222,218
	188,835	BlackRock, Inc.		67,287,576
	789,620	Invesco Ltd.		24,486,116
				102,995,910
		Energy - 13.5%
	1,510,800	Canadian Natural Resources Ltd.		45,354,216
	957,250	Chevron Corp.		97,811,805
	864,520	Enbridge, Inc.		35,912,161
	1,014,880	Exxon Mobil Corp.		89,715,392
	770,955	Occidental Petroleum Corp.		59,093,701
	499,080	Phillips 66		40,979,459
	2,695,290	Suncor Energy, Inc.		79,160,667
	957,620	TransCanada Corp.		39,319,031
				487,346,432
		Food & Staples Retailing - 0.6%
	320,200	Wal-Mart Stores, Inc.		21,411,774
		Food, Beverage & Tobacco - 6.1%
	900,687	British American Tobacco plc		54,916,773
	257,040	Diageo plc ADR		27,845,143
	815,405	Kraft Heinz Co.		63,658,668
	443,300	PepsiCo, Inc.		45,642,168
	297,455	Philip Morris International, Inc.		29,186,285
				221,249,037
		Household & Personal Products - 0.6%
	251,465	Procter & Gamble Co.		20,147,376
		Insurance - 7.2%
	648,900	Chubb Ltd.		76,479,354
	1,566,950	Marsh & McLennan Cos., Inc.		98,952,893
	1,049,420	MetLife, Inc.		47,328,842
	844,400	Principal Financial Group, Inc.		36,038,992
				258,800,081

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.5% - (continued)
		Materials - 2.0%
	666,870	Dow Chemical Co.	$	35,084,031
	310,595	Nucor Corp.		15,461,419
	314,930	Packaging Corp. of America		20,432,658
				70,978,108
		Media - 0.9%
	795,915	Thomson Reuters Corp.		32,735,984
		Pharmaceuticals, Biotechnology & Life Sciences - 13.2%
	151,700	Amgen, Inc.		24,014,110
	1,061,840	AstraZeneca plc ADR		30,750,886
	544,110	Bristol-Myers Squibb Co.		39,273,860
	1,050,850	Johnson & Johnson		117,779,268
	1,890,215	Merck & Co., Inc.		103,659,391
	425,909	Novartis AG		32,412,615
	2,765,446	Pfizer, Inc.		90,457,739
	151,008	Roche Holding AG		38,206,409
				476,554,278
		Retailing - 2.6%
	693,820	Home Depot, Inc.		92,895,560
		Semiconductors & Semiconductor Equipment - 4.3%
	554,700	Analog Devices, Inc.		31,240,704
	2,420,140	Intel Corp.		73,281,839
	867,736	Maxim Integrated Products, Inc.		30,995,530
	348,730	Texas Instruments, Inc.		19,891,559
				155,409,632
		Software & Services - 3.5%
	2,515,175	Microsoft Corp.		125,431,777
		Technology Hardware & Equipment - 2.6%
	3,434,850	Cisco Systems, Inc.		94,424,027
		Telecommunication Services - 3.3%
	1,079,340	BCE, Inc.		50,616,375
	1,346,374	Verizon Communications, Inc.		68,584,291
				119,200,666
		Transportation - 1.6%
	475,860	Union Pacific Corp.		41,509,268
	170,160	United Parcel Service, Inc. Class B		17,878,711
				59,387,979
		Utilities - 8.5%
	729,910	Dominion Resources, Inc.		52,166,668
	281,430	Duke Energy Corp.		22,171,055
	749,740	Eversource Energy		42,315,325
	2,129,751	National Grid plc		30,388,585
	329,240	NextEra Energy, Inc.		38,712,039
	306,400	Sempra Energy		31,666,440
	1,004,090	UGI Corp.		40,404,582
	1,236,640	Xcel Energy, Inc.		49,502,699
				307,327,393
		Total Common Stocks (cost $2,936,795,849)	$	3,555,354,273
		Total Long-Term Investments (cost $2,936,795,849)	$	3,555,354,273

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

63

The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	28,766,640	Federated Prime Obligations Fund	$	28,766,640
		Total Short-Term Investments (cost $28,766,640)	$	28,766,640

Total Investments (cost $2,965,562,489)^	99.3	%	$	3,584,120,913
Other Assets and Liabilities	0.7	%		23,593,729
Total Net Assets	100.0	%	$	3,607,714,642

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

64

The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	667,308,902
Unrealized Depreciation		(48,750,478	)
Net Unrealized Appreciation	$	618,558,424

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt

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

65

The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Banks	$	453,134,711	$	453,134,711	$	—	$	—
Capital Goods		389,541,010		389,541,010		—		—
Commercial & Professional Services		23,892,844		23,892,844		—		—
Consumer Durables & Apparel		1,494,285		1,494,285		—		—
Consumer Services		40,995,409		40,995,409		—		—
Diversified Financials		102,995,910		102,995,910		—		—
Energy		487,346,432		487,346,432		—		—
Food & Staples Retailing		21,411,774		21,411,774		—		—
Food, Beverage & Tobacco		221,249,037		166,332,264		54,916,773		—
Household & Personal Products		20,147,376		20,147,376		—		—
Insurance		258,800,081		258,800,081		—		—
Materials		70,978,108		70,978,108		—		—
Media		32,735,984		32,735,984		—		—
Pharmaceuticals, Biotechnology & Life Sciences		476,554,278		405,935,254		70,619,024		—
Retailing		92,895,560		92,895,560		—		—
Semiconductors & Semiconductor Equipment		155,409,632		155,409,632		—		—
Software & Services		125,431,777		125,431,777		—		—
Technology Hardware & Equipment		94,424,027		94,424,027		—		—
Telecommunication Services		119,200,666		119,200,666		—		—
Transportation		59,387,979		59,387,979		—		—
Utilities		307,327,393		276,938,808		30,388,585		—
Short-Term Investments		28,766,640		28,766,640		—		—
Total	$	3,584,120,913	$	3,428,196,531	$	155,924,382	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

66

The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 92.0%
		Banks - 1.8%
	2,801,048	Bank of America Corp.	$	40,783,259
	652,057	JP Morgan Chase & Co.		41,210,002
				81,993,261
		Capital Goods - 6.6%
	1,216,512	AerCap Holdings N.V.*		48,672,645
	604,669	Danaher Corp.		58,501,726
	1,100,653	Fastenal Co.		51,499,554
	915,309	Fortune Brands Home & Security, Inc.		50,717,272
	812,177	Middleby Corp.*		89,047,086
				298,438,283
		Commercial & Professional Services - 0.8%
	63,425	Klarna Holding AB(1)(2)(3)		6,844,398
	334,189	Stericycle, Inc.*		31,935,101
				38,779,499
		Consumer Durables & Apparel - 2.6%
	694,429	Harman International Industries, Inc.		53,304,370
	19,516,860	Samsonite International S.A.		62,767,235
				116,071,605
		Consumer Services - 3.6%
	1,959,171	Diamond Resorts International, Inc.*		41,554,017
	345,580	Panera Bread Co. Class A*		74,123,454
	689,882	Wyndham Worldwide Corp.		48,947,128
				164,624,599
		Diversified Financials - 2.5%
	1,928,514	Double Eagle Acquisition Corp.*		19,198,357
	1,053,541	Invesco Ltd.		32,670,307
	565,712	S&P Global, Inc.		60,446,327
				112,314,991
		Energy - 3.1%
	285,109	Concho Resources, Inc.*		33,121,113
	367,653	Diamondback Energy, Inc.*		31,831,397
	1,105,553	Newfield Exploration Co.*		40,076,296
	226,152	Pioneer Natural Resources Co.		37,563,847
				142,592,653
		Food, Beverage & Tobacco - 2.7%
	234,991	Molson Coors Brewing Co. Class B		22,472,190
	523,437	Monster Beverage Corp.*		75,490,084
	2,885,894	Nomad Foods Ltd.*		23,491,177
				121,453,451
		Health Care Equipment & Services - 8.4%
	469,452	athenahealth, Inc.*		62,577,952
	273,343	Becton Dickinson and Co.		44,079,292
	715,861	Cerner Corp.*		40,188,437
	1,039,048	DexCom, Inc.*		66,893,910
	1,989,458	Hologic, Inc.*		66,825,894
	67,394	Intuitive Surgical, Inc.*		42,212,906
	455,384	UnitedHealth Group, Inc.		59,964,965
				382,743,356
		Insurance - 1.0%
	852,488	American International Group, Inc.		47,585,880
		Materials - 1.2%
	5,119,503	Platform Specialty Products Corp.*		52,730,881

Shares or Principal Amount			Market Value†
COMMON STOCKS - 92.0% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 10.7%
	168,597	Allergan plc*	$	36,511,366
	2,543,543	Bristol-Myers Squibb Co.		183,592,934
	635,444	Eisai Co., Ltd.		39,333,768
	233,769	Incyte Corp.*		16,894,486
	813,828	Merck & Co., Inc.		44,630,328
	1,205,401	Mylan N.V.*		50,277,276
	1,024,300	Ono Pharmaceutical Co., Ltd.		46,152,777
	182,292	Regeneron Pharmaceuticals, Inc.*		68,671,219
				486,064,154
		Real Estate - 2.7%
	619,746	American Tower Corp. REIT		64,998,960
	162,362	Equinix, Inc. REIT		53,636,287
	81,341	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)		4,082,688
				122,717,935
		Retailing - 12.1%
	186,726	Advance Auto Parts, Inc.		29,147,929
	305,925	Amazon.com, Inc.*		201,785,071
	497,380	Expedia, Inc.		57,581,682
	116,585	Honest Co.*(1)(2)(3)		5,248,657
	123,196	JAND, Inc. Class A*(1)(2)(3)		1,341,604
	762,798	Lowe’s Cos., Inc.		57,987,904
	535,034	Netflix, Inc.*		48,169,111
	93,765	Priceline Group, Inc.*		125,988,280
	418,006	Tory Burch LLC*(1)(2)(3)		22,864,919
				550,115,157
		Software & Services - 29.0%
	667,031	Akamai Technologies, Inc.*		34,011,911
	880,738	Alibaba Group Holding Ltd. ADR*		67,763,982
	127,714	Alphabet, Inc. Class A*		90,406,186
	221,987	Alphabet, Inc. Class C*		153,839,211
	357,125	CoStar Group, Inc.*		70,464,334
	1,548,578	Facebook, Inc. Class A*		182,081,801
	183,653	FleetCor Technologies, Inc.*		28,407,446
	856,146	Global Payments, Inc.		61,796,618
	1,485,983	GoDaddy, Inc. Class A*		45,129,304
	2,043,079	Mobileye N.V.*		77,943,464
	613,808	Salesforce.com, Inc.*		46,526,646
	1,336,857	ServiceNow, Inc.*		95,558,538
	1,309,471	Splunk, Inc.*		68,066,303
	1,204,957	SS&C Technologies Holdings, Inc.		73,683,121
	2,880,900	Tencent Holdings Ltd.		58,621,451
	1,564,973	Workday, Inc. Class A*		117,341,675
	426,308	Zillow Group, Inc. Class A*		10,666,226
	1,515,775	Zillow Group, Inc. Class C*		36,439,231
				1,318,747,448
		Technology Hardware & Equipment - 1.0%
	513,709	Arista Networks, Inc.*		34,223,293
	728,898	Pure Storage, Inc. Class A*		10,605,466
				44,828,759
		Transportation - 2.2%
	339,337	FedEx Corp.		56,027,932
	456,971	Kansas City Southern		43,298,002
				99,325,934
		Total Common Stocks (cost $3,884,126,359)	$	4,181,127,846

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

67

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
CORPORATE BONDS - 0.1%
		Internet - 0.1%
$	2,665,674	DraftKings, Inc. 5.00%, 12/23/2016(1)(2)(3)	$	2,665,674
		Total Corporate Bonds (cost $2,665,674)	$	2,665,674
PREFERRED STOCKS - 7.3%
		Capital Goods - 0.4%
	4,106,956	Lithium Technology Corp.*(1)(2)(3)	$	19,056,276
		Consumer Durables & Apparel - 0.2%
	923,832	One Kings Lane, Inc.*(1)(2)(3)		8,148,198
		Consumer Services - 0.1%
	2,428,921	DraftKings, Inc.*(1)(2)(3)		4,930,710
		Materials - 0.2%
	470,535	Rubicon Minerals Corp.(1)(2)(3)		8,050,383
		Real Estate - 1.0%
	2,437,006	Redfin Corp. Series G*(1)(2)(3)		7,798,419
	404,267	WeWork Companies, Inc. Class D-1*(1)(2)(3)		20,291,071
	317,638	WeWork Companies, Inc. Class D-2*(1)(2)(3)		15,942,966
				44,032,456
		Retailing - 0.4%
	443,446	Forward Ventures, Inc.*(1)(2)(3)		16,225,689
	275,096	JAND, Inc. Series D*(1)(2)(3)		2,995,796
				19,221,485
		Software & Services - 4.8%
	1,526,069	Birst, Inc. Series F*(1)(2)(3)		6,302,665
	387,642	Cloudera, Inc.*(1)(2)(3)		6,450,363
	5,668,755	Essence Group Holdings Corp.*(1)(2)(3)		9,410,133
	879,475	ForeScout Technologies, Inc.*(1)(2)(3)		9,393,057
	169,309	General Assembly Space, Inc.*(1)(2)(3)		7,469,712
	743,470	Lookout, Inc. Series F*(1)(2)(3)		5,821,370
	1,078,374	MarkLogic Corp. Series F*(1)(2)(3)		11,269,008
	610,175	Nutanix, Inc.*(1)(2)(3)		9,775,004
	1,410,890	Pinterest, Inc. Series G*(1)(2)(3)		8,578,211
	1,757,989	Trade Desk, Inc. Series C*(1)(2)(3)		9,171,648
	2,311,920	Uber Technologies, Inc.*(1)(2)(3)		112,757,489
	566,228	Veracode, Inc.*(1)(2)(3)		12,213,538
	3,194,823	Zuora, Inc. Series F*(1)(2)(3)		11,948,638
				220,560,836
		Telecommunication Services - 0.2%
	19,187	DocuSign, Inc. Series B*(1)(2)(3)		333,278
	5,747	DocuSign, Inc. Series B-1*(1)(2)(3)		99,825
	13,788	DocuSign, Inc. Series D*(1)(2)(3)		239,498
	356,583	DocuSign, Inc. Series E*(1)(2)(3)		6,193,847
	74,347	DocuSign, Inc. Series F*(1)(2)(3)		1,291,407
				8,157,855
		Total Preferred Stocks (cost $240,868,743)	$	332,158,199

Shares or Principal Amount			Market Value†
CONVERTIBLE PREFERRED STOCKS - 0.2%
		Retailing - 0.2%
	272,032	Honest Co. Series C*(1)(2)(3)	$	12,246,881
		Total Convertible Preferred Stocks (cost $7,360,452)	$	12,246,881
		Total Long-Term Investments (cost $4,135,021,228)		4,528,198,600
SHORT-TERM INVESTMENTS - 0.1%
		Other Investment Pools & Funds - 0.1%
	2,926,796	Federated Prime Obligations Fund	$	2,926,796
		Total Short-Term Investments (cost $2,926,796)	$	2,926,796

Total Investments (cost $4,137,948,024)^	99.7	%	$	4,531,125,396
Other Assets and Liabilities	0.3	%		14,487,647
Total Net Assets	100.0	%	$	4,545,613,043

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

68

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	566,708,521
Unrealized Depreciation		(173,531,149	)
Net Unrealized Appreciation	$	393,177,372

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $387,453,020, which represents 8.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost Basis
03/2015		1,526,069	Birst, Inc. Series F Preferred	$	8,913,616
02/2014		387,642	Cloudera, Inc. Preferred		5,644,068
02/2014		19,187	DocuSign, Inc. Series B Preferred		251,971
02/2014		5,747	DocuSign, Inc. Series B-1 Preferred		75,472
02/2014		13,788	DocuSign, Inc. Series D Preferred		181,069
02/2014		356,583	DocuSign, Inc. Series E Preferred		4,682,791
04/2015		74,347	DocuSign, Inc. Series F Preferred		1,419,515
12/2015		2,665,674	DraftKings, Inc.		2,665,674
02/2014		2,428,921	DraftKings, Inc. Preferred		4,375,172
05/2014		5,668,755	Essence Group Holdings Corp. Preferred		8,964,002
11/2015		879,475	ForeScout Technologies, Inc. Preferred		10,436,730
11/2014		443,446	Forward Ventures, Inc. Preferred		13,805,011
07/2015		169,309	General Assembly Space, Inc. Preferred		8,299,680
08/2014		116,585	Honest Co.		3,154,475
08/2014		272,032	Honest Co. Series C Convertible Preferred		7,360,452
04/2015		123,196	JAND, Inc. Class A		1,414,943
04/2015		275,096	JAND, Inc. Series D Preferred		3,159,560
08/2015		63,425	Klarna Holding AB		6,956,488
08/2015		4,106,956	Lithium Technology Corp. Preferred		20,017,303
03/2016		743,470	Lookout, Inc. Series F Preferred		8,492,732
04/2015		1,078,374	MarkLogic Corp. Series F Preferred		12,524,451
08/2014		610,175	Nutanix, Inc. Preferred		8,174,209
01/2014		923,832	One Kings Lane, Inc. Preferred		14,242,718
03/2015		1,410,890	Pinterest, Inc. Series G Preferred		10,128,909
12/2014		2,437,006	Redfin Corp. Series G Preferred		8,036,515
09/2015		470,535	Rubicon Minerals Corp. Preferred		9,392,114
11/2013		418,006	Tory Burch LLC		32,761,838
02/2016		1,757,989	Trade Desk, Inc. Series C Preferred		9,171,648
06/2014		2,311,920	Uber Technologies, Inc. Preferred		35,864,931
08/2014		566,228	Veracode, Inc. Preferred		10,455,910
12/2014		81,341	WeWork Companies, Inc. Class A, REIT		1,354,422
12/2014		404,267	WeWork Companies, Inc. Class D-1 Preferred		6,731,514
12/2014		317,638	WeWork Companies, Inc. Class D-2 Preferred		5,289,041
01/2015		3,194,823	Zuora, Inc. Series F Preferred		12,138,091
				$	296,537,035

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

69

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

At April 30, 2016, the aggregate value of these securities was $387,453,020, which represents 8.5% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $387,453,020, which represents 8.5% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

70

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Banks	$	81,993,261	$	81,993,261	$	—	$	—
Capital Goods		298,438,283		298,438,283		—		—
Commercial & Professional Services		38,779,499		31,935,101		—		6,844,398
Consumer Durables & Apparel		116,071,605		53,304,370		62,767,235		—
Consumer Services		164,624,599		164,624,599		—		—
Diversified Financials		112,314,991		112,314,991		—		—
Energy		142,592,653		142,592,653		—		—
Food, Beverage & Tobacco		121,453,451		121,453,451		—		—
Health Care Equipment & Services		382,743,356		382,743,356		—		—
Insurance		47,585,880		47,585,880		—		—
Materials		52,730,881		52,730,881		—		—
Pharmaceuticals, Biotechnology & Life Sciences		486,064,154		400,577,609		85,486,545		—
Real Estate		122,717,935		118,635,247		—		4,082,688
Retailing		550,115,157		520,659,977		—		29,455,180
Software & Services		1,318,747,448		1,260,125,997		58,621,451		—
Technology Hardware & Equipment		44,828,759		44,828,759		—		—
Transportation		99,325,934		99,325,934		—		—
Corporate Bonds		2,665,674		—		—		2,665,674
Preferred Stocks		332,158,199		—		—		332,158,199
Convertible Preferred Stocks		12,246,881		—		—		12,246,881
Short-Term Investments		2,926,796		2,926,796		—		—
Total	$	4,531,125,396	$	3,936,797,145	$	206,875,231	$	387,453,020

⁽¹⁾  For the six-month period ended April 30, 2016, investments valued at $46,614,682 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

a) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).

b) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks		Convertible Preferred Stocks		Preferred Stocks			Corporate Bonds		Total
Beginning balance	$	37,713,485	$	11,202,142	$	313,107,396		$	—	$	362,023,023
Purchases		—		—		46,064,339			2,665,674		48,730,013
Sales		—		—		(36,754,727	)		—		(36,754,727	)
Accrued discounts/(premiums)		—		—		—			—		—
Total realized gain/(loss)		—		—		—			—		—
Net change in unrealized appreciation/depreciation		2,668,781		1,044,739		9,741,191			—		13,454,711
Transfers into Level 3(1)		—		—		—			—		—
Transfers out of Level 3(1)		—		—		—			—		—
Ending balance	$	40,382,266	$	12,246,881	$	332,158,199		$	2,665,674	$	387,453,020

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $13,694,643.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

71

The Hartford Healthcare Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.7%
		Biotechnology - 20.5%
	132,167	Alder Biopharmaceuticals, Inc.*	$	3,509,033
	628,591	Alkermes plc*		24,986,492
	183,400	Alnylam Pharmaceuticals, Inc.*		12,295,136
	189,160	Amgen, Inc.		29,944,028
	139,441	Anacor Pharmaceuticals, Inc.*		8,748,528
	1,971,883	Arena Pharmaceuticals, Inc.*		3,391,639
	212,510	Bluebird Bio, Inc.*		9,424,819
	504,840	Celgene Corp.*		52,205,505
	358,970	Cepheid*		10,245,004
	1,075,470	Cytokinetics, Inc.*		8,754,326
	363,565	Dicerna Pharmaceuticals, Inc.*		1,679,670
	218,331	Galapagos N.V.*		9,926,151
	455,568	GlycoMimetics, Inc.*		2,870,079
	437,968	Incyte Corp.*		31,651,947
	156,015	Innate Pharma S.A.*		2,257,457
	437,023	Ironwood Pharmaceuticals, Inc.*		4,566,890
	412,310	Loxo Oncology, Inc.*		9,503,746
	462,020	Portola Pharmaceuticals, Inc.*		10,977,595
	183,600	PTC Therapeutics, Inc.*		1,362,312
	99,392	Regeneron Pharmaceuticals, Inc.*		37,441,960
	853,990	Rigel Pharmaceuticals, Inc.*		2,416,792
	367,770	Syndax Pharmaceuticals, Inc.*		5,034,771
	198,490	T2 Biosystems, Inc.*		1,820,153
	222,533	TESARO, Inc.*		9,221,768
	879,022	Trevena, Inc.*		6,847,581
	232,650	Ultragenyx Pharmaceutical, Inc.*		15,731,793
				316,815,175
		Drug Retail - 1.0%
	94,450	CVS Health Corp.		9,492,225
	80,333	Walgreens Boots Alliance, Inc.		6,368,800
				15,861,025
		Health Care Distributors - 3.8%
	310,010	Cardinal Health, Inc.		24,323,384
	205,590	McKesson Corp.		34,502,114
				58,825,498
		Health Care Equipment - 23.1%
	855,000	Abbott Laboratories		33,259,500
	551,260	AtriCure, Inc.*		8,765,034
	641,253	Baxter International, Inc.		28,356,208
	186,751	Becton Dickinson and Co.		30,115,466
	2,163,930	Boston Scientific Corp.*		47,433,346
	560,430	ConforMIS, Inc.*		6,943,728
	249,220	EndoChoice Holdings, Inc.*		1,375,694
	870,075	Globus Medical, Inc. Class A*		21,786,678
	95,235	HeartWare International, Inc.*		3,177,040
	125,560	Invuity, Inc.*		853,808
	782,470	K2M Group Holdings, Inc.*		12,722,962
	993,828	Medtronic plc		78,661,486
	424,752	St. Jude Medical, Inc.		32,366,102
	258,970	Stryker Corp.		28,230,320
	91,642	Teleflex, Inc.		14,275,991
	62,613	Zimmer Biomet Holdings, Inc.		7,248,707
				355,572,070
		Health Care Facilities - 4.0%
	127,610	Acadia Healthcare Co., Inc.*		8,063,676
	203,570	Community Health Systems, Inc.*		3,884,116

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.7% - (continued)
		Health Care Facilities - 4.0% - (continued)
	1,335,577	Georgia Healthcare Group plc*(1)	$	3,785,870
	349,830	HCA Holdings, Inc.*		28,203,294
	72,100	LifePoint Health, Inc.*		4,871,076
	793,655	Siloam International Hospitals Tbk PT		508,522
	94,470	Universal Health Services, Inc. Class B		12,628,750
				61,945,304
		Health Care Services - 2.2%
	552,977	Envision Healthcare Holdings, Inc.*		12,513,870
	406,200	Team Health Holdings, Inc.*		16,991,346
	386,187	Teladoc, Inc.*		4,692,172
				34,197,388
		Health Care Supplies - 0.9%
	104,936	DENTSPLY SIRONA, Inc.		6,254,186
	621,560	Endologix, Inc.*		6,967,687
				13,221,873
		Health Care Technology - 2.4%
	451,154	Allscripts Healthcare Solutions, Inc.*		6,045,464
	80,320	athenahealth, Inc.*		10,706,656
	370,823	Cerner Corp.*		20,818,003
				37,570,123
		Internet Software & Services - 0.2%
	588,930	Everyday Health, Inc.*		3,415,794
		Life Sciences Tools & Services - 4.3%
	323,820	Agilent Technologies, Inc.		13,250,714
	102,610	Illumina, Inc.*		13,851,324
	135,500	PRA Health Sciences, Inc.*		6,429,475
	231,270	Thermo Fisher Scientific, Inc.		33,360,698
				66,892,211
		Managed Health Care - 9.3%
	326,340	Aetna, Inc.		36,638,192
	1,346,900	Qualicorp S.A.		5,835,229
	662,520	UnitedHealth Group, Inc.		87,240,633
	156,990	WellCare Health Plans, Inc.*		14,127,530
				143,841,584
		Pharmaceuticals - 26.7%
	347,268	Allergan plc*		75,204,358
	1,309,240	AstraZeneca plc ADR		37,915,591
	1,334,890	Bristol-Myers Squibb Co.		96,352,360
	310,500	Daiichi Sankyo Co., Ltd.		7,317,672
	188,000	Eisai Co., Ltd.		11,637,136
	350,180	Eli Lilly & Co.		26,449,095
	260,970	Intersect ENT, Inc.*		5,232,449
	84,880	Johnson & Johnson		9,513,350
	413,257	Medicines Co.*		14,707,817
	593,625	MediWound Ltd.*		4,915,215
	385,030	Merck & Co., Inc.		21,115,045
	695,120	Mylan N.V.*		28,993,455
	729,141	Nabriva Therapeutics AG ADR*		6,197,699
	269,100	Ono Pharmaceutical Co., Ltd.		12,125,073
	131,828	Revance Therapeutics, Inc.*		2,422,999
	713,400	Shionogi & Co., Ltd.		36,413,473
	166,097	UCB S.A.		12,458,796
	595,921	XenoPort, Inc.*		2,622,052
				411,593,635

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

72

The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.7% - (continued)
		Research & Consulting Services - 0.3%
	132,200	Advisory Board Co.*	$	4,182,808
		Total Common Stocks (cost $1,402,307,637)	$	1,523,934,488
		Total Long-Term Investments (cost $1,402,307,637)	$	1,523,934,488
SHORT-TERM INVESTMENTS - 1.4%
		Other Investment Pools & Funds - 1.4%
	20,522,004	Federated Prime Obligations Fund	$	20,522,004
		Total Short-Term Investments (cost $20,522,004)	$	20,522,004

Total Investments (cost $1,422,829,641)^	100.1	%	$	1,544,456,492
Other Assets and Liabilities	(0.1	)%		(794,276	)
Total Net Assets	100.0	%	$	1,543,662,216

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

73

The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	223,012,221
Unrealized Depreciation		(101,385,370	)
Net Unrealized Appreciation	$	121,626,851

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2016, the aggregate value of this security was $3,785,870, which represents 0.2% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt

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

74

The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Biotechnology	$	316,815,175	$	304,631,567	$	12,183,608	$	—
Drug Retail		15,861,025		15,861,025		—		—
Health Care Distributors		58,825,498		58,825,498		—		—
Health Care Equipment		355,572,070		355,572,070		—		—
Health Care Facilities		61,945,304		61,945,304		—		—
Health Care Services		34,197,388		34,197,388		—		—
Health Care Supplies		13,221,873		13,221,873		—		—
Health Care Technology		37,570,123		37,570,123		—		—
Internet Software & Services		3,415,794		3,415,794		—		—
Life Sciences Tools & Services		66,892,211		66,892,211		—		—
Managed Health Care		143,841,584		143,841,584		—		—
Pharmaceuticals		411,593,635		331,641,485		79,952,150		—
Research & Consulting Services		4,182,808		4,182,808		—		—
Short-Term Investments		20,522,004		20,522,004		—		—
Total	$	1,544,456,492	$	1,452,320,734	$	92,135,758	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

75

The Hartford MidCap Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.5%
		Automobiles & Components - 1.3%
	1,489,822	Harley-Davidson, Inc.	$	71,258,186
		Banks - 4.3%
	232,389	Cullen/Frost Bankers, Inc.		14,870,572
	489,254	East West Bancorp, Inc.		18,342,133
	82,025	First Citizens BancShares, Inc. Class A		20,916,375
	990,131	First Republic Bank		69,626,012
	993,954	M&T Bank Corp.		117,604,637
				241,359,729
		Capital Goods - 7.7%
	2,135,279	Allison Transmission Holdings, Inc.		61,517,388
	1,103,592	Fastenal Co.		51,637,070
	1,187,478	IDEX Corp.		97,254,448
	777,458	Lennox International, Inc.		104,917,957
	748,174	MSC Industrial Direct Co., Inc. Class A		57,983,485
	930,341	PACCAR, Inc.		54,806,388
				428,116,736
		Commercial & Professional Services - 10.1%
	366,217	Cintas Corp.		32,878,962
	784,730	Clean Harbors, Inc.*		38,765,662
	1,009,168	Equifax, Inc.		121,352,452
	611,318	ManpowerGroup, Inc.		47,089,825
	2,035,868	Robert Half International, Inc.		77,994,103
	2,536,556	TransUnion*		75,969,852
	1,615,235	TriNet Group, Inc.*		26,845,206
	162,033	UniFirst Corp.		17,561,137
	1,866,081	Waste Connections, Inc.		125,549,930
				564,007,129
		Consumer Durables & Apparel - 2.9%
	743,694	Harman International Industries, Inc.		57,085,951
	60,810	NVR, Inc.*		101,023,045
				158,108,996
		Consumer Services - 1.3%
	936,939	Choice Hotels International, Inc.		47,465,330
	294,071	Wynn Resorts Ltd.		25,966,469
				73,431,799
		Diversified Financials - 5.5%
	486,583	Factset Research Systems, Inc.		73,352,387
	646,024	Invesco Ltd.		20,033,204
	403,482	Moody’s Corp.		38,621,297
	848,876	MSCI, Inc.		64,463,644
	806,664	Northern Trust Corp.		57,337,677
	1,085,160	SEI Investments Co.		52,174,493
				305,982,702
		Energy - 6.5%
	338,616	Cimarex Energy Co.		36,868,510
	3,998,739	Cobalt International Energy, Inc.*		12,915,927
	537,238	Diamondback Energy, Inc.*		46,514,066
	1,123,180	Energen Corp.		47,723,918
	1,226,477	Newfield Exploration Co.*		44,459,791
	2,219,122	Patterson-UTI Energy, Inc.		43,827,660
	250,272	Pioneer Natural Resources Co.		41,570,179
	3,148,156	QEP Resources, Inc.		56,446,437
	660,782	World Fuel Services Corp.		30,878,343
				361,204,831
		Food & Staples Retailing - 0.6%
	405,589	PriceSmart, Inc.		35,099,672

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.5% - (continued)
		Health Care Equipment & Services - 6.8%
	1,492,909	DENTSPLY SIRONA, Inc.	$	88,977,376
	2,107,945	IMS Health Holdings, Inc.*		56,155,655
	1,505,976	Patterson Cos., Inc.		65,284,059
	427,891	STERIS plc		30,239,057
	205,068	Teleflex, Inc.		31,945,493
	467,435	Universal Health Services, Inc. Class B		62,486,711
	539,965	Varian Medical Systems, Inc.*		43,834,359
				378,922,710
		Insurance - 6.9%
	120,962	Alleghany Corp.*		63,055,072
	135,731	Fairfax Financial Holdings Ltd.		72,749,739
	158,221	Markel Corp.*		142,258,083
	50,764	White Mountains Insurance Group Ltd.		42,134,120
	200,367	Willis Towers Watson plc		25,025,838
	701,646	WR Berkley Corp.		39,292,176
				384,515,028
		Materials - 3.1%
	814,811	Ball Corp.		58,161,209
	640,744	Packaging Corp. of America		41,571,471
	127,193	Sherwin-Williams Co.		36,543,821
	665,070	Silgan Holdings, Inc.		33,745,652
				170,022,153
		Pharmaceuticals, Biotechnology & Life Sciences - 6.3%
	591,096	Agios Pharmaceuticals, Inc.*		28,934,149
	1,472,644	Alkermes plc*		58,537,599
	348,798	Alnylam Pharmaceuticals, Inc.*		23,383,418
	2,838,496	Ironwood Pharmaceuticals, Inc.*		29,662,283
	300,582	Jazz Pharmaceuticals plc*		45,297,708
	263,385	Mettler-Toledo International, Inc.*		94,278,661
	549,446	Waters Corp.*		71,515,891
				351,609,709
		Retailing - 5.7%
	798,835	Advance Auto Parts, Inc.		124,698,144
	1,580,601	CarMax, Inc.*		83,692,823
	605,504	Tiffany & Co.		43,202,710
	962,941	TripAdvisor, Inc.*		62,196,359
				313,790,036
		Semiconductors & Semiconductor Equipment - 1.3%
	783,327	First Solar, Inc.*		43,740,980
	1,415,153	SunPower Corp.*		28,501,181
				72,242,161
		Software & Services - 14.2%
	1,550,546	Akamai Technologies, Inc.*		79,062,340
	1,277,709	Cadence Design Systems, Inc.*		29,630,072
	5,561,976	Genpact Ltd.*		155,123,511
	1,346,430	Global Payments, Inc.		97,185,317
	1,015,304	Guidewire Software, Inc.*		57,841,869
	572,562	ServiceNow, Inc.*		40,926,732
	221,771	Total System Services, Inc.		11,341,369
	2,276,198	Vantiv, Inc. Class A*		124,143,839
	952,540	VeriSign, Inc.*		82,299,456
	707,741	WEX, Inc.*		66,874,447
	670,069	Zillow Group, Inc. Class A*		16,765,126
	1,195,941	Zillow Group, Inc. Class C*		28,750,422
				789,944,500

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

76

The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.5% - (continued)
		Technology Hardware & Equipment - 6.3%
	1,303,196	Amphenol Corp. Class A	$	72,757,433
	1,573,057	CDW Corp. of Delaware		60,562,694
	681,548	FEI Co.		60,671,403
	2,855,994	National Instruments Corp.		78,739,755
	3,251,133	Trimble Navigation Ltd.*		77,864,635
				350,595,920
		Transportation - 6.3%
	755,213	Alaska Air Group, Inc.		53,189,652
	109,844	AMERCO		38,665,088
	413,085	CH Robinson Worldwide, Inc.		29,316,642
	1,133,890	Genesee & Wyoming, Inc. Class A*		73,827,578
	905,894	J.B. Hunt Transport Services, Inc.		75,080,495
	2,518,989	JetBlue Airways Corp.*		49,850,792
	702,833	Spirit Airlines, Inc.*		30,875,454
				350,805,701
		Utilities - 2.4%
	344,704	Eversource Energy		19,455,094
	2,089,528	UGI Corp.		84,082,607
	488,325	WEC Energy Group, Inc.		28,425,398
				131,963,099
		Total Common Stocks (cost $4,600,517,071)	$	5,532,980,797
		Total Long-Term Investments (cost $4,600,517,071)	$	5,532,980,797
SHORT-TERM INVESTMENTS - 0.2%
		Other Investment Pools & Funds - 0.2%
	11,709,066	BlackRock Liquidity Funds TempFund Portfolio	$	11,709,066
		Total Short-Term Investments (cost $11,709,066)	$	11,709,066

Total Investments (cost $4,612,226,137)^	99.7	%	$	5,544,689,863
Other Assets and Liabilities	0.3	%		16,238,621
Total Net Assets	100.0	%	$	5,560,928,484

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

77

The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	1,140,346,853
Unrealized Depreciation		(207,883,127	)
Net Unrealized Appreciation	$	932,463,726

* Non-income producing.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
MSCI	Morgan Stanley Capital International

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

78

The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	71,258,186	$	71,258,186	$	—	$	—
Banks		241,359,729		241,359,729		—		—
Capital Goods		428,116,736		428,116,736		—		—
Commercial & Professional Services		564,007,129		564,007,129		—		—
Consumer Durables & Apparel		158,108,996		158,108,996		—		—
Consumer Services		73,431,799		73,431,799		—		—
Diversified Financials		305,982,702		305,982,702		—		—
Energy		361,204,831		361,204,831		—		—
Food & Staples Retailing		35,099,672		35,099,672		—		—
Health Care Equipment & Services		378,922,710		378,922,710		—		—
Insurance		384,515,028		384,515,028		—		—
Materials		170,022,153		170,022,153		—		—
Pharmaceuticals, Biotechnology & Life Sciences		351,609,709		351,609,709		—		—
Retailing		313,790,036		313,790,036		—		—
Semiconductors & Semiconductor Equipment		72,242,161		72,242,161		—		—
Software & Services		789,944,500		789,944,500		—		—
Technology Hardware & Equipment		350,595,920		350,595,920		—		—
Transportation		350,805,701		350,805,701		—		—
Utilities		131,963,099		131,963,099		—		—
Short-Term Investments		11,709,066		11,709,066		—		—
Total	$	5,544,689,863	$	5,544,689,863	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

79

The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0%
		Automobiles & Components - 1.0%
	142,196	Goodyear Tire & Rubber Co.	$	4,119,418
		Banks - 9.6%
	193,836	BankUnited, Inc.		6,687,342
	40,466	CIT Group, Inc.		1,398,909
	221,808	Comerica, Inc.		9,848,275
	189,709	EverBank Financial Corp.		2,860,812
	54,502	IBERIABANK Corp.		3,215,073
	187,666	Provident Financial Services, Inc.		3,749,567
	51,340	South State Corp.		3,592,773
	356,031	Zions BanCorp.		9,797,973
				41,150,724
		Capital Goods - 8.0%
	12,604	Curtiss-Wright Corp.		965,214
	151,137	Generac Holdings, Inc.*		5,761,342
	83,000	Hubbell, Inc. Class B		8,778,080
	112,622	Moog, Inc. Class A*		5,502,711
	662,925	Sanwa Holdings Corp.		5,143,580
	110,781	Sensata Technologies Holding N.V.*		4,173,120
	66,178	WESCO International, Inc.*		3,890,605
				34,214,652
		Consumer Durables & Apparel - 5.4%
	116,434	D.R. Horton, Inc.		3,500,006
	41,131,435	Global Brands Group Holding Ltd.*		4,863,016
	161,720	Lennar Corp. Class A		7,327,533
	22,998	Newell Brands, Inc.		1,047,329
	240,113	Performance Sports Group Ltd.*		890,819
	193,226	PulteGroup, Inc.		3,553,426
	264,975	Samsonite International S.A.		852,174
	47,567	Toll Brothers, Inc.*		1,298,579
				23,332,882
		Consumer Services - 2.4%
	149,142	Bloomin’ Brands, Inc.		2,788,956
	150,634	Norwegian Cruise Line Holdings Ltd.*		7,364,496
				10,153,452
		Diversified Financials - 3.7%
	160,936	Markit, Ltd.*		5,615,057
	92,060	MSCI, Inc.		6,991,036
	62,421	Raymond James Financial, Inc.		3,256,504
	182,200	Solar Cayman Ltd.*(1)(2)(3)		39,355
				15,901,952
		Energy - 7.9%
	488,446	Cobalt International Energy, Inc.*		1,577,680
	137,277	Diamondback Energy, Inc.*		11,885,443
	99,483	Energen Corp.		4,227,033
	32,092	HollyFrontier Corp.		1,142,475
	223,871	Newfield Exploration Co.*		8,115,324
	378,111	QEP Resources, Inc.		6,779,530
	333,700	Trican Well Service Ltd.*		465,430
				34,192,915
		Food, Beverage & Tobacco - 2.6%
	73,437	Ingredion, Inc.		8,451,864
	40,860	Post Holdings, Inc.*		2,935,383
				11,387,247

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0% - (continued)
		Health Care Equipment & Services - 1.9%
	131,757	Brookdale Senior Living, Inc.*	$	2,432,234
	253,388	Envision Healthcare Holdings, Inc.*		5,734,171
				8,166,405
		Insurance - 8.9%
	88,647	Argo Group International Holdings Ltd.		4,872,925
	162,445	CNO Financial Group, Inc.		2,984,115
	58,772	Hanover Insurance Group, Inc.		5,040,287
	110,649	Reinsurance Group of America, Inc.		10,535,998
	240,711	Unum Group		8,234,723
	198,437	XL Group plc		6,494,843
				38,162,891
		Materials - 8.4%
	106,438	Bemis Co., Inc.		5,341,059
	137,181	Cabot Corp.		6,693,061
	92,670	Celanese Corp. Series A		6,551,769
	117,436	KapStone Paper & Packaging Corp.		1,866,058
	468,064	Louisiana-Pacific Corp.*		7,957,088
	208,211	Methanex Corp.		7,279,057
	8,063	Packaging Corp. of America		523,127
				36,211,219
		Media - 2.3%
	219,417	Interpublic Group of Cos., Inc.		5,033,426
	178,660	Quebecor, Inc. Class B		4,778,696
				9,812,122
		Pharmaceuticals, Biotechnology & Life Sciences - 1.4%
	90,941	Almirall S.A.		1,497,078
	108,645	Endo International plc*		2,933,415
	40,000	Ono Pharmaceutical Co., Ltd.		1,802,315
				6,232,808
		Real Estate - 9.6%
	103,868	American Assets Trust, Inc. REIT		4,120,444
	123,969	Blackstone Mortgage Trust, Inc. Class A REIT		3,406,668
	92,286	Equity LifeStyle Properties, Inc. REIT		6,320,668
	56,474	Extra Space Storage, Inc. REIT		4,797,466
	174,929	Forest City Realty Trust, Inc. Class A REIT		3,635,025
	165,551	LaSalle Hotel Properties REIT		3,956,669
	66,368	PS Business Parks, Inc. REIT		6,355,400
	33,291	Sovran Self Storage, Inc. REIT		3,536,170
	194,996	STORE Capital Corp. REIT		5,005,547
				41,134,057
		Retailing - 1.5%
	257,308	DSW, Inc. Class A		6,322,058
		Semiconductors & Semiconductor Equipment - 5.6%
	240,559	Microsemi Corp.*		8,128,489
	123,253	Qorvo, Inc.*		5,550,083
	167,377	Silicon Motion Technology Corp. ADR		6,452,383
	58,319	Synaptics, Inc.*		4,172,724
				24,303,679
		Software & Services - 2.7%
	203,938	Booz Allen Hamilton Holding Corp.		5,622,571
	182,479	Verint Systems, Inc.*		6,175,089
				11,797,660

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

80

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0% - (continued)
		Technology Hardware & Equipment - 3.9%
	60,089	ARRIS International plc*	$	1,368,226
	170,106	Arrow Electronics, Inc.*		10,563,583
	61,098	Harris Corp.		4,888,451
				16,820,260
		Telecommunication Services - 0.9%
	66,473	Millicom International Cellular S.A.		3,848,750
		Transportation - 3.8%
	96,242	Genesee & Wyoming, Inc. Class A*		6,266,317
	366,813	Hertz Global Holdings, Inc.*		3,396,688
	118,891	Knight Transportation, Inc.		3,158,934
	49,434	Ryder System, Inc.		3,406,991
				16,228,930
		Utilities - 6.5%
	95,058	Alliant Energy Corp.		6,703,490
	155,982	Great Plains Energy, Inc.		4,871,318
	53,240	Portland General Electric Co.		2,114,693
	236,843	UGI Corp.		9,530,562
	88,951	Westar Energy, Inc.		4,590,761
				27,810,824
		Total Common Stocks (cost $398,874,826)	$	421,304,905
		Total Long-Term Investments (cost $398,874,826)	$	421,304,905
SHORT-TERM INVESTMENTS - 1.7%
		Other Investment Pools & Funds - 1.7%
	7,554,850	Federated Prime Obligations Fund	$	7,554,850
		Total Short-Term Investments (cost $7,554,850)	$	7,554,850

Total Investments (cost $406,429,676)^	99.7	%	$	428,859,755
Other Assets and Liabilities	0.3	%		1,103,698
Total Net Assets	100.0	%	$	429,963,453

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

81

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	51,102,865
Unrealized Depreciation		(28,672,787	)
Net Unrealized Appreciation	$	22,430,078

* Non-income producing.

⁽¹⁾ Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2016, the aggregate value of this security was $39,355, which represents 0.0% of total net assets.

⁽²⁾ This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of this security was $39,355, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾ The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	03/2007		182,200	Solar Cayman Ltd.	$	53,400

At April 30, 2016, the aggregate value of this security was $39,355, which represents 0.0% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
MSCI	Morgan Stanley Capital International
REIT	Real Estate Investment Trust

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

82

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	4,119,418	$	4,119,418	$	—	$	—
Banks		41,150,724		41,150,724		—		—
Capital Goods		34,214,652		29,071,072		5,143,580		—
Consumer Durables & Apparel		23,332,882		17,617,692		5,715,190		—
Consumer Services		10,153,452		10,153,452		—		—
Diversified Financials		15,901,952		15,862,597		—		39,355
Energy		34,192,915		34,192,915		—		—
Food, Beverage & Tobacco		11,387,247		11,387,247		—		—
Health Care Equipment & Services		8,166,405		8,166,405		—		—
Insurance		38,162,891		38,162,891		—		—
Materials		36,211,219		36,211,219		—		—
Media		9,812,122		9,812,122		—		—
Pharmaceuticals, Biotechnology & Life Sciences		6,232,808		2,933,415		3,299,393		—
Real Estate		41,134,057		41,134,057		—		—
Retailing		6,322,058		6,322,058		—		—
Semiconductors & Semiconductor Equipment		24,303,679		24,303,679		—		—
Software & Services		11,797,660		11,797,660		—		—
Technology Hardware & Equipment		16,820,260		16,820,260		—		—
Telecommunication Services		3,848,750		—		3,848,750		—
Transportation		16,228,930		16,228,930		—		—
Utilities		27,810,824		27,810,824		—		—
Short-Term Investments		7,554,850		7,554,850		—		—
Total	$	428,859,755	$	410,813,487	$	18,006,913	$	39,355

⁽¹⁾  For the six-month period ended April 30, 2016, investments valued at $2,601,070 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

a) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).

b) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks		Total
Beginning balance	$	12,754	$	12,754
Purchases		—		—
Sales		—		—
Accrued discounts/(premiums)		—		—
Total realized gain/(loss)		—		—
Net change in unrealized appreciation/depreciation		26,601		26,601
Transfers into Level 3 (1)		—		—
Transfers out of Level 3 (1)		—		—
Ending balance	$	39,355	$	39,355

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $26,601.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

83

Hartford Small Cap Core Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4%
		Automobiles & Components - 1.5%
	40,566	Cooper Tire & Rubber Co.	$	1,401,150
	4,386	Cooper-Standard Holding, Inc.*		338,204
	9,592	Tenneco, Inc.*		511,254
	6,230	Visteon Corp.		496,344
				2,746,952
		Banks - 7.1%
	76,689	Banc of California, Inc.		1,560,621
	39,826	Banco Latinoamericano de Comercio Exterior S.A. ADR		1,029,900
	10,340	Berkshire Hills Bancorp, Inc.		280,628
	41,133	Customers Bancorp, Inc.*		1,068,635
	13,300	Fidelity Southern Corp.		214,928
	46,093	First BanCorp*		179,763
	38,255	First NBC Bank Holding Co.*		831,664
	26,133	Flagstar Bancorp, Inc.*		618,568
	64,537	Great Western Bancorp, Inc.		2,034,206
	22,780	HomeStreet, Inc.*		490,909
	5,793	LendingTree, Inc.*		518,300
	9,971	MainSource Financial Group, Inc.		217,866
	18,917	Opus Bank		683,282
	63,733	Popular, Inc.		1,894,145
	32,029	Radian Group, Inc.		409,651
	34,541	Walker & Dunlop, Inc.*		761,629
	16,484	Washington Federal, Inc.		400,396
				13,195,091
		Capital Goods - 6.7%
	8,629	American Railcar Industries, Inc.		353,875
	13,127	American Woodmark Corp.*		956,171
	22,397	Briggs & Stratton Corp.		474,144
	40,845	Comfort Systems USA, Inc.		1,204,519
	6,600	Douglas Dynamics, Inc.		151,206
	14,052	Encore Wire Corp.		537,489
	55,172	Energy Recovery, Inc.*		670,892
	31,925	General Cable Corp.		499,307
	2,800	Hyster-Yale Materials Handling, Inc.		171,500
	18,493	Insteel Industries, Inc.		536,112
	40,068	Joy Global, Inc.		853,448
	10,144	LB Foster Co. Class A		199,634
	5,546	Lydall, Inc.*		204,037
	30,969	MasTec, Inc.*		701,758
	57,049	Meritor, Inc.*		484,916
	39,970	MRC Global, Inc.*		558,781
	63,515	Taser International, Inc.*		1,159,784
	4,200	Timken Co.		149,646
	18,629	Trex Co., Inc.*		883,946
	9,506	Universal Forest Products, Inc.		728,635
	62,556	Wabash National Corp.*		891,423
				12,371,223
		Commercial & Professional Services - 3.9%
	68,103	ACCO Brands Corp.*		649,703
	3,631	Brink’s Co.		122,873
	93,153	Civeo Corp.*		141,593
	35,623	Deluxe Corp.		2,236,412
	23,189	Ennis, Inc.		453,113
	14,826	Essendant, Inc.		456,492
	46,062	Herman Miller, Inc.		1,389,690
	10,300	Interface, Inc.		175,306
	46,869	Quad/Graphics, Inc.		588,206
	17,800	R.R. Donnelley & Sons Co.		309,720

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Commercial & Professional Services - 3.9% - (continued)
	16,725	RPX Corp.*	$	185,313
	21,664	Tetra Tech, Inc.		636,922
				7,345,343
		Consumer Durables & Apparel - 2.4%
	6,034	CSS Industries, Inc.		168,711
	15,179	Ethan Allen Interiors, Inc.		516,693
	3,598	Helen of Troy Ltd.*		358,109
	20,697	Movado Group, Inc.		583,862
	58,829	Smith & Wesson Holding Corp.*		1,284,237
	17,033	Sturm Ruger & Co., Inc.		1,090,623
	51,702	ZAGG, Inc.*		414,133
				4,416,368
		Consumer Services - 2.0%
	19,512	American Public Education, Inc.*		451,898
	9,031	Brinker International, Inc.		418,316
	19,459	Capella Education Co.		1,076,277
	27,027	DeVry Education Group, Inc.		468,919
	6,339	International Speedway Corp. Class A		212,293
	13,442	Strayer Education, Inc.*		667,261
	3,503	Vail Resorts, Inc.		454,129
				3,749,093
		Diversified Financials - 4.2%
	281,739	Apollo Investment Corp.		1,639,721
	22,061	Arlington Asset Investment Corp. Class A		285,469
	30,105	Cash America International, Inc.		1,112,681
	32,392	Green Dot Corp. Class A*		720,074
	34,238	KCG Holdings, Inc. Class A*		469,061
	22,212	Nelnet, Inc. Class A		930,905
	254,922	Prospect Capital Corp.		1,906,816
	15,304	World Acceptance Corp.*		664,041
				7,728,768
		Energy - 4.2%
	39,816	Alon USA Energy, Inc.		418,068
	53,502	Archrock, Inc.		526,995
	57,287	Atwood Oceanics, Inc.		553,392
	55,691	Bill Barrett Corp.*		443,300
	24,039	CVR Energy, Inc.		583,667
	76,277	DHT Holdings, Inc.		437,830
	5,633	Dril-Quip, Inc.*		365,131
	7,496	Matrix Service Co.*		141,225
	50,293	Nordic American Tankers Ltd.		775,015
	3,498	Oceaneering International, Inc.		128,202
	25,378	Patterson-UTI Energy, Inc.		501,215
	31,422	Pioneer Energy Services Corp.*		97,722
	9,545	REX American Resources Corp.*		518,962
	27,200	Rowan Cos. plc Class A		511,632
	33,340	Ship Finance International Ltd.		505,768
	6,710	Superior Energy Services, Inc.		113,131
	58,443	TETRA Technologies, Inc.*		420,790
	25,586	Western Refining, Inc.		684,681
				7,726,726
		Food & Staples Retailing - 0.2%
	2,900	Ingles Markets, Inc. Class A		104,603
	13,335	SpartanNash Co.		369,380
				473,983

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

84

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Food, Beverage & Tobacco - 2.5%
	14,559	Cal-Maine Foods, Inc.	$	739,015
	32,135	Dean Foods Co.		553,686
	7,350	Fresh Del Monte Produce, Inc.		317,961
	24,797	Omega Protein Corp.*		460,976
	8,613	Sanderson Farms, Inc.		790,157
	31,822	Universal Corp.		1,735,890
				4,597,685
		Health Care Equipment & Services - 6.2%
	4,332	ABIOMED, Inc.*		420,810
	12,649	Anika Therapeutics, Inc.*		577,553
	4,960	Chemed Corp.		643,709
	15,318	Computer Programs & Systems, Inc.		786,273
	49,068	HMS Holdings Corp.*		828,759
	9,940	Magellan Health, Inc.*		700,372
	36,592	Masimo Corp.*		1,586,263
	19,256	Molina Healthcare, Inc.*		996,691
	51,815	OraSure Technologies, Inc.*		372,032
	21,573	Owens & Minor, Inc.		785,041
	13,098	Providence Service Corp. (The)*		652,804
	103,106	Quality Systems, Inc.		1,451,733
	39,396	Triple-S Management Corp. Class B*		1,025,872
	7,592	WellCare Health Plans, Inc.*		683,204
				11,511,116
		Household & Personal Products - 0.6%
	98,067	Avon Products, Inc.		461,896
	9,272	Medifast, Inc.		292,346
	3,377	Usana Health Sciences, Inc.*		399,972
				1,154,214
		Insurance - 3.3%
	50,924	Ambac Financial Group, Inc.*		826,497
	13,347	Aspen Insurance Holdings Ltd.		618,634
	39,387	Assured Guaranty Ltd.		1,018,942
	51,879	CNO Financial Group, Inc.		953,017
	5,600	Endurance Specialty Holdings Ltd.		358,288
	58,983	Greenlight Capital Re Ltd. Class A*		1,269,904
	7,625	Heritage Insurance Holdings, Inc.		101,336
	23,500	Maiden Holdings Ltd.		287,405
	64,033	MBIA, Inc.*		499,457
	3,700	Validus Holdings Ltd.		170,533
				6,104,013
		Materials - 5.0%
	2,255	AEP Industries, Inc.		138,976
	11,113	Cabot Corp.		542,203
	14,102	Carpenter Technology Corp.		499,352
	14,155	Chemtura Corp.*		394,217
	7,050	Clearwater Paper Corp.*		421,167
	30,060	Commercial Metals Co.		538,675
	41,210	Domtar Corp.		1,592,354
	15,238	Innophos Holdings, Inc.		563,196
	7,530	Innospec, Inc.		364,151
	9,684	Koppers Holdings, Inc.*		243,359
	16,800	Mercer International, Inc.		141,120
	15,327	Reliance Steel & Aluminum Co.		1,133,738
	37,658	Schnitzer Steel Industries, Inc. Class A		776,508
	12,224	Stepan Co.		749,209
	12,586	Trinseo S.A.*		538,555
	15,648	Worthington Industries, Inc.		590,712
				9,227,492

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Media - 1.0%
	20,428	MDC Partners, Inc. Class A	$	413,463
	90,015	MSG Networks, Inc. Class A*		1,538,356
				1,951,819
		Pharmaceuticals, Biotechnology & Life Sciences - 9.3%
	17,606	Acorda Therapeutics, Inc.*		455,115
	111,406	BioDelivery Sciences International, Inc.*		376,552
	15,216	BioSpecifics Technologies Corp.*		541,081
	9,068	Cambrex Corp.*		437,440
	69,094	Cytokinetics, Inc.*		562,425
	5,093	Eagle Pharmaceuticals, Inc.*		192,821
	34,406	Emergent Biosolutions, Inc.*		1,325,319
	21,843	Enanta Pharmaceuticals, Inc.*		637,816
	34,703	FibroGen, Inc.*		624,654
	13,770	Five Prime Therapeutics, Inc.*		655,314
	41,526	ImmunoGen, Inc.*		284,453
	11,428	INC Research Holdings, Inc. Class A*		550,030
	38,378	Innoviva, Inc.		473,585
	6,644	Insys Therapeutics, Inc.*		96,272
	38,582	Lexicon Pharmaceuticals, Inc.*		532,818
	41,320	Luminex Corp.*		830,532
	51,257	Myriad Genetics, Inc.*		1,845,252
	32,673	PAREXEL International Corp.*		1,996,320
	319,733	PDL Biopharma, Inc.		1,205,393
	9,000	Pfenex, Inc.*		73,440
	19,480	PRA Health Sciences, Inc.*		924,326
	26,970	Prestige Brands Holdings, Inc.*		1,531,357
	27,333	Supernus Pharmaceuticals, Inc.*		469,034
	75,069	ZIOPHARM Oncology, Inc.*		590,042
				17,211,391
		Real Estate - 11.7%
	33,386	AG Mortgage Investment Trust, Inc. REIT		447,038
	19,315	Altisource Portfolio Solutions S.A. REIT*		604,366
	61,188	American Capital Mortgage Investment Corp. REIT		907,418
	47,074	Apollo Commercial Real Estate Finance, Inc. REIT		749,889
	24,761	ARMOUR Residential, Inc. REIT		526,914
	130,426	Brandywine Realty Trust REIT		1,949,869
	117,090	Capstead Mortgage Corp. REIT		1,138,115
	108,077	CBL & Associates Properties, Inc. REIT		1,262,339
	35,701	Chimera Investment Corp. REIT		506,954
	12,417	Colony Capital, Inc. Class A, REIT		219,533
	5,203	Coresite Realty Corp. REIT		389,861
	58,184	CYS Investments, Inc. REIT		471,872
	11,500	Franklin Street Properties Corp. REIT		122,130
	9,900	Hospitality Properties Trust REIT		253,341
	64,683	Invesco Mortgage Capital, Inc. REIT		831,177
	20,559	Ladder Capital Corp. REIT		244,858
	57,060	Lexington Realty Trust REIT		500,987
	85,403	Mack-Cali Realty Corp. REIT		2,182,901
	125,351	MFA Financial, Inc. REIT		866,175
	67,065	New York Mortgage Trust, Inc. REIT		348,738
	75,333	PennyMac Mortgage Investment Trust REIT		1,023,775
	18,922	Piedmont Office Realty Trust, Inc. Class A, REIT		376,737
	21,415	Ramco-Gershenson Properties Trust REIT		379,260
	28,139	Redwood Trust, Inc. REIT		364,681
	15,861	Resource Capital Corp. REIT		188,429
	88,041	Select Income REIT		2,038,149
	155,369	Two Harbors Investment Corp. REIT		1,216,539

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

85

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Real Estate - 11.7% - (continued)
	29,307	Western Asset Mortgage Capital Corp. REIT	$	292,191
	118,431	WP Glimcher, Inc. REIT		1,242,341
				21,646,577
		Retailing - 5.6%
	21,291	Abercrombie & Fitch Co. Class A		569,108
	85,317	American Eagle Outfitters, Inc.		1,220,886
	7,796	Big Lots, Inc.		357,525
	8,000	Buckle, Inc.		231,520
	18,951	Chico’s FAS, Inc.		238,972
	7,200	Children’s Place, Inc.		560,952
	1,945	Dillard’s, Inc. Class A		137,025
	62,280	Express, Inc.*		1,132,250
	66,705	Francescas Holding Corp.*		1,107,303
	159,221	JC Penney Co., Inc.*		1,477,571
	15,886	Outerwall, Inc.		656,251
	14,300	Overstock.com, Inc.*		208,637
	10,633	PetMed Express, Inc.		194,584
	77,405	Pier 1 Imports, Inc.		533,320
	19,823	Select Comfort Corp.*		489,232
	56,871	Tile Shop Holdings, Inc.*		1,014,579
	9,931	Wayfair, Inc. Class A*		374,895
				10,504,610
		Semiconductors & Semiconductor Equipment - 3.2%
	19,647	Advanced Energy Industries, Inc.*		635,580
	27,536	MaxLinear, Inc. Class A*		461,228
	13,070	MKS Instruments, Inc.		468,690
	30,526	NeoPhotonics Corp.*		366,007
	106,646	Photronics, Inc.*		1,128,315
	5,802	Synaptics, Inc.*		415,133
	61,631	Teradyne, Inc.		1,165,442
	45,368	Tessera Technologies, Inc.		1,302,969
				5,943,364
		Software & Services - 8.5%
	10,010	Aspen Technology, Inc.*		380,680
	14,500	Convergys Corp.		384,250
	30,652	CSG Systems International, Inc.		1,360,336
	1,463	DST Systems, Inc.		176,555
	123,203	EarthLink Holdings Corp.		715,809
	12,112	Ellie Mae, Inc.*		1,012,563
	12,805	Gigamon, Inc.*		417,315
	6,105	j2 Global, Inc.		387,790
	5,539	LogMeIn, Inc.*		330,678
	14,732	Luxoft Holding, Inc.*		851,657
	25,343	Manhattan Associates, Inc.*		1,534,265
	51,707	Mentor Graphics Corp.		1,032,072
	2,809	MicroStrategy, Inc. Class A*		503,710
	39,917	Net 1 UEPS Technologies, Inc.*		475,811
	22,795	NeuStar, Inc. Class A*		535,455
	21,432	Pegasystems, Inc.		565,590
	23,516	Rackspace Hosting, Inc.*		537,811
	39,636	Rovi Corp.*		698,386
	27,490	Sykes Enterprises, Inc.*		801,334
	38,478	Take-Two Interactive Software, Inc.*		1,315,178
	29,914	Web.com Group, Inc.*		597,981
	44,934	Wix.com Ltd.*		1,110,768
				15,725,994

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Technology Hardware & Equipment - 5.2%
	6,496	Benchmark Electronics, Inc.*	$	126,152
	59,540	Brocade Communications Systems, Inc.		572,179
	19,699	Cray, Inc.*		746,001
	163,134	Extreme Networks, Inc.*		572,600
	18,849	Insight Enterprises, Inc.*		465,759
	26,307	Ixia*		266,227
	28,710	NETGEAR, Inc.*		1,217,304
	46,877	QLogic Corp.*		613,620
	58,998	Sanmina Corp.*		1,395,303
	12,603	SYNNEX Corp.		1,040,630
	16,103	Tech Data Corp.*		1,106,115
	32,635	Ubiquiti Networks, Inc.*		1,162,459
	38,296	Vishay Intertechnology, Inc.		465,679
				9,750,028
		Telecommunication Services - 1.6%
	6,103	Atlantic Tele-Network, Inc.		438,867
	47,576	Inteliquent, Inc.		789,286
	32,801	Telephone & Data Systems, Inc.		969,925
	155,643	Vonage Holdings Corp.*		726,853
				2,924,931
		Transportation - 1.6%
	3,809	Allegiant Travel Co.		611,611
	41,460	Hawaiian Holdings, Inc.*		1,744,222
	16,652	Saia, Inc.*		481,576
	5,900	Werner Enterprises, Inc.		149,506
				2,986,915
		Utilities - 1.9%
	26,622	Atlantic Power Corp.		70,814
	8,476	El Paso Electric Co.		382,268
	19,500	Great Plains Energy, Inc.		608,985
	33,924	ONE Gas, Inc.		1,983,536
	15,844	PNM Resources, Inc.		501,938
				3,547,541
		Total Common Stocks (cost $182,139,761)	$	184,541,237
		Total Long-Term Investments (cost $182,139,761)	$	184,541,237
SHORT-TERM INVESTMENTS - 0.4%
		Other Investment Pools & Funds - 0.4%
	703,647	BlackRock Liquidity Funds TempFund Portfolio	$	703,647
		Total Short-Term Investments (cost $703,647)	$	703,647

Total Investments (cost $182,843,408)^	99.8	%	$	185,244,884
Other Assets and Liabilities	0.2	%		353,110
Total Net Assets	100.0	%	$	185,597,994

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

86

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	11,948,331
Unrealized Depreciation		(9,546,855)
Net Unrealized Appreciation	$	2,401,476

* Non-income producing.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

87

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	2,746,952	$	2,746,952	$	—	$	—
Banks		13,195,091		13,195,091		—		—
Capital Goods		12,371,223		12,371,223		—		—
Commercial & Professional Services		7,345,343		7,345,343		—		—
Consumer Durables & Apparel		4,416,368		4,416,368		—		—
Consumer Services		3,749,093		3,749,093		—		—
Diversified Financials		7,728,768		7,728,768		—		—
Energy		7,726,726		7,726,726		—		—
Food & Staples Retailing		473,983		473,983		—		—
Food, Beverage & Tobacco		4,597,685		4,597,685		—		—
Health Care Equipment & Services		11,511,116		11,511,116		—		—
Household & Personal Products		1,154,214		1,154,214		—		—
Insurance		6,104,013		6,104,013		—		—
Materials		9,227,492		9,227,492		—		—
Media		1,951,819		1,951,819		—		—
Pharmaceuticals, Biotechnology & Life Sciences		17,211,391		17,211,391		—		—
Real Estate		21,646,577		21,646,577		—		—
Retailing		10,504,610		10,504,610		—		—
Semiconductors & Semiconductor Equipment		5,943,364		5,943,364		—		—
Software & Services		15,725,994		15,725,994		—		—
Technology Hardware & Equipment		9,750,028		9,750,028		—		—
Telecommunication Services		2,924,931		2,924,931		—		—
Transportation		2,986,915		2,986,915		—		—
Utilities		3,547,541		3,547,541		—		—
Short-Term Investments		703,647		703,647		—		—
Total	$	185,244,884	$	185,244,884	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

88

The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4%
		Automobiles & Components - 1.4%
	24,500	American Axle & Manufacturing Holdings, Inc.*	$	379,995
	33,323	Cooper Tire & Rubber Co.		1,150,976
	4,654	Cooper-Standard Holding, Inc.*		358,870
	6,454	Gentherm, Inc.*		237,120
	192,079	Tenneco, Inc.*		10,237,811
				12,364,772
		Banks - 3.4%
	316,955	EverBank Financial Corp.		4,779,681
	105,430	FCB Financial Holdings, Inc. Class A*		3,684,778
	238,515	First Merchants Corp.		6,117,910
	75,550	Flushing Financial Corp.		1,507,223
	124,980	Great Western Bancorp, Inc.		3,939,370
	8,670	LendingTree, Inc.*		775,705
	376,340	MGIC Investment Corp.*		2,720,938
	94,010	Sandy Spring Bancorp, Inc.		2,687,746
	183,910	Sterling Bancorp		3,005,089
	19,100	Walker & Dunlop, Inc.*		421,155
				29,639,595
		Capital Goods - 8.4%
	190,670	AAON, Inc.		5,056,568
	26,900	Aegion Corp.*		571,087
	22,431	Aerojet Rocketdyne Holdings, Inc.*		406,450
	165,266	Altra Industrial Motion Corp.		4,743,134
	15,472	American Woodmark Corp.*		1,126,980
	9,100	Apogee Enterprises, Inc.		377,104
	10,422	Argan, Inc.		356,224
	123,121	Astronics Corp.*		4,549,321
	116,736	AZZ, Inc.		6,411,141
	23,470	Comfort Systems USA, Inc.		692,130
	26,752	Continental Building Products, Inc.*		524,607
	17,400	Douglas Dynamics, Inc.		398,634
	14,800	DXP Enterprises, Inc.*		323,380
	20,453	Encore Wire Corp.		782,327
	7,400	EnerSys		431,938
	35,675	Esterline Technologies Corp.*		2,449,446
	168,795	Generac Holdings, Inc.*		6,434,465
	59,752	General Cable Corp.		934,521
	16,600	Global Brass & Copper Holdings, Inc.		449,860
	12,100	Greenbrier Cos., Inc.		362,879
	113,990	Heico Corp. Class A		5,834,008
	19,351	Hyster-Yale Materials Handling, Inc.		1,185,249
	52,160	Lennox International, Inc.		7,038,992
	11,768	Lydall, Inc.*		432,945
	129,366	Meritor, Inc.*		1,099,611
	62,204	Taser International, Inc.*		1,135,845
	54,250	Teledyne Technologies, Inc.*		5,042,538
	84,124	Toro Co.		7,272,520
	33,711	Trex Co., Inc.*		1,599,587
	92,049	Triumph Group, Inc.		3,330,333
	70,023	Wabash National Corp.*		997,828
				72,351,652
		Commercial & Professional Services - 3.8%
	10,256	Brink’s Co.		347,063
	125,084	Deluxe Corp.		7,852,774
	158,560	Exponent, Inc.		7,902,630
	88,355	GP Strategies Corp.*		2,062,206
	41,330	Herman Miller, Inc.		1,246,926
	12,074	Insperity, Inc.		637,145

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Commercial & Professional Services - 3.8% - (continued)
	47,639	Interface, Inc.	$	810,816
	154,535	On Assignment, Inc.*		5,572,532
	59,623	RPX Corp.*		660,623
	17,504	TriNet Group, Inc.*		290,916
	11,388	TrueBlue, Inc.*		212,842
	2,714	UniFirst Corp.		294,143
	87,945	WageWorks, Inc.*		4,736,718
				32,627,334
		Consumer Durables & Apparel - 5.0%
	163,241	G-III Apparel Group Ltd.*		7,386,655
	12,221	Helen of Troy Ltd.*		1,216,356
	2,821	iRobot Corp.*		105,449
	317,587	Kate Spade & Co.*		8,171,513
	15,211	Nautilus, Inc.*		268,322
	75,505	Oxford Industries, Inc.		5,015,042
	50,938	Smith & Wesson Holding Corp.*		1,111,977
	216,264	Steven Madden Ltd.*		7,571,403
	15,711	Sturm Ruger & Co., Inc.		1,005,975
	153,080	TopBuild Corp.*		4,779,158
	117,752	Vista Outdoor, Inc.*		5,649,741
	53,875	ZAGG, Inc.*		431,539
				42,713,130
		Consumer Services - 5.5%
	23,700	American Public Education, Inc.*		548,892
	6,236	BJ’s Restaurants, Inc.*		278,126
	415,893	Bloomin’ Brands, Inc.		7,777,199
	31,000	Boyd Gaming Corp.*		577,840
	86,946	Brinker International, Inc.		4,027,339
	18,991	Capella Education Co.		1,050,392
	19,828	Chuy’s Holdings, Inc.*		605,547
	192,369	Del Frisco’s Restaurant Group, Inc.*		3,064,438
	15,720	Domino’s Pizza, Inc.		1,900,234
	93,260	Dunkin’ Brands Group, Inc.		4,336,590
	19,094	Grand Canyon Education, Inc.*		834,981
	17,561	Isle of Capri Casinos, Inc.*		261,659
	409,929	La Quinta Holdings, Inc.*		5,234,793
	97,885	Marriott Vacations Worldwide Corp.		6,131,516
	89,298	Papa John’s International, Inc.		5,053,374
	8,705	Pinnacle Entertainment, Inc.*		96,103
	19,531	Sonic Corp.		671,280
	18,000	Strayer Education, Inc.*		893,520
	23,471	Weight Watchers International, Inc.*		303,949
	166,789	Wingstop, Inc.*		4,159,718
				47,807,490
		Diversified Financials - 1.9%
	102,265	Evercore Partners, Inc. Class A		5,280,964
	176,525	HFF, Inc. Class A		5,618,791
	47,614	KCG Holdings, Inc. Class A*		652,312
	41,775	MarketAxess Holdings, Inc.		5,128,299
				16,680,366
		Energy - 1.2%
	56,268	Alon USA Energy, Inc.		590,814
	38,400	CVR Energy, Inc.		932,352
	11,805	Matrix Service Co.*		222,406
	86,710	PBF Energy, Inc. Class A		2,790,328
	62,277	Pioneer Energy Services Corp.*		193,682
	15,558	REX American Resources Corp.*		845,888

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

89

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Energy - 1.2% - (continued)
	128,423	RSP Permian, Inc.*	$	3,931,028
	43,370	Western Refining, Inc.		1,160,581
				10,667,079
		Food & Staples Retailing - 2.4%
	88,320	Casey’s General Stores, Inc.		9,891,840
	13,111	Ingles Markets, Inc. Class A		472,914
	247,181	Natural Grocers by Vitamin Cottage, Inc.*		3,302,338
	76,150	PriceSmart, Inc.		6,590,021
				20,257,113
		Food, Beverage & Tobacco - 2.2%
	23,151	Cal-Maine Foods, Inc.		1,175,145
	55,848	Dean Foods Co.		962,261
	42,300	Pilgrim’s Pride Corp.*		1,138,293
	93,710	Post Holdings, Inc.*		6,732,126
	16,623	Sanderson Farms, Inc.		1,524,994
	84,225	TreeHouse Foods, Inc.*		7,445,490
				18,978,309
		Health Care Equipment & Services - 10.8%
	20,601	ABIOMED, Inc.*		2,001,181
	79,630	Acadia Healthcare Co., Inc.*		5,031,820
	7,100	Amedisys, Inc.*		365,579
	120,010	Anika Therapeutics, Inc.*		5,479,657
	14,285	Atrion Corp.		5,675,430
	10,155	Chemed Corp.		1,317,916
	12,177	Computer Programs & Systems, Inc.		625,045
	117,030	Cynosure, Inc. Class A*		5,727,448
	50,908	DexCom, Inc.*		3,277,457
	158,260	Examworks Group, Inc.*		5,705,273
	324,971	Globus Medical, Inc. Class A*		8,137,274
	18,508	HealthEquity, Inc.*		465,476
	49,480	HeartWare International, Inc.*		1,650,653
	24,949	HMS Holdings Corp.*		421,389
	60,756	ICU Medical, Inc.*		6,035,501
	64,865	LivaNova plc*		3,420,331
	16,500	Magellan Health, Inc.*		1,162,590
	36,443	Masimo Corp.*		1,579,804
	15,236	Medidata Solutions, Inc.*		664,747
	19,600	Meridian Bioscience, Inc.		374,556
	32,607	Molina Healthcare, Inc.*		1,687,738
	176,075	Omnicell, Inc.*		5,609,750
	140,537	Quality Systems, Inc.		1,978,761
	115,911	Team Health Holdings, Inc.*		4,848,557
	48,600	Triple-S Management Corp. Class B*		1,265,544
	84,207	U.S. Physical Therapy, Inc.		4,198,561
	177,875	Vascular Solutions, Inc.*		6,216,731
	93,894	WellCare Health Plans, Inc.*		8,449,521
				93,374,290
		Household & Personal Products - 0.2%
	15,413	Medifast, Inc.		485,972
	11,500	Natural Health Trends Corp.		416,185
	6,400	Usana Health Sciences, Inc.*		758,016
				1,660,173
		Insurance - 1.7%
	59,533	Ambac Financial Group, Inc.*		966,221
	122,275	AMERISAFE, Inc.		6,588,177
	47,625	Greenlight Capital Re Ltd. Class A*		1,025,366
	25,591	Heritage Insurance Holdings, Inc.		340,104

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Insurance - 1.7% - (continued)
	142,550	James River Group Holdings Ltd.	$	4,413,348
	70,374	Maiden Holdings Ltd.		860,674
	31,731	Universal Insurance Holdings, Inc.		558,783
				14,752,673
		Materials - 4.9%
	6,175	AEP Industries, Inc.		380,565
	192,031	Boise Cascade Co.*		4,007,687
	57,900	Chemtura Corp.*		1,612,515
	26,479	Clearwater Paper Corp.*		1,581,855
	496,990	Graphic Packaging Holding Co.		6,600,027
	384,193	Headwaters, Inc.*		7,687,702
	16,800	Innospec, Inc.		812,448
	23,600	Koppers Holdings, Inc.*		593,068
	478,290	OMNOVA Solutions, Inc.*		3,419,774
	198,302	PolyOne Corp.		7,134,906
	8,747	Schweitzer-Mauduit International, Inc.		300,809
	87,566	Silgan Holdings, Inc.		4,443,099
	17,873	Stepan Co.		1,095,436
	16,244	Trinseo S.A.*		695,081
	20,096	U.S. Concrete, Inc.*		1,241,129
	26,064	Worthington Industries, Inc.		983,916
				42,590,017
		Media - 0.1%
	12,214	Sinclair Broadcast Group, Inc. Class A		391,703
		Pharmaceuticals, Biotechnology & Life Sciences - 12.7%
	120,360	Acorda Therapeutics, Inc.*		3,111,306
	214,992	Aerie Pharmaceuticals, Inc.*		3,409,773
	40,606	Agios Pharmaceuticals, Inc.*		1,987,664
	170,650	Alder Biopharmaceuticals, Inc.*		4,530,757
	257,510	Amicus Therapeutics, Inc.*		1,923,600
	74,382	Anacor Pharmaceuticals, Inc.*		4,666,727
	291,140	Aratana Therapeutics, Inc.*		1,749,751
	27,192	BioSpecifics Technologies Corp.*		966,948
	22,135	Cambrex Corp.*		1,067,792
	172,699	Cepheid*		4,928,829
	76,779	Cytokinetics, Inc.*		624,981
	6,417	Eagle Pharmaceuticals, Inc.*		242,948
	59,878	Emergent Biosolutions, Inc.*		2,306,501
	39,958	Enanta Pharmaceuticals, Inc.*		1,166,774
	48,236	FibroGen, Inc.*		868,248
	144,632	Five Prime Therapeutics, Inc.*		6,883,037
	140,930	Flexion Therapeutics, Inc.*		1,465,672
	123,760	GlycoMimetics, Inc.*		779,688
	96,990	ImmunoGen, Inc.*		664,381
	27,169	INC Research Holdings, Inc. Class A*		1,307,644
	77,657	Innoviva, Inc.		958,287
	48,708	Insys Therapeutics, Inc.*		705,779
	171,130	Intersect ENT, Inc.*		3,431,156
	147,290	Ironwood Pharmaceuticals, Inc.*		1,539,180
	7,224	Kite Pharma, Inc.*		334,327
	60,877	Lexicon Pharmaceuticals, Inc.*		840,711
	36,871	Luminex Corp.*		741,107
	135,430	Medicines Co.*		4,819,954
	33,700	MiMedx Group, Inc.*		253,761
	55,298	Myriad Genetics, Inc.*		1,990,728
	114,530	Neurocrine Biosciences, Inc.*		5,220,277
	24,028	NewLink Genetics Corp.*		389,494
	67,157	Northwest Biotherapeutics, Inc.*		94,020
	591,067	Novavax, Inc.*		3,097,191

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

90

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 12.7% - (continued)
	82,479	Ophthotech Corp.*	$	3,855,068
	191,387	Otonomy, Inc.*		2,729,179
	138,484	PAREXEL International Corp.*		8,461,372
	410,943	PDL Biopharma, Inc.		1,549,255
	26,998	Pfenex, Inc.*		220,304
	132,010	Portola Pharmaceuticals, Inc.*		3,136,558
	28,639	PRA Health Sciences, Inc.*		1,358,921
	33,514	Prestige Brands Holdings, Inc.*		1,902,925
	123,399	PTC Therapeutics, Inc.*		915,621
	188,526	Relypsa, Inc.*		3,412,321
	39,600	Sangamo BioSciences, Inc.*		249,480
	67,518	Spectrum Pharmaceuticals, Inc.*		478,703
	24,500	Sucampo Pharmaceuticals, Inc. Class A*		264,110
	63,895	Supernus Pharmaceuticals, Inc.*		1,096,438
	101,285	TESARO, Inc.*		4,197,250
	65,886	Ultragenyx Pharmaceutical, Inc.*		4,455,211
	304,950	XenoPort, Inc.*		1,341,780
	142,878	ZIOPHARM Oncology, Inc.*		1,123,021
				109,816,510
		Real Estate - 2.2%
	27,181	Altisource Portfolio Solutions S.A. REIT*		850,494
	151,088	Apollo Residential Mortgage, Inc. REIT		2,048,753
	58,746	CareTrust, Inc. REIT		747,249
	122,935	Coresite Realty Corp. REIT		9,211,520
	11,000	CubeSmart REIT		325,710
	8,100	CyrusOne, Inc. REIT		357,453
	7,399	Gaming and Leisure Properties, Inc. REIT		242,621
	27,380	Omega Healthcare Investors, Inc. REIT		924,623
	16,600	RLJ Lodging Trust REIT		349,762
	326,630	Sunstone Hotel Investors, Inc. REIT		4,184,130
				19,242,315
		Retailing - 5.3%
	96,800	American Eagle Outfitters, Inc.		1,385,208
	9,600	Big Lots, Inc.		440,256
	20,884	Buckle, Inc.		604,383
	200,467	Burlington Stores, Inc.*		11,420,605
	7,741	Cato Corp. Class A		283,243
	25,839	Chico’s FAS, Inc.		325,830
	9,800	Children’s Place, Inc.		763,518
	65,444	Core-Mark Holding Co., Inc.		5,344,157
	225,835	DSW, Inc. Class A		5,548,766
	48,771	Express, Inc.*		886,657
	144,555	Five Below, Inc.*		6,027,944
	55,346	Francescas Holding Corp.*		918,744
	8,285	Hibbett Sports, Inc.*		299,089
	123,380	HSN, Inc.		6,542,841
	21,300	Outerwall, Inc.		879,903
	34,300	Overstock.com, Inc.*		500,437
	15,400	PetMed Express, Inc.		281,820
	85,025	Pier 1 Imports, Inc.		585,822
	47,800	Select Comfort Corp.*		1,179,704
	23,300	Tailored Brands, Inc.		405,886
	41,722	Tile Shop Holdings, Inc.*		744,320
	14,819	Wayfair, Inc. Class A*		559,417
				45,928,550
		Semiconductors & Semiconductor Equipment - 2.6%
	36,996	Advanced Energy Industries, Inc.*		1,196,821
	108,073	Cirrus Logic, Inc.*		3,901,435

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Semiconductors & Semiconductor Equipment - 2.6% - (continued)
	15,400	Inphi Corp.*	$	456,918
	241,793	Integrated Device Technology, Inc.*		4,661,769
	62,047	Kulicke & Soffa Industries, Inc.*		665,144
	37,907	MaxLinear, Inc. Class A*		634,942
	149,853	MKS Instruments, Inc.		5,373,728
	101,506	SunPower Corp.*		2,044,331
	17,697	Synaptics, Inc.*		1,266,220
	62,783	Tessera Technologies, Inc.		1,803,128
				22,004,436
		Software & Services - 18.9%
	99,395	Aspen Technology, Inc.*		3,779,992
	177,763	Bottomline Technologies de, Inc.*		4,365,859
	44,150	CACI International, Inc. Class A*		4,245,023
	252,249	Cardtronics, Inc.*		9,943,656
	73,835	Cass Information Systems, Inc.		3,652,618
	123,288	comScore, Inc.*		3,775,079
	55,309	CSG Systems International, Inc.		2,454,613
	40,550	Demandware, Inc.*		1,868,544
	162,882	EarthLink Holdings Corp.		946,344
	27,361	Ellie Mae, Inc.*		2,287,380
	220,213	Envestnet, Inc.*		6,910,284
	102,551	EPAM Systems, Inc.*		7,479,044
	3,600	Euronet Worldwide, Inc.*		277,560
	319,563	Everyday Health, Inc.*		1,853,465
	157,399	Exlservice Holdings, Inc.*		7,616,538
	85,423	Fair Isaac Corp.		9,115,488
	408,561	Five9, Inc.*		3,779,189
	112,142	Fleetmatics Group plc*		4,065,148
	32,554	Gigamon, Inc.*		1,060,935
	13,738	Global Payments, Inc.		991,609
	10,915	Globant S.A.*		387,373
	109,830	Guidewire Software, Inc.*		6,257,015
	84,276	HubSpot, Inc.*		3,732,584
	113,049	j2 Global, Inc.		7,180,873
	15,290	LogMeIn, Inc.*		912,813
	17,241	Luxoft Holding, Inc.*		996,702
	116,785	Manhattan Associates, Inc.*		7,070,164
	33,485	Marketo, Inc.*		736,335
	129,237	MAXIMUS, Inc.		6,836,637
	9,936	MicroStrategy, Inc. Class A*		1,781,724
	33,809	NeuStar, Inc. Class A*		794,173
	19,200	NIC, Inc.		340,032
	123,367	Paycom Software, Inc.*		4,713,853
	35,207	Pegasystems, Inc.		929,113
	5,046	Proofpoint, Inc.*		293,980
	112,597	PTC, Inc.*		4,105,287
	70,113	Q2 Holdings, Inc.*		1,676,402
	2,290	Stamps.com, Inc.*		188,604
	54,455	Sykes Enterprises, Inc.*		1,587,363
	5,395	Syntel, Inc.*		229,449
	43,485	Take-Two Interactive Software, Inc.*		1,486,317
	160,160	Textura Corp.*		4,226,622
	53,688	Tyler Technologies, Inc.*		7,860,460
	131,708	Verint Systems, Inc.*		4,456,999
	60,932	Web.com Group, Inc.*		1,218,031
	80,178	WebMD Health Corp.*		5,030,368
	60,990	WEX, Inc.*		5,762,945
	79,627	Wix.com Ltd.*		1,968,379
				163,228,965

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

91

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Technology Hardware & Equipment - 2.7%
	95,581	CDW Corp. of Delaware	$	3,679,868
	14,884	Ciena Corp.*		250,498
	31,002	Cray, Inc.*		1,174,046
	12,115	DTS, Inc.*		264,349
	42,130	ePlus, Inc.*		3,386,831
	60,630	FEI Co.		5,397,283
	68,729	Ixia*		695,537
	127,340	NetScout Systems, Inc.*		2,834,588
	7,840	Plantronics, Inc.		301,448
	58,210	Rogers Corp.*		3,338,926
	34,251	Ubiquiti Networks, Inc.*		1,220,021
	6,510	Universal Display Corp.*		379,598
				22,922,993
		Telecommunication Services - 0.7%
	69,800	Cincinnati Bell, Inc.*		266,636
	21,900	IDT Corp. Class B		335,946
	57,100	Inteliquent, Inc.		947,289
	211,070	ORBCOMM, Inc.*		2,091,704
	559,609	Vonage Holdings Corp.*		2,613,374
				6,254,949
		Transportation - 1.4%
	5,586	Alaska Air Group, Inc.		393,422
	7,756	Allegiant Travel Co.		1,245,381
	182,723	Celadon Group, Inc.		1,840,021
	43,000	Hawaiian Holdings, Inc.*		1,809,010
	21,000	JetBlue Airways Corp.*		415,590
	142,872	Knight Transportation, Inc.		3,796,109
	125,450	Marten Transport Ltd.		2,340,897
	9,953	Werner Enterprises, Inc.		252,209
				12,092,639
		Total Common Stocks (cost $837,733,623)	$	858,347,053
WARRANTS - 0.0%
		Insurance - 0.0%
	1,613	Emergent Capital, Inc., Expires 4/11/19*	$	—
		Total Warrants (cost $—)	$	—
		Total Long-Term Investments (cost $837,733,623)	$	858,347,053
SHORT-TERM INVESTMENTS - 0.7%
		Other Investment Pools & Funds - 0.7%
	286,061	BlackRock Liquidity Funds TempFund Portfolio	$	286,061
	5,522,504	Federated Prime Obligations Fund		5,522,504
		Total Short-Term Investments (cost $5,808,565)	$	5,808,565

Total Investments (cost $843,542,188)^	100.1	%	$	864,155,618
Other Assets and Liabilities	(0.1	)%		(671,362	)
Total Net Assets	100.0	%	$	863,484,256

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

92

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	109,161,508
Unrealized Depreciation		(88,548,078	)
Net Unrealized Appreciation	$	20,613,430

* Non-income producing.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
REIT	Real Estate Investment Trust

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

93

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	12,364,772	$	12,364,772	$	—	$	—
Banks		29,639,595		29,639,595		—		—
Capital Goods		72,351,652		72,351,652		—		—
Commercial & Professional Services		32,627,334		32,627,334		—		—
Consumer Durables & Apparel		42,713,130		42,713,130		—		—
Consumer Services		47,807,490		47,807,490		—		—
Diversified Financials		16,680,366		16,680,366		—		—
Energy		10,667,079		10,667,079		—		—
Food & Staples Retailing		20,257,113		20,257,113		—		—
Food, Beverage & Tobacco		18,978,309		18,978,309		—		—
Health Care Equipment & Services		93,374,290		93,374,290		—		—
Household & Personal Products		1,660,173		1,660,173		—		—
Insurance		14,752,673		14,752,673		—		—
Materials		42,590,017		42,590,017		—		—
Media		391,703		391,703		—		—
Pharmaceuticals, Biotechnology & Life Sciences		109,816,510		109,816,510		—		—
Real Estate		19,242,315		19,242,315		—		—
Retailing		45,928,550		45,928,550		—		—
Semiconductors & Semiconductor Equipment		22,004,436		22,004,436		—		—
Software & Services		163,228,965		163,228,965		—		—
Technology Hardware & Equipment		22,922,993		22,922,993		—		—
Telecommunication Services		6,254,949		6,254,949		—		—
Transportation		12,092,639		12,092,639		—		—
Warrants		—		—		—		—
Short-Term Investments		5,808,565		5,808,565		—		—
Total	$	864,155,618	$	864,155,618	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

94

The Hartford Small Company Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.7%
		Automobiles & Components - 0.1%
	7,169	Tenneco, Inc.*	$	382,108
		Banks - 2.8%
	14,037	EverBank Financial Corp.		211,678
	4,669	FCB Financial Holdings, Inc. Class A*		163,182
	10,563	First Merchants Corp.		270,941
	4,058	Flushing Financial Corp.		80,957
	5,535	Great Western Bancorp, Inc.		174,463
	17,029	MGIC Investment Corp.*		123,120
	155,525	PrivateBancorp, Inc.		6,471,395
	4,036	Sandy Spring Bancorp, Inc.		115,389
	259,493	Sterling Bancorp		4,240,116
	289,846	United Community Banks, Inc.		5,834,600
				17,685,841
		Capital Goods - 9.3%
	8,444	AAON, Inc.		223,935
	221,558	Advanced Drainage Systems, Inc.		5,122,421
	229,085	Altra Industrial Motion Corp.		6,574,740
	137,056	Applied Industrial Technologies, Inc.		6,281,276
	72,283	Astronics Corp.*		2,670,857
	4,505	AZZ, Inc.		247,415
	1,614	Esterline Technologies Corp.*		110,817
	198,571	Generac Holdings, Inc.*		7,569,527
	4,504	Heico Corp. Class A		230,515
	2,360	Lennox International, Inc.		318,482
	124,303	Masonite International Corp.*		8,410,341
	111,821	Middleby Corp.*		12,260,054
	2,402	Teledyne Technologies, Inc.*		223,266
	3,661	Toro Co.		316,493
	4,165	Triumph Group, Inc.		150,690
	123,641	WESCO International, Inc.*		7,268,854
				57,979,683
		Commercial & Professional Services - 1.9%
	144,946	Advisory Board Co.*		4,586,091
	4,078	Deluxe Corp.		256,017
	7,175	Exponent, Inc.		357,602
	3,905	GP Strategies Corp.*		91,143
	6,844	On Assignment, Inc.*		246,794
	111,401	WageWorks, Inc.*		6,000,058
				11,537,705
		Consumer Durables & Apparel - 4.2%
	121,462	G-III Apparel Group Ltd.*		5,496,156
	202,165	Kate Spade & Co.*		5,201,705
	3,277	Oxford Industries, Inc.		217,658
	1,230,570	Samsonite International S.A.		3,957,577
	304,603	Steven Madden Ltd.*		10,664,151
	6,906	TopBuild Corp.*		215,605
	5,215	Vista Outdoor, Inc.*		250,216
				26,003,068
		Consumer Services - 6.3%
	18,819	Bloomin’ Brands, Inc.		351,915
	3,850	Brinker International, Inc.		178,332
	456,677	ClubCorp Holdings, Inc.		6,096,638
	8,666	Del Frisco’s Restaurant Group, Inc.*		138,049
	241,940	Diamond Resorts International, Inc.*		5,131,547
	4,215	Dunkin’ Brands Group, Inc.		195,998
	61,413	Jack in the Box, Inc.		4,148,448
	18,154	La Quinta Holdings, Inc.*		231,827
	4,429	Marriott Vacations Worldwide Corp.		277,433

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.7% - (continued)
		Consumer Services - 6.3% - (continued)
	76,758	Panera Bread Co. Class A*	$	16,463,823
	3,145	Papa John’s International, Inc.		177,976
	143,457	Texas Roadhouse, Inc.		5,841,569
	7,386	Wingstop, Inc.*		184,207
				39,417,762
		Diversified Financials - 1.8%
	4,210	Evercore Partners, Inc. Class A		217,404
	7,817	HFF, Inc. Class A		248,815
	49,698	MarketAxess Holdings, Inc.		6,100,927
	404,233	WisdomTree Investments, Inc.		4,402,097
				10,969,243
		Energy - 3.5%
	67,523	Diamondback Energy, Inc.*		5,846,142
	268,989	Patterson-UTI Energy, Inc.		5,312,533
	81,190	PBF Energy, Inc. Class A		2,612,694
	441,625	QEP Resources, Inc.		7,918,336
	6,051	RSP Permian, Inc.*		185,221
				21,874,926
		Food & Staples Retailing - 0.1%
	3,996	Casey’s General Stores, Inc.		447,552
	11,458	Natural Grocers by Vitamin Cottage, Inc.*		153,079
	3,372	PriceSmart, Inc.		291,813
				892,444
		Food, Beverage & Tobacco - 1.3%
	1,079,494	Greencore Group plc		5,696,692
	27,856	Post Holdings, Inc.*		2,001,175
	3,811	TreeHouse Foods, Inc.*		336,893
				8,034,760
		Health Care Equipment & Services - 9.7%
	160,737	Acadia Healthcare Co., Inc.*		10,156,971
	77,108	Align Technology, Inc.*		5,566,427
	5,036	Anika Therapeutics, Inc.*		229,944
	632	Atrion Corp.		251,094
	5,295	Cynosure, Inc. Class A*		259,137
	133,693	DexCom, Inc.*		8,607,155
	184,862	Envision Healthcare Holdings, Inc.*		4,183,427
	7,000	Examworks Group, Inc.*		252,350
	14,142	Globus Medical, Inc. Class A*		354,116
	1,558	HeartWare International, Inc.*		51,975
	2,474	ICU Medical, Inc.*		245,767
	338,475	Insulet Corp.*		11,271,217
	101,225	LifePoint Health, Inc.*		6,838,761
	2,935	LivaNova plc*		154,763
	19,000	Nevro Corp.*		1,277,750
	7,797	Omnicell, Inc.*		248,412
	5,133	Team Health Holdings, Inc.*		214,713
	3,810	U.S. Physical Therapy, Inc.		189,967
	8,049	Vascular Solutions, Inc.*		281,313
	342,777	Veeva Systems, Inc. Class A*		9,429,795
	4,074	WellCare Health Plans, Inc.*		366,619
				60,431,673
		Insurance - 2.0%
	5,415	AMERISAFE, Inc.		291,760
	54,844	Assurant, Inc.		4,638,157
	198,009	First American Financial Corp.		7,132,284
	6,313	James River Group Holdings Ltd.		195,451
				12,257,652

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

95

The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.7% - (continued)
		Materials - 4.1%
	8,454	Boise Cascade Co.*	$	176,435
	22,488	Graphic Packaging Holding Co.		298,641
	558,559	Headwaters, Inc.*		11,176,765
	322,101	KapStone Paper & Packaging Corp.		5,118,185
	21,182	OMNOVA Solutions, Inc.*		151,451
	813,552	Platform Specialty Products Corp.*		8,379,586
	8,799	PolyOne Corp.		316,588
	3,857	Silgan Holdings, Inc.		195,704
				25,813,355
		Pharmaceuticals, Biotechnology & Life Sciences - 8.6%
	4,272	Acorda Therapeutics, Inc.*		110,431
	146,770	Aerie Pharmaceuticals, Inc.*		2,327,772
	1,837	Agios Pharmaceuticals, Inc.*		89,921
	119,021	Alder Biopharmaceuticals, Inc.*		3,160,007
	11,652	Amicus Therapeutics, Inc.*		87,040
	64,152	Anacor Pharmaceuticals, Inc.*		4,024,896
	13,711	Aratana Therapeutics, Inc.*		82,403
	42,376	Bluebird Bio, Inc.*		1,879,376
	102,999	Cepheid*		2,939,591
	161,074	Five Prime Therapeutics, Inc.*		7,665,512
	6,377	Flexion Therapeutics, Inc.*		66,321
	133,062	Galapagos N.V. ADR*		6,029,039
	6,690	GlycoMimetics, Inc.*		42,147
	185,093	Intersect ENT, Inc.*		3,711,115
	207,518	Ironwood Pharmaceuticals, Inc.*		2,168,563
	5,998	Medicines Co.*		213,469
	5,072	Neurocrine Biosciences, Inc.*		231,182
	646,737	Novavax, Inc.*		3,388,902
	3,652	Ophthotech Corp.*		170,694
	165,034	Otonomy, Inc.*		2,353,385
	4,779	PAREXEL International Corp.*		291,997
	78,911	Portola Pharmaceuticals, Inc.*		1,874,925
	119,097	PTC Therapeutics, Inc.*		883,700
	8,349	Relypsa, Inc.*		151,117
	105,381	TESARO, Inc.*		4,366,989
	73,259	Ultragenyx Pharmaceutical, Inc.*		4,953,774
	15,339	XenoPort, Inc.*		67,492
				53,331,760
		Real Estate - 2.5%
	5,142	Coresite Realty Corp. REIT		385,290
	334,676	Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT		6,492,714
	395,361	Kennedy-Wilson Holdings, Inc. REIT		8,543,751
	14,465	Sunstone Hotel Investors, Inc. REIT		185,297
				15,607,052
		Retailing - 4.7%
	3,136,600	Allstar Co.*(1)(2)(3)		3,356,162
	8,625	Burlington Stores, Inc.*		491,366
	2,898	Core-Mark Holding Co., Inc.		236,650
	169,282	Dick’s Sporting Goods, Inc.		7,844,528
	203,910	DSW, Inc. Class A		5,010,069
	113,414	Five Below, Inc.*		4,729,364
	70,879	HSN, Inc.		3,758,713
	65,552	Tory Burch LLC*(1)(2)(3)		3,585,693
				29,012,545
		Semiconductors & Semiconductor Equipment - 5.6%
	94,085	Cavium, Inc.*		4,644,976
	4,080	Cirrus Logic, Inc.*		147,288

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.7% - (continued)
		Semiconductors & Semiconductor Equipment - 5.6% - (continued)
	249,971	Entegris, Inc.*	$	3,322,115
	57,324	First Solar, Inc.*		3,200,972
	10,708	Integrated Device Technology, Inc.*		206,450
	160,474	M/A-COM Technology Solutions Holdings, Inc.*		6,561,782
	269,046	Mellanox Technologies Ltd.*		11,636,239
	6,636	MKS Instruments, Inc.		237,967
	243,418	SunPower Corp.*		4,902,439
				34,860,228
		Software & Services - 21.8%
	2,785	Aspen Technology, Inc.*		105,914
	231,238	Atlassian Corp. plc Class A*		5,357,784
	7,874	Bottomline Technologies de, Inc.*		193,385
	1,955	CACI International, Inc. Class A*		187,973
	10,957	Cardtronics, Inc.*		431,925
	3,356	Cass Information Systems, Inc.		166,021
	5,579	comScore, Inc.*		170,829
	59,006	CoStar Group, Inc.*		11,642,474
	1,924	Demandware, Inc.*		88,658
	66,216	Envestnet, Inc.*		2,077,858
	72,218	EPAM Systems, Inc.*		5,266,859
	14,708	Everyday Health, Inc.*		85,306
	7,122	Exlservice Holdings, Inc.*		344,634
	103,399	Fair Isaac Corp.		11,033,707
	18,094	Five9, Inc.*		167,370
	4,194	Fleetmatics Group plc*		152,033
	637	Global Payments, Inc.		45,979
	257,208	GoDaddy, Inc. Class A*		7,811,407
	137,056	Guidewire Software, Inc.*		7,808,080
	147,443	HubSpot, Inc.*		6,530,251
	4,256	j2 Global, Inc.		270,341
	84,492	Manhattan Associates, Inc.*		5,115,146
	107,413	MAXIMUS, Inc.		5,682,148
	5,271	Paycom Software, Inc.*		201,405
	129,386	Paylocity Holding Corp.*		4,951,602
	4,987	PTC, Inc.*		181,826
	3,309	Q2 Holdings, Inc.*		79,118
	137,894	SS&C Technologies Holdings, Inc.		8,432,218
	667,714	Telogis, Inc.*(1)(2)(3)		994,894
	7,792	Textura Corp.*		205,631
	32,308	Tyler Technologies, Inc.*		4,730,214
	36,063	Ultimate Software Group, Inc.*		7,089,625
	47,099	Verint Systems, Inc.*		1,593,830
	129,299	Virtusa Corp.*		4,595,286
	3,015	WebMD Health Corp.*		189,161
	77,409	WEX, Inc.*		7,314,376
	292,377	WNS Holdings Ltd. ADR*		9,265,427
	377,115	Zendesk, Inc.*		8,522,799
	27,124	Zillow Group, Inc. Class A*		678,643
	230,028	Zillow Group, Inc. Class C*		5,529,873
				135,292,010
		Technology Hardware & Equipment - 1.1%
	54,387	Arista Networks, Inc.*		3,623,262
	4,345	CDW Corp. of Delaware		167,283
	2,012	ePlus, Inc.*		161,745
	2,685	FEI Co.		239,019
	5,716	NetScout Systems, Inc.*		127,238
	161,070	Pure Storage, Inc. Class A*		2,343,568
	2,634	Rogers Corp.*		151,086
				6,813,201

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

96

The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.7% - (continued)
		Telecommunication Services - 0.7%
	405,815	ORBCOMM, Inc.*	$	4,021,627
	18,983	Vonage Holdings Corp.*		88,650
				4,110,277
		Transportation - 3.6%
	8,099	Celadon Group, Inc.		81,557
	445,513	Knight Transportation, Inc.		11,837,280
	161,412	Landstar System, Inc.		10,580,557
	5,556	Marten Transport Ltd.		103,675
				22,603,069
		Total Common Stocks (cost $598,138,398)	$	594,910,362
PREFERRED STOCKS - 3.3%
		Consumer Services - 0.2%
	177,795	DraftKings, Inc. Series D*(1)(2)(3)	$	556,498
	160,456	DraftKings, Inc. Series D-1*(1)(2)(3)		649,847
				1,206,345
		Pharmaceuticals, Biotechnology & Life Sciences - 0.1%
	92,973	Sancilio & Co., Inc.*(1)(2)(3)		627,568
		Retailing - 0.3%
	47,489	Honest Co.*(1)(2)(3)		2,137,955
		Software & Services - 2.4%
	106,123	Cloudera, Inc.*(1)(2)(3)		1,765,887
	263,189	MarkLogic Corp. Series F*(1)(2)(3)		2,750,325
	129,162	Nutanix, Inc.*(1)(2)(3)		2,069,175
	909,316	Telogis, Inc.*(1)(2)(3)		3,591,798
	98,033	Veracode, Inc.*(1)(2)(3)		2,114,572
	658,164	Zuora, Inc. Series F*(1)(2)(3)		2,461,533
				14,753,290
		Telecommunication Services - 0.3%
	4,044	DocuSign, Inc. Series B*(1)(2)(3)		70,245
	1,211	DocuSign, Inc. Series B-1*(1)(2)(3)		21,035
	2,906	DocuSign, Inc. Series D*(1)(2)(3)		50,477
	75,160	DocuSign, Inc. Series E*(1)(2)(3)		1,305,529
	14,065	DocuSign, Inc. Series F*(1)(2)(3)		244,309
				1,691,595
		Total Preferred Stocks (cost $18,718,928)	$	20,416,753
		Total Long-Term Investments (cost $616,857,326)	$	615,327,115
SHORT-TERM INVESTMENTS - 0.9%
		Other Investment Pools & Funds - 0.9%
	5,623,989	Federated Prime Obligations Fund	$	5,623,989
		Total Short-Term Investments (cost $5,623,989)	$	5,623,989

Total Investments (cost $622,481,315)^	99.9	%	$	620,951,104
Other Assets and Liabilities	0.1	%		550,204
Total Net Assets	100.0	%	$	621,501,308

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

97

The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	46,831,859
Unrealized Depreciation		(48,362,070	)
Net Unrealized Depreciation	$	(1,530,211	)

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $28,353,502, which represents 4.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	08/2011		3,136,600	Allstar Co.	$	1,364,479
	02/2014		106,123	Cloudera, Inc. Preferred		1,545,151
	02/2014		4,044	DocuSign, Inc. Series B Preferred		53,107
	02/2014		1,211	DocuSign, Inc. Series B-1 Preferred		15,903
	02/2014		2,906	DocuSign, Inc. Series D Preferred		38,163
	02/2014		75,160	DocuSign, Inc. Series E Preferred		987,031
	04/2015		14,065	DocuSign, Inc. Series F Preferred		268,545
	07/2015		177,795	DraftKings, Inc. Series D Preferred		957,589
	07/2015		160,456	DraftKings, Inc. Series D-1 Preferred		1,229,961
	08/2015		47,489	Honest Co. Preferred		2,172,859
	04/2015		263,189	MarkLogic Corp. Series F Preferred		3,056,730
	08/2014		129,162	Nutanix, Inc. Preferred		1,730,319
	05/2014		92,973	Sancilio & Co., Inc. Preferred		351,154
	09/2013		667,714	Telogis, Inc.		1,322,808
	09/2013		909,316	Telogis, Inc. Preferred		2,001,586
	11/2013		65,552	Tory Burch LLC		5,137,735
	08/2014		98,033	Veracode, Inc. Preferred		1,810,268
	01/2015		658,164	Zuora, Inc. Series F Preferred		2,500,562
					$	26,543,950

At April 30, 2016, the aggregate value of these securities was $28,353,502, which represents 4.6% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $28,353,502, which represents 4.6% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

98

The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	382,108	$	382,108	$	—	$	—
Banks		17,685,841		17,685,841		—		—
Capital Goods		57,979,683		57,979,683		—		—
Commercial & Professional Services		11,537,705		11,537,705		—		—
Consumer Durables & Apparel		26,003,068		22,045,491		3,957,577		—
Consumer Services		39,417,762		39,417,762		—		—
Diversified Financials		10,969,243		10,969,243		—		—
Energy		21,874,926		21,874,926		—		—
Food & Staples Retailing		892,444		892,444		—		—
Food, Beverage & Tobacco		8,034,760		2,338,068		5,696,692		—
Health Care Equipment & Services		60,431,673		60,431,673		—		—
Insurance		12,257,652		12,257,652		—		—
Materials		25,813,355		25,813,355		—		—
Pharmaceuticals, Biotechnology & Life Sciences		53,331,760		53,331,760		—		—
Real Estate		15,607,052		15,607,052		—		—
Retailing		29,012,545		22,070,690		—		6,941,855
Semiconductors & Semiconductor Equipment		34,860,228		34,860,228		—		—
Software & Services		135,292,010		134,297,116		—		994,894
Technology Hardware & Equipment		6,813,201		6,813,201		—		—
Telecommunication Services		4,110,277		4,110,277		—		—
Transportation		22,603,069		22,603,069		—		—
Preferred Stocks		20,416,753		—		—		20,416,753
Short-Term Investments		5,623,989		5,623,989		—		—
Total	$	620,951,104	$	582,943,333	$	9,654,269	$	28,353,502

⁽¹⁾  For the six-month period ended April 30, 2016, investments valued at $5,706,468 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

a) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).

b) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks		Preferred Stocks			Total
Beginning balance	$	6,554,251	$	26,038,256		$	32,592,507
Purchases		—		—			—
Sales		—		(1,934,191	)		(1,934,191	)
Accrued discounts/(premiums)		—		—			—
Total realized gain/(loss)		—		—			—
Net change in unrealized appreciation/depreciation		1,382,498		(3,687,312	)		(2,304,814	)
Transfers into Level 3(1)		—		—			—
Transfers out of Level 3(1)		—		—			—
Ending balance	$	7,936,749	$	20,416,753		$	28,353,502

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $(815,652).

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

99

The Hartford Value Opportunities Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.0%
		Banks - 9.0%
	157,327	Citigroup, Inc.	$	7,281,094
	89,906	JP Morgan Chase & Co.		5,682,059
	31,333	M&T Bank Corp.		3,707,321
	69,840	PNC Financial Services Group, Inc.		6,130,555
				22,801,029
		Capital Goods - 3.5%
	41,483	Eaton Corp. plc		2,624,629
	46,331	Generac Holdings, Inc.*		1,766,138
	237,200	Sanwa Holdings Corp.		1,840,415
	14,583	Sulzer AG		1,331,213
	23,481	WESCO International, Inc.*		1,380,448
				8,942,843
		Consumer Durables & Apparel - 1.4%
	11,454,000	Global Brands Group Holding Ltd.*		1,354,220
	24,267	Ralph Lauren Corp.		2,261,927
				3,616,147
		Consumer Services - 2.9%
	80,268	Las Vegas Sands Corp.		3,624,100
	68,400	Melco Crown Entertainment Ltd. ADR		1,012,320
	29,100	Norwegian Cruise Line Holdings Ltd.*		1,422,699
	341,600	Sands China Ltd.		1,217,017
				7,276,136
		Diversified Financials - 3.5%
	108,046	Markit, Ltd.*		3,769,725
	98,860	Raymond James Financial, Inc.		5,157,526
	73,500	Solar Cayman Ltd.*(1)(2)(3)		15,876
				8,943,127
		Energy - 14.6%
	87,168	Anadarko Petroleum Corp.		4,598,984
	139,100	Cabot Oil & Gas Corp.		3,254,940
	112,363	Canadian Natural Resources Ltd.		3,373,137
	235,833	Cobalt International Energy, Inc.*		761,741
	27,903	Diamondback Energy, Inc.*		2,415,842
	17,000	Energen Corp.		722,330
	111,497	Halliburton Co.		4,605,941
	33,665	Helmerich & Payne, Inc.		2,225,930
	21,900	Hess Corp.		1,305,678
	59,878	HollyFrontier Corp.		2,131,657
	199,372	Marathon Oil Corp.		2,809,151
	19,835	National Oilwell Varco, Inc.		714,853
	17,510	Pioneer Natural Resources Co.		2,908,411
	110,085	QEP Resources, Inc.		1,973,824
	195,318	Southwestern Energy Co.*		2,623,121
	260,900	Trican Well Service Ltd.*		363,892
				36,789,432
		Food, Beverage & Tobacco - 1.5%
	62,929	British American Tobacco plc		3,836,913
		Health Care Equipment & Services - 2.3%
	86,200	Envision Healthcare Holdings, Inc.*		1,950,706
	15,700	McKesson Corp.		2,634,774
	17,400	MEDNAX, Inc.*		1,240,446
				5,825,926
		Household & Personal Products - 0.7%
	57,100	Coty, Inc. Class A		1,735,840

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.0% - (continued)
		Insurance - 12.3%
	78,120	American International Group, Inc.	$	4,360,658
	97,728	Arthur J Gallagher & Co.		4,499,397
	214,153	MetLife, Inc.		9,658,300
	143,940	Principal Financial Group, Inc.		6,143,359
	56,587	Torchmark Corp.		3,275,822
	88,856	Unum Group		3,039,764
				30,977,300
		Materials - 7.1%
	23,800	Bemis Co., Inc.		1,194,284
	31,381	Cabot Corp.		1,531,079
	59,447	Celanese Corp. Series A		4,202,903
	135,580	Constellium N.V. Class A*		790,431
	150,356	Huntsman Corp.		2,366,604
	14,900	Monsanto Co.		1,395,832
	87,041	Reliance Steel & Aluminum Co.		6,438,423
				17,919,556
		Media - 0.7%
	121,452	Sky plc		1,669,483
		Pharmaceuticals, Biotechnology & Life Sciences - 12.3%
	32,900	Alder Biopharmaceuticals, Inc.*		873,495
	11,648	Allergan plc*		2,522,491
	6,849	Biogen, Inc.*		1,883,406
	73,021	Bristol-Myers Squibb Co.		5,270,656
	45,700	Cepheid*		1,304,278
	145,334	Merck & Co., Inc.		7,970,116
	147,511	Mylan N.V.*		6,152,684
	153,200	Novavax, Inc.*		802,768
	42,997	TESARO, Inc.*		1,781,796
	45,800	Teva Pharmaceutical Industries Ltd. ADR		2,493,810
				31,055,500
		Real Estate - 6.0%
	53,067	American Tower Corp. REIT		5,565,667
	12,200	Boston Properties, Inc. REIT		1,572,092
	129,661	Columbia Property Trust, Inc. REIT		2,891,440
	181,700	Host Hotels & Resorts, Inc. REIT		2,874,494
	86,600	STORE Capital Corp. REIT		2,223,022
				15,126,715
		Retailing - 0.2%
	571,800	Allstar Co.*(1)(2)(3)		611,826
		Semiconductors & Semiconductor Equipment - 2.2%
	19,200	Lam Research Corp.		1,466,880
	37,800	Silicon Motion Technology Corp. ADR		1,457,190
	38,155	Synaptics, Inc.*		2,729,990
				5,654,060
		Software & Services - 1.6%
	3,523	Alphabet, Inc. Class A*		2,493,861
	52,100	Envestnet, Inc.*		1,634,898
				4,128,759
		Technology Hardware & Equipment - 5.5%
	113,915	ARRIS International plc*		2,593,845
	260,043	Cisco Systems, Inc.		7,148,582
	2,297	Samsung Electronics Co., Ltd.		2,503,341
	42,612	Western Digital Corp.		1,741,339
				13,987,107

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

100

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.0% - (continued)
		Telecommunication Services - 2.0%
	52,263	T-Mobile US, Inc.*	$	2,052,891
	58,699	Verizon Communications, Inc.		2,990,127
				5,043,018
		Transportation - 4.5%
	48,000	Avis Budget Group, Inc.*		1,204,800
	154,984	CSX Corp.		4,226,414
	50,188	Genesee & Wyoming, Inc. Class A*		3,267,741
	15,900	Norfolk Southern Corp.		1,432,749
	12,708	United Parcel Service, Inc. Class B		1,335,229
				11,466,933
		Utilities - 5.2%
	134,791	Exelon Corp.		4,729,816
	97,941	OGE Energy Corp.		2,898,074
	92,809	PG&E Corp.		5,401,484
				13,029,374
		Total Common Stocks (cost $265,302,430)	$	250,437,024
		Total Long-Term Investments (cost $265,302,430)	$	250,437,024
SHORT-TERM INVESTMENTS - 0.4%
		Other Investment Pools & Funds - 0.4%
	1,030,157	Federated Prime Obligations Fund	$	1,030,157
		Total Short-Term Investments (cost $1,030,157)	$	1,030,157

Total Investments (cost $266,332,587)^	99.4	%	$	251,467,181
Other Assets and Liabilities	0.6	%		1,437,058
Total Net Assets	100.0	%	$	252,904,239

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

101

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	15,952,537
Unrealized Depreciation		(30,817,943	)
Net Unrealized Depreciation	$	(14,865,406	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $627,702, which represents 0.2% of total net assets.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	08/2011		571,800	Allstar Co.	$	248,744
	03/2007		73,500	Solar Cayman Ltd.		21,542
					$	270,286

At April 30, 2016, the aggregate value of these securities was $627,702, which represents 0.2% of total net assets.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $627,702, which represents 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.

Foreign Currency Contracts Outstanding at April 30, 2016

Currency

Buy/Sell

Delivery Date

Counterparty

Contract Amount

Market  Value†

Unrealized Appreciation/ (Depreciation)

GBP

Sell

06/15/16

WEST

$

1,716,257

$

1,763,844

$    (47,587)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
WEST	Westpac International
Currency Abbreviations:
GBP	British Pound
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

102

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Common Stocks
Banks	$	22,801,029		$	22,801,029	$	—		$	—
Capital Goods		8,942,843			5,771,215		3,171,628			—
Consumer Durables & Apparel		3,616,147			2,261,927		1,354,220			—
Consumer Services		7,276,136			6,059,119		1,217,017			—
Diversified Financials		8,943,127			8,927,251		—			15,876
Energy		36,789,432			36,789,432		—			—
Food, Beverage & Tobacco		3,836,913			—		3,836,913			—
Health Care Equipment & Services		5,825,926			5,825,926		—			—
Household & Personal Products		1,735,840			1,735,840		—			—
Insurance		30,977,300			30,977,300		—			—
Materials		17,919,556			17,919,556		—			—
Media		1,669,483			—		1,669,483			—
Pharmaceuticals, Biotechnology & Life Sciences		31,055,500			31,055,500		—			—
Real Estate		15,126,715			15,126,715		—			—
Retailing		611,826			—		—			611,826
Semiconductors & Semiconductor Equipment		5,654,060			5,654,060		—			—
Software & Services		4,128,759			4,128,759		—			—
Technology Hardware & Equipment		13,987,107			11,483,766		2,503,341			—
Telecommunication Services		5,043,018			5,043,018		—			—
Transportation		11,466,933			11,466,933		—			—
Utilities		13,029,374			13,029,374		—			—
Short-Term Investments		1,030,157			1,030,157		—			—
Total	$	251,467,181		$	237,086,877	$	13,752,602		$	627,702
Liabilities
Foreign Currency Contracts(2)	$	(47,587	)	$	—	$	(47,587	)	$	—
Total	$	(47,587	)	$	—	$	(47,587	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks		Total
Beginning balance	$	336,789	$	336,789
Purchases		—		—
Sales		—		—
Accrued discounts/(premiums)		—		—
Total realized gain/(loss)		—		—
Net change in unrealized appreciation/depreciation		290,913		290,913
Transfers into Level 3(1)		—		—
Transfers out of Level 3(1)		—		—
Ending balance	$	627,702	$	627,702

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $290,913.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

103

Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2016 (Unaudited)

	The Hartford Capital Appreciation Fund			Hartford Core Equity Fund		The Hartford Dividend and Growth Fund
Assets:
Investments in securities, at market value	$	9,489,500,482		$	1,778,600,640	$	7,659,668,808
Cash collateral due from broker		—			1,768,500		—
Foreign currency		1,577,462			—		—
Unrealized appreciation on foreign currency contracts		307,944			—		—
Receivables:
Fund shares sold		4,073,523			31,816,208		8,670,470
Dividends and interest		15,970,172			1,787,999		11,376,980
Investment securities sold		185,049,843			3,413,767		40,154,488
Other assets		93,410			155,356		107,279
Total assets		9,696,572,836			1,817,542,470		7,719,978,025
Liabilities:
Unrealized depreciation on foreign currency contracts		2,919,367			—		—
Bank overdraft		—			—		—
Payables:
Investment securities purchased		146,142,678			3,811,677		29,924,360
Fund shares redeemed		50,471,405			1,848,629		8,187,268
Investment management fees		5,184,785			528,387		3,823,089
Variation margin on financial derivative instruments		—			261,331		—
Distribution fees		2,503,204			308,049		1,212,597
Accrued expenses		2,096,085			88,524		1,371,267
Total liabilities		209,317,524			6,846,597		44,518,581
Net assets	$	9,487,255,312		$	1,810,695,873	$	7,675,459,444
Summary of Net Assets:
Capital stock and paid-in-capital	$	9,426,450,502		$	1,739,039,170	$	5,905,108,394
Undistributed (distributions in excess of) net investment income		(1,975,288	)		3,294,708		12,181,858
Accumulated net realized gain (loss)		(303,751,562	)		17,237,995		63,021,128
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		366,531,660			51,124,000		1,695,148,064
Net assets	$	9,487,255,312		$	1,810,695,873	$	7,675,459,444
Shares authorized		1,665,000,000			550,000,000		1,050,000,000
Par value	$	0.0010		$	0.0010	$	0.0010
Class A:     Net asset value per share	$	33.76		$	23.46	$	22.90
Maximum offering price per share	$	35.72		$	24.83	$	24.23
Shares outstanding		147,815,821			27,620,186		160,260,178
Net Assets	$	4,990,364,168		$	648,045,806	$	3,670,042,860
Class B:     Net asset value per share	$	26.81		$	21.70	$	22.46
Shares outstanding		3,839,388			47,932		1,389,029
Net Assets	$	102,951,710		$	1,040,087	$	31,196,058
Class C:     Net asset value per share	$	27.30		$	21.65	$	22.24
Shares outstanding		57,774,178			9,328,384		20,305,105
Net Assets	$	1,577,509,565		$	201,981,577	$	451,602,232
Class I:      Net asset value per share	$	33.86		$	23.50	$	22.80
Shares outstanding		42,843,746			21,337,145		74,800,794
Net Assets	$	1,450,827,904		$	501,401,230	$	1,705,321,895
Class R3:   Net asset value per share	$	36.65		$	23.81	$	23.15
Shares outstanding		3,054,438			897,838		3,608,544
Net Assets	$	111,930,778		$	21,378,282	$	83,548,588

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

104

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

The Hartford Equity Income Fund		The Hartford Growth Opportunities Fund			The Hartford Healthcare Fund			The Hartford MidCap Fund			The Hartford MidCap Value Fund			Hartford Small Cap Core Fund			The Hartford Small Cap Growth Fund
$	3,584,120,913	$	4,531,125,396		$	1,544,456,492		$	5,544,689,863		$	428,859,755		$	185,244,884		$	864,155,618
	—		—			—			—			—			—			—
	256,259		23			5			—			8			—			—
	—		—			—			—			—			—			—
	5,426,033		8,726,262			3,536,112			27,183,215			1,164,924			84,745			1,046,722
	6,698,888		2,881,140			1,496,294			766,527			259,050			147,387			194,444
	18,693,039		36,848,124			163,178			23,125,154			3,588,127			6,587,975			3,883,371
	93,406		179,803			112,559			150,385			78,208			54,156			79,521
	3,615,288,538		4,579,760,748			1,549,764,640			5,595,915,144			433,950,072			192,119,147			869,359,676
	—		—			—			—			—			—			—
	—		—			—			—			—			—			501,228
	—		20,597,936			1,043,490			22,660,140			3,075,217			6,190,471			1,081,311
	4,409,911		9,460,264			3,328,163			7,463,729			491,308			164,785			3,530,017
	1,828,997		2,661,102			1,079,636			3,249,420			262,127			115,187			521,262
	—		—			—			—			—			—			—
	769,727		764,305			444,570			1,006,901			89,465			20,981			97,092
	565,261		664,098			206,565			606,470			68,502			29,729			144,510
	7,573,896		34,147,705			6,102,424			34,986,660			3,986,619			6,521,153			5,875,420
$	3,607,714,642	$	4,545,613,043		$	1,543,662,216		$	5,560,928,484		$	429,963,453		$	185,597,994		$	863,484,256
$	2,973,131,913	$	4,281,868,406		$	1,430,716,506		$	4,619,315,556		$	383,421,359		$	189,096,040		$	867,122,165
	3,155,466		(29,579,574	)		(3,832,810	)		(19,256,508	)		(441,615	)		884,221			(431,050	)
	12,883,626		(99,877,418	)		(4,873,372	)		28,405,710			24,549,028			(6,783,743	)		(23,820,289	)
	618,543,637		393,201,629			121,651,892			932,463,726			22,434,681			2,401,476			20,613,430
$	3,607,714,642	$	4,545,613,043		$	1,543,662,216		$	5,560,928,484		$	429,963,453		$	185,597,994		$	863,484,256
	650,000,000		23,800,000,000			500,000,000			810,000,000			500,000,000			1,000,000,000			27,050,000,000
$	0.0010	$	0.0001		$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0001
$	17.53	$	36.13		$	31.59		$	23.74		$	13.64		$	11.27		$	42.37
$	18.55	$	38.23		$	33.43		$	25.12		$	14.43		$	11.93		$	44.84
	99,874,909		49,515,514			26,804,923			86,651,783			18,107,000			4,286,301			4,810,396
$	1,750,655,598	$	1,789,150,996		$	846,637,894		$	2,056,968,646		$	246,922,037		$	48,319,429		$	203,820,329
$	17.54	$	24.77		$	26.87		$	17.50		$	11.69		$	10.50		$	33.47
	597,717		351,229			139,941			1,159,410			84,072			118,472			26,165
$	10,486,654	$	8,698,458		$	3,760,655		$	20,293,398		$	982,672		$	1,243,918		$	875,772
$	17.44	$	25.07		$	26.97		$	18.10		$	11.64		$	10.35		$	33.19
	26,222,289		17,370,144			10,553,144			34,333,715			3,262,505			1,111,349			1,252,949
$	457,393,324	$	435,435,229		$	284,596,900		$	621,359,492		$	37,984,766		$	11,505,377		$	41,589,122
$	17.45	$	37.38		$	32.75		$	24.25		$	13.73		$	11.27		$	43.49
	46,027,865		49,643,240			8,080,923			40,687,447			2,169,047			185,495			3,152,200
$	803,112,945	$	1,855,764,228		$	264,669,696		$	986,589,565		$	29,776,422		$	2,091,112		$	137,088,269
$	17.55	$	36.49		$	32.56		$	26.35		$	14.33		$	11.58		$	42.30
	3,094,035		1,300,119			1,664,583			2,748,121			821,114			76,893			354,031
$	54,291,679	$	47,436,674		$	54,196,066		$	72,416,642		$	11,764,583		$	890,627		$	14,976,953

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

105

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

	The Hartford Capital Appreciation Fund		Hartford Core Equity Fund		The Hartford Dividend and Growth Fund
Class R4:   Net asset value per share	$	37.57	$	24.13	$	23.29
Shares outstanding		4,393,836		3,606,110		6,067,593
Net Assets	$	165,097,576	$	87,002,149	$	141,303,504
Class R5:   Net asset value per share	$	38.26	$	23.66	$	23.36
Shares outstanding		1,256,678		3,118,596		9,798,398
Net Assets	$	48,085,586	$	73,784,508	$	228,891,366
Class R6:   Net asset value per share	$	38.45	$	23.74	$	23.37
Shares outstanding		1,475,158		111,594		109,578
Net Assets	$	56,722,064	$	2,649,038	$	2,560,718
Class Y:     Net asset value per share	$	38.45	$	23.74	$	23.37
Shares outstanding		25,588,669		11,515,339		58,232,087
Net Assets	$	983,765,961	$	273,413,196	$	1,360,992,223
Cost of investments	$	9,120,111,232	$	1,727,167,781	$	5,964,520,744
Cost of foreign currency	$	1,577,462	$	—	$	—

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

106

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

The Hartford Equity Income Fund		The Hartford Growth Opportunities Fund		The Hartford Healthcare Fund		The Hartford MidCap Fund		The Hartford MidCap Value Fund		Hartford Small Cap Core Fund		The Hartford Small Cap Growth Fund
$	17.57	$	37.90	$	33.76	$	27.10	$	14.49	$	11.63	$	43.64
	4,197,274		1,878,511		1,251,466		5,920,720		861,862		26,306		1,535,990
$	73,746,170	$	71,198,518	$	42,245,581	$	160,446,469	$	12,492,123	$	305,866	$	67,029,556
$	17.64	$	39.08	$	34.86	$	27.59	$	14.63	$	11.64	$	45.11
	3,821,922		3,323,024		135,154		6,465,651		548,812		3,715		2,414,132
$	67,434,777	$	129,877,577	$	4,711,923	$	178,413,935	$	8,031,809	$	43,234	$	108,904,337
$	17.68	$	39.47	$	—	$	27.79	$	—	$	—	$	45.49
	803,232		22,900		—		351,917		—		—		87,465
$	14,201,072	$	903,816	$	—	$	9,779,234	$	—	$	—	$	3,978,602
$	17.68	$	39.49	$	35.16	$	27.78	$	14.67	$	11.67	$	45.55
	21,288,315		5,246,060		1,218,605		52,367,243		5,590,909		10,388,190		6,262,345
$	376,392,423	$	207,147,547	$	42,843,501	$	1,454,661,103	$	82,009,041	$	121,198,431	$	285,221,316
$	2,965,562,489	$	4,137,948,024	$	1,422,829,641	$	4,612,226,137	$	406,429,676	$	182,843,408	$	843,542,188
$	256,218	$	22	$	5	$	—	$	8	$	—	$	—

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

107

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

	The Hartford Small Company Fund			The Hartford Value Opportunities Fund
Assets:
Investments in securities, at market value	$	620,951,104		$	251,467,181
Foreign currency		5			—
Receivables:
Fund shares sold		955,408			131,796
Dividends and interest		2,635			493,021
Investment securities sold		4,663,420			2,705,526
Other assets		129,619			63,176
Total assets		626,702,191			254,860,700
Liabilities:
Unrealized depreciation on foreign currency contracts		—			47,587
Bank overdraft		190,428			—
Payables:
Investment securities purchased		2,656,222			1,382,030
Fund shares redeemed		1,653,687			262,186
Investment management fees		427,543			143,652
Distribution fees		102,175			63,198
Accrued expenses		170,828			57,808
Total liabilities		5,200,883			1,956,461
Net assets	$	621,501,308		$	252,904,239
Summary of Net Assets:
Capital stock and paid-in-capital	$	712,532,669		$	269,143,286
Undistributed (distributions in excess of) net investment income		(7,494,374	)		1,390,641
Accumulated net realized gain (loss)		(82,006,774	)		(2,713,909	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		(1,530,213	)		(14,915,779	)
Net assets	$	621,501,308		$	252,904,239
Shares authorized		550,000,000			27,000,000,000
Par value	$	0.0010		$	0.0001
Class A:     Net asset value per share	$	15.17		$	17.17
Maximum offering price per share	$	16.05		$	18.17
Shares outstanding		18,308,790			11,341,906
Net Assets	$	277,730,055		$	194,785,865
Class B:     Net asset value per share	$	11.24		$	15.10
Shares outstanding		133,259			71,779
Net Assets	$	1,497,600		$	1,083,966
Class C:     Net asset value per share	$	11.22		$	14.91
Shares outstanding		2,559,719			1,610,247
Net Assets	$	28,713,576		$	24,014,084
Class I:      Net asset value per share	$	15.81		$	16.96
Shares outstanding		2,577,901			893,937
Net Assets	$	40,749,641		$	15,159,784
Class R3:   Net asset value per share	$	16.44		$	17.38
Shares outstanding		1,900,845			165,062
Net Assets	$	31,251,364		$	2,869,460
Class R4:   Net asset value per share	$	17.22		$	17.55
Shares outstanding		1,976,504			594,760
Net Assets	$	34,044,342		$	10,439,639

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

108

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

	The Hartford Small Company Fund		The Hartford Value Opportunities Fund
Class R5:   Net asset value per share	$	17.95	$	17.67
Shares outstanding		1,455,133		136,820
Net Assets	$	26,118,697	$	2,418,017
Class R6:   Net asset value per share	$	18.25	$	—
Shares outstanding		583,477		—
Net Assets	$	10,645,950	$	—
Class Y:     Net asset value per share	$	18.25	$	17.72
Shares outstanding		9,358,360		120,386
Net Assets	$	170,750,083	$	2,133,424
Cost of investments	$	622,481,315	$	266,332,587
Cost of foreign currency	$	5	$	—

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

109

Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2016 (Unaudited)

	The Hartford Capital Appreciation Fund			Hartford Core Equity Fund			The Hartford Dividend and Growth Fund
Investment Income:
Dividends	$	71,851,695		$	8,223,872		$	100,494,043
Interest		259,614			128,514			367,473
Less: Foreign tax withheld		(784,130	)		—			(499,002	)
Total investment income, net		71,327,179			8,352,386			100,362,514
Expenses:
Investment management fees		31,802,207			2,212,655			22,553,484
Administrative services fees
Class R3		113,326			13,096			80,679
Class R4		122,468			36,287			103,297
Class R5		24,284			20,182			109,720
Transfer agent fees
Class A		3,799,954			233,925			2,279,501
Class B		203,494			3,900			72,837
Class C		1,006,736			60,236			261,362
Class I		689,800			119,189			1,478,430
Class R3		5,531			474			2,864
Class R4		1,625			336			1,035
Class R5		418			165			477
Class R6		7			49			7
Class Y		8,526			1,096			10,039
Distribution fees
Class A		6,253,690			525,019			4,438,654
Class B		639,411			6,349			186,897
Class C		8,078,629			639,538			2,213,698
Class R3		283,315			32,739			201,697
Class R4		204,114			60,478			172,162
Custodian fees		71,275			1,943			20,073
Registration and filing fees		116,032			96,388			115,442
Accounting services fees		771,543			90,904			494,535
Board of Directors’ fees		123,437			7,519			89,927
Audit fees		26,478			7,623			19,472
Other expenses		1,998,546			196,133			1,530,404
Total expenses (before waivers and fees paid indirectly)		56,344,846			4,366,223			36,436,693
Expense waivers		(4,187	)		(27,334	)		—
Transfer agent fee waivers		(11,670	)		(1,995	)		(16,768	)
Commission recapture		(89,614	)		(6,370	)		(31,118	)
Total waivers and fees paid indirectly		(105,471	)		(35,699	)		(47,886	)
Total expenses, net		56,239,375			4,330,524			36,388,807
Net Investment Income (Loss)		15,087,804			4,021,862			63,973,707
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(237,943,419	)		15,030,318			93,056,583
Less: Foreign taxes paid on realized capital gains		76,904			—			—
Net realized gain (loss) on futures contracts		—			2,678,086			—
Net realized gain (loss) on written options contracts		1,232,888			—			—
Net realized gain (loss) on foreign currency contracts		767,836			—			—
Net realized gain (loss) on other foreign currency transactions		(505,648	)		—			8,011
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(236,371,439	)		17,708,404			93,064,594
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(109,370,944	)		7,406,882			(95,904,052	)
Net unrealized appreciation (depreciation) of futures contracts		—			(307,564	)		—
Net unrealized appreciation (depreciation) of foreign currency contracts		(4,666,973	)		—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		293,806			—			—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(113,744,111	)		7,099,318			(95,904,052	)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:		(350,115,550	)		24,807,722			(2,839,458	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	(335,027,746	)	$	28,829,584		$	61,134,249

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

110

Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

The Hartford Equity Income Fund			The Hartford Growth Opportunities Fund			The Hartford Healthcare Fund			The Hartford MidCap Fund			The Hartford MidCap Value Fund			Hartford Small Cap Core Fund			The Hartford Small Cap Growth Fund
$	55,659,790		$	16,306,162		$	7,936,243		$	24,179,895		$	3,154,007		$	2,045,374		$	4,436,817
	103,582			40,019			64,849			40,467			13,606			3,604			10,758
	(913,738	)		(84,637	)		(79,187	)		(185,442	)		(27,831	)		(2,240	)		—
	54,849,634			16,261,544			7,921,905			24,034,920			3,139,782			2,046,738			4,447,575
	10,734,537			17,135,185			6,642,546			18,040,591			1,586,491			569,038			3,295,924
	52,257			44,772			56,762			70,115			10,480			857			15,171
	52,781			48,117			34,556			101,718			9,555			289			50,758
	34,652			60,586			2,580			78,039			3,758			42			53,256
	982,547			1,145,954			691,626			1,454,815			230,442			56,873			249,339
	17,076			21,436			8,603			33,382			3,607			3,044			3,883
	213,633			244,522			210,712			372,839			33,649			12,360			35,200
	420,751			1,737,304			173,948			747,723			19,432			1,452			191,000
	1,511			1,899			1,053			3,140			594			159			1,500
	887			684			336			2,220			266			44			1,316
	666			267			205			909			221			15			764
	108			21			—			41			—			—			22
	2,368			1,900			82			9,385			889			470			2,310
	2,102,334			2,203,072			1,095,096			2,435,852			284,812			59,078			270,042
	14,690			58,440			24,837			107,188			5,768			7,252			5,886
	2,197,401			2,065,859			1,474,006			2,972,194			189,279			58,815			218,871
	130,644			111,930			141,905			175,288			26,201			2,142			37,928
	87,969			80,195			57,594			169,530			15,925			482			84,596
	12,263			14,426			7,176			12,679			3,430			1,090			3,798
	95,861			204,679			110,797			129,050			56,362			56,059			79,736
	206,951			290,634			109,718			299,374			29,618			10,622			73,786
	41,731			59,594			19,646			58,873			5,651			1,446			12,504
	12,982			16,503			13,124			13,701			9,686			7,767			10,366
	718,992			953,413			317,400			996,117			104,816			34,878			189,629
	18,135,592			26,501,392			11,194,308			28,284,763			2,630,932			884,274			4,887,585
	—			(202	)		—			—			(138	)		(24,614	)		—
	—			(3,904	)		(1,152	)		(1,225	)		(1,876	)		(869	)		(2,117	)
	(13,703	)		(32,822	)		(22,311	)		(43,986	)		(3,647	)		—			(6,843	)
	(13,703	)		(36,928	)		(23,463	)		(45,211	)		(5,661	)		(25,483	)		(8,960	)
	18,121,889			26,464,464			11,170,845			28,239,552			2,625,271			858,791			4,878,625
	36,727,745			(10,202,920	)		(3,248,940	)		(4,204,632	)		514,511			1,187,947			(431,050	)
	21,270,638			(100,734,231	)		23,103,454			35,807,389			26,435,169			(3,052,754	)		(20,334,748	)
	—			—			—			—			—			—			—
	—			—			—			—			—			34,578			—
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	(121,781	)		(162,825	)		(10,009	)		2,481			(13,282	)		(20	)		—
	21,148,857			(100,897,056	)		23,093,445			35,809,870			26,421,887			(3,018,196	)		(20,334,748	)
	34,732,882			(84,314,298	)		(126,121,990	)		(135,995,542	)		(38,683,252	)		1,463,117			(31,966,342	)
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	62,799			53,362			32,970			—			9,688			—			—
	34,795,681			(84,260,936	)		(126,089,020	)		(135,995,542	)		(38,673,564	)		1,463,117			(31,966,342	)
	55,944,538			(185,157,992	)		(102,995,575	)		(100,185,672	)		(12,251,677	)		(1,555,079	)		(52,301,090	)
$	92,672,283		$	(195,360,912	)	$	(106,244,515	)	$	(104,390,304	)	$	(11,737,166	)	$	(367,132	)	$	(52,732,140	)

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

111

Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

	The Hartford Small Company Fund			The Hartford Value Opportunities Fund
Investment Income:
Dividends	$	2,058,290		$	3,138,901
Interest		36,712			875
Less: Foreign tax withheld		(32	)		(59,176	)
Total investment income, net		2,094,970			3,080,600
Expenses:
Investment management fees		2,770,367			870,798
Administrative services fees
Class R3		31,906			2,955
Class R4		27,682			7,910
Class R5		13,933			1,187
Transfer agent fees
Class A		437,437			185,067
Class B		6,475			5,108
Class C		37,332			19,297
Class I		102,698			10,681
Class R3		1,289			500
Class R4		699			272
Class R5		896			112
Class R6		10			—
Class Y		1,813			12
Distribution fees
Class A		364,452			236,185
Class B		9,872			7,330
Class C		153,223			119,562
Class R3		79,766			7,387
Class R4		46,136			13,183
Custodian fees		5,983			3,848
Registration and filing fees		68,040			53,193
Accounting services fees		48,233			17,416
Board of Directors’ fees		10,245			3,462
Audit fees		9,079			9,355
Other expenses		176,900			59,913
Total expenses (before waivers and fees paid indirectly)		4,404,466			1,634,733
Expense waivers		(51,020	)		—
Transfer agent fee waivers		(14,691	)		(2,909	)
Commission recapture		(22,585	)		(1,368	)
Total waivers and fees paid indirectly		(88,296	)		(4,277	)
Total expenses, net		4,316,170			1,630,456
Net Investment Income (Loss)		(2,221,200	)		1,450,144
Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(73,561,885	)		(2,665,966	)
Net realized gain (loss) on foreign currency contracts		—			302,093
Net realized gain (loss) on other foreign currency transactions		(2,450	)		(1,087	)
Net Realized Gain (Loss) on Investments and Foreign Currency Transactions		(73,564,335	)		(2,364,960	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		6,864,524			(24,384	)
Net unrealized appreciation (depreciation) of foreign currency contracts		—			(48,872	)
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		114			5,085
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions		6,864,638			(68,171	)
Net Gain (Loss) on Investments and Foreign Currency Transactions:		(66,699,697	)		(2,433,131	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	(68,920,897	)	$	(982,987	)

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

112

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113

Domestic Equity Funds

Statements of Changes in Net Assets

	The Hartford Capital Appreciation Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	15,087,804		$	33,466,689
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(236,371,439	)		842,200,425
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(113,744,111	)		(410,182,741	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(335,027,746	)		465,484,373
Distributions to Shareholders:
From net investment income
Class A		(18,675,830	)		(19,536,679	)
Class B		—			—
Class C		—			(701	)
Class I		(10,761,362	)		(12,661,018	)
Class R3		—			—
Class R4		(463,066	)		(519,713	)
Class R5		(294,849	)		(315,577	)
Class R6		(63	)		(67	)
Class Y		(7,115,563	)		(8,488,733	)
Total from net investment income		(37,310,733	)		(41,522,488	)
From net realized gain on investments
Class A		(438,417,793	)		(1,455,382,995	)
Class B		(15,070,351	)		(75,893,189	)
Class C		(173,932,156	)		(574,029,617	)
Class I		(136,773,879	)		(529,434,316	)
Class R3		(9,354,336	)		(32,300,323	)
Class R4		(12,873,643	)		(44,038,113	)
Class R5		(3,831,005	)		(12,968,848	)
Class R6		(750	)		(2,313	)
Class Y		(80,511,075	)		(295,123,770	)
Total from net realized gain on investments		(870,764,988	)		(3,019,173,484	)
Total distributions		(908,075,721	)		(3,060,695,972	)
Capital Share Transactions:
Sold		425,306,180			910,437,998
Issued on reinvestment of distributions		816,781,519			2,695,759,974
Redeemed		(1,270,288,426	)		(2,170,661,353	)
Net increase (decrease) from capital share transactions		(28,200,727	)		1,435,536,619
Net Increase (Decrease) in Net Assets		(1,271,304,194	)		(1,159,674,980	)
Net Assets:
Beginning of period		10,758,559,506			11,918,234,486
End of period	$	9,487,255,312		$	10,758,559,506
Undistributed (distributions in excess of) net investment income	$	(1,975,288	)	$	20,247,641

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

114

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

Hartford Core Equity Fund						The Hartford Dividend and Growth Fund						The Hartford Equity Income Fund						The Hartford Growth Opportunities Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
$	4,021,862		$	1,323,085		$	63,973,707		$	118,353,786		$	36,727,745		$	69,365,288		$	(10,202,920	)	$	(15,970,929	)
	17,708,404			11,841,447			93,064,594			653,593,373			21,148,857			260,304,417			(100,897,056	)		437,394,256
	7,099,318			12,402,050			(95,904,052	)		(568,860,972	)		34,795,681			(224,484,377	)		(84,260,936	)		55,051,879
	28,829,584			25,566,582			61,134,249			203,086,187			92,672,283			105,185,328			(195,360,912	)		476,475,206
	(465,223	)		—			(29,714,023	)		(53,330,205	)		(17,894,288	)		(34,841,148	)		—			—
	—			—			(136,141	)		(248,204	)		(112,594	)		(292,697	)		—			—
	—			—			(2,142,169	)		(3,428,739	)		(3,012,729	)		(5,503,496	)		(880	)		—
	(589,851	)		—			(15,666,032	)		(29,053,061	)		(9,371,674	)		(18,972,046	)		(3,669,652	)		—
	(15,841	)		—			(531,971	)		(947,993	)		(460,924	)		(922,073	)		—			—
	(59,578	)		—			(1,089,470	)		(2,087,025	)		(730,231	)		(1,415,614	)		—			—
	(96,862	)		(10,900	)		(2,119,016	)		(3,821,230	)		(812,417	)		(1,856,668	)		(207,916	)		—
	(3,976	)		—			(92	)		(176	)		(164,980	)		(81,867	)		(1,839	)		—
	(816,186	)		(79,362	)		(13,171,648	)		(23,161,988	)		(4,584,533	)		(5,447,517	)		(916,456	)		—
	(2,047,517	)		(90,262	)		(64,570,562	)		(116,078,621	)		(37,144,370	)		(69,333,126	)		(4,796,743	)		—
	(5,468,834	)		(1,708,044	)		(300,651,553	)		(319,566,759	)		(130,263,232	)		(52,367,058	)		(154,533,338	)		(263,434,988	)
	(30,265	)		(25,536	)		(3,520,351	)		(6,141,424	)		(973,250	)		(571,688	)		(1,648,838	)		(4,960,981	)
	(1,792,561	)		(305,170	)		(38,621,958	)		(40,699,300	)		(34,385,190	)		(12,820,307	)		(48,076,974	)		(57,331,100	)
	(3,041,432	)		—			(139,270,997	)		(159,438,841	)		(60,953,369	)		(25,565,543	)		(196,267,084	)		(295,776,038	)
	(146,771	)		(6,892	)		(6,738,972	)		(7,630,510	)		(4,055,582	)		(1,610,943	)		(3,695,112	)		(5,335,475	)
	(457,276	)		(20,981	)		(11,790,425	)		(12,877,938	)		(5,435,111	)		(2,086,941	)		(5,130,996	)		(9,014,113	)
	(502,307	)		(4,732	)		(18,209,561	)		(18,791,192	)		(5,497,821	)		(2,537,076	)		(9,535,593	)		(17,052,786	)
	(19,284	)		—			(809	)		(825	)		(1,013,726	)		(270	)		(55,369	)		(1,642	)
	(532,867	)		(33,979	)		(113,864,477	)		(110,478,069	)		(17,993,623	)		(6,421,509	)		(15,044,008	)		(11,356,544	)
	(11,991,597	)		(2,105,334	)		(632,669,103	)		(675,624,858	)		(260,570,904	)		(103,981,335	)		(433,987,312	)		(664,263,667	)
	(14,039,114	)		(2,195,596	)		(697,239,665	)		(791,703,479	)		(297,715,274	)		(173,314,461	)		(438,784,055	)		(664,263,667	)
	1,393,441,150			440,772,925			556,901,988			870,834,458			475,674,399			681,865,994			1,035,370,992			1,938,431,721
	12,844,473			2,146,390			677,752,470			767,325,413			284,191,929			164,422,808			394,547,260			586,608,437
	(162,420,435	)		(66,483,921	)		(663,965,224	)		(1,332,979,134	)		(482,222,838	)		(1,041,591,242	)		(1,371,492,759	)		(973,687,863	)
	1,243,865,188			376,435,394			570,689,234			305,180,737			277,643,490			(195,302,440	)		58,425,493			1,551,352,295
	1,258,655,658			399,806,380			(65,416,182	)		(283,436,555	)		72,600,499			(263,431,573	)		(575,719,474	)		1,363,563,834
	552,040,215			152,233,835			7,740,875,626			8,024,312,181			3,535,114,143			3,798,545,716			5,121,332,517			3,757,768,683
$	1,810,695,873		$	552,040,215		$	7,675,459,444		$	7,740,875,626		$	3,607,714,642		$	3,535,114,143		$	4,545,613,043		$	5,121,332,517
$	3,294,708		$	1,320,363		$	12,181,858		$	12,778,713		$	3,155,466		$	3,572,091		$	(29,579,574	)	$	(14,579,911	)

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

115

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Healthcare Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	(3,248,940	)	$	(7,775,084	)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		23,093,445			210,630,339
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		(126,089,020	)		(81,018,374	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(106,244,515	)		121,836,881
Distributions to Shareholders:
From net investment income
Class A		(14,774,170	)		—
Class B		(25,242	)		—
Class C		(4,082,717	)		—
Class I		(5,005,081	)		—
Class R3		(769,269	)		—
Class R4		(750,074	)		—
Class R5		(91,495	)		—
Class Y		(201,575	)		—
Total from net investment income		(25,699,623	)		—
From net realized gain on investments
Class A		(107,831,184	)		(41,859,286	)
Class B		(805,010	)		(851,671	)
Class C		(42,275,065	)		(14,037,691	)
Class I		(31,312,364	)		(9,319,309	)
Class R3		(6,983,832	)		(2,814,540	)
Class R4		(5,716,159	)		(2,016,864	)
Class R5		(587,165	)		(166,891	)
Class R6		—			—
Class Y		(1,204,669	)		(387,225	)
Total from net realized gain on investments		(196,715,448	)		(71,453,477	)
Total distributions		(222,415,071	)		(71,453,477	)
Capital Share Transactions:
Sold		344,767,068			820,134,006
Issued on reinvestment of distributions		212,237,633			67,149,489
Redeemed		(307,104,882	)		(318,005,108	)
Net increase (decrease) from capital share transactions		249,899,819			569,278,387
Net Increase (Decrease) in Net Assets		(78,759,767	)		619,661,791
Net Assets:
Beginning of period		1,622,421,983			1,002,760,192
End of period	$	1,543,662,216		$	1,622,421,983
Undistributed (distributions in excess of) net investment income	$	(3,832,810	)	$	25,115,753

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

116

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

The Hartford MidCap Fund						The Hartford MidCap Value Fund						Hartford Small Cap Core Fund						The Hartford Small Cap Growth Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
$	(4,204,632	)	$	(14,960,518	)	$	514,511		$	1,025,454		$	1,187,947		$	514,829		$	(431,050	)	$	(2,273,174	)
	35,809,870			366,391,796			26,421,887			36,894,829			(3,018,196	)		5,912,698			(20,334,748	)		81,852,155
	(135,995,542	)		(27,752,044	)		(38,673,564	)		(26,170,534	)		1,463,117			(7,492,668	)		(31,966,342	)		(48,111,132	)
	(104,390,304	)		323,679,234			(11,737,166	)		11,749,749			(367,132	)		(1,065,141	)		(52,732,140	)		31,467,849
	—			—			(275,042	)		(341,861	)		(70,735	)		(357,551	)		—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			(127,915	)		(187,954	)		(11,508	)		—			—			—
	—			—			(59	)		—			—			(3,127	)		—			—
	—			—			(22,762	)		(23,807	)		(746	)		(4,294	)		—			—
	—			—			(32,762	)		(27,078	)		(332	)		(2,126	)		—			—
	—			—			(412,075	)		(899,001	)		(629,357	)		(8,040	)		—			—
	—			—			(870,615	)		(1,479,701	)		(712,678	)		(375,138	)		—			—
	(151,263,156	)		(184,194,907	)		(17,289,555	)		(25,023,718	)		(2,941,872	)		(4,979,568	)		(19,572,928	)		(10,378,573	)
	(2,305,048	)		(3,556,326	)		(115,604	)		(263,547	)		(103,364	)		(295,991	)		(143,327	)		(136,204	)
	(59,112,629	)		(65,661,987	)		(3,418,231	)		(5,248,502	)		(800,241	)		(1,353,083	)		(4,915,440	)		(2,398,611	)
	(52,220,276	)		(54,161,721	)		(2,257,530	)		(4,062,792	)		(146,403	)		—			(16,064,845	)		(5,567,529	)
	(5,048,697	)		(5,156,865	)		(739,864	)		(1,112,176	)		(47,729	)		(57,213	)		(1,308,316	)		(438,934	)
	(9,199,730	)		(8,609,977	)		(968,135	)		(997,104	)		(33,653	)		(47,142	)		(5,735,270	)		(2,115,375	)
	(10,739,665	)		(9,910,109	)		(552,522	)		(545,519	)		(12,234	)		(18,490	)		(8,824,996	)		(2,053,035	)
	(457,136	)		(858	)		—			—			—			—			(1,036	)		(409	)
	(76,830,945	)		(93,055,770	)		(10,454,900	)		(17,186,601	)		(80,943	)		(66,839	)		(23,851,464	)		(9,827,589	)
	(367,177,282	)		(424,308,520	)		(35,796,341	)		(54,439,959	)		(4,166,439	)		(6,818,326	)		(80,417,622	)		(32,916,259	)
	(367,177,282	)		(424,308,520	)		(36,666,956	)		(55,919,660	)		(4,879,117	)		(7,193,464	)		(80,417,622	)		(32,916,259	)
	1,191,072,511			1,200,228,321			71,716,250			88,470,823			130,866,625			14,331,069			114,142,251			570,802,700
	354,262,272			408,459,678			35,755,113			53,690,386			4,755,718			6,960,461			75,835,228			30,936,318
	(495,592,596	)		(880,393,835	)		(119,779,797	)		(100,385,918	)		(16,120,637	)		(14,688,536	)		(217,673,253	)		(285,998,389	)
	1,049,742,187			728,294,164			(12,308,434	)		41,775,291			119,501,706			6,602,994			(27,695,774	)		315,740,629
	578,174,601			627,664,878			(60,712,556	)		(2,394,620	)		114,255,457			(1,655,611	)		(160,845,536	)		314,292,219
	4,982,753,883			4,355,089,005			490,676,009			493,070,629			71,342,537			72,998,148			1,024,329,792			710,037,573
$	5,560,928,484		$	4,982,753,883		$	429,963,453		$	490,676,009		$	185,597,994		$	71,342,537		$	863,484,256		$	1,024,329,792
$	(19,256,508	)	$	(15,051,876	)	$	(441,615	)	$	(85,511	)	$	884,221		$	408,952		$	(431,050	)	$	—

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

117

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Small Company Fund						The Hartford Value Opportunities Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	(2,221,200	)	$	(5,699,234	)	$	1,450,144		$	3,303,167
Net realized gain (loss) on investments and foreign currency transactions		(73,564,335	)		95,492,235			(2,364,960	)		25,237,375
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		6,864,638			(146,075,875	)		(68,171	)		(31,990,731	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(68,920,897	)		(56,282,874	)		(982,987	)		(3,450,189	)
Distributions to Shareholders:
From net investment income
Class A		—			—			(2,456,428	)		(1,586,036	)
Class B		—			—			(1,491	)		—
Class C		—			—			(175,129	)		(73,184	)
Class I		—			—			(303,751	)		(411,176	)
Class R3		—			—			(28,706	)		(17,676	)
Class R4		—			—			(135,738	)		(93,078	)
Class R5		—			—			(38,022	)		(22,409	)
Class Y		—			—			(26,215	)		(18,003	)
Total from net investment income		—			—			(3,165,480	)		(2,221,562	)
From net realized gain on investments
Class A		(42,671,700	)		(58,246,001	)		(13,581,630	)		(16,110,192	)
Class B		(411,283	)		(924,635	)		(135,988	)		(287,477	)
Class C		(5,940,781	)		(7,686,853	)		(1,994,652	)		(2,411,601	)
Class I		(8,856,960	)		(9,826,479	)		(1,450,185	)		(2,996,924	)
Class R3		(4,392,173	)		(9,236,016	)		(234,307	)		(296,248	)
Class R4		(4,976,118	)		(9,918,855	)		(770,995	)		(882,937	)
Class R5		(3,452,139	)		(1,227,471	)		(162,116	)		(178,838	)
Class R6		(1,073	)		(1,449	)		—			—
Class Y		(30,836,502	)		(48,355,024	)		(104,674	)		(125,553	)
Total from net realized gain on investments		(101,538,729	)		(145,422,783	)		(18,434,547	)		(23,289,770	)
Total distributions		(101,538,729	)		(145,422,783	)		(21,600,027	)		(25,511,332	)
Capital Share Transactions:
Sold		79,897,258			221,264,300			13,032,284			32,902,523
Issued on reinvestment of distributions		100,404,598			144,047,379			20,417,747			24,146,676
Redeemed		(210,847,509	)		(271,656,378	)		(40,847,055	)		(85,435,881	)
Net increase (decrease) from capital share transactions		(30,545,653	)		93,655,301			(7,397,024	)		(28,386,682	)
Net Increase (Decrease) in Net Assets		(201,005,279	)		(108,050,356	)		(29,980,038	)		(57,348,203	)
Net Assets:
Beginning of period		822,506,587			930,556,943			282,884,277			340,232,480
End of period	$	621,501,308		$	822,506,587		$	252,904,239		$	282,884,277
Undistributed (distributions in excess of) net investment income	$	(7,494,374	)	$	(5,273,174	)	$	1,390,641		$	3,105,977

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

118

Domestic Equity Funds

Financial Highlights

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Capital Appreciation Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	38.15	$	0.06		$	(1.23	)	$	(1.17	)	$	(0.12	)	$	(3.10	)	$	(3.22	)	$	33.76		(3.06	)%(4)	$	4,990,364		1.11	%(5)(6)		1.11	%(5)(6)(7)		0.35	%(5)		48	%
B		31.00		(0.07	)		(1.02	)		(1.09	)		—			(3.10	)		(3.10	)		26.81		(3.48	)(4)		102,952		2.03	(5)(6)		2.01	(5)(6)		(0.55	)(5)		48
C		31.48		(0.05	)		(1.03	)		(1.08	)		—			(3.10	)		(3.10	)		27.30		(3.39	)(4)		1,577,510		1.83	(5)(6)		1.83	(5)(6)		(0.37	)(5)		48
I		38.31		0.11			(1.23	)		(1.12	)		(0.23	)		(3.10	)		(3.33	)		33.86		(2.89	)(4)		1,450,828		0.80	(5)(6)		0.80	(5)(6)(7)		0.67	(5)		48
R3		41.06		0.01			(1.32	)		(1.31	)		—			(3.10	)		(3.10	)		36.65		(3.19	)(4)		111,931		1.42	(5)(6)		1.41	(5)(6)(7)		0.05	(5)		48
R4		42.07		0.07			(1.37	)		(1.30	)		(0.10	)		(3.10	)		(3.20	)		37.57		(3.04	)(4)		165,098		1.11	(5)(6)		1.11	(5)(6)(7)		0.36	(5)		48
R5		42.84		0.12			(1.38	)		(1.26	)		(0.22	)		(3.10	)		(3.32	)		38.26		(2.89	)(4)		48,086		0.81	(5)(6)		0.81	(5)(6)(7)		0.66	(5)		48
R6		43.03		0.18			(1.42	)		(1.24	)		(0.24	)		(3.10	)		(3.34	)		38.45		(2.86	)(4)		56,722		0.71	(5)(6)		0.71	(5)(6)(7)		0.99	(5)		48
Y		43.05		0.14			(1.38	)		(1.24	)		(0.26	)		(3.10	)		(3.36	)		38.45		(2.85	)(4)		983,766		0.71	(5)(6)		0.71	(5)(6)		0.75	(5)		48
For the Year Ended October 31, 2015
A	$	49.44	$	0.13		$	1.27		$	1.40		$	(0.13	)	$	(12.56	)	$	(12.69	)	$	38.15		4.20	%	$	5,453,502		1.09	%		1.09	%		0.34	%		79	%
B		42.72		(0.17	)		1.01			0.84			—			(12.56	)		(12.56	)		31.00		3.30			158,610		1.97			1.97			(0.53	)		79
C		43.13		(0.12	)		1.03			0.91			—			(12.56	)		(12.56	)		31.48		3.47			1,799,846		1.81			1.81			(0.38	)		79
I		49.60		0.26			1.26			1.52			(0.25	)		(12.56	)		(12.81	)		38.31		4.53			1,736,395		0.78			0.78			0.66			79
R3		52.24		0.01			1.37			1.38			—			(12.56	)		(12.56	)		41.06		3.87			124,072		1.40			1.40			0.03			79
R4		53.19		0.14			1.41			1.55			(0.11	)		(12.56	)		(12.67	)		42.07		4.18			179,454		1.10			1.10			0.33			79
R5		53.92		0.28			1.43			1.71			(0.23	)		(12.56	)		(12.79	)		42.84		4.49			53,292		0.80			0.80			0.63			79
R6(8)		54.32		0.30			1.25			1.55			(0.28	)		(12.56	)		(12.84	)		43.03		4.16	(4)		10		0.76	(5)		0.75	(5)		0.70	(5)		79
Y		54.12		0.32			1.45			1.77			(0.28	)		(12.56	)		(12.84	)		43.05		4.60			1,253,378		0.70			0.70			0.73			79
For the Year Ended October 31, 2014
A	$	45.91	$	0.22		$	5.31		$	5.53		$	(0.12	)	$	(1.88	)	$	(2.00	)	$	49.44		12.49	%	$	5,789,682		1.10	%		1.10	%		0.46	%		111	%
B		40.14		(0.16	)		4.62			4.46			—			(1.88	)		(1.88	)		42.72		11.55			270,227		1.95			1.95			(0.39	)		111
C		40.46		(0.11	)		4.66			4.55			—			(1.88	)		(1.88	)		43.13		11.69			1,992,142		1.81			1.81			(0.26	)		111
I		46.01		0.37			5.34			5.71			(0.24	)		(1.88	)		(2.12	)		49.60		12.87			2,194,464		0.76			0.76			0.79			111
R3		48.42		0.08			5.62			5.70			—			(1.88	)		(1.88	)		52.24		12.16			136,576		1.40			1.40			0.16			111
R4		49.24		0.23			5.72			5.95			(0.12	)		(1.88	)		(2.00	)		53.19		12.50			191,319		1.10			1.10			0.46			111
R5		49.80		0.37			5.81			6.18			(0.18	)		(1.88	)		(2.06	)		53.92		12.82			59,285		0.80			0.80			0.72			111
Y		50.05		0.46			5.79			6.25			(0.30	)		(1.88	)		(2.18	)		54.12		12.94			1,284,539		0.70			0.70			0.88			111
For the Year Ended October 31, 2013
A	$	32.65	$	0.18		$	13.31		$	13.49		$	(0.23	)	$	—		$	(0.23	)	$	45.91		41.56	%	$	5,796,609		1.14	%		1.14	%		0.46	%		91	%
B		28.60		(0.13	)		11.67			11.54			—			—			—			40.14		40.35			381,022		1.99			1.99			(0.37	)		91
C		28.80		(0.09	)		11.76			11.67			(0.01	)		—			(0.01	)		40.46		40.55			1,940,617		1.85			1.85			(0.25	)		91
I		32.72		0.31			13.33			13.64			(0.35	)		—			(0.35	)		46.01		42.02			2,019,281		0.84			0.84			0.82			91
R3		34.41		0.08			14.06			14.14			(0.13	)		—			(0.13	)		48.42		41.20			134,084		1.41			1.40			0.21			91
R4		34.98		0.21			14.28			14.49			(0.23	)		—			(0.23	)		49.24		41.63			184,618		1.10			1.10			0.51			91
R5		35.40		0.35			14.41			14.76			(0.36	)		—			(0.36	)		49.80		42.04			142,768		0.80			0.80			0.84			91
Y		35.58		0.39			14.48			14.87			(0.40	)		—			(0.40	)		50.05		42.17			1,348,160		0.70			0.70			0.91			91
For the Year Ended October 31, 2012(9)
A	$	30.55	$	0.25		$	2.38		$	2.63		$	(0.53	)	$	—		$	(0.53	)	$	32.65		8.84	%	$	4,859,760		1.16	%		1.16	%		0.63	%		74	%
B		26.76		(0.31	)		2.40			2.09			(0.25	)		—			(0.25	)		28.60		7.93			391,388		2.01			2.00			(0.23	)		74
C		26.94		(0.16	)		2.31			2.15			(0.29	)		—			(0.29	)		28.80		8.11			1,642,578		1.87			1.87			(0.09	)		74
I		30.61		0.36			2.37			2.73			(0.62	)		—			(0.62	)		32.72		9.19			3,024,465		0.86			0.86			0.93			74
R3		32.17		0.10			2.61			2.71			(0.47	)		—			(0.47	)		34.41		8.59			122,235		1.41			1.40			0.39			74
R4		32.68		0.28			2.57			2.85			(0.55	)		—			(0.55	)		34.98		8.92			168,689		1.11			1.10			0.68			74
R5		33.09		0.40			2.58			2.98			(0.67	)		—			(0.67	)		35.40		9.25			185,705		0.80			0.80			1.00			74
Y		33.26		0.55			2.47			3.02			(0.70	)		—			(0.70	)		35.58		9.36			1,304,963		0.70			0.70			1.09			74

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

119

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Capital Appreciation Fund (continued)
For the Year Ended October 31, 2011
A	$	32.40	$	0.19		$	(2.04	)	$	(1.85	)	$	—		$	—		$	—		$	30.55		(5.71	)%	$	5,859,434		1.12	%		1.12	%		0.55	%		75	%
B		28.62		(0.08	)		(1.78	)		(1.86	)		—			—			—			26.76		(6.50	)		559,856		1.95			1.95			(0.28	)		75
C		28.79		(0.05	)		(1.80	)		(1.85	)		—			—			—			26.94		(6.43	)		2,096,461		1.84			1.84			(0.16	)		75
I		32.39		0.27			(2.05	)		(1.78	)		—			—			—			30.61		(5.50	)		3,254,198		0.87			0.87			0.81			75
R3		34.22		0.10			(2.15	)		(2.05	)		—			—			—			32.17		(5.99	)		137,767		1.41			1.40			0.30			75
R4		34.66		0.21			(2.19	)		(1.98	)		—			—			—			32.68		(5.71	)		224,653		1.10			1.10			0.59			75
R5		34.99		0.32			(2.22	)		(1.90	)		—			—			—			33.09		(5.43	)		204,417		0.80			0.80			0.89			75
Y		35.13		0.36			(2.23	)		(1.87	)		—			—			—			33.26		(5.32	)		1,460,367		0.70			0.70			0.98			75
Hartford Core Equity Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	24.05	$	0.08		$	(0.21	)	$	(0.13	)	$	(0.03	)	$	(0.43	)	$	(0.46	)	$	23.46		(0.53	)%(4)	$	648,046		0.80	%(5)(6)		0.80	%(5)(6)(10)		0.66	%(5)		12	%
B		22.33		(0.01	)		(0.19	)		(0.20	)		—			(0.43	)		(0.43	)		21.70		(0.90	)(4)		1,040		2.06	(5)(6)		1.55	(5)(6)(10)		(0.10	)(5)		12
C		22.27		(0.01	)		(0.18	)		(0.19	)		—			(0.43	)		(0.43	)		21.65		(0.85	)(4)		201,982		1.53	(5)(6)		1.53	(5)(6)(10)		(0.08	)(5)		12
I		24.09		0.11			(0.20	)		(0.09	)		(0.07	)		(0.43	)		(0.50	)		23.50		(0.36	)(4)		501,401		0.52	(5)(6)		0.52	(5)(6)(10)		0.94	(5)		12
R3		24.44		0.04			(0.20	)		(0.16	)		(0.04	)		(0.43	)		(0.47	)		23.81		(0.66	)(4)		21,378		1.15	(5)(6)		1.10	(5)(6)(10)		0.36	(5)		12
R4		24.73		0.08			(0.20	)		(0.12	)		(0.05	)		(0.43	)		(0.48	)		24.13		(0.48	)(4)		87,002		0.84	(5)(6)		0.80	(5)(6)(10)		0.66	(5)		12
R5		24.25		0.11			(0.19	)		(0.08	)		(0.08	)		(0.43	)		(0.51	)		23.66		(0.34	)(4)		73,785		0.54	(5)(6)		0.50	(5)(6)(10)		0.95	(5)		12
R6		24.33		0.12			(0.20	)		(0.08	)		(0.08	)		(0.43	)		(0.51	)		23.74		(0.34	)(4)		2,649		0.45	(5)(6)		0.45	(5)(6)(10)		1.01	(5)		12
Y		24.33		0.11			(0.20	)		(0.09	)		(0.07	)		(0.43	)		(0.50	)		23.74		(0.35	)(4)		273,413		0.44	(5)(6)		0.44	(5)(6)(10)		0.98	(5)		12
For the Year Ended October 31, 2015
A	$	22.00	$	0.13		$	2.21		$	2.34		$	—		$	(0.29	)	$	(0.29	)	$	24.05		10.75	%	$	267,237		1.03	%		0.92	%		0.55	%		33	%
B		20.60		(0.05	)		2.07			2.02			—			(0.29	)		(0.29	)		22.33		9.92			1,614		2.18			1.74			(0.23	)		33
C		20.54		(0.04	)		2.06			2.02			—			(0.29	)		(0.29	)		22.27		9.95			73,070		1.73			1.62			(0.17	)		33
I(11)		23.30		0.12			0.67			0.79			—			—			—			24.09		3.39	(4)		136,641		0.66	(5)		0.50	(5)		0.85	(5)		33
R3		22.41		0.06			2.26			2.32			—			(0.29	)		(0.29	)		24.44		10.46			5,081		1.34			1.16			0.27			33
R4		22.60		0.13			2.29			2.42			—			(0.29	)		(0.29	)		24.73		10.82			22,020		0.98			0.82			0.54			33
R5		22.72		0.20			2.26			2.46			(0.64	)		(0.29	)		(0.93	)		24.25		11.10			26,977		0.64			0.49			0.84			33
R6(11)		23.53		0.11			0.69			0.80			—			—			—			24.33		3.40	(4)		597		0.57	(5)		0.45	(5)		0.78	(5)		33
Y		22.79		0.21			2.27			2.48			(0.65	)		(0.29	)		(0.94	)		24.33		11.15			18,802		0.57			0.50			0.90			33
For the Year Ended October 31, 2014
A	$	18.77	$	0.03		$	3.26		$	3.29		$	(0.06	)	$	—		$	(0.06	)	$	22.00		17.56	%	$	126,308		1.37	%		1.31	%		0.16	%		60	%
B		17.66		(0.12	)		3.06			2.94			—			—			—			20.60		16.65			1,898		2.49			2.10			(0.62	)		60
C		17.59		(0.10	)		3.05			2.95			—			—			—			20.54		16.77			19,798		2.06			2.00			(0.53	)		60
R3		19.14		(0.01	)		3.32			3.31			(0.04	)		—			(0.04	)		22.41		17.30			481		1.70			1.50			(0.05	)		60
R4		19.20		0.05			3.35			3.40			—			—			—			22.60		17.71			889		1.34			1.20			0.21			60
R5		19.38		0.12			3.36			3.48			(0.14	)		—			(0.14	)		22.72		18.03			374		1.04			0.90			0.56			60
Y		19.44		0.13			3.37			3.50			(0.15	)		—			(0.15	)		22.79		18.07			2,486		0.91			0.85			0.62			60
For the Year Ended October 31, 2013
A	$	14.57	$	0.11		$	4.24		$	4.35		$	(0.15	)	$	—		$	(0.15	)	$	18.77		30.12	%	$	103,104		1.40	%		1.35	%		0.68	%		28	%
B		13.70		(0.01	)		3.99			3.98			(0.02	)		—			(0.02	)		17.66		29.10			2,480		2.50			2.10			(0.04	)		28
C		13.66		—			3.98			3.98			(0.05	)		—			(0.05	)		17.59		29.19			15,324		2.07			2.04			(0.01	)		28
R3		14.86		0.09			4.32			4.41			(0.13	)		—			(0.13	)		19.14		29.88			330		1.69			1.50			0.51			28
R4		14.91		0.12			4.34			4.46			(0.17	)		—			(0.17	)		19.20		30.24			1,227		1.29			1.20			0.69			28
R5		15.04		0.19			4.37			4.56			(0.22	)		—			(0.22	)		19.38		30.68			204		1.00			0.90			1.12			28
Y		15.05		0.20			4.38			4.58			(0.19	)		—			(0.19	)		19.44		30.73			1,963		0.88			0.85			1.19			28

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

120

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Core Equity Fund (continued)
For the Year Ended October 31, 2012
A	$	12.77	$	0.09		$	1.74		$	1.83	$	(0.03	)	$	—		$	(0.03	)	$	14.57		14.39	%	$	83,534		1.44	%		1.35	%		0.69	%		46	%
B		12.07		(0.01	)		1.64			1.63		—			—			—			13.70		13.50			2,761		2.50			2.10			(0.08	)		46
C		12.03		(0.01	)		1.64			1.63		—			—			—			13.66		13.55			11,913		2.09			2.09			(0.06	)		46
R3		13.05		0.08			1.77			1.85		(0.04	)		—			(0.04	)		14.86		14.22			209		1.70			1.50			0.53			46
R4		13.07		0.12			1.78			1.90		(0.06	)		—			(0.06	)		14.91		14.57			167		1.31			1.20			0.85			46
R5		13.18		0.16			1.79			1.95		(0.09	)		—			(0.09	)		15.04		14.93			144		1.01			0.90			1.14			46
Y		13.20		0.15			1.80			1.95		(0.10	)		—			(0.10	)		15.05		14.90			1,594		0.85			0.85			1.04			46
For the Year Ended October 31, 2011
A	$	11.90	$	0.07		$	0.82		$	0.89	$	(0.02	)	$	—		$	(0.02	)	$	12.77		7.50	%	$	80,470		1.44	%		1.35	%		0.51	%		56	%
B		11.32		(0.03	)		0.79			0.76		(0.01	)		—			(0.01	)		12.07		6.69			4,020		2.42			2.10			(0.21	)		56
C		11.28		(0.03	)		0.79			0.76		(0.01	)		—			(0.01	)		12.03		6.72			11,221		2.10			2.09			(0.23	)		56
R3		12.18		0.04			0.85			0.89		(0.02	)		—			(0.02	)		13.05		7.30			165		1.65			1.50			0.34			56
R4		12.16		0.08			0.86			0.94		(0.03	)		—			(0.03	)		13.07		7.70			134		1.28			1.20			0.64			56
R5		12.24		0.13			0.84			0.97		(0.03	)		—			(0.03	)		13.18		7.94			117		0.96			0.90			0.96			56
Y		12.25		0.13			0.85			0.98		(0.03	)		—			(0.03	)		13.20		8.03			72,307		0.86			0.85			0.98			56
The Hartford Dividend and Growth Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	24.99	$	0.19		$	(0.07	)	$	0.12	$	(0.18	)	$	(2.03	)	$	(2.21	)	$	22.90		0.84	%(4)	$	3,670,043		1.03	%(5)(6)		1.03	%(5)(6)(12)		1.66	%(5)		12	%
B		24.55		0.08			(0.06	)		0.02		(0.08	)		(2.03	)		(2.11	)		22.46		0.39	(4)		31,196		2.04	(5)(6)		1.95	(5)(6)(12)		0.77	(5)		12
C		24.34		0.10			(0.07	)		0.03		(0.10	)		(2.03	)		(2.13	)		22.24		0.46	(4)		451,602		1.77	(5)(6)		1.77	(5)(6)(12)		0.92	(5)		12
I		24.89		0.21			(0.06	)		0.15		(0.21	)		(2.03	)		(2.24	)		22.80		0.95	(4)		1,705,322		0.83	(5)(6)		0.83	(5)(6)(12)		1.86	(5)		12
R3		25.24		0.15			(0.06	)		0.09		(0.15	)		(2.03	)		(2.18	)		23.15		0.67	(4)		83,549		1.36	(5)(6)		1.36	(5)(6)(12)		1.33	(5)		12
R4		25.37		0.19			(0.06	)		0.13		(0.18	)		(2.03	)		(2.21	)		23.29		0.85	(4)		141,304		1.05	(5)(6)		1.05	(5)(6)(12)		1.64	(5)		12
R5		25.44		0.22			(0.05	)		0.17		(0.22	)		(2.03	)		(2.25	)		23.36		1.00	(4)		228,891		0.75	(5)(6)		0.75	(5)(6)(12)		1.94	(5)		12
R6		25.44		0.11			0.06			0.17		(0.21	)		(2.03	)		(2.24	)		23.37		1.02	(4)		2,561		0.66	(5)(6)		0.66	(5)(6)(12)		0.99	(5)		12
Y		25.45		0.23			(0.05	)		0.18		(0.23	)		(2.03	)		(2.26	)		23.37		1.05	(4)		1,360,992		0.65	(5)(6)		0.65	(5)(6)(12)		2.03	(5)		12
For the Year Ended October 31, 2015
A	$	27.05	$	0.36		$	0.23		$	0.59	$	(0.35	)	$	(2.30	)	$	(2.65	)	$	24.99		2.46	%	$	3,724,804		1.02	%		1.02	%		1.43	%		23	%
B		26.59		0.14			0.22			0.36		(0.10	)		(2.30	)		(2.40	)		24.55		1.54			44,909		1.97			1.92			0.54			23
C		26.42		0.17			0.23			0.40		(0.18	)		(2.30	)		(2.48	)		24.34		1.70			467,006		1.76			1.76			0.69			23
I		26.95		0.41			0.23			0.64		(0.40	)		(2.30	)		(2.70	)		24.89		2.67			1,715,056		0.81			0.81			1.64			23
R3		27.29		0.28			0.24			0.52		(0.27	)		(2.30	)		(2.57	)		25.24		2.12			85,736		1.35			1.35			1.10			23
R4		27.42		0.36			0.23			0.59		(0.34	)		(2.30	)		(2.64	)		25.37		2.42			150,367		1.04			1.04			1.41			23
R5		27.49		0.44			0.23			0.67		(0.42	)		(2.30	)		(2.72	)		25.44		2.73			229,206		0.74			0.74			1.70			23
R6(8)		27.81		0.43			(0.05	)		0.38		(0.45	)		(2.30	)		(2.75	)		25.44		1.64	(4)		10		0.71	(5)		0.70	(5)		1.71	(5)		23
Y		27.50		0.46			0.24			0.70		(0.45	)		(2.30	)		(2.75	)		25.45		2.83			1,323,782		0.64			0.64			1.80			23
For the Year Ended October 31, 2014
A	$	25.28	$	0.36		$	3.43		$	3.79	$	(0.36	)	$	(1.66	)	$	(2.02	)	$	27.05		16.01	%	$	3,780,786		1.02	%		1.02	%		1.40	%		23	%
B		24.88		0.13			3.35			3.48		(0.11	)		(1.66	)		(1.77	)		26.59		14.91			74,126		1.96			1.94			0.50			23
C		24.75		0.16			3.35			3.51		(0.18	)		(1.66	)		(1.84	)		26.42		15.12			467,932		1.77			1.77			0.65			23
I		25.20		0.41			3.42			3.83		(0.42	)		(1.66	)		(2.08	)		26.95		16.22			1,883,434		0.81			0.81			1.60			23
R3		25.49		0.28			3.45			3.73		(0.27	)		(1.66	)		(1.93	)		27.29		15.61			91,839		1.35			1.35			1.07			23
R4		25.60		0.36			3.47			3.83		(0.35	)		(1.66	)		(2.01	)		27.42		15.98			159,018		1.04			1.04			1.37			23
R5		25.66		0.44			3.48			3.92		(0.43	)		(1.66	)		(2.09	)		27.49		16.32			226,236		0.74			0.74			1.68			23
Y		25.67		0.47			3.48			3.95		(0.46	)		(1.66	)		(2.12	)		27.50		16.42			1,340,941		0.64			0.64			1.81			23

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

121

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Dividend and Growth Fund (continued)
For the Year Ended October 31, 2013
A	$	20.87	$	0.36	$	4.75	$	5.11	$	(0.35	)	$	(0.35	)	$	(0.70	)	$	25.28		25.17	%	$	3,454,165		1.05	%		1.05	%		1.57	%		30	%
B		20.54		0.16		4.68		4.84		(0.15	)		(0.35	)		(0.50	)		24.88		24.08			98,179		2.00			1.95			0.71			30
C		20.45		0.19		4.65		4.84		(0.19	)		(0.35	)		(0.54	)		24.75		24.26			411,405		1.79			1.79			0.83			30
I		20.80		0.41		4.74		5.15		(0.40	)		(0.35	)		(0.75	)		25.20		25.48			1,581,081		0.83			0.83			1.79			30
R3		21.04		0.29		4.80		5.09		(0.29	)		(0.35	)		(0.64	)		25.49		24.79			87,399		1.35			1.35			1.27			30
R4		21.12		0.37		4.82		5.19		(0.36	)		(0.35	)		(0.71	)		25.60		25.21			139,811		1.05			1.05			1.58			30
R5		21.17		0.43		4.83		5.26		(0.42	)		(0.35	)		(0.77	)		25.66		25.57			199,409		0.75			0.75			1.85			30
Y		21.18		0.46		4.83		5.29		(0.45	)		(0.35	)		(0.80	)		25.67		25.68			1,596,519		0.65			0.65			1.99			30
For the Year Ended October 31, 2012(9)
A	$	18.61	$	0.34	$	2.26	$	2.60	$	(0.34	)	$	—		$	(0.34	)	$	20.87		14.07	%	$	2,942,844		1.08	%		1.08	%		1.69	%		28	%
B		18.32		0.17		2.21		2.38		(0.16	)		—			(0.16	)		20.54		13.03			108,710		2.02			1.95			0.84			28
C		18.25		0.18		2.22		2.40		(0.20	)		—			(0.20	)		20.45		13.20			340,069		1.82			1.82			0.94			28
I		18.56		0.40		2.23		2.63		(0.39	)		—			(0.39	)		20.80		14.30			1,341,707		0.81			0.81			1.96			28
R3		18.76		0.28		2.29		2.57		(0.29	)		—			(0.29	)		21.04		13.77			72,926		1.36			1.35			1.40			28
R4		18.84		0.34		2.29		2.63		(0.35	)		—			(0.35	)		21.12		14.04			122,160		1.05			1.05			1.68			28
R5		18.88		0.39		2.30		2.69		(0.40	)		—			(0.40	)		21.17		14.39			142,940		0.75			0.75			1.99			28
Y		18.88		0.41		2.31		2.72		(0.42	)		—			(0.42	)		21.18		14.55			1,556,898		0.65			0.65			2.08			28
For the Year Ended October 31, 2011
A	$	17.93	$	0.27	$	0.67	$	0.94	$	(0.26	)	$	—		$	(0.26	)	$	18.61		5.22	%	$	2,791,444		1.08	%		1.08	%		1.42	%		30	%
B		17.64		0.10		0.66		0.76		(0.08	)		—			(0.08	)		18.32		4.32			137,071		2.01			1.96			0.55			30
C		17.58		0.13		0.66		0.79		(0.12	)		—			(0.12	)		18.25		4.49			309,846		1.83			1.83			0.68			30
I		17.87		0.32		0.68		1.00		(0.31	)		—			(0.31	)		18.56		5.60			1,428,333		0.80			0.80			1.69			30
R3		18.08		0.22		0.67		0.89		(0.21	)		—			(0.21	)		18.76		4.94			57,684		1.37			1.35			1.14			30
R4		18.14		0.28		0.69		0.97		(0.27	)		—			(0.27	)		18.84		5.32			79,535		1.06			1.05			1.43			30
R5		18.18		0.34		0.68		1.02		(0.32	)		—			(0.32	)		18.88		5.62			101,281		0.76			0.75			1.75			30
Y		18.18		0.36		0.68		1.04		(0.34	)		—			(0.34	)		18.88		5.71			1,111,199		0.66			0.66			1.84			30
The Hartford Equity Income Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	18.70	$	0.18	$	0.23	$	0.41	$	(0.18	)	$	(1.40	)	$	(1.58	)	$	17.53		2.67	%(4)	$	1,750,656		1.04	%(5)(6)		1.04	%(5)(6)		2.13	%(5)		7	%
B		18.72		0.17		0.22		0.39		(0.17	)		(1.40	)		(1.57	)		17.54		2.53	(4)		10,487		1.21	(5)(6)		1.21	(5)(6)		2.00	(5)		7
C		18.61		0.12		0.22		0.34		(0.11	)		(1.40	)		(1.51	)		17.44		2.31	(4)		457,393		1.77	(5)(6)		1.77	(5)(6)		1.41	(5)		7
I		18.62		0.20		0.23		0.43		(0.20	)		(1.40	)		(1.60	)		17.45		2.82	(4)		803,113		0.78	(5)(6)		0.78	(5)(6)		2.39	(5)		7
R3		18.72		0.15		0.23		0.38		(0.15	)		(1.40	)		(1.55	)		17.55		2.49	(4)		54,292		1.37	(5)(6)		1.37	(5)(6)		1.80	(5)		7
R4		18.74		0.18		0.22		0.40		(0.17	)		(1.40	)		(1.57	)		17.57		2.64	(4)		73,746		1.07	(5)(6)		1.07	(5)(6)		2.10	(5)		7
R5		18.81		0.21		0.22		0.43		(0.20	)		(1.40	)		(1.60	)		17.64		2.78	(4)		67,435		0.77	(5)(6)		0.77	(5)(6)		2.42	(5)		7
R6		18.84		0.21		0.24		0.45		(0.21	)		(1.40	)		(1.61	)		17.68		2.88	(4)		14,201		0.67	(5)(6)		0.67	(5)(6)		2.49	(5)		7
Y		18.84		0.21		0.24		0.45		(0.21	)		(1.40	)		(1.61	)		17.68		2.88	(4)		376,392		0.67	(5)(6)		0.67	(5)(6)		2.44	(5)		7
For the Year Ended October 31, 2015
A	$	19.04	$	0.35	$	0.18	$	0.53	$	(0.35	)	$	(0.52	)	$	(0.87	)	$	18.70		2.95	%	$	1,757,486		1.02	%		1.02	%		1.87	%		20	%
B		19.05		0.33		0.18		0.51		(0.32	)		(0.52	)		(0.84	)		18.72		2.82			13,915		1.16			1.16			1.75			20
C		18.96		0.21		0.18		0.39		(0.22	)		(0.52	)		(0.74	)		18.61		2.18			461,099		1.76			1.76			1.12			20
I		18.97		0.40		0.17		0.57		(0.40	)		(0.52	)		(0.92	)		18.62		3.18			835,297		0.76			0.76			2.13			20
R3		19.06		0.29		0.18		0.47		(0.29	)		(0.52	)		(0.81	)		18.72		2.61			56,026		1.36			1.36			1.52			20
R4		19.08		0.34		0.18		0.52		(0.34	)		(0.52	)		(0.86	)		18.74		2.92			74,473		1.06			1.06			1.82			20
R5		19.15		0.40		0.18		0.58		(0.40	)		(0.52	)		(0.92	)		18.81		3.22			76,741		0.76			0.76			2.15			20
R6(8)		19.39		0.35		0.04		0.39		(0.42	)		(0.52	)		(0.94	)		18.84		2.20	(4)		13,902		0.69	(5)		0.69	(5)		1.93	(5)		20
Y		19.19		0.42		0.17		0.59		(0.42	)		(0.52	)		(0.94	)		18.84		3.26			246,177		0.66			0.66			2.22			20

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

122

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Equity Income Fund (continued)
For the Year Ended October 31, 2014
A	$	17.83	$	0.34		$	1.76		$	2.10		$	(0.33	)	$	(0.56	)	$	(0.89	)	$	19.04		12.19	%	$	1,951,760		1.03	%		1.03	%		1.83	%		13	%
B		17.82		0.32			1.77			2.09			(0.30	)		(0.56	)		(0.86	)		19.05		12.15			21,619		1.16			1.16			1.72			13
C		17.77		0.20			1.75			1.95			(0.20	)		(0.56	)		(0.76	)		18.96		11.36			458,695		1.76			1.76			1.08			13
I		17.76		0.38			1.77			2.15			(0.38	)		(0.56	)		(0.94	)		18.97		12.54			903,048		0.76			0.76			2.07			13
R3		17.85		0.27			1.77			2.04			(0.27	)		(0.56	)		(0.83	)		19.06		11.81			58,349		1.37			1.37			1.47			13
R4		17.87		0.33			1.76			2.09			(0.32	)		(0.56	)		(0.88	)		19.08		12.13			76,746		1.06			1.06			1.78			13
R5		17.93		0.38			1.78			2.16			(0.38	)		(0.56	)		(0.94	)		19.15		12.47			91,827		0.76			0.76			2.08			13
Y		17.96		0.40			1.79			2.19			(0.40	)		(0.56	)		(0.96	)		19.19		12.61			236,502		0.66			0.66			2.17			13
For the Year Ended October 31, 2013
A	$	14.81	$	0.32		$	3.23		$	3.55		$	(0.31	)	$	(0.22	)	$	(0.53	)	$	17.83		24.56	%	$	1,746,629		1.06	%		1.06	%		1.98	%		17	%
B		14.78		0.23			3.22			3.45			(0.19	)		(0.22	)		(0.41	)		17.82		23.87			27,131		1.65			1.65			1.44			17
C		14.77		0.20			3.22			3.42			(0.20	)		(0.22	)		(0.42	)		17.77		23.67			336,264		1.79			1.79			1.20			17
I		14.75		0.36			3.22			3.58			(0.35	)		(0.22	)		(0.57	)		17.76		24.93			648,568		0.78			0.78			2.18			17
R3		14.83		0.27			3.23			3.50			(0.26	)		(0.22	)		(0.48	)		17.85		24.17			47,928		1.38			1.38			1.62			17
R4		14.84		0.31			3.25			3.56			(0.31	)		(0.22	)		(0.53	)		17.87		24.58			65,286		1.08			1.08			1.89			17
R5		14.88		0.35			3.27			3.62			(0.35	)		(0.22	)		(0.57	)		17.93		24.99			72,270		0.77			0.77			2.06			17
Y		14.90		0.39			3.26			3.65			(0.37	)		(0.22	)		(0.59	)		17.96		25.13			167,906		0.67			0.67			2.35			17
For the Year Ended October 31, 2012(9)
A	$	12.93	$	0.29		$	1.89		$	2.18		$	(0.30	)	$	—		$	(0.30	)	$	14.81		17.00	%	$	1,195,106		1.11	%		1.11	%		2.12	%		27	%
B		12.91		0.18			1.86			2.04			(0.14	)		—			(0.14	)		14.78		15.90			27,731		2.00			2.00			1.27			27
C		12.91		0.19			1.88			2.07			(0.21	)		—			(0.21	)		14.77		16.13			160,153		1.84			1.84			1.35			27
I		12.89		0.31			1.89			2.20			(0.34	)		—			(0.34	)		14.75		17.25			244,794		0.81			0.81			2.31			27
R3		12.96		0.24			1.90			2.14			(0.27	)		—			(0.27	)		14.83		16.63			23,077		1.42			1.42			1.72			27
R4		12.97		0.28			1.89			2.17			(0.30	)		—			(0.30	)		14.84		16.90			24,672		1.11			1.11			2.01			27
R5		12.99		0.32			1.91			2.23			(0.34	)		—			(0.34	)		14.88		17.33			8,931		0.82			0.82			2.48			27
Y		13.01		0.55			1.69			2.24			(0.35	)		—			(0.35	)		14.90		17.41			74,613		0.72			0.72			2.68			27
For the Year Ended October 31, 2011
A	$	11.99	$	0.25		$	0.93		$	1.18		$	(0.24	)	$	—		$	(0.24	)	$	12.93		9.87	%	$	826,555		1.17	%		1.17	%		1.93	%		18	%
B		11.97		0.14			0.93			1.07			(0.13	)		—			(0.13	)		12.91		8.94			29,071		2.05			2.00			1.11			18
C		11.97		0.15			0.94			1.09			(0.15	)		—			(0.15	)		12.91		9.13			78,710		1.89			1.89			1.20			18
I		11.95		0.28			0.94			1.22			(0.28	)		—			(0.28	)		12.89		10.24			52,965		0.88			0.88			2.21			18
R3		12.03		0.20			0.94			1.14			(0.21	)		—			(0.21	)		12.96		9.49			6,694		1.50			1.50			1.57			18
R4		12.03		0.25			0.93			1.18			(0.24	)		—			(0.24	)		12.97		9.87			5,651		1.18			1.18			1.92			18
R5		12.05		0.27			0.95			1.22			(0.28	)		—			(0.28	)		12.99		10.16			2,597		0.88			0.88			2.11			18
Y		12.06		0.29			0.95			1.24			(0.29	)		—			(0.29	)		13.01		10.33			178,516		0.77			0.77			2.28			18
The Hartford Growth Opportunities Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	40.68	$	(0.09	)	$	(1.09	)	$	(1.18	)	$	—		$	(3.37	)	$	(3.37	)	$	36.13		(3.06	)%(4)	$	1,789,151		1.13	%(5)(6)		1.13	%(5)(6)(13)		(0.48	)%(5)		63	%
B		29.08		(0.18	)		(0.76	)		(0.94	)		—			(3.37	)		(3.37	)		24.77		(3.50	)(4)		8,698		2.12	(5)(6)		2.05	(5)(6)(13)		(1.40	)(5)		63
C		29.37		(0.15	)		(0.78	)		(0.93	)		—			(3.37	)		(3.37	)		25.07		(3.42	)(4)		435,435		1.87	(5)(6)		1.87	(5)(6)(13)		(1.22	)(5)		63
I		41.98		(0.05	)		(1.12	)		(1.17	)		(0.06	)		(3.37	)		(3.43	)		37.38		(2.95	)(4)		1,855,764		0.91	(5)(6)		0.91	(5)(6)(13)		(0.25	)(5)		63
R3		41.11		(0.15	)		(1.10	)		(1.25	)		—			(3.37	)		(3.37	)		36.49		(3.21	)(4)		47,437		1.46	(5)(6)		1.46	(5)(6)(13)		(0.80	)(5)		63
R4		42.51		(0.09	)		(1.15	)		(1.24	)		—			(3.37	)		(3.37	)		37.90		(3.07	)(4)		71,199		1.15	(5)(6)		1.15	(5)(6)(13)		(0.50	)(5)		63
R5		43.73		(0.04	)		(1.17	)		(1.21	)		(0.07	)		(3.37	)		(3.44	)		39.08		(2.93	)(4)		129,878		0.85	(5)(6)		0.85	(5)(6)(13)		(0.20	)(5)		63
R6		44.15		(0.01	)		(1.19	)		(1.20	)		(0.11	)		(3.37	)		(3.48	)		39.47		(2.88	)(4)		904		0.76	(5)(6)		0.76	(5)(6)(13)		(0.07	)(5)		63
Y		44.17		(0.03	)		(1.17	)		(1.20	)		(0.11	)		(3.37	)		(3.48	)		39.49		(2.88	)(4)		207,148		0.75	(5)(6)		0.75	(5)(6)(13)		(0.13	)(5)		63

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

123

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income		Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Growth Opportunities Fund (continued)
For the Year Ended October 31, 2015
A	$	43.76	$	(0.17	)	$	4.82	$	4.65	$	—	$	(7.73	)	$	(7.73	)	$	40.68		12.72	%	$	1,853,433		1.12	%		1.12	%		(0.42	)%		93	%
B		33.71		(0.39	)		3.49		3.10		—		(7.73	)		(7.73	)		29.08		11.72			15,256		2.04			2.03			(1.32	)		93
C		33.91		(0.34	)		3.53		3.19		—		(7.73	)		(7.73	)		29.37		11.95			401,542		1.86			1.86			(1.17	)		93
I		44.82		(0.09	)		4.98		4.89		—		(7.73	)		(7.73	)		41.98		12.99			2,433,134		0.89			0.89			(0.21	)		93
R3		44.25		(0.31	)		4.90		4.59		—		(7.73	)		(7.73	)		41.11		12.39			44,347		1.45			1.45			(0.76	)		93
R4		45.39		(0.19	)		5.04		4.85		—		(7.73	)		(7.73	)		42.51		12.70			60,775		1.15			1.15			(0.45	)		93
R5		46.36		(0.07	)		5.17		5.10		—		(7.73	)		(7.73	)		43.73		13.02			123,897		0.84			0.84			(0.15	)		93
R6(8)		47.09		(0.06	)		4.85		4.79		—		(7.73	)		(7.73	)		44.15		12.16	(4)		11		0.82	(5)		0.82	(5)		(0.14	)(5)		93
Y		46.70		(0.04	)		5.24		5.20		—		(7.73	)		(7.73	)		44.17		13.16			188,938		0.75			0.75			(0.09	)		93
For the Year Ended October 31, 2014
A	$	38.68	$	(0.13	)	$	6.72	$	6.59	$	—	$	(1.51	)	$	(1.51	)	$	43.76		17.63	%	$	1,497,082		1.15	%		1.15	%		(0.33	)%		136	%(14)
B		30.38		(0.37	)		5.21		4.84		—		(1.51	)		(1.51	)		33.71		16.65			22,277		2.07			2.02			(1.18	)		136	(14)
C		30.51		(0.33	)		5.24		4.91		—		(1.51	)		(1.51	)		33.91		16.81			251,628		1.88			1.88			(1.05	)		136	(14)
I		39.49		(0.04	)		6.88		6.84		—		(1.51	)		(1.51	)		44.82		17.92			1,733,488		0.91			0.91			(0.09	)		136	(14)
R3		39.21		(0.26	)		6.81		6.55		—		(1.51	)		(1.51	)		44.25		17.28			29,954		1.46			1.45			(0.62	)		136	(14)
R4		40.06		(0.14	)		6.98		6.84		—		(1.51	)		(1.51	)		45.39		17.65			52,498		1.15			1.15			(0.32	)		136	(14)
R5		40.76		(0.02	)		7.13		7.11		—		(1.51	)		(1.51	)		46.36		18.02			102,841		0.85			0.85			(0.05	)		136	(14)
Y		41.02		0.03			7.16		7.19		—		(1.51	)		(1.51	)		46.70		18.11			68,001		0.75			0.75			0.08			136	(14)
For the Year Ended October 31, 2013
A	$	29.60	$	(0.10	)	$	9.18	$	9.08	$	—	$	—		$	—		$	38.68		30.68	%	$	982,699		1.19	%		1.19	%		(0.30	)%		120	%(15)
B		23.43		(0.28	)		7.23		6.95		—		—			—			30.38		29.66			24,296		2.11			1.96			(1.05	)		120	(15)
C		23.52		(0.27	)		7.26		6.99		—		—			—			30.51		29.72			176,392		1.90			1.90			(1.01	)		120	(15)
I		30.14		(0.01	)		9.36		9.35		—		—			—			39.49		31.02			1,288,778		0.92			0.92			(0.03	)		120	(15)
R3		30.09		(0.19	)		9.31		9.12		—		—			—			39.21		30.31			24,924		1.46			1.45			(0.56	)		120	(15)
R4		30.64		(0.09	)		9.51		9.42		—		—			—			40.06		30.74			44,353		1.15			1.15			(0.25	)		120	(15)
R5		31.09		0.01			9.66		9.67		—		—			—			40.76		31.10			20,243		0.85			0.85			0.04			120	(15)
Y		31.25		0.05			9.72		9.77		—		—			—			41.02		31.26			57,712		0.75			0.75			0.14			120	(15)
For the Year Ended October 31, 2012
A	$	25.98	$	(0.15	)	$	3.77	$	3.62	$	—	$	—		$	—		$	29.60		13.93	%	$	748,795		1.23	%		1.21	%		(0.54	)%		116	%
B		20.72		(0.28	)		2.99		2.71		—		—			—			23.43		13.08			23,529		2.15			1.96			(1.29	)		116
C		20.80		(0.28	)		3.00		2.72		—		—			—			23.52		13.08			123,174		1.93			1.93			(1.26	)		116
I		26.39		(0.08	)		3.83		3.75		—		—			—			30.14		14.21			893,563		0.95			0.95			(0.28	)		116
R3		26.48		(0.22	)		3.83		3.61		—		—			—			30.09		13.63			17,259		1.48			1.45			(0.78	)		116
R4		26.89		(0.14	)		3.89		3.75		—		—			—			30.64		13.95			38,458		1.16			1.15			(0.47	)		116
R5		27.20		(0.05	)		3.94		3.89		—		—			—			31.09		14.30			14,935		0.86			0.85			(0.17	)		116
Y		27.32		(0.03	)		3.96		3.93		—		—			—			31.25		14.39			46,782		0.76			0.76			(0.09	)		116
For the Year Ended October 31, 2011
A(16)	$	24.78	$	0.02		$	1.18	$	1.20	$	—	$	—		$	—		$	25.98		4.84	%	$	754,532		1.22	%		1.22	%		0.06	%		121	%
B		19.93		(0.29	)		1.08		0.79		—		—			—			20.72		3.96			27,884		2.13			2.04			(1.32	)		121
C		19.98		(0.26	)		1.08		0.82		—		—			—			20.80		4.10			128,016		1.92			1.92			(1.20	)		121
I		25.10		(0.06	)		1.35		1.29		—		—			—			26.39		5.14			791,091		0.92			0.92			(0.22	)		121
R3		25.31		(0.20	)		1.37		1.17		—		—			—			26.48		4.62			13,444		1.48			1.45			(0.74	)		121
R4		25.63		(0.12	)		1.38		1.26		—		—			—			26.89		4.92			36,249		1.16			1.15			(0.43	)		121
R5		25.85		(0.04	)		1.39		1.35		—		—			—			27.20		5.22			14,132		0.86			0.85			(0.15	)		121
Y		25.94		(0.01	)		1.39		1.38		—		—			—			27.32		5.32			98,278		0.76			0.76			(0.04	)		121

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

124

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Healthcare Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	38.70	$	(0.05	)	$	(1.96	)	$	(2.01	)	$	(0.55	)	$	(4.55	)	$	(5.10	)	$	31.59		(6.24	)%(4)	$	846,638		1.31	%(5)(6)		1.31	%(5)(6)		(0.32	)%(5)		16	%
B		33.41		(0.18	)		(1.68	)		(1.86	)		(0.13	)		(4.55	)		(4.68	)		26.87		(6.68	)(4)		3,761		2.25	(5)(6)		2.20	(5)(6)		(1.24	)(5)		16
C		33.73		(0.15	)		(1.68	)		(1.83	)		(0.38	)		(4.55	)		(4.93	)		26.97		(6.60	)(4)		284,597		2.05	(5)(6)		2.05	(5)(6)		(1.05	)(5)		16
I		39.98		(0.01	)		(2.03	)		(2.04	)		(0.64	)		(4.55	)		(5.19	)		32.75		(6.14	)(4)		264,670		1.04	(5)(6)		1.04	(5)(6)		(0.04	)(5)		16
R3		39.69		(0.11	)		(2.03	)		(2.14	)		(0.44	)		(4.55	)		(4.99	)		32.56		(6.40	)(4)		54,196		1.61	(5)(6)		1.61	(5)(6)		(0.62	)(5)		16
R4		41.01		(0.06	)		(2.10	)		(2.16	)		(0.54	)		(4.55	)		(5.09	)		33.76		(6.26	)(4)		42,246		1.31	(5)(6)		1.31	(5)(6)		(0.32	)(5)		16
R5		42.22		—			(2.18	)		(2.18	)		(0.63	)		(4.55	)		(5.18	)		34.86		(6.13	)(4)		4,712		1.01	(5)(6)		1.01	(5)(6)		(0.01	)(5)		16
Y		42.54		0.03			(2.19	)		(2.16	)		(0.67	)		(4.55	)		(5.22	)		35.16		(6.07	)(4)		42,844		0.91	(5)(6)		0.91	(5)(6)		0.20	(5)		16
For the Year Ended October 31, 2015
A	$	36.60	$	(0.18	)	$	4.77		$	4.59		$	—		$	(2.49	)	$	(2.49	)	$	38.70		13.19	%	$	914,414		1.28	%		1.28	%		(0.46	)%		39	%
B		32.18		(0.46	)		4.18			3.72			—			(2.49	)		(2.49	)		33.41		12.23			6,239		2.15			2.15			(1.35	)		39
C		32.42		(0.41	)		4.21			3.80			—			(2.49	)		(2.49	)		33.73		12.40			310,668		2.02			2.02			(1.19	)		39
I		37.63		(0.07	)		4.91			4.84			—			(2.49	)		(2.49	)		39.98		13.51			266,553		1.01			1.01			(0.18	)		39
R3		37.58		(0.31	)		4.91			4.60			—			(2.49	)		(2.49	)		39.69		12.85			59,135		1.61			1.61			(0.78	)		39
R4		38.64		(0.20	)		5.06			4.86			—			(2.49	)		(2.49	)		41.01		13.19			51,253		1.30			1.30			(0.48	)		39
R5		39.60		(0.08	)		5.19			5.11			—			(2.49	)		(2.49	)		42.22		13.52			5,326		1.01			1.01			(0.18	)		39
Y		39.85		(0.03	)		5.21			5.18			—			(2.49	)		(2.49	)		42.54		13.64			8,834		0.90			0.90			(0.08	)		39
For the Year Ended October 31, 2014
A	$	28.05	$	(0.13	)	$	8.68		$	8.55		$	—		$	—		$	—		$	36.60		30.48	%	$	599,010		1.33	%		1.33	%		(0.40	)%		28	%
B		24.88		(0.36	)		7.66			7.30			—			—			—			32.18		29.34			11,303		2.20			2.20			(1.27	)		28
C		25.03		(0.32	)		7.71			7.39			—			—			—			32.42		29.52			176,581		2.06			2.06			(1.13	)		28
I		28.76		(0.04	)		8.91			8.87			—			—			—			37.63		30.84			137,450		1.05			1.05			(0.12	)		28
R3		28.89		(0.24	)		8.93			8.69			—			—			—			37.58		30.08			40,482		1.64			1.64			(0.71	)		28
R4		29.62		(0.14	)		9.16			9.02			—			—			—			38.64		30.45			29,530		1.34			1.34			(0.41	)		28
R5		30.27		(0.04	)		9.37			9.33			—			—			—			39.60		30.82			2,323		1.05			1.05			(0.12	)		28
Y		30.42		—			9.43			9.43			—			—			—			39.85		31.00			6,081		0.94			0.94			—			28
For the Year Ended October 31, 2013
A	$	20.11	$	(0.06	)	$	8.00		$	7.94		$	—		$	—		$	—		$	28.05		39.48	%	$	415,323		1.40	%		1.40	%		(0.24	)%		32	%
B		17.99		(0.23	)		7.12			6.89			—			—			—			24.88		38.30			14,697		2.29			2.26			(1.08	)		32
C		18.07		(0.21	)		7.17			6.96			—			—			—			25.03		38.52			116,641		2.11			2.11			(0.95	)		32
I		20.55		0.01			8.20			8.21			—			—			—			28.76		39.95			79,005		1.08			1.08			0.06			32
R3		20.77		(0.13	)		8.25			8.12			—			—			—			28.89		39.09			24,914		1.66			1.65			(0.51	)		32
R4		21.22		(0.05	)		8.45			8.40			—			—			—			29.62		39.59			17,817		1.36			1.35			(0.20	)		32
R5		21.62		0.05			8.60			8.65			—			—			—			30.27		40.01			1,267		1.08			1.05			0.19			32
Y		21.71		0.05			8.66			8.71			—			—			—			30.42		40.12			4,056		0.96			0.96			0.20			32
For the Year Ended October 31, 2012(9)
A	$	16.80	$	—		$	3.31		$	3.31		$	—		$	—		$	—		$	20.11		19.70	%	$	276,741		1.47	%		1.47	%		–	%		46	%
B		15.15		(0.17	)		3.01			2.84			—			—			—			17.99		18.75			14,015		2.38			2.28			(0.84	)		46
C		15.20		(0.12	)		2.99			2.87			—			—			—			18.07		18.88			73,728		2.17			2.17			(0.71	)		46
I		17.10		0.07			3.38			3.45			—			—			—			20.55		20.18			38,199		1.11			1.11			0.35			46
R3		17.38		(0.02	)		3.41			3.39			—			—			—			20.77		19.51			12,521		1.69			1.65			(0.15	)		46
R4		17.70		0.02			3.50			3.52			—			—			—			21.22		19.89			12,363		1.38			1.35			0.11			46
R5		17.98		0.08			3.56			3.64			—			—			—			21.62		20.24			2,489		1.09			1.05			0.43			46
Y		18.05		0.10			3.56			3.66			—			—			—			21.71		20.28			3,252		0.98			0.98			0.48			46

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

125

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Healthcare Fund (continued)
For the Year Ended October 31, 2011
A	$	15.21	$	(0.04	)	$	1.63		$	1.59		$	—		$	—		$	—		$	16.80		10.45	%	$	224,294		1.49	%		1.49	%		(0.24	)%		44	%
B		13.83		(0.16	)		1.48			1.32			—			—			—			15.15		9.54			17,208		2.38			2.28			(1.04	)		44
C		13.86		(0.14	)		1.48			1.34			—			—			—			15.20		9.67			65,692		2.18			2.18			(0.93	)		44
I		15.44		0.02			1.64			1.66			—			—			—			17.10		10.75			32,213		1.18			1.18			0.09			44
R3		15.76		(0.07	)		1.69			1.62			—			—			—			17.38		10.28			5,905		1.71			1.65			(0.39	)		44
R4		16.01		(0.02	)		1.71			1.69			—			—			—			17.70		10.56			9,241		1.39			1.35			(0.09	)		44
R5		16.21		0.04			1.73			1.77			—			—			—			17.98		10.92			1,403		1.09			1.05			0.21			44
Y		16.26		0.05			1.74			1.79			—			—			—			18.05		11.01			2,555		0.99			0.99			0.27			44
The Hartford MidCap Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	26.47	$	(0.02	)	$	(0.78	)	$	(0.80	)	$	—		$	(1.93	)	$	(1.93	)	$	23.74		(2.87	)%(4)	$	2,056,969		1.16	%(5)(6)		1.16	%(5)(6)		(0.21	)%(5)		13	%
B		20.13		(0.10	)		(0.60	)		(0.70	)		—			(1.93	)		(1.93	)		17.50		(3.31	)(4)		20,293		2.07	(5)(6)		2.06	(5)(6)		(1.10	)(5)		13
C		20.73		(0.08	)		(0.62	)		(0.70	)		—			(1.93	)		(1.93	)		18.10		(3.21	)(4)		621,359		1.89	(5)(6)		1.89	(5)(6)		(0.94	)(5)		13
I		26.96		—			(0.78	)		(0.78	)		—			(1.93	)		(1.93	)		24.25		(2.74	)(4)		986,590		0.95	(5)(6)		0.95	(5)(6)		(0.02	)(5)		13
R3		29.20		(0.07	)		(0.85	)		(0.92	)		—			(1.93	)		(1.93	)		26.35		(3.02	)(4)		72,417		1.47	(5)(6)		1.47	(5)(6)		(0.52	)(5)		13
R4		29.93		(0.03	)		(0.87	)		(0.90	)		—			(1.93	)		(1.93	)		27.10		(2.88	)(4)		160,446		1.17	(5)(6)		1.17	(5)(6)		(0.23	)(5)		13
R5		30.39		0.01			(0.88	)		(0.87	)		—			(1.93	)		(1.93	)		27.59		(2.76	)(4)		178,414		0.86	(5)(6)		0.86	(5)(6)		0.08	(5)		13
R6		30.58		0.02			(0.88	)		(0.86	)		—			(1.93	)		(1.93	)		27.79		(2.67	)(4)		9,779		0.76	(5)(6)		0.76	(5)(6)		0.14	(5)		13
Y		30.57		0.02			(0.88	)		(0.86	)		—			(1.93	)		(1.93	)		27.78		(2.67	)(4)		1,454,661		0.76	(5)(6)		0.76	(5)(6)		0.18	(5)		13
For the Year Ended October 31, 2015
A	$	27.38	$	(0.09	)	$	1.85		$	1.76		$	—		$	(2.67	)	$	(2.67	)	$	26.47		7.28	%	$	2,048,529		1.14	%		1.14	%		(0.35	)%		29	%
B		21.65		(0.25	)		1.40			1.15			—			(2.67	)		(2.67	)		20.13		6.28			24,665		2.03			2.03			(1.22	)		29
C		22.18		(0.23	)		1.45			1.22			—			(2.67	)		(2.67	)		20.73		6.46			626,345		1.88			1.88			(1.09	)		29
I		27.78		(0.02	)		1.87			1.85			—			(2.67	)		(2.67	)		26.96		7.52			702,566		0.87			0.87			(0.09	)		29
R3		30.02		(0.20	)		2.05			1.85			—			(2.67	)		(2.67	)		29.20		6.91			76,925		1.47			1.47			(0.69	)		29
R4		30.61		(0.11	)		2.10			1.99			—			(2.67	)		(2.67	)		29.93		7.26			135,698		1.16			1.16			(0.39	)		29
R5		30.96		(0.03	)		2.13			2.10			—			(2.67	)		(2.67	)		30.39		7.59			164,879		0.86			0.86			(0.09	)		29
R6(8)		31.11		(0.04	)		2.18			2.14			—			(2.67	)		(2.67	)		30.58		7.65	(4)		1,230		0.77	(5)		0.77	(5)		(0.13	)(5)		29
Y		31.10		0.01			2.13			2.14			—			(2.67	)		(2.67	)		30.57		7.66			1,201,917		0.76			0.76			0.04			29
For the Year Ended October 31, 2014
A	$	25.67	$	(0.10	)	$	3.82		$	3.72		$	—		$	(2.01	)	$	(2.01	)	$	27.38		15.57	%	$	1,891,075		1.15	%		1.15	%		(0.40	)%		34	%
B		20.88		(0.27	)		3.05			2.78			—			(2.01	)		(2.01	)		21.65		14.56			29,446		2.05			2.05			(1.29	)		34
C		21.30		(0.24	)		3.13			2.89			—			(2.01	)		(2.01	)		22.18		14.81			544,154		1.88			1.88			(1.13	)		34
I		25.95		(0.04	)		3.88			3.84			—			(2.01	)		(2.01	)		27.78		15.89			550,720		0.90			0.90			(0.17	)		34
R3		28.03		(0.21	)		4.21			4.00			—			(2.01	)		(2.01	)		30.02		15.24			56,403		1.47			1.47			(0.72	)		34
R4		28.47		(0.12	)		4.27			4.15			—			(2.01	)		(2.01	)		30.61		15.55			94,232		1.16			1.16			(0.41	)		34
R5		28.69		(0.03	)		4.31			4.28			—			(2.01	)		(2.01	)		30.96		15.91			110,364		0.86			0.86			(0.11	)		34
Y		28.77		(0.01	)		4.35			4.34			—			(2.01	)		(2.01	)		31.10		16.08			1,078,695		0.76			0.76			(0.02	)		34
For the Year Ended October 31, 2013
A	$	20.44	$	(0.03	)	$	6.56		$	6.53		$	—		$	(1.30	)	$	(1.30	)	$	25.67		34.17	%	$	1,847,041		1.20	%		1.20	%		(0.14	)%		38	%
B		17.00		(0.18	)		5.36			5.18			—			(1.30	)		(1.30	)		20.88		33.01			33,232		2.11			2.07			(1.00	)		38
C		17.29		(0.16	)		5.47			5.31			—			(1.30	)		(1.30	)		21.30		33.21			474,663		1.91			1.91			(0.85	)		38
I		20.65		0.02			6.63			6.65			(0.05	)		(1.30	)		(1.35	)		25.95		34.48			277,953		0.96			0.96			0.09			38
R3		22.25		(0.10	)		7.18			7.08			—			(1.30	)		(1.30	)		28.03		33.80			47,837		1.48			1.48			(0.43	)		38
R4		22.51		(0.03	)		7.29			7.26			—			(1.30	)		(1.30	)		28.47		34.24			77,603		1.17			1.17			(0.13	)		38
R5		22.69		0.04			7.33			7.37			(0.07	)		(1.30	)		(1.37	)		28.69		34.60			91,163		0.87			0.87			0.17			38
Y		22.75		0.07			7.34			7.41			(0.09	)		(1.30	)		(1.39	)		28.77		34.73			872,297		0.77			0.77			0.28			38

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

126

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford MidCap Fund (continued)
For the Year Ended October 31, 2012
A	$	20.67	$	0.05		$	2.22		$	2.27		$	—		$	(2.50	)	$	(2.50	)	$	20.44		13.47	%	$	1,536,203		1.23	%		1.23	%		0.25	%		45	%
B		17.77		(0.10	)		1.83			1.73			—			(2.50	)		(2.50	)		17.00		12.50			30,803		2.16			2.08			(0.62	)		45
C		18.01		(0.08	)		1.86			1.78			—			(2.50	)		(2.50	)		17.29		12.63			380,413		1.93			1.93			(0.45	)		45
I		20.85		0.09			2.25			2.34			(0.04	)		(2.50	)		(2.54	)		20.65		13.78			213,875		0.99			0.99			0.48			45
R3		22.32		—			2.43			2.43			—			(2.50	)		(2.50	)		22.25		13.16			37,776		1.49			1.49			(0.01	)		45
R4		22.49		0.06			2.46			2.52			—			(2.50	)		(2.50	)		22.51		13.50			57,799		1.18			1.18			0.29			45
R5		22.66		0.13			2.47			2.60			(0.07	)		(2.50	)		(2.57	)		22.69		13.85			66,039		0.88			0.88			0.59			45
Y		22.71		0.15			2.48			2.63			(0.09	)		(2.50	)		(2.59	)		22.75		13.98			642,084		0.78			0.78			0.70			45
For the Year Ended October 31, 2011
A	$	20.16	$	0.02		$	0.49		$	0.51		$	—		$	—		$	—		$	20.67		2.53	%	$	1,754,028		1.21	%		1.21	%		0.09	%		70	%
B		17.48		(0.14	)		0.43			0.29			—			—			—			17.77		1.66			44,266		2.06			2.06			(0.72	)		70
C		17.68		(0.12	)		0.45			0.33			—			—			—			18.01		1.87			422,515		1.91			1.91			(0.63	)		70
I		20.28		0.09			0.48			0.57			—			—			—			20.85		2.81			324,002		0.92			0.92			0.40			70
R3		21.82		(0.05	)		0.55			0.50			—			—			—			22.32		2.29			40,311		1.48			1.48			(0.23	)		70
R4		21.92		0.02			0.55			0.57			—			—			—			22.49		2.60			65,550		1.18			1.18			0.07			70
R5		22.02		0.09			0.55			0.64			—			—			—			22.66		2.91			73,192		0.87			0.87			0.38			70
Y		22.05		0.12			0.54			0.66			—			—			—			22.71		2.99			678,566		0.77			0.77			0.50			70
The Hartford MidCap Value Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	15.11	$	0.01		$	(0.35	)	$	(0.34	)	$	(0.02	)	$	(1.11	)	$	(1.13	)	$	13.64		(2.25	)%(4)	$	246,922		1.29	%(5)(6)		1.29	%(5)(6)(17)		0.19	%(5)		30	%
B		13.15		(0.04	)		(0.31	)		(0.35	)		—			(1.11	)		(1.11	)		11.69		(2.66	)(4)		983		2.46	(5)(6)		2.11	(5)(6)(17)		(0.66	)(5)		30
C		13.09		(0.03	)		(0.31	)		(0.34	)		—			(1.11	)		(1.11	)		11.64		(2.59	)(4)		37,985		2.01	(5)(6)		2.00	(5)(6)(17)		(0.55	)(5)		30
I		15.22		0.03			(0.35	)		(0.32	)		(0.06	)		(1.11	)		(1.17	)		13.73		(2.08	)(4)		29,776		0.97	(5)(6)		0.96	(5)(6)(17)		0.48	(5)		30
R3		15.82		—			(0.38	)		(0.38	)		—			(1.11	)		(1.11	)		14.33		(2.38	)(4)		11,765		1.55	(5)(6)		1.55	(5)(6)(17)		(0.06	)(5)		30
R4		15.99		0.02			(0.39	)		(0.37	)		(0.02	)		(1.11	)		(1.13	)		14.49		(2.26	)(4)		12,492		1.24	(5)(6)		1.24	(5)(6)(17)		0.23	(5)		30
R5		16.15		0.04			(0.39	)		(0.35	)		(0.06	)		(1.11	)		(1.17	)		14.63		(2.13	)(4)		8,032		0.94	(5)(6)		0.94	(5)(6)(17)		0.53	(5)		30
Y		16.19		0.05			(0.39	)		(0.34	)		(0.07	)		(1.11	)		(1.18	)		14.67		(2.04	)(4)		82,009		0.84	(5)(6)		0.84	(5)(6)(17)		0.63	(5)		30
For the Year Ended October 31, 2015
A	$	16.73	$	0.02		$	0.25		$	0.27		$	(0.02	)	$	(1.87	)	$	(1.89	)	$	15.11		2.28	%	$	229,953		1.25	%		1.25	%		0.11	%		33	%
B		14.91		(0.10	)		0.21			0.11			—			(1.87	)		(1.87	)		13.15		1.37			1,417		2.28			2.09			(0.75	)		33
C		14.84		(0.08	)		0.20			0.12			—			(1.87	)		(1.87	)		13.09		1.45			41,149		1.97			1.97			(0.62	)		33
I		16.85		0.07			0.25			0.32			(0.08	)		(1.87	)		(1.95	)		15.22		2.57			29,987		0.92			0.92			0.42			33
R3		17.45		(0.03	)		0.27			0.24			—			(1.87	)		(1.87	)		15.82		1.97			10,204		1.52			1.52			(0.19	)		33
R4		17.61		0.02			0.27			0.29			(0.04	)		(1.87	)		(1.91	)		15.99		2.26			11,711		1.21			1.21			0.15			33
R5		17.75		0.07			0.28			0.35			(0.08	)		(1.87	)		(1.95	)		16.15		2.62			7,564		0.92			0.92			0.44			33
Y		17.78		0.09			0.28			0.37			(0.09	)		(1.87	)		(1.96	)		16.19		2.73			158,691		0.81			0.81			0.54			33
For the Year Ended October 31, 2014
A	$	16.44	$	0.03		$	1.81		$	1.84		$	—		$	(1.55	)	$	(1.55	)	$	16.73		12.32	%	$	222,876		1.27	%		1.27	%		0.19	%		43	%
B		14.93		(0.09	)		1.62			1.53			—			(1.55	)		(1.55	)		14.91		11.41			2,156		2.28			2.10			(0.63	)		43
C		14.85		(0.08	)		1.62			1.54			—			(1.55	)		(1.55	)		14.84		11.56			41,382		1.99			1.99			(0.53	)		43
I		16.49		0.09			1.82			1.91			—			(1.55	)		(1.55	)		16.85		12.75			37,414		0.92			0.92			0.53			43
R3		17.12		(0.01	)		1.89			1.88			—			(1.55	)		(1.55	)		17.45		12.05			10,187		1.53			1.53			(0.08	)		43
R4		17.21		0.04			1.91			1.95			—			(1.55	)		(1.55	)		17.61		12.42			9,476		1.22			1.22			0.22			43
R5		17.29		0.09			1.92			2.01			—			(1.55	)		(1.55	)		17.75		12.73			2,851		0.93			0.93			0.52			43
Y		17.31		0.11			1.91			2.02			—			(1.55	)		(1.55	)		17.78		12.79			166,729		0.82			0.82			0.63			43

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

127

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford MidCap Value Fund (continued)
For the Year Ended October 31, 2013
A	$	12.58	$	0.02		$	3.97		$	3.99		$	(0.13	)	$	—		$	(0.13	)	$	16.44		32.01	%	$	207,552		1.31	%		1.31	%		0.11	%		59	%
B		11.40		(0.09	)		3.62			3.53			—			—			—			14.93		30.96			2,819		2.33			2.10			(0.68	)		59
C		11.38		(0.08	)		3.60			3.52			(0.05	)		—			(0.05	)		14.85		31.07			38,067		2.01			2.01			(0.60	)		59
I		12.62		0.06			3.99			4.05			(0.18	)		—			(0.18	)		16.49		32.49			18,791		0.96			0.96			0.43			59
R3		13.12		(0.02	)		4.15			4.13			(0.13	)		—			(0.13	)		17.12		31.68			5,089		1.53			1.53			(0.12	)		59
R4		13.17		0.03			4.16			4.19			(0.15	)		—			(0.15	)		17.21		32.11			4,903		1.22			1.22			0.18			59
R5		13.23		0.06			4.19			4.25			(0.19	)		—			(0.19	)		17.29		32.46			1,309		0.93			0.93			0.38			59
Y		13.24		0.09			4.18			4.27			(0.20	)		—			(0.20	)		17.31		32.64			150,335		0.82			0.82			0.60			59
For the Year Ended October 31, 2012
A	$	10.75	$	0.08		$	1.80		$	1.88		$	(0.05	)	$	—		$	(0.05	)	$	12.58		17.55	%	$	159,104		1.38	%		1.35	%		0.67	%		59	%
B		9.77		(0.02	)		1.65			1.63			—			—			—			11.40		16.88			2,813		2.38			2.10			(0.21	)		59
C		9.74		—			1.64			1.64			—			—			—			11.38		16.84			28,522		2.06			2.06			(0.05	)		59
I		10.79		0.12			1.81			1.93			(0.10	)		—			(0.10	)		12.62		18.02			5,296		1.00			1.00			1.06			59
R3		11.23		0.06			1.88			1.94			(0.05	)		—			(0.05	)		13.12		17.41			3,514		1.55			1.55			0.50			59
R4		11.28		0.10			1.88			1.98			(0.09	)		—			(0.09	)		13.17		17.70			2,735		1.25			1.25			0.79			59
R5		11.31		0.14			1.88			2.02			(0.10	)		—			(0.10	)		13.23		18.07			311		0.96			0.95			1.14			59
Y		11.31		0.15			1.89			2.04			(0.11	)		—			(0.11	)		13.24		18.22			136,388		0.84			0.84			1.24			59
For the Year Ended October 31, 2011
A	$	10.69	$	0.01		$	0.05		$	0.06		$	—		$	—		$	—		$	10.75		0.56	%	$	147,222		1.38	%		1.35	%		0.05	%		54	%
B		9.79		(0.07	)		0.05			(0.02	)		—			—			—			9.77		(0.20	)		8,100		2.32			2.10			(0.69	)		54
C		9.77		(0.07	)		0.04			(0.03	)		—			—			—			9.74		(0.31	)		28,939		2.09			2.09			(0.70	)		54
I		10.72		0.04			0.05			0.09			(0.02	)		—			(0.02	)		10.79		0.81			3,459		1.04			1.04			0.34			54
R3		11.20		(0.03	)		0.06			0.03			—			—			—			11.23		0.27			1,584		1.60			1.55			(0.23	)		54
R4		11.21		(0.01	)		0.08			0.07			—			—			—			11.28		0.62			1,523		1.29			1.25			(0.05	)		54
R5		11.22		0.05			0.06			0.11			(0.02	)		—			(0.02	)		11.31		0.96			136		0.99			0.95			0.43			54
Y		11.22		0.06			0.06			0.12			(0.03	)		—			(0.03	)		11.31		1.01			109,944		0.88			0.88			0.51			54
Hartford Small Cap Core Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	12.35	$	0.07		$	(0.41	)	$	(0.34	)	$	(0.02	)	$	(0.72	)	$	(0.74	)	$	11.27		(2.72	)%(4)	$	48,319		1.38	%(5)(6)		1.32	%(5)(6)(18)		1.27	%(5)		50	%
B		11.58		0.03			(0.39	)		(0.36	)		—			(0.72	)		(0.72	)		10.50		(3.06	)(4)		1,244		2.31	(5)(6)		2.07	(5)(6)(18)		0.49	(5)		50
C		11.43		0.03			(0.39	)		(0.36	)		—			(0.72	)		(0.72	)		10.35		(3.10	)(4)		11,505		2.10	(5)(6)		2.07	(5)(6)(18)		0.51	(5)		50
I		12.38		0.09			(0.42	)		(0.33	)		(0.06	)		(0.72	)		(0.78	)		11.27		(2.63	)(4)		2,091		1.02	(5)(6)		1.01	(5)(6)(18)		1.57	(5)		50
R3		12.67		0.06			(0.43	)		(0.37	)		—			(0.72	)		(0.72	)		11.58		(2.86	)(4)		891		1.62	(5)(6)		1.52	(5)(6)(18)		1.06	(5)		50
R4		12.72		0.08			(0.43	)		(0.35	)		(0.02	)		(0.72	)		(0.74	)		11.63		(2.68	)(4)		306		1.31	(5)(6)		1.22	(5)(6)(18)		1.32	(5)		50
R5		12.78		0.08			(0.41	)		(0.33	)		(0.09	)		(0.72	)		(0.81	)		11.64		(2.52	)(4)		43		1.02	(5)(6)		0.92	(5)(6)(18)		1.34	(5)		50
Y		12.77		0.10			(0.42	)		(0.32	)		(0.06	)		(0.72	)		(0.78	)		11.67		(2.45	)(4)		121,198		0.89	(5)(6)		0.87	(5)(6)(18)		1.89	(5)		50
For the Year Ended October 31, 2015
A	$	13.89	$	0.11		$	(0.28	)	$	(0.17	)	$	(0.08	)	$	(1.29	)	$	(1.37	)	$	12.35		(1.17	)%	$	51,249		1.40	%		1.29	%		0.85	%		112	%
B		13.12		0.01			(0.26	)		(0.25	)		—			(1.29	)		(1.29	)		11.58		(1.92	)		1,792		2.28			2.05			0.12			112
C		12.96		0.01			(0.25	)		(0.24	)		—			(1.29	)		(1.29	)		11.43		(1.86	)		12,905		2.14			2.04			0.10			112
I(11)		13.40		0.08			(1.10	)		(1.02	)		—			—			—			12.38		(7.61	)(4)		2,429		1.12	(5)		0.99	(5)		1.01	(5)		112
R3		14.21		0.09			(0.28	)		(0.19	)		(0.06	)		(1.29	)		(1.35	)		12.67		(1.29	)		830		1.70			1.50			0.64			112
R4		14.26		0.13			(0.27	)		(0.14	)		(0.11	)		(1.29	)		(1.40	)		12.72		(0.97	)		608		1.37			1.20			0.94			112
R5		14.32		0.17			(0.29	)		(0.12	)		(0.13	)		(1.29	)		(1.42	)		12.78		(0.75	)		218		1.06			0.90			1.23			112
Y		14.31		0.16			(0.27	)		(0.11	)		(0.14	)		(1.29	)		(1.43	)		12.77		(0.71	)		1,312		0.96			0.85			1.23			112

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

128

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Small Cap Core Fund (continued)
For the Year Ended October 31, 2014
A	$	14.77	$	0.10		$	1.11		$	1.21		$	(0.14	)	$	(1.95	)	$	(2.09	)	$	13.89		9.22	%	$	54,722		1.41	%		1.30	%		0.75	%		116	%
B		14.06		—			1.05			1.05			(0.04	)		(1.95	)		(1.99	)		13.12		8.39			3,119		2.32			2.05			0.01			116
C		13.94		—			1.03			1.03			(0.06	)		(1.95	)		(2.01	)		12.96		8.39			13,603		2.16			2.05			—			116
R3		15.10		0.07			1.14			1.21			(0.15	)		(1.95	)		(2.10	)		14.21		8.99			587		1.70			1.50			0.53			116
R4		15.10		0.11			1.14			1.25			(0.14	)		(1.95	)		(2.09	)		14.26		9.31			516		1.37			1.20			0.81			116
R5		15.16		0.16			1.14			1.30			(0.19	)		(1.95	)		(2.14	)		14.32		9.62			204		1.05			0.90			1.14			116
Y		15.14		0.17			1.14			1.31			(0.19	)		(1.95	)		(2.14	)		14.31		9.75			247		0.96			0.85			1.20			116
For the Year Ended October 31, 2013
A	$	11.21	$	0.19		$	3.50		$	3.69		$	(0.13	)	$	—		$	(0.13	)	$	14.77		33.23	%	$	51,393		1.43	%		1.30	%		1.48	%		140	%
B		10.68		0.09			3.34			3.43			(0.05	)		—			(0.05	)		14.06		32.21			4,337		2.35			2.05			0.77			140
C		10.60		0.09			3.30			3.39			(0.05	)		—			(0.05	)		13.94		32.12			12,315		2.18			2.05			0.73			140
R3		11.47		0.14			3.61			3.75			(0.12	)		—			(0.12	)		15.10		32.93			598		1.68			1.50			1.05			140
R4		11.48		0.23			3.55			3.78			(0.16	)		—			(0.16	)		15.10		33.25			172		1.34			1.20			1.75			140
R5		11.51		0.25			3.58			3.83			(0.18	)		—			(0.18	)		15.16		33.71			169		1.04			0.90			1.87			140
Y		11.51		0.29			3.53			3.82			(0.19	)		—			(0.19	)		15.14		33.59			224		0.93			0.85			2.33			140
For the Year Ended October 31, 2012(9)
A	$	10.10	$	0.08		$	1.03		$	1.11		$	—		$	—		$	—		$	11.21		10.99	%	$	41,266		1.44	%		1.30	%		0.69	%		121	%
B		9.69		(0.01	)		1.00			0.99			—			—			—			10.68		10.22			4,391		2.38			2.05			(0.06	)		121
C		9.62		(0.01	)		0.99			0.98			—			—			—			10.60		10.19			9,624		2.21			2.05			(0.06	)		121
R3		10.35		0.05			1.07			1.12			—			—			—			11.47		10.82			144		1.65			1.50			0.52			121
R4		10.36		0.09			1.06			1.15			(0.03	)		—			(0.03	)		11.48		11.11			262		1.35			1.20			0.90			121
R5		10.36		0.12			1.07			1.19			(0.04	)		—			(0.04	)		11.51		11.48			127		1.03			0.90			1.11			121
Y		10.36		0.23			0.96			1.19			(0.04	)		—			(0.04	)		11.51		11.49			20,243		0.90			0.85			1.01			121
For the Year Ended October 31, 2011
A	$	9.37	$	0.03		$	0.73		$	0.76		$	(0.03	)	$	—		$	(0.03	)	$	10.10		8.09	%	$	44,655		1.36	%		1.30	%		0.27	%		202	%
B		9.04		(0.05	)		0.70			0.65			—			—			—			9.69		7.19			4,821		2.31			2.05			(0.47	)		202
C		8.97		(0.05	)		0.70			0.65			—			—			—			9.62		7.25			9,702		2.13			2.05			(0.48	)		202
R3(19)		9.13		—			1.22			1.22			—			—			—			10.35		13.36	(4)		113		1.61	(5)		1.50	(5)		(0.40	)(5)		202
R4(19)		9.13		—			1.23			1.23			—			—			—			10.36		13.47	(4)		113		1.31	(5)		1.20	(5)		(0.12	)(5)		202
R5(19)		9.13		—			1.23			1.23			—			—			—			10.36		13.47	(4)		114		1.01	(5)		0.90	(5)		0.17	(5)		202
Y		9.60		0.07			0.76			0.83			(0.07	)		—			(0.07	)		10.36		8.61			88,130		0.87			0.85			0.68			202
The Hartford Small Cap Growth Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	48.56	$	(0.07	)	$	(2.19	)	$	(2.26	)	$	—		$	(3.93	)	$	(3.93	)	$	42.37		(4.87	)%(4)	$	203,820		1.26	%(5)(6)		1.26	%(5)(6)		(0.31	)%(5)		20	%
B		39.35		(0.19	)		(1.76	)		(1.95	)		—			(3.93	)		(3.93	)		33.47		(5.28	)(4)		876		2.44	(5)(6)		2.08	(5)(6)		(1.11	)(5)		20
C		39.03		(0.17	)		(1.74	)		(1.91	)		—			(3.93	)		(3.93	)		33.19		(5.19	)(4)		41,589		1.94	(5)(6)		1.94	(5)(6)		(0.99	)(5)		20
I		49.68		(0.01	)		(2.25	)		(2.26	)		—			(3.93	)		(3.93	)		43.49		(4.76	)(4)		137,088		0.99	(5)(6)		0.99	(5)(6)		(0.03	)(5)		20
R3		48.54		(0.12	)		(2.19	)		(2.31	)		—			(3.93	)		(3.93	)		42.30		(5.01	)(4)		14,977		1.50	(5)(6)		1.50	(5)(6)		(0.55	)(5)		20
R4		49.87		(0.05	)		(2.25	)		(2.30	)		—			(3.93	)		(3.93	)		43.64		(4.84	)(4)		67,030		1.18	(5)(6)		1.18	(5)(6)		(0.24	)(5)		20
R5		51.35		0.01			(2.32	)		(2.31	)		—			(3.93	)		(3.93	)		45.11		(4.70	)(4)		108,904		0.88	(5)(6)		0.88	(5)(6)		0.06	(5)		20
R6		51.73		(0.01	)		(2.30	)		(2.31	)		—			(3.93	)		(3.93	)		45.49		(4.68	)(4)		3,979		0.78	(5)(6)		0.78	(5)(6)		(0.03	)(5)		20
Y		51.78		0.04			(2.34	)		(2.30	)		—			(3.93	)		(3.93	)		45.55		(4.63	)(4)		285,221		0.78	(5)(6)		0.78	(5)(6)		0.17	(5)		20

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

129

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income		Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Cap Growth Fund (continued)
For the Year Ended October 31, 2015
A	$	48.63	$	(0.20	)	$	2.25	$	2.05	$	—	$	(2.12	)	$	(2.12	)	$	48.56		4.37	%	$	243,999		1.21	%		1.21	%		(0.40	)%		70	%
B		40.12		(0.48	)		1.83		1.35		—		(2.12	)		(2.12	)		39.35		3.54			1,500		2.20			2.03			(1.18	)		70
C		39.77		(0.45	)		1.83		1.38		—		(2.12	)		(2.12	)		39.03		3.62			49,549		1.91			1.91			(1.11	)		70
I		49.55		(0.06	)		2.31		2.25		—		(2.12	)		(2.12	)		49.68		4.70			209,184		0.92			0.92			(0.13	)		70
R3		48.74		(0.36	)		2.28		1.92		—		(2.12	)		(2.12	)		48.54		4.10			16,184		1.48			1.48			(0.70	)		70
R4		49.86		(0.20	)		2.33		2.13		—		(2.12	)		(2.12	)		49.87		4.44			74,037		1.17			1.17			(0.38	)		70
R5		51.13		(0.05	)		2.39		2.34		—		(2.12	)		(2.12	)		51.35		4.74			115,719		0.87			0.87			(0.10	)		70
R6(8)		51.80		(0.02	)		2.07		2.05		—		(2.12	)		(2.12	)		51.73		4.13	(4)		14		0.87	(5)		0.87	(5)		(0.05	)(5)		70
Y		51.49		0.01			2.40		2.41		—		(2.12	)		(2.12	)		51.78		4.84			314,145		0.77			0.77			0.02			70
For the Year Ended October 31, 2014
A	$	47.96	$	(0.26	)	$	4.36	$	4.10	$	—	$	(3.43	)	$	(3.43	)	$	48.63		9.02	%	$	239,697		1.28	%		1.28	%		(0.55	)%		61	%
B		40.45		(0.54	)		3.64		3.10		—		(3.43	)		(3.43	)		40.12		8.16			2,695		2.26			2.11			(1.36	)		61
C		40.08		(0.49	)		3.61		3.12		—		(3.43	)		(3.43	)		39.77		8.30			44,184		1.97			1.97			(1.24	)		61
I		48.67		(0.12	)		4.43		4.31		—		(3.43	)		(3.43	)		49.55		9.34			114,450		0.97			0.97			(0.25	)		61
R3		48.17		(0.38	)		4.38		4.00		—		(3.43	)		(3.43	)		48.74		8.76			8,744		1.53			1.53			(0.81	)		61
R4		49.06		(0.25	)		4.48		4.23		—		(3.43	)		(3.43	)		49.86		9.09			47,028		1.22			1.22			(0.52	)		61
R5		50.07		(0.11	)		4.60		4.49		—		(3.43	)		(3.43	)		51.13		9.45			39,856		0.91			0.91			(0.22	)		61
Y		50.36		(0.05	)		4.61		4.56		—		(3.43	)		(3.43	)		51.49		9.54			213,384		0.81			0.81			(0.10	)		61
For the Year Ended October 31, 2013
A	$	34.72	$	(0.15	)	$	13.39	$	13.24	$	—	$	—		$	—		$	47.96		38.13	%	$	226,795		1.40	%		1.40	%		(0.37	)%		90	%
B		29.50		(0.36	)		11.31		10.95		—		—			—			40.45		37.12			4,552		2.40			2.15			(1.05	)		90
C		29.21		(0.40	)		11.27		10.87		—		—			—			40.08		37.21			33,255		2.08			2.08			(1.13	)		90
I		35.10		(0.05	)		13.62		13.57		—		—			—			48.67		38.66			71,601		1.04			1.04			(0.13	)		90
R3		34.93		(0.26	)		13.50		13.24		—		—			—			48.17		37.90			8,280		1.59			1.59			(0.62	)		90
R4		35.47		(0.19	)		13.78		13.59		—		—			—			49.06		38.31			17,412		1.27			1.27			(0.44	)		90
R5		36.10		(0.10	)		14.07		13.97		—		—			—			50.07		38.70			3,579		0.97			0.97			(0.22	)		90
Y		36.27		0.03			14.06		14.09		—		—			—			50.36		38.85			121,003		0.87			0.87			0.07			90
For the Year Ended October 31, 2012
A	$	31.27	$	(0.22	)	$	3.67	$	3.45	$	—	$	—		$	—		$	34.72		11.03	%	$	154,415		1.48	%		1.40	%		(0.65	)%		73	%
B		26.77		(0.40	)		3.13		2.73		—		—			—			29.50		10.20			4,747		2.44			2.15			(1.41	)		73
C		26.51		(0.40	)		3.10		2.70		—		—			—			29.21		10.18			13,343		2.17			2.15			(1.40	)		73
I		31.52		(0.11	)		3.69		3.58		—		—			—			35.10		11.36			20,730		1.11			1.11			(0.33	)		73
R3		31.53		(0.27	)		3.67		3.40		—		—			—			34.93		11.78			3,672		1.67			1.60			(0.80	)		73
R4		31.91		(0.19	)		3.75		3.56		—		—			—			35.47		11.16			4,053		1.32			1.30			(0.54	)		73
R5		32.38		(0.08	)		3.80		3.72		—		—			—			36.10		11.49			345		1.05			1.00			(0.24	)		73
Y		32.51		(0.06	)		3.82		3.76		—		—			—			36.27		11.57			41,745		0.89			0.89			(0.18	)		73
For the Year Ended October 31, 2011
A(16)	$	27.59	$	(0.29	)	$	3.97	$	3.68	$	—	$	—		$	—		$	31.27		13.34	%	$	154,303		1.48	%		1.40	%		(0.93	)%		70	%
B		23.80		(0.40	)		3.37		2.97		—		—			—			26.77		12.48			7,018		2.39			2.15			(1.46	)		70
C		23.57		(0.40	)		3.34		2.94		—		—			—			26.51		12.47			12,285		2.18			2.15			(1.47	)		70
I		27.73		(0.14	)		3.93		3.79		—		—			—			31.52		13.67			9,312		1.10			1.10			(0.43	)		70
R3		27.87		(0.30	)		3.96		3.66		—		—			—			31.53		13.13			763		1.69			1.60			(0.93	)		70
R4		28.13		(0.20	)		3.98		3.78		—		—			—			31.91		13.44			3,059		1.30			1.30			(0.62	)		70
R5		28.46		(0.11	)		4.03		3.92		—		—			—			32.38		13.77			227		1.03			1.00			(0.33	)		70
Y		28.54		(0.07	)		4.04		3.97		—		—			—			32.51		13.91			134,508		0.89			0.89			(0.22	)		70

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

130

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income		Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Company Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	19.36	$	(0.06	)	$	(1.55	)	$	(1.61	)	$	—	$	(2.58	)	$	(2.58	)	$	15.17		(9.14	)%(4)	$	277,730		1.43	%(5)(6)		1.41	%(5)(6)(20)		(0.81	)%(5)		46	%
B		15.08		(0.09	)		(1.17	)		(1.26	)		—		(2.58	)		(2.58	)		11.24		(9.46	)(4)		1,498		2.54	(5)(6)		2.16	(5)(6)(20)		(1.55	)(5)		46
C		15.06		(0.09	)		(1.17	)		(1.26	)		—		(2.58	)		(2.58	)		11.22		(9.47	)(4)		28,714		2.12	(5)(6)		2.12	(5)(6)(20)		(1.53	)(5)		46
I		20.04		(0.05	)		(1.60	)		(1.65	)		—		(2.58	)		(2.58	)		15.81		(9.02	)(4)		40,750		1.22	(5)(6)		1.16	(5)(6)(20)		(0.56	)(5)		46
R3		20.77		(0.08	)		(1.67	)		(1.75	)		—		(2.58	)		(2.58	)		16.44		(9.20	)(4)		31,251		1.59	(5)(6)		1.56	(5)(6)(20)		(0.96	)(5)		46
R4		21.61		(0.06	)		(1.75	)		(1.81	)		—		(2.58	)		(2.58	)		17.22		(9.06	)(4)		34,044		1.29	(5)(6)		1.26	(5)(6)(20)		(0.66	)(5)		46
R5		22.37		(0.03	)		(1.81	)		(1.84	)		—		(2.58	)		(2.58	)		17.95		(8.92	)(4)		26,119		0.99	(5)(6)		0.96	(5)(6)(20)		(0.36	)(5)		46
R6		22.69		(0.03	)		(1.83	)		(1.86	)		—		(2.58	)		(2.58	)		18.25		(8.88	)(4)		10,646		0.88	(5)(6)		0.88	(5)(6)(20)		(0.38	)(5)		46
Y		22.69		(0.03	)		(1.83	)		(1.86	)		—		(2.58	)		(2.58	)		18.25		(8.88	)(4)		170,750		0.88	(5)(6)		0.88	(5)(6)(20)		(0.28	)(5)		46
For the Year Ended October 31, 2015
A	$	24.83	$	(0.17	)	$	(1.21	)	$	(1.38	)	$	—	$	(4.09	)	$	(4.09	)	$	19.36		(6.22	)%	$	327,509		1.34	%		1.34	%		(0.77	)%		96	%
B		20.40		(0.27	)		(0.96	)		(1.23	)		—		(4.09	)		(4.09	)		15.08		(6.98	)		2,531		2.30			2.13			(1.56	)		96
C		20.36		(0.25	)		(0.96	)		(1.21	)		—		(4.09	)		(4.09	)		15.06		(6.87	)		35,455		2.04			2.04			(1.47	)		96
I		25.51		(0.12	)		(1.26	)		(1.38	)		—		(4.09	)		(4.09	)		20.04		(6.03	)		69,569		1.11			1.11			(0.55	)		96
R3		26.39		(0.23	)		(1.30	)		(1.53	)		—		(4.09	)		(4.09	)		20.77		(6.46	)		35,865		1.54			1.54			(0.98	)		96
R4		27.21		(0.17	)		(1.34	)		(1.51	)		—		(4.09	)		(4.09	)		21.61		(6.15	)		41,922		1.24			1.24			(0.68	)		96
R5		27.95		(0.09	)		(1.40	)		(1.49	)		—		(4.09	)		(4.09	)		22.37		(5.88	)		30,053		0.97			0.95			(0.35	)		96
R6(8)		28.20		(0.08	)		(1.34	)		(1.42	)		—		(4.09	)		(4.09	)		22.69		(5.56	)(4)		9		0.91	(5)		0.90	(5)		(0.32	)(5)		96
Y		28.27		(0.07	)		(1.42	)		(1.49	)		—		(4.09	)		(4.09	)		22.69		(5.80	)		279,594		0.85			0.85			(0.28	)		96
For the Year Ended October 31, 2014
A	$	24.58	$	(0.24	)	$	3.26		$	3.02		$	—	$	(2.77	)	$	(2.77	)	$	24.83		13.49	%	$	355,056		1.34	%		1.34	%		(1.01	)%		92	%
B		20.82		(0.36	)		2.71			2.35			—		(2.77	)		(2.77	)		20.40		12.61			4,730		2.29			2.15			(1.80	)		92
C		20.77		(0.34	)		2.70			2.36			—		(2.77	)		(2.77	)		20.36		12.70			38,351		2.05			2.05			(1.71	)		92
I		25.12		(0.19	)		3.35			3.16			—		(2.77	)		(2.77	)		25.51		13.78			60,425		1.10			1.10			(0.77	)		92
R3		26.00		(0.31	)		3.47			3.16			—		(2.77	)		(2.77	)		26.39		13.27			60,124		1.55			1.55			(1.21	)		92
R4		26.65		(0.24	)		3.57			3.33			—		(2.77	)		(2.77	)		27.21		13.62			66,353		1.25			1.25			(0.91	)		92
R5		27.23		(0.16	)		3.65			3.49			—		(2.77	)		(2.77	)		27.95		13.95			7,585		0.97			0.95			(0.61	)		92
Y		27.48		(0.14	)		3.70			3.56			—		(2.77	)		(2.77	)		28.27		14.08			337,933		0.85			0.85			(0.51	)		92
For the Year Ended October 31, 2013
A	$	19.52	$	(0.16	)	$	6.56		$	6.40		$	—	$	(1.34	)	$	(1.34	)	$	24.58		35.44	%	$	320,630		1.39	%		1.39	%		(0.73	)%		106	%
B		16.87		(0.27	)		5.56			5.29			—		(1.34	)		(1.34	)		20.82		34.34			6,062		2.35			2.15			(1.47	)		106
C		16.82		(0.26	)		5.55			5.29			—		(1.34	)		(1.34	)		20.77		34.45			38,428		2.09			2.09			(1.43	)		106
I		19.87		(0.11	)		6.70			6.59			—		(1.34	)		(1.34	)		25.12		35.79			38,749		1.14			1.14			(0.52	)		106
R3		20.61		(0.20	)		6.93			6.73			—		(1.34	)		(1.34	)		26.00		35.15			57,652		1.56			1.55			(0.88	)		106
R4		21.03		(0.14	)		7.10			6.96			—		(1.34	)		(1.34	)		26.65		35.56			67,467		1.26			1.25			(0.59	)		106
R5		21.39		(0.06	)		7.24			7.18			—		(1.34	)		(1.34	)		27.23		36.02			8,321		0.99			0.95			(0.25	)		106
Y		21.56		(0.05	)		7.31			7.26			—		(1.34	)		(1.34	)		27.48		36.12			320,003		0.86			0.86			(0.20	)		106
For the Year Ended October 31, 2012
A	$	19.23	$	(0.18	)	$	1.46		$	1.28		$	—	$	(0.99	)	$	(0.99	)	$	19.52		7.44	%	$	268,501		1.41	%		1.40	%		(0.85	)%		124	%
B		16.88		(0.35	)		1.33			0.98			—		(0.99	)		(0.99	)		16.87		6.65			5,972		2.37			2.15			(1.60	)		124
C		16.83		(0.29	)		1.27			0.98			—		(0.99	)		(0.99	)		16.82		6.67			32,182		2.12			2.12			(1.57	)		124
I		19.51		(0.11	)		1.46			1.35			—		(0.99	)		(0.99	)		19.87		7.70			24,366		1.14			1.14			(0.58	)		124
R3		20.27		(0.20	)		1.53			1.33			—		(0.99	)		(0.99	)		20.61		7.30			48,148		1.58			1.55			(0.99	)		124
R4		20.60		(0.13	)		1.55			1.42			—		(0.99	)		(0.99	)		21.03		7.63			56,217		1.27			1.25			(0.68	)		124
R5		20.88		(0.11	)		1.61			1.50			—		(0.99	)		(0.99	)		21.39		7.93			8,859		1.00			0.95			(0.41	)		124
Y		21.02		(0.06	)		1.59			1.53			—		(0.99	)		(0.99	)		21.56		8.02			243,219		0.87			0.87			(0.30	)		124

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

131

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Realized Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Company Fund (continued)
For the Year Ended October 31, 2011
A	$	17.48	$	(0.15	)	$	1.90		$	1.75		$	—		$	—		$	—		$	19.23		10.01	%	$	296,062		1.37	%		1.37	%		(0.77	)%		111	%
B		15.46		(0.27	)		1.69			1.42			—			—			—			16.88		9.18			9,192		2.30			2.15			(1.55	)		111
C		15.41		(0.26	)		1.68			1.42			—			—			—			16.83		9.21			36,465		2.10			2.10			(1.50	)		111
I		17.68		(0.10	)		1.93			1.83			—			—			—			19.51		10.35			19,056		1.08			1.08			(0.49	)		111
R3		18.45		(0.20	)		2.02			1.82			—			—			—			20.27		9.86			46,392		1.57			1.55			(0.96	)		111
R4		18.70		(0.14	)		2.04			1.90			—			—			—			20.60		10.16			51,387		1.26			1.25			(0.66	)		111
R5		18.90		(0.08	)		2.06			1.98			—			—			—			20.88		10.48			9,867		0.99			0.95			(0.35	)		111
Y		19.01		(0.06	)		2.07			2.01			—			—			—			21.02		10.57			235,036		0.86			0.86			(0.26	)		111
The Hartford Value Opportunities Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	18.66	$	0.10		$	(0.14	)	$	(0.04	)	$	(0.21	)	$	(1.24	)	$	(1.45	)	$	17.17		0.22	%(4)	$	194,786		1.25	%(5)(6)		1.25	%(5)(6)		1.22	%(5)		20	%
B		16.45		0.02			(0.12	)		(0.10	)		(0.01	)		(1.24	)		(1.25	)		15.10		(0.22	)(4)		1,084		2.50	(5)(6)		2.10	(5)(6)		0.34	(5)		20
C		16.34		0.04			(0.13	)		(0.09	)		(0.10	)		(1.24	)		(1.34	)		14.91		(0.15	)(4)		24,014		1.96	(5)(6)		1.96	(5)(6)		0.49	(5)		20
I		18.47		0.12			(0.13	)		(0.01	)		(0.26	)		(1.24	)		(1.50	)		16.96		0.35	(4)		15,160		0.93	(5)(6)		0.93	(5)(6)		1.48	(5)		20
R3		18.83		0.08			(0.14	)		(0.06	)		(0.15	)		(1.24	)		(1.39	)		17.38		0.07	(4)		2,869		1.54	(5)(6)		1.54	(5)(6)		0.91	(5)		20
R4		19.03		0.11			(0.14	)		(0.03	)		(0.21	)		(1.24	)		(1.45	)		17.55		0.22	(4)		10,440		1.21	(5)(6)		1.21	(5)(6)		1.25	(5)		20
R5		19.19		0.13			(0.14	)		(0.01	)		(0.27	)		(1.24	)		(1.51	)		17.67		0.39	(4)		2,418		0.91	(5)(6)		0.91	(5)(6)		1.57	(5)		20
Y		19.24		0.15			(0.14	)		0.01			(0.29	)		(1.24	)		(1.53	)		17.72		0.43	(4)		2,133		0.80	(5)(6)		0.80	(5)(6)		1.73	(5)		20
For the Year Ended October 31, 2015
A	$	20.45	$	0.21		$	(0.47	)	$	(0.26	)	$	(0.13	)	$	(1.40	)	$	(1.53	)	$	18.66		(1.20	)%	$	207,339		1.21	%		1.21	%		1.10	%		55	%
B		18.22		0.03			(0.40	)		(0.37	)		—			(1.40	)		(1.40	)		16.45		(1.94	)		1,909		2.28			1.97			0.19			55
C		18.14		0.06			(0.42	)		(0.36	)		(0.04	)		(1.40	)		(1.44	)		16.34		(1.90	)		26,763		1.93			1.93			0.36			55
I		20.25		0.27			(0.45	)		(0.18	)		(0.20	)		(1.40	)		(1.60	)		18.47		(0.78	)		27,168		0.88			0.88			1.41			55
R3		20.62		0.15			(0.46	)		(0.31	)		(0.08	)		(1.40	)		(1.48	)		18.83		(1.45	)		3,657		1.52			1.49			0.79			55
R4		20.82		0.22			(0.47	)		(0.25	)		(0.14	)		(1.40	)		(1.54	)		19.03		(1.11	)		11,942		1.19			1.18			1.11			55
R5		20.95		0.28			(0.48	)		(0.20	)		(0.16	)		(1.40	)		(1.56	)		19.19		(0.87	)		2,487		0.90			0.88			1.41			55
Y		21.03		0.30			(0.49	)		(0.19	)		(0.20	)		(1.40	)		(1.60	)		19.24		(0.77	)		1,618		0.79			0.79			1.50			55
For the Year Ended October 31, 2014
A	$	18.31	$	0.17		$	2.05		$	2.22		$	(0.08	)	$	—		$	(0.08	)	$	20.45		12.18	%	$	237,539		1.25	%		1.25	%		0.87	%		74	%(21)
B		16.36		0.03			1.83			1.86			—			—			—			18.22		11.37			3,928		2.27			1.97			0.19			74	(21)
C		16.29		0.02			1.83			1.85			—			—			—			18.14		11.36			31,729		1.95			1.95			0.12			74	(21)
I		18.12		0.23			2.03			2.26			(0.13	)		—			(0.13	)		20.25		12.56			44,306		0.87			0.87			1.17			74	(21)
R3		18.50		0.13			2.05			2.18			(0.06	)		—			(0.06	)		20.62		11.84			4,528		1.53			1.47			0.63			74	(21)
R4		18.64		0.18			2.09			2.27			(0.09	)		—			(0.09	)		20.82		12.24			13,626		1.21			1.17			0.91			74	(21)
R5		18.76		0.24			2.10			2.34			(0.15	)		—			(0.15	)		20.95		12.52			2,735		0.88			0.85			1.15			74	(21)
Y		18.82		0.21			2.16			2.37			(0.16	)		—			(0.16	)		21.03		12.64			1,841		0.83			0.83			1.07			74	(21)
For the Year Ended October 31, 2013
A	$	14.02	$	0.11		$	4.40		$	4.51		$	(0.22	)	$	—		$	(0.22	)	$	18.31		32.53	%	$	118,203		1.44	%		1.35	%		0.67	%		81	%
B		12.54		—			3.93			3.93			(0.11	)		—			(0.11	)		16.36		31.50			3,825		2.39			2.10			(0.03	)		81
C		12.49		(0.01	)		3.93			3.92			(0.12	)		—			(0.12	)		16.29		31.59			11,059		2.13			2.10			(0.07	)		81
I		13.87		0.16			4.34			4.50			(0.25	)		—			(0.25	)		18.12		32.93			7,908		1.07			1.06			0.95			81
R3		14.16		0.08			4.45			4.53			(0.19	)		—			(0.19	)		18.50		32.31			1,480		1.68			1.55			0.49			81
R4		14.27		0.13			4.47			4.60			(0.23	)		—			(0.23	)		18.64		32.62			7,271		1.32			1.25			0.78			81
R5		14.36		0.18			4.50			4.68			(0.28	)		—			(0.28	)		18.76		33.06			1,909		1.02			0.95			1.08			81
Y		14.41		0.19			4.50			4.69			(0.28	)		—			(0.28	)		18.82		33.06			1,149		0.91			0.90			1.17			81

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

132

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Realized Gains		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Value Opportunities Fund (continued)
For the Year Ended October 31, 2012
A	$	12.68	$	0.19		$	1.27	$	1.46	$	(0.12	)	$	—	$	(0.12	)	$	14.02		11.60	%	$	86,261		1.50	%		1.35	%		1.44	%		56	%
B		11.33		0.08			1.15		1.23		(0.02	)		—		(0.02	)		12.54		10.85			4,388		2.44			2.10			0.65			56
C		11.31		0.08			1.13		1.21		(0.03	)		—		(0.03	)		12.49		10.74			8,880		2.17			2.10			0.67			56
I		12.57		0.22			1.25		1.47		(0.17	)		—		(0.17	)		13.87		11.87			3,995		1.11			1.09			1.70			56
R3		12.81		0.18			1.27		1.45		(0.10	)		—		(0.10	)		14.16		11.38			1,443		1.70			1.55			1.31			56
R4		12.90		0.21			1.30		1.51		(0.14	)		—		(0.14	)		14.27		11.81			6,015		1.33			1.25			1.55			56
R5		12.99		0.31			1.24		1.55		(0.18	)		—		(0.18	)		14.36		12.08			1,296		1.05			0.95			2.25			56
Y		13.05		0.24			1.30		1.54		(0.18	)		—		(0.18	)		14.41		12.00			1,076		0.92			0.90			1.77			56
For the Year Ended October 31, 2011(9)
A(16)	$	12.15	$	0.09		$	0.45	$	0.54	$	(0.01	)	$	—	$	(0.01	)	$	12.68		4.41	%	$	86,456		1.46	%		1.35	%		0.81	%		70	%
B		10.94		(0.02	)		0.41		0.39		—			—		—			11.33		3.56			5,838		2.39			2.10			(0.10	)		70
C		10.91		(0.01	)		0.41		0.40		—			—		—			11.31		3.67			10,227		2.15			2.10			(0.09	)		70
I		12.04		0.14			0.44		0.58		(0.05	)		—		(0.05	)		12.57		4.80			2,535		1.03			1.01			1.06			70
R3		12.30		0.07			0.44		0.51		—			—		—			12.81		4.15			934		1.68			1.55			0.45			70
R4		12.37		0.10			0.45		0.55		(0.02	)		—		(0.02	)		12.90		4.47			5,865		1.31			1.25			0.75			70
R5		12.45		0.13			0.47		0.60		(0.06	)		—		(0.06	)		12.99		4.81			221		1.05			0.95			1.04			70
Y		12.51		0.14			0.47		0.61		(0.07	)		—		(0.07	)		13.05		4.82			34,210		0.91			0.90			1.08			70

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Not annualized.

⁽⁵⁾  Annualized.

⁽⁶⁾  Certain non-recurring expenses incurred by the Fund were not annualized for the six month period ended April 30, 2016.

⁽⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 1.10%, 0.79%, 1.40%, 1.10%, 0.80% and 0.70% for Class A, Class I, Class R3, Class R4, Class R5 and Class R6, respectively.

⁽⁸⁾  Commenced operations on November 7, 2014.

⁽⁹⁾  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

⁽¹⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.52%, 0.51%, 1.09%, 0.79%, 0.49%, 0.44% and 0.43% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹¹⁾  Commenced operations on March 31, 2015.

⁽¹²⁾  Excluding the expenses not subject to cap, the ratios would have been 1.02%, 0.82%, 1.35%, 1.04%, 0.74% and 0.65% for Class A, Class I, Class R3, Class R4, Class R5 and Class R6, respectively.

⁽¹³⁾  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.86%, 0.90%, 1.45%, 1.14%, 0.84%, 0.75% and 0.74% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹⁴⁾  During the year ended October 31, 2014, the Fund incurred $415.5 million in sales of securities held associated with the transition of assets from The Hartford Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

⁽¹⁵⁾  During the year ended October 31, 2013, the Fund incurred $2.8 million in sales of securities held associated with the transition of assets from The Hartford Fundamental Growth Fund, which merged into the Fund on February 22, 2013. These sales are excluded from the portfolio turnover rate calculation.

⁽¹⁶⁾  Class L was merged into Class A on August 5, 2011.

⁽¹⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 1.99%, 0.95%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁹⁾  Commenced operations on September 30, 2011.

⁽²⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.87% and 0.87% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²¹⁾  During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

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

133

Domestic Equity Funds

Notes to Financial Statements

April 30, 2016 (Unaudited)

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-five and four series, respectively, as of April 30, 2016. The financial statements for certain other series of the Companies are presented in separate reports. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Capital Appreciation Fund (the “Capital Appreciation Fund”)

Hartford Core Equity Fund (the “Core Equity Fund”)

The Hartford Dividend and Growth Fund (the “Dividend and Growth Fund”)

The Hartford Equity Income Fund (the “Equity Income Fund”)

The Hartford Healthcare Fund (the “Healthcare Fund”)

The Hartford MidCap Fund (the “MidCap Fund”)

The Hartford MidCap Value Fund (the “MidCap Value Fund”)

Hartford Small Cap Core Fund (formerly, The Hartford Small/Mid Cap Equity Fund) (the “Small Cap Core Fund”)

The Hartford Small Company Fund (the “Small Company Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Growth Opportunities Fund (the “Growth Opportunities Fund”)

The Hartford Small Cap Growth Fund (formerly, The Hartford SmallCap Growth Fund) (the “Small Cap Growth Fund”)

The Hartford Value Opportunities Fund (the “Value Opportunities Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards and Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y shares. Each of Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, MidCap Fund, Small Cap Growth Fund and Small Company Fund offers Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from up to 5.00% to zero depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4, R5 and R6 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years.

No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in

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accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term to maturity exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of over-the-counter (“OTC”) options and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

136

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

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.

Following is quantitative information about Level 3 fair value measurements:

Capital Appreciation Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range	Fair Value at April 30, 2016
Common Stock
Model	EV/EBITDA	8.7x to 15x	$	42,153,767
Model	EV/Estimated Revenue	2.52x to 5.5x		11,870,853
Transaction	Trade Price	$1.92 to $107.91		26,310,852
Convertible Bonds
Transaction	Trade Price	$100		157,087
Preferred Stock
Model	EV/EBITDA	12.3x to 22.4x		1,101,189
Model	EV/Estimated Revenue	0.4x to 12.1x		61,486,689
Transaction	Trade Price	$2.03 to $249.87		211,848,162
Total			$	354,928,599

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

Growth Opportunities Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range	Fair Value at April 30, 2016
Common Stock
Model	EV/EBITDA	8.7x to 15x	$	22,864,919
Model	EV/Estimated Revenue	2.52x to 5.5x		6,590,261
Cost	Recent Trade Price	$50.19 to $107.91		10,927,086
Convertible Bonds
Cost	Recent Trade Price	$100		2,665,674
Preferred Stock
Model	EV/Estimated Revenue	0.4x to 12.1x		156,398,044
Cost	Recent Trade Price	$2.03 to $50.19		188,007,035
Total			$	387,453,019

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

Small Company Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range	Fair Value at April 30, 2016
Common Stock
Model	EV/EBITDA	6.67x to 15x	$	6,941,855
Model	EV/Estimated Revenue	3.7x to 3.9x		994,894
Preferred Stock
Model	EV/Estimated Revenue	1.4x to 8.54x		19,210,408
Cost	Recent Trade Price	$3.13 to $4.05		1,206,345
Total			$	28,353,502

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

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Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the

138

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2016.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts are used to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. See each Fund’s Schedule of Investments, if applicable, for outstanding foreign currency contracts as of April 30, 2016.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily at the most recent settlement price reported by an exchange on which, over time, they are traded most extensively, and an appropriate payable or receivable for the change in value (“variation margin”) is recorded by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities; however, a Fund seeks to reduce this risk through the use of an FCM. See each Fund’s Schedule of Investments, if applicable, for outstanding futures contracts as of April 30, 2016.

c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either privately negotiated in the over-the-counter market (“OTC options”) or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will pledge cash or other liquid investments having a value equal to or greater than the fluctuating market value of the option investment or currency. Writing put options increases a Fund’s exposure to the underlying instrument. Writing call options decreases a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures,

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options increases a Fund’s exposure to the underlying instrument. Purchasing put options decreases a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into over-the-counter options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

See each Fund’s Schedule of Investments, if applicable, for outstanding option contracts as of April 30, 2016. Transactions involving written option contracts during the six-month period ended April 30, 2016, are summarized below:

Capital Appreciation Fund

Options Activity During the Six-Month Period Ended April 30, 2016

Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		10,124			1,788,193
Expired		—			—
Closed		(10,124	)		(1,788,193	)
Exercised		—			—
End of Period		—		$	—

d) Additional Derivative Instrument Information:

Capital Appreciation Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	307,944	$	—	$	—	$	—	$	—	$	307,944
Total	$	—	$	307,944	$	—	$	—	$	—	$	—	$	307,944
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	2,919,367	$	—	$	—	$	—	$	—	$	2,919,367
Total	$	—	$	2,919,367	$	—	$	—	$	—	$	—	$	2,919,367

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Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on written options contracts	$	—	$	—		$	—	$	1,232,888	$	—	$	—	$	1,232,888
Net realized gain (loss) on foreign currency contracts		—		767,836			—		—		—		—		767,836
Total	$	—	$	767,836		$	—	$	1,232,888	$	—	$	—	$	2,000,724
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(4,666,973	)	$	—	$	—	$	—	$	—	$	(4,666,973	)
Total	$	—	$	(4,666,973	)	$	—	$	—	$	—	$	—	$	(4,666,973	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Written Options Contracts		10,124
Foreign Currency Contracts Long	$	16,125,864
Foreign Currency Contracts Short	$	143,778,881

Core Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on futures contracts(1)	$	—	$	—	$	—	$	308,859	$	—	$	—	$	308,859
Total	$	—	$	—	$	—	$	308,859	$	—	$	—	$	308,859

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	2,678,086		$	—	$	—	$	2,678,086
Total	$	—	$	—	$	—	$	2,678,086		$	—	$	—	$	2,678,086
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	(307,564	)	$	—	$	—	$	(307,564	)
Total	$	—	$	—	$	—	$	(307,564	)	$	—	$	—	$	(307,564	)

141

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		220

Small Cap Core Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	34,578	$	—	$	—	$	34,578
Total	$	—	$	—	$	—	$	34,578	$	—	$	—	$	34,578

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		570

Value Opportunities Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	47,587	$	—	$	—	$	—	$	—	$	47,587
Total	$	—	$	47,587	$	—	$	—	$	—	$	—	$	47,587

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	302,093		$	—	$	—	$	—	$	—	$	302,093
Total	$	—	$	302,093		$	—	$	—	$	—	$	—	$	302,093
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(48,872	)	$	—	$	—	$	—	$	—	$	(48,872	)
Total	$	—	$	(48,872	)	$	—	$	—	$	—	$	—	$	(48,872	)

142

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Long	$	3,774,749
Foreign Currency Contracts Short	$	4,174,934

⁽¹⁾  Cumulative appreciation (depreciation) on futures contracts is disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities.

e) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2016:

Capital Appreciation Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	307,944	$	(2,919,367	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		307,944		(2,919,367	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	307,944	$	(2,919,367	)

143

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Capital Appreciation Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	159,636		$	—	$	—	$	—	$	159,636
Bank of Montreal		148,308			—		—		—		148,308
Total	$	307,944		$	—	$	—	$	—	$	307,944
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Credit Agricole	$	(2,376,912	)	$	—	$	—	$	—	$	(2,376,912	)
State Street Global Markets LLC		(372,569	)		—		—		—		(372,569	)
Westpac International		(169,886	)		—		—		—		(169,886	)
Total	$	(2,919,367	)	$	—	$	—	$	—	$	(2,919,367	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Core Equity Fund
Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(308,859	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(308,859	)
Derivatives not subject to a MNA		—		308,859
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Value Opportunities Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	—	$	(47,587	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(47,587	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	(47,587	)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Westpac International	$	(47,587	)	$	—	$	—	$	—	$	(47,587	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

144

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency (U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by the Funds.

145

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2015 and October 31, 2014 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2015				For the Year Ended October 31, 2014
Fund	Ordinary Income		Long-Term Capital Gains(1)		Ordinary Income		Long-Term Capital Gains(1)
Capital Appreciation Fund	$	822,807,951	$	2,237,888,021	$	35,205,562	$	489,231,763
Core Equity Fund		90,262		2,105,334		340,114		—
Dividend and Growth Fund		162,211,788		629,491,691		151,445,736		455,772,221
Equity Income Fund		80,701,672		92,612,789		70,154,139		94,333,683
Growth Opportunities Fund		160,915,364		503,348,303		—		103,085,097
Healthcare Fund		—		71,453,477		—		—
MidCap Fund		51,668,231		372,640,289		35,485,555		253,730,424
MidCap Value Fund		5,298,060		50,621,600		—		40,025,116
Small Cap Core Fund		754,527		6,438,937		4,287,299		5,680,938
Small Cap Growth Fund		1,285,472		31,630,787		11,810,397		23,986,305
Small Company Fund		31,750,362		113,672,421		33,923,886		58,522,150
Value Opportunities Fund		1,968,341		23,542,991		665,516		—

⁽¹⁾  The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

As of October 31, 2015, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Capital Appreciation Fund	$	175,300,783	$	718,849,385	$	—		$	409,758,109		$	1,303,908,277
Core Equity Fund		1,320,363		11,991,440		—			43,554,430			56,866,233
Dividend and Growth Fund		20,758,194		624,692,631		(13,936,043	)		1,774,941,684			2,406,456,466
Equity Income Fund		3,572,091		260,569,988		—			575,483,640			839,625,719
Growth Opportunities Fund		92,910,300		345,871,828		—			459,107,476			897,889,604
Healthcare Fund		47,714,695		174,703,589		—			219,187,012			441,605,296
MidCap Fund		—		367,178,118		(15,051,876	)		1,061,054,272			1,413,180,514
MidCap Value Fund		1,299,738		34,914,566		(918,909	)		59,650,821			94,946,216
Small Cap Core Fund		420,545		4,166,440		(3,722,341	)		883,560			1,748,204
Small Cap Growth Fund		3,409,071		77,008,434		—			49,094,348			129,511,853
Small Company Fund		—		101,539,117		(5,273,174	)		(16,837,678	)		79,428,265
Value Opportunities Fund		6,183,797		15,415,070		—			(15,254,901	)		6,343,966

⁽¹⁾ The Fund has capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, PFICs, expiration or utilization of capital loss carryforwards or net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax

146

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

differences that exist. For the year ended October 31, 2015, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Capital Appreciation Fund	$	(118,341	)	$	(4,393,523	)	$	4,511,864
Core Equity Fund		—			(2,722	)		2,722
Dividend and Growth Fund		—			(96,568	)		96,568
Equity Income Fund		—			(149,941	)		149,941
Growth Opportunities Fund		975			1,391,018			(1,391,993	)
Healthcare Fund		6,130			37,466,744			(37,472,874	)
MidCap Fund		7,907			(91,358	)		83,451
MidCap Value Fund		4			(77,353	)		77,349
Small Cap Core Fund		—			(79,833	)		79,833
Small Cap Growth Fund		—			2,273,174			(2,273,174	)
Small Company Fund		(882,374	)		432,048			450,326
Value Opportunities Fund		1,667			(197,240	)		195,573

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2015 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration
Fund	2016		2017
Dividend and Growth Fund	$	13,936,043	$	—
MidCap Value Fund		918,909		—
Small Cap Core Fund		—		3,722,341

As a result of mergers involving the Dividend and Growth Fund, MidCap Value Fund, Small Cap Core Fund and Value Opportunities Fund, certain provisions in the IRC may limit the future utilization of capital losses. During the year ended October 31, 2015, the Dividend and Growth Fund, MidCap Value Fund, Small Cap Core Fund and Value Opportunities Fund utilized $19,010,716, $918,909, $1,861,170, $6,174,616, respectively, of prior year capital loss carryforwards.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes. At October 31, 2015, the following Funds elected to defer Late-Year Ordinary Losses:

Fund	Amount
MidCap Fund	$	15,051,876
Small Company Fund		5,273,174

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of April 30, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

147

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Capital Appreciation Fund	0.8000% on first $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $4 billion and;
	0.6475% on next $5 billion and;
	0.6450% over $10 billion
Core Equity Fund	0.4500% on first $500 million and;
	0.3500% on next $500 million and;
	0.3300% on next $1.5 billion and;
	0.3250% on next $2.5 billion and;
	0.3225% over $5 billion
Dividend and Growth Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5950% on next $2.5 billion and;
	0.5900% on next $5 billion and;
	0.5850% over $10 billion
Equity Income Fund	0.7500% on first $250 million and;
	0.7000% on next $250 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5900% on next $2.5 billion and;
	0.5875% over $5 billion
Growth Opportunities Fund	0.8000% on first $250 million and;
	0.7000% on next $4.75 billion and;
	0.6975% on next $5 billion and;
	0.6950% over $10 billion
Healthcare Fund	0.9000% on first $500 million and;
	0.8500% on next $500 million and;
	0.8000% on next $4 billion and;
	0.7975% on next $5 billion and;
	0.7950% over $10 billion
MidCap Fund	0.8500% on first $500 million and;
	0.7500% on next $500 million and;
	0.7000% on next $4 billion and;
	0.6975% on next $5 billion and;
	0.6950% over $10 billion

148

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Fund	Management Fee Rates
MidCap Value Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5950% on next $2.5 billion and;
	0.5900% on next $5 billion and;
	0.5850% over $10 billion
Small Cap Core Fund	0.7500% on first $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $2 billion and;
	0.6400% on next $2 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Small Cap Growth Fund	0.9000% on first $100 million and;
	0.8000% on next $150 million and;
	0.7000% on next $250 million and;
	0.6500% on next $4.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Small Company Fund	0.8500% on first $250 million and;
	0.8000% on next $250 million and;
	0.7500% on next $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $3.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Value Opportunities Fund	0.7000% on first $500 million and;
	0.6000% on next $500 million and;
	0.5900% on next $1.5 billion and;
	0.5850% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5750% on over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Capital Appreciation Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Core Equity Fund	0.016% on first $5 billion and;
	0.013% on next $5 billion and;
	0.010% over $10 billion
Dividend and Growth Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Equity Income Fund	0.012% on first $5 billion and;
	0.010% over $5 billion

149

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Fund	Accounting Services Fee Rates
Growth Opportunities Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Healthcare Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
MidCap Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
MidCap Value Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Small Cap Core Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Small Cap Growth Fund	0.016% on first $5 billion and;
	0.013% on next $5 billion and;
	0.010% over $10 billion
Small Company Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Value Opportunities Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by each Company are allocated to each Fund and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of April 30, 2016, HFMC contractually limited the total operating expenses of each Fund, exclusive of taxes, interest expense, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2017 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Capital Appreciation Fund		1.29	%		NA			NA			1.04	%		1.40	%		1.10	%		0.80	%		0.75	%		NA
Core Equity Fund		0.79	%		1.54	%		1.54	%		0.54	%		1.09	%		0.79	%		0.49	%		0.45	%		0.49	%
Dividend and Growth Fund		1.25	%		NA			NA			1.00	%		1.35	%		1.05	%		0.75	%		0.70	%		NA
Equity Income Fund		1.25	%		2.00	%*		2.00	%		1.00	%		1.50	%		1.20	%		0.90	%		0.85	%		0.85	%
Growth Opportunities Fund		1.36	%		2.11	%		2.11	%		1.11	%		1.45	%		1.15	%		0.85	%		0.85	%		0.85	%
Healthcare Fund		1.60	%		2.35	%		2.35	%		1.35	%		1.65	%		1.35	%		1.05	%		NA			1.00	%
MidCap Fund		1.37	%		NA			NA			1.12	%		1.50	%		1.20	%		0.90	%		0.85	%		NA
MidCap Value Fund		1.35	%		2.10	%		2.10	%		1.10	%		1.55	%		1.25	%		0.95	%		NA			0.90	%
Small Cap Core Fund		1.30	%		2.05	%		2.05	%		1.05	%		1.50	%		1.20	%		0.90	%		NA			0.85	%
Small Cap Growth Fund		1.40	%		2.15	%		2.15	%		1.15	%		1.60	%		1.30	%		1.00	%		0.95	%		0.95	%
Small Company Fund		1.40	%		2.15	%		2.15	%		1.15	%		1.55	%		1.25	%		0.95	%		0.90	%		0.90	%
Value Opportunities Fund		1.35	%		2.10	%		2.10	%		1.10	%		1.55	%		1.25	%		0.95	%		NA			0.90	%

* The reduction in amounts charged in connection with the Equity Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect July 1, 2013, in order to comply with applicable FINRA rules, caused the effective limit on net operating expenses attributable to the Equity Income Fund’s Class B shares to be 1.25%.

150

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Capital Appreciation Fund		1.11	%		2.01	%		1.83	%		0.80	%		1.41	%		1.11	%		0.81	%		0.71	%		0.71	%
Core Equity Fund		0.80	%		1.55	%		1.53	%		0.52	%		1.10	%		0.80	%		0.50	%		0.45	%		0.44	%
Dividend and Growth Fund		1.03	%		1.95	%		1.77	%		0.83	%		1.36	%		1.05	%		0.75	%		0.66	%		0.65	%
Equity Income Fund		1.04	%		1.21	%		1.77	%		0.78	%		1.37	%		1.07	%		0.77	%		0.67	%		0.67	%
Growth Opportunities Fund		1.13	%		2.05	%		1.87	%		0.91	%		1.46	%		1.15	%		0.85	%		0.76	%		0.75	%
Healthcare Fund		1.31	%		2.20	%		2.05	%		1.03	%		1.61	%		1.30	%		1.01	%		—			0.90	%
MidCap Fund		1.16	%		2.06	%		1.89	%		0.95	%		1.47	%		1.16	%		0.86	%		0.76	%		0.76	%
MidCap Value Fund		1.28	%		2.11	%		2.00	%		0.96	%		1.54	%		1.24	%		0.94	%		—			0.83	%
Small Cap Core Fund		1.32	%		2.07	%		2.07	%		1.01	%		1.52	%		1.22	%		0.92	%		—			0.87	%
Small Cap Growth Fund		1.26	%		2.08	%		1.94	%		0.99	%		1.50	%		1.18	%		0.88	%		0.78	%		0.78	%
Small Company Fund		1.40	%		2.15	%		2.12	%		1.15	%		1.55	%		1.25	%		0.95	%		0.88	%		0.88	%
Value Opportunities Fund		1.25	%		2.10	%		1.96	%		0.93	%		1.54	%		1.21	%		0.91	%		—			0.80	%

e) Distribution and Service Plan for Class A, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Capital Appreciation Fund	$	2,849,707	$	42,475
Core Equity Fund		2,732,510		21,612
Dividend and Growth Fund		3,437,392		22,507
Equity Income Fund		1,995,839		40,994
Growth Opportunities Fund		2,921,932		51,173
Healthcare Fund		3,411,195		43,973
MidCap Fund		4,420,453		26,978
MidCap Value Fund		850,239		16,008
Small Cap Core Fund		47,704		723
Small Cap Growth Fund		52,262		2,886
Small Company Fund		493,781		1,411
Value Opportunities Fund		138,479		2,319

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, B, C, R3 and R4 shares. Under a Plan, Class A, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective July 1, 2013, there was a reduction in the amount charged in connection with Equity Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account

151

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at other such intervals as the respective Company’s Board of Directors may determine.

f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2016, a portion of each Company’s Chief Compliance Officer’s compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. HASCO is compensated based on average daily net assets, plus out of pocket expenses for providing such services, a portion of which may be used to compensate BFDS. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

Administrative services fees are paid for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

Fund	CCO Compensation Paid by Fund
The Hartford Capital Appreciation Fund	$	17,524
Hartford Core Equity Fund		2,063
The Hartford Dividend and Growth Fund		13,461
The Hartford Equity Income Fund		6,263
The Hartford Growth Opportunities Fund		8,826
The Hartford Healthcare Fund		2,846
The Hartford MidCap Fund		9,102
The Hartford MidCap Value Fund		768
Hartford Small Cap Core Fund		276
The Hartford Small Cap Growth Fund		1,675
The Hartford Small Company Fund		1,251
The Hartford Value Opportunities Fund		452

152

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

8. Affiliate Holdings:

As of April 30, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of Class:

Fund	Class A		Class B		Class C		Class I		Class R3		Class R4			Class R5			Class R6			Class Y
Capital Appreciation Fund		—		—		—		—		—		—			—			—	%*		—
Core Equity Fund		—		—		—		—		—		—			—			—	%*		—
Dividend and Growth Fund		—		—		—		—		—		—			—			—	%*		—
Equity Income Fund		—		—		—		—		—		—			—			—	%*		—
Growth Opportunities Fund		—		—		—		—		—		—			—			1	%		—
Healthcare Fund		—		—		—		—		—		—			—			—			—
MidCap Fund		—		—		—		—		—		—			—			—	%*		—
MidCap Value Fund		—		—		—		—		—		—			—			—			—
Small Cap Core Fund		—		—		—		—		—		3	%		24	%		—			—
Small Cap Growth Fund		—		—		—		—		—		—			—			—	%*		—
Small Company Fund		—		—		—		—		—		—			—			—	%*		—
Value Opportunities Fund		—		—		—		—		—		—			6	%		—			11	%

Percentage of Fund:

Fund

Class A

Class B

Class C

Class I

Class R3

Class R4

Class R5

Class R6

Class Y

Capital Appreciation Fund

—

—

—

—

—

—

—

—

%*

—

Core Equity Fund

—

—

—

—

—

—

—

—

%*

—

Dividend and Growth Fund

—

—

—

—

—

—

—

—

%*

—

Equity Income Fund

—

—

—

—

—

—

—

—

%*

—

Growth Opportunities Fund

—

—

—

—

—

—

—

—

%*

—

Healthcare Fund

—

—

—

—

—

—

—

—

—

MidCap Fund

—

—

—

—

—

—

—

—

%*

—

MidCap Value Fund

—

—

—

—

—

—

—

—

—

Small Cap Core Fund

—

—

—

—

—

—

%*

—

%*

—

—

Small Cap Growth Fund

—

—

—

—

—

—

—

—

%*

—

Small Company Fund

—

—

—

—

—

—

—

—

%*

—

Value Opportunities Fund

—

—

—

—

—

—

—

%*

—

—

%*

* Percentage rounds to zero.

As of April 30, 2016, the Funds shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

Funds	Class Y
Capital Appreciation Fund		8	%
Core Equity Fund		12	%
Dividend and Growth Fund		13	%
Equity Income Fund		7	%
Growth Opportunities Fund		3	%
MidCap Fund		4	%
MidCap Value Fund		13	%
Small Cap Core Fund		65	%
Small Cap Growth Fund		4	%
Small Company Fund		1	%

153

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

9. Investment Transactions:

For the six-month period ended April 30, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Capital Appreciation Fund	$	4,611,826,718	$	5,355,061,008
Core Equity Fund	$	1,312,147,545	$	129,363,484
Dividend and Growth Fund	$	893,842,509	$	945,024,880
Equity Income Fund	$	235,480,152	$	232,777,675
Growth Opportunities Fund	$	3,072,523,236	$	3,312,093,880
Healthcare Fund	$	313,382,579	$	253,141,047
MidCap Fund	$	1,349,711,499	$	685,035,274
MidCap Value Fund	$	129,271,362	$	177,767,414
Small Cap Core Fund	$	190,733,226	$	74,757,043
Small Cap Growth Fund	$	181,302,873	$	283,312,095
Small Company Fund	$	313,375,714	$	420,488,252
Value Opportunities Fund	$	51,417,260	$	80,439,774

Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Capital Appreciation Fund	$	—	$	—
Core Equity Fund	$	—	$	—
Dividend and Growth Fund	$	—	$	—
Equity Income Fund	$	—	$	—
Growth Opportunities Fund	$	—	$	—
Healthcare Fund	$	—	$	—
MidCap Fund	$	—	$	—
MidCap Value Fund	$	—	$	—
Small Cap Core Fund	$	—	$	—
Small Cap Growth Fund	$	—	$	—
Small Company Fund	$	—	$	—
Value Opportunities Fund	$	—	$	—

Fund	Total Cost of Purchases		Total Sales Proceeds
Capital Appreciation Fund	$	4,611,826,718	$	5,355,061,008
Core Equity Fund	$	1,312,147,545	$	129,363,484
Dividend and Growth Fund	$	893,842,509	$	945,024,880
Equity Income Fund	$	235,480,152	$	232,777,675
Growth Opportunities Fund	$	3,072,523,236	$	3,312,093,880
Healthcare Fund	$	313,382,579	$	253,141,047
MidCap Fund	$	1,349,711,499	$	685,035,274
MidCap Value Fund	$	129,271,362	$	177,767,414
Small Cap Core Fund	$	190,733,226	$	74,757,043
Small Cap Growth Fund	$	181,302,873	$	283,312,095
Small Company Fund	$	313,375,714	$	420,488,252
Value Opportunities Fund	$	51,417,260	$	80,439,774

154

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

10. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2016, and the year ended October 31, 2015:

Capital Appreciation Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		4,454,472		$	149,160,304			8,604,580		$	333,653,424
Shares Issued for Reinvested Dividends		13,199,446			445,797,631			39,450,036			1,435,297,361
Shares Redeemed		(12,995,781	)		(436,081,193	)		(22,660,299	)		(879,292,583	)
Shares converted (from) Class B into Class A		219,331			7,269,490			433,572			16,942,456
Net Increase (Decrease)		4,877,468			166,146,232			25,827,889			906,600,658
Class B
Shares Sold		25,012		$	668,430			125,482		$	3,791,355
Shares Issued for Reinvested Dividends		534,975			14,331,984			2,401,841			71,262,614
Shares Redeemed		(1,562,615	)		(41,587,594	)		(3,206,554	)		(102,590,050	)
Shares converted (from) Class B into Class A		(275,232	)		(7,269,490	)		(529,367	)		(16,942,456	)
Net Increase (Decrease)		(1,277,860	)		(33,856,670	)		(1,208,598	)		(44,478,537	)
Class C
Shares Sold		1,873,872		$	51,007,913			4,522,335		$	142,113,524
Shares Issued for Reinvested Dividends		5,681,816			154,884,688			16,774,281			504,738,612
Shares Redeemed		(6,962,048	)		(191,095,329	)		(10,307,386	)		(331,578,059	)
Net Increase (Decrease)		593,640			14,797,272			10,989,230			315,274,077
Class I
Shares Sold		3,620,209		$	119,854,120			7,935,326		$	303,122,755
Shares Issued for Reinvested Dividends		2,620,805			89,030,968			8,069,183			295,017,658
Shares Redeemed		(8,717,175	)		(293,666,700	)		(14,932,080	)		(596,756,548	)
Net Increase (Decrease)		(2,476,161	)		(84,781,612	)		1,072,429			1,383,865
Class R3
Shares Sold		198,266		$	7,259,785			353,499		$	14,827,069
Shares Issued for Reinvested Dividends		253,743			9,266,695			817,356			31,974,965
Shares Redeemed		(418,964	)		(15,168,909	)		(764,095	)		(32,095,766	)
Net Increase (Decrease)		33,045			1,357,571			406,760			14,706,268
Class R4
Shares Sold		507,551		$	18,690,718			808,025		$	34,196,038
Shares Issued for Reinvested Dividends		339,012			12,730,756			1,055,199			42,295,276
Shares Redeemed		(718,570	)		(27,263,136	)		(1,194,615	)		(51,746,597	)
Net Increase (Decrease)		127,993			4,158,338			668,609			24,744,717
Class R5
Shares Sold		65,686		$	2,459,092			164,540		$	7,125,982
Shares Issued for Reinvested Dividends		107,579			4,125,853			325,251			13,284,424
Shares Redeemed		(160,605	)		(6,036,309	)		(345,332	)		(15,562,433	)
Net Increase (Decrease)		12,660			548,636			144,459			4,847,973

155

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R6(1)
Shares Sold		1,489,449		$	55,161,366			184		$	10,000
Shares Issued for Reinvested Dividends		21			813			58			2,380
Shares Redeemed		(14,554	)		(548,458	)		—			—
Net Increase (Decrease)		1,474,916			54,613,721			242			12,380
Class Y
Shares Sold		562,562		$	21,044,452			1,627,542		$	71,597,851
Shares Issued for Reinvested Dividends		2,246,149			86,612,131			7,354,682			301,886,684
Shares Redeemed		(6,336,238	)		(258,840,798	)		(3,601,661	)		(161,039,317	)
Net Increase (Decrease)		(3,527,527	)		(151,184,215	)		5,380,563			212,445,218
Total Net Increase (Decrease)		(161,826	)	$	(28,200,727	)		43,281,583		$	1,435,536,619

⁽¹⁾  Commenced operations on November 7, 2014.

Core Equity Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		19,234,968		$	438,085,205			7,444,636		$	174,038,955
Shares Issued for Reinvested Dividends		247,664			5,759,441			76,842			1,686,680
Shares Redeemed		(2,992,395	)		(68,169,045	)		(2,169,162	)		(50,685,558	)
Shares converted (from) Class B into Class A		16,777			387,628			18,554			431,966
Net Increase (Decrease)		16,507,014			376,063,229			5,370,870			125,472,043
Class B
Shares Sold		6,369		$	137,705			18,579		$	408,227
Shares Issued for Reinvested Dividends		1,392			29,911			1,228			25,192
Shares Redeemed		(13,987	)		(298,473	)		(19,777	)		(428,734	)
Shares converted (from) Class B into Class A		(18,113	)		(387,628	)		(19,894	)		(431,966	)
Net Increase (Decrease)		(24,339	)		(518,485	)		(19,864	)		(427,281	)
Class C
Shares Sold		6,419,097		$	136,939,512			2,519,657		$	54,624,884
Shares Issued for Reinvested Dividends		74,466			1,596,545			13,706			280,427
Shares Redeemed		(445,789	)		(9,473,453	)		(216,627	)		(4,682,918	)
Net Increase (Decrease)		6,047,774			129,062,604			2,316,736			50,222,393
Class I(1)
Shares Sold		17,872,640		$	406,624,971			5,769,687		$	136,019,637
Shares Issued for Reinvested Dividends		124,899			2,917,766			—			—
Shares Redeemed		(2,332,327	)		(53,302,557	)		(97,754	)		(2,291,268	)
Net Increase (Decrease)		15,665,212			356,240,180			5,671,933			133,728,369

156

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		757,771		$	17,673,671			194,394		$	4,657,643
Shares Issued for Reinvested Dividends		5,751			136,015			185			4,137
Shares Redeemed		(73,601	)		(1,693,392	)		(8,115	)		(190,065	)
Net Increase (Decrease)		689,921			16,116,294			186,464			4,471,715
Class R4
Shares Sold		2,914,761		$	68,213,549			912,065		$	21,951,992
Shares Issued for Reinvested Dividends		18,321			438,819			930			20,981
Shares Redeemed		(217,446	)		(5,224,089	)		(61,858	)		(1,502,474	)
Net Increase (Decrease)		2,715,636			63,428,279			851,137			20,470,499
Class R5
Shares Sold		2,226,374		$	51,657,338			1,183,789		$	28,088,675
Shares Issued for Reinvested Dividends		25,242			593,664			684			15,632
Shares Redeemed		(245,350	)		(5,593,927	)		(88,603	)		(2,095,270	)
Net Increase (Decrease)		2,006,266			46,657,075			1,095,870			26,009,037
Class R6(1)
Shares Sold		98,421		$	2,344,278			24,821		$	584,344
Shares Issued for Reinvested Dividends		985			23,260			—			—
Shares Redeemed		(12,361	)		(289,214	)		(272	)		(6,603	)
Net Increase (Decrease)		87,045			2,078,324			24,549			577,741
Class Y
Shares Sold		11,488,559		$	271,764,921			856,126		$	20,398,568
Shares Issued for Reinvested Dividends		56,439			1,349,052			4,947			113,341
Shares Redeemed		(802,431	)		(18,376,285	)		(197,379	)		(4,601,031	)
Net Increase (Decrease)		10,742,567			254,737,688			663,694			15,910,878
Total Net Increase (Decrease)		54,437,096		$	1,243,865,188			16,161,389		$	376,435,394

⁽¹⁾  Commenced operations on March 31, 2015.

Dividend and Growth Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		6,777,502		$	152,092,030			12,016,958		$	303,232,662
Shares Issued for Reinvested Dividends		14,713,785			326,517,868			14,957,792			368,350,623
Shares Redeemed		(10,441,815	)		(234,882,447	)		(18,008,635	)		(454,396,622	)
Shares converted (from) Class B into Class A		144,491			3,232,942			326,290			8,305,930
Net Increase (Decrease)		11,193,963			246,960,393			9,292,405			225,492,593

157

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class B
Shares Sold		11,458		$	252,706			39,414		$	971,331
Shares Issued for Reinvested Dividends		165,523			3,594,051			257,625			6,221,065
Shares Redeemed		(469,877	)		(10,383,527	)		(922,713	)		(23,027,380	)
Shares converted (from) Class B into Class A		(147,391	)		(3,232,942	)		(332,516	)		(8,305,930	)
Net Increase (Decrease)		(440,287	)		(9,769,712	)		(958,190	)		(24,140,914	)
Class C
Shares Sold		1,202,931		$	26,325,858			2,219,857		$	54,642,950
Shares Issued for Reinvested Dividends		1,816,517			39,092,860			1,756,993			42,118,336
Shares Redeemed		(1,904,775	)		(41,534,407	)		(2,499,690	)		(61,397,703	)
Net Increase (Decrease)		1,114,673			23,884,311			1,477,160			35,363,583
Class I
Shares Sold		6,153,075		$	137,500,567			10,992,405		$	276,474,917
Shares Issued for Reinvested Dividends		6,867,061			151,804,194			7,533,771			184,802,630
Shares Redeemed		(7,130,675	)		(159,863,065	)		(19,500,002	)		(493,177,603	)
Net Increase (Decrease)		5,889,461			129,441,696			(973,826	)		(31,900,056	)
Class R3
Shares Sold		316,916		$	7,176,574			598,838		$	15,312,528
Shares Issued for Reinvested Dividends		310,516			6,959,855			329,360			8,188,504
Shares Redeemed		(415,745	)		(9,581,853	)		(896,450	)		(22,898,541	)
Net Increase (Decrease)		211,687			4,554,576			31,748			602,491
Class R4
Shares Sold		746,842		$	17,023,290			1,494,841		$	38,162,936
Shares Issued for Reinvested Dividends		418,341			9,437,122			418,695			10,461,289
Shares Redeemed		(1,024,399	)		(23,907,790	)		(1,786,856	)		(45,985,228	)
Net Increase (Decrease)		140,784			2,552,622			126,680			2,638,997
Class R5
Shares Sold		1,521,835		$	34,163,059			2,753,299		$	69,994,979
Shares Issued for Reinvested Dividends		631,667			14,307,425			605,686			15,180,069
Shares Redeemed		(1,364,210	)		(31,221,402	)		(2,580,670	)		(66,495,496	)
Net Increase (Decrease)		789,292			17,249,082			778,315			18,679,552
Class R6(1)
Shares Sold		109,908		$	2,537,945			360		$	10,000
Shares Issued for Reinvested Dividends		40			901			40			1,001
Shares Redeemed		(770	)		(17,999	)		—			—
Net Increase (Decrease)		109,178			2,520,847			400			11,001
Class Y
Shares Sold		7,295,769		$	179,829,959			4,381,897		$	112,032,155
Shares Issued for Reinvested Dividends		5,562,946			126,038,194			5,263,031			132,001,896
Shares Redeemed		(6,636,371	)		(152,572,734	)		(6,393,961	)		(165,600,561	)
Net Increase (Decrease)		6,222,344			153,295,419			3,250,967			78,433,490
Total Net Increase (Decrease)		25,231,095		$	570,689,234			13,025,659		$	305,180,737

⁽¹⁾  Commenced operations on November 7, 2014.

158

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Equity Income Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,904,871		$	100,064,378			12,406,343		$	231,741,068
Shares Issued for Reinvested Dividends		8,709,020			145,669,869			4,668,164			85,747,162
Shares Redeemed		(8,755,144	)		(149,185,515	)		(25,615,666	)		(479,522,316)
Shares converted (from) Class B into Class A		23,594			395,801			39,384			745,386
Net Increase (Decrease)		5,882,341			96,944,533			(8,501,775	)		(161,288,700	)
Class B
Shares Sold		17,294		$	295,076			30,930		$	576,013
Shares Issued for Reinvested Dividends		63,245			1,057,946			44,628			821,014
Shares Redeemed		(202,697	)		(3,482,033	)		(427,645	)		(8,020,430	)
Shares converted (from) Class B into Class A		(23,574	)		(395,801	)		(39,364	)		(745,386	)
Net Increase (Decrease)		(145,732	)		(2,524,812	)		(391,451	)		(7,368,789	)
Class C
Shares Sold		2,247,971		$	37,942,731			4,182,849		$	78,031,978
Shares Issued for Reinvested Dividends		2,022,152			33,580,962			895,341			16,360,992
Shares Redeemed		(2,818,817	)		(47,805,495	)		(4,493,757	)		(83,383,140	)
Net Increase (Decrease)		1,451,306			23,718,198			584,433			11,009,830
Class I
Shares Sold		8,237,082		$	138,437,846			12,942,674		$	241,104,734
Shares Issued for Reinvested Dividends		3,934,580			65,558,029			2,233,625			40,861,565
Shares Redeemed		(10,998,358	)		(184,599,165	)		(17,931,867	)		(331,672,319	)
Net Increase (Decrease)		1,173,304			19,396,710			(2,755,568	)		(49,706,020	)
Class R3
Shares Sold		305,634		$	5,200,341			752,875		$	14,093,619
Shares Issued for Reinvested Dividends		255,137			4,268,114			128,915			2,368,752
Shares Redeemed		(460,187	)		(7,912,006	)		(949,453	)		(17,600,794	)
Net Increase (Decrease)		100,584			1,556,449			(67,663	)		(1,138,423	)
Class R4
Shares Sold		586,625		$	10,034,167			953,664		$	17,916,880
Shares Issued for Reinvested Dividends		305,445			5,120,815			160,057			2,944,963
Shares Redeemed		(669,348	)		(11,663,613	)		(1,160,922	)		(21,827,440	)
Net Increase (Decrease)		222,722			3,491,369			(47,201	)		(965,597	)
Class R5
Shares Sold		546,812		$	9,312,644			1,535,456		$	29,033,653
Shares Issued for Reinvested Dividends		328,344			5,529,332			213,556			3,949,733
Shares Redeemed		(1,133,105	)		(19,691,332	)		(2,463,301	)		(46,471,894	)
Net Increase (Decrease)		(257,949	)		(4,849,356	)		(714,289	)		(13,488,508	)
Class R6(1)
Shares Sold		25,921		$	447,398			859,969		$	16,138,642
Shares Issued for Reinvested Dividends		69,799			1,178,706			4,802			82,137
Shares Redeemed		(30,251	)		(542,868	)		(127,008	)		(2,340,024	)
Net Increase (Decrease)		65,469			1,083,236			737,763			13,880,755

159

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		10,221,492		$	173,939,818			2,821,312		$	53,229,407
Shares Issued for Reinvested Dividends		1,314,105			22,228,156			610,214			11,286,490
Shares Redeemed		(3,311,523	)		(57,340,811	)		(2,693,960	)		(50,752,885	)
Net Increase (Decrease)		8,224,074			138,827,163			737,566			13,763,012
Total Net Increase (Decrease)		16,716,119		$	277,643,490			(10,418,185	)	$	(195,302,440	)

⁽¹⁾  Commenced operations on November 7, 2014.

Growth Opportunities Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,472,365		$	199,881,317			11,323,600		$	454,945,077
Shares Issued for Reinvested Dividends		4,073,058			149,929,276			7,036,698			255,994,798
Shares Redeemed		(5,635,183	)		(202,165,553	)		(7,072,624	)		(281,437,556	)
Shares converted (from) Class B into Class A		46,441			1,649,975			57,219			2,307,502
Net Increase (Decrease)		3,956,681			149,295,015			11,344,893			431,809,821
Class B
Shares Sold		13,218		$	333,390			46,564		$	1,295,900
Shares Issued for Reinvested Dividends		60,096			1,521,632			167,713			4,395,762
Shares Redeemed		(179,344	)		(4,503,352	)		(271,213	)		(7,881,876	)
Shares converted (from) Class B into Class A		(67,374	)		(1,649,975	)		(79,370	)		(2,307,502	)
Net Increase (Decrease)		(173,404	)		(4,298,305	)		(136,306	)		(4,497,716	)
Class C
Shares Sold		4,001,625		$	103,448,834			6,195,981		$	179,904,333
Shares Issued for Reinvested Dividends		1,506,379			38,578,363			1,801,666			47,618,034
Shares Redeemed		(1,811,927	)		(45,277,909	)		(1,744,057	)		(50,580,668	)
Net Increase (Decrease)		3,696,077			96,749,288			6,253,590			176,941,699
Class I
Shares Sold		13,283,480		$	499,920,021			27,012,976		$	1,115,541,986
Shares Issued for Reinvested Dividends		4,479,450			170,818,254			6,332,967			237,296,256
Shares Redeemed		(26,072,740	)		(954,677,201	)		(14,068,624	)		(579,444,912	)
Net Increase (Decrease)		(8,309,810	)		(283,938,926	)		19,277,319			773,393,330
Class R3
Shares Sold		294,653		$	10,626,366			487,697		$	19,838,065
Shares Issued for Reinvested Dividends		92,026			3,425,213			133,408			4,918,740
Shares Redeemed		(165,343	)		(5,945,999	)		(219,197	)		(8,789,268	)
Net Increase (Decrease)		221,336			8,105,580			401,908			15,967,537

160

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		518,807		$	19,631,518			421,498		$	17,654,988
Shares Issued for Reinvested Dividends		119,352			4,608,198			215,215			8,182,472
Shares Redeemed		(189,287	)		(7,049,929	)		(363,791	)		(14,935,940	)
Net Increase (Decrease)		448,872			17,189,787			272,922			10,901,520
Class R5
Shares Sold		505,322		$	19,109,478			618,748		$	26,681,559
Shares Issued for Reinvested Dividends		244,389			9,743,509			437,027			17,052,786
Shares Redeemed		(259,636	)		(10,117,307	)		(441,324	)		(19,054,253	)
Net Increase (Decrease)		490,075			18,735,680			614,451			24,680,092
Class R6(1)
Shares Sold		24,396		$	1,019,279			212		$	10,000
Shares Issued for Reinvested Dividends		1,420			57,208			42			1,642
Shares Redeemed		(3,170	)		(122,437	)		—			—
Net Increase (Decrease)		22,646			954,050			254			11,642
Class Y
Shares Sold		4,470,755		$	181,400,789			2,803,664		$	122,559,813
Shares Issued for Reinvested Dividends		393,230			15,865,607			283,158			11,147,947
Shares Redeemed		(3,895,792	)		(141,633,072	)		(265,048	)		(11,563,390	)
Net Increase (Decrease)		968,193			55,633,324			2,821,774			122,144,370
Total Net Increase (Decrease)		1,320,666		$	58,425,493			40,850,805		$	1,551,352,295

⁽¹⁾  Commenced operations on November 7, 2014.

Healthcare Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		4,405,208		$	148,140,811			11,012,713		$	434,672,549
Shares Issued for Reinvested Dividends		3,434,928			119,540,110			1,147,667			40,592,988
Shares Redeemed		(4,682,337	)		(153,800,879	)		(4,941,855	)		(194,574,979	)
Shares converted (from) Class B into Class A		20,235			659,059			40,707			1,614,202
Net Increase (Decrease)		3,178,034			114,539,101			7,259,232			282,304,760
Class B
Shares Sold		5,739		$	162,226			42,562		$	1,452,761
Shares Issued for Reinvested Dividends		26,330			772,283			23,436			721,123
Shares Redeemed		(55,123	)		(1,539,247	)		(183,572	)		(6,280,362	)
Shares converted (from) Class B into Class A		(23,736	)		(659,059	)		(46,907	)		(1,614,202	)
Net Increase (Decrease)		(46,790	)		(1,263,797	)		(164,481	)		(5,720,680	)

161

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C
Shares Sold		1,246,385		$	36,348,515			4,269,544		$	147,066,831
Shares Issued for Reinvested Dividends		1,440,836			42,778,689			398,445			12,359,998
Shares Redeemed		(1,345,082	)		(37,674,388	)		(903,015	)		(30,688,696	)
Net Increase (Decrease)		1,342,139			41,452,816			3,764,974			128,738,133
Class I
Shares Sold		3,004,840		$	103,236,096			4,134,542		$	167,660,812
Shares Issued for Reinvested Dividends		920,168			33,239,324			224,482			8,182,379
Shares Redeemed		(2,511,203	)		(83,924,506	)		(1,344,725	)		(53,784,451	)
Net Increase (Decrease)		1,413,805			52,550,914			3,014,299			122,058,740
Class R3
Shares Sold		348,414		$	12,037,005			830,362		$	33,178,788
Shares Issued for Reinvested Dividends		213,051			7,622,444			76,789			2,793,593
Shares Redeemed		(386,832	)		(12,810,345	)		(494,308	)		(19,333,572	)
Net Increase (Decrease)		174,633			6,849,104			412,843			16,638,809
Class R4
Shares Sold		236,595		$	8,338,795			653,744		$	27,160,321
Shares Issued for Reinvested Dividends		166,989			6,202,127			51,929			1,946,281
Shares Redeemed		(401,999	)		(13,985,539	)		(220,010	)		(9,060,281	)
Net Increase (Decrease)		1,585			555,383			485,663			20,046,321
Class R5
Shares Sold		39,269		$	1,443,827			121,122		$	5,122,901
Shares Issued for Reinvested Dividends		17,672			678,660			4,336			166,891
Shares Redeemed		(47,920	)		(1,687,367	)		(57,980	)		(2,443,721	)
Net Increase (Decrease)		9,021			435,120			67,478			2,846,071
Class Y
Shares Sold		1,022,633		$	35,059,793			88,958		$	3,819,043
Shares Issued for Reinvested Dividends		36,242			1,403,996			9,967			386,236
Shares Redeemed		(47,907	)		(1,682,611	)		(43,874	)		(1,839,046	)
Net Increase (Decrease)		1,010,968			34,781,178			55,051			2,366,233
Total Net Increase (Decrease)		7,083,395		$	249,899,819			14,895,059		$	569,278,387
MidCap Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		8,797,956		$	205,383,091			10,462,119		$	274,164,377
Shares Issued for Reinvested Dividends		6,427,456			149,631,173			7,470,845			181,840,374
Shares Redeemed		(6,011,165	)		(138,805,921	)		(9,660,007	)		(252,283,990	)
Shares converted (from) Class B into Class A		39,504			905,254			68,384			1,802,263
Net Increase (Decrease)		9,253,751			217,113,597			8,341,341			205,523,024

162

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class B
Shares Sold		17,262		$	298,277			23,613		$	471,357
Shares Issued for Reinvested Dividends		132,790			2,286,638			187,726			3,502,970
Shares Redeemed		(162,538	)		(2,793,517	)		(257,138	)		(5,169,464	)
Shares converted (from) Class B into Class A		(53,282	)		(905,254	)		(89,281	)		(1,802,263	)
Net Increase (Decrease)		(65,768	)		(1,113,856	)		(135,080	)		(2,997,400	)
Class C
Shares Sold		3,829,786		$	68,940,995			5,921,976		$	122,034,608
Shares Issued for Reinvested Dividends		3,179,938			56,602,900			3,259,674			62,553,351
Shares Redeemed		(2,892,082	)		(50,996,585	)		(3,502,721	)		(72,183,416	)
Net Increase (Decrease)		4,117,642			74,547,310			5,678,929			112,404,543
Class I
Shares Sold		18,661,470		$	426,472,353			9,134,353		$	242,271,345
Shares Issued for Reinvested Dividends		2,076,246			49,331,615			2,049,424			50,702,742
Shares Redeemed		(6,106,418	)		(142,805,883	)		(4,953,818	)		(131,932,964	)
Net Increase (Decrease)		14,631,298			332,998,085			6,229,959			161,041,123
Class R3
Shares Sold		346,879		$	8,996,016			1,014,643		$	29,284,893
Shares Issued for Reinvested Dividends		188,534			4,877,369			186,911			5,033,512
Shares Redeemed		(421,636	)		(10,983,644	)		(446,025	)		(12,878,581	)
Net Increase (Decrease)		113,777			2,889,741			755,529			21,439,824
Class R4
Shares Sold		2,219,244		$	60,678,593			2,647,260		$	77,464,695
Shares Issued for Reinvested Dividends		301,787			8,021,498			291,617			8,028,220
Shares Redeemed		(1,134,417	)		(31,057,618	)		(1,482,784	)		(44,180,185	)
Net Increase (Decrease)		1,386,614			37,642,473			1,456,093			41,312,730
Class R5
Shares Sold		1,415,987		$	38,564,480			2,598,401		$	77,353,888
Shares Issued for Reinvested Dividends		387,079			10,462,742			351,572			9,801,832
Shares Redeemed		(761,974	)		(20,548,065	)		(1,089,636	)		(32,657,991	)
Net Increase (Decrease)		1,041,092			28,479,157			1,860,337			54,497,729
Class R6(1)
Shares Sold		319,657		$	9,293,476			41,661		$	1,251,491
Shares Issued for Reinvested Dividends		16,800			457,136			31			858
Shares Redeemed		(24,750	)		(650,780	)		(1,482	)		(45,282	)
Net Increase (Decrease)		311,707			9,099,832			40,210			1,207,067
Class Y
Shares Sold		13,973,684		$	372,445,230			12,525,770		$	375,931,667
Shares Issued for Reinvested Dividends		2,668,794			72,591,201			3,104,776			86,995,819
Shares Redeemed		(3,594,104	)		(96,950,583	)		(11,000,352	)		(329,061,962	)
Net Increase (Decrease)		13,048,374			348,085,848			4,630,194			133,865,524
Total Net Increase (Decrease)		43,838,487		$	1,049,742,187			28,857,512		$	728,294,164

⁽¹⁾  Commenced operations on November 7, 2014.

163

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

MidCap Value Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,945,749		$	39,656,459			2,280,934		$	35,329,778
Shares Issued for Reinvested Dividends		1,281,207			17,390,702			1,747,300			25,055,811
Shares Redeemed		(1,355,472	)		(18,073,214	)		(2,149,868	)		(33,095,942	)
Shares converted (from) Class B into Class A		13,337			175,920			23,801			369,572
Net Increase (Decrease)		2,884,821			39,149,867			1,902,167			27,659,219
Class B
Shares Sold		6,462		$	76,851			5,042		$	68,433
Shares Issued for Reinvested Dividends		9,900			115,336			20,894			262,016
Shares Redeemed		(24,582	)		(274,757	)		(35,586	)		(479,394	)
Shares converted (from) Class B into Class A		(15,510	)		(175,920	)		(27,192	)		(369,572	)
Net Increase (Decrease)		(23,730	)		(258,490	)		(36,842	)		(518,517	)
Class C
Shares Sold		267,208		$	3,096,069			496,996		$	6,667,704
Shares Issued for Reinvested Dividends		276,461			3,206,945			371,518			4,636,545
Shares Redeemed		(423,644	)		(4,857,417	)		(515,255	)		(6,927,429	)
Net Increase (Decrease)		120,025			1,445,597			353,259			4,376,820
Class I
Shares Sold		875,146		$	11,715,844			882,874		$	13,548,799
Shares Issued for Reinvested Dividends		164,226			2,248,438			232,153			3,359,439
Shares Redeemed		(840,535	)		(10,613,920	)		(1,365,576	)		(21,114,428	)
Net Increase (Decrease)		198,837			3,350,362			(250,549	)		(4,206,190	)
Class R3
Shares Sold		213,923		$	2,878,124			292,165		$	4,704,497
Shares Issued for Reinvested Dividends		47,551			677,606			70,619			1,059,988
Shares Redeemed		(85,514	)		(1,170,198	)		(301,485	)		(4,841,250	)
Net Increase (Decrease)		175,960			2,385,532			61,299			923,235
Class R4
Shares Sold		212,681		$	3,325,970			316,535		$	5,132,507
Shares Issued for Reinvested Dividends		61,300			884,310			60,130			913,209
Shares Redeemed		(144,544	)		(2,007,191	)		(182,378	)		(2,967,493	)
Net Increase (Decrease)		129,437			2,203,089			194,287			3,078,223
Class R5
Shares Sold		169,424		$	2,493,236			404,683		$	6,803,907
Shares Issued for Reinvested Dividends		24,999			364,801			20,697			317,777
Shares Redeemed		(114,034	)		(1,616,529	)		(117,576	)		(1,937,877	)
Net Increase (Decrease)		80,389			1,241,508			307,804			5,183,807

164

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		621,147		$	8,473,697			997,074		$	16,215,198
Shares Issued for Reinvested Dividends		742,877			10,866,975			1,175,452			18,085,601
Shares Redeemed		(5,577,889	)		(81,166,571	)		(1,743,771	)		(29,022,105	)
Net Increase (Decrease)		(4,213,865	)		(61,825,899	)		428,755			5,278,694
Total Net Increase (Decrease)		(648,126	)	$	(12,308,434	)		2,960,180		$	41,775,291
Small Cap Core Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		348,585		$	3,885,577			627,385		$	8,180,849
Shares Issued for Reinvested Dividends		267,017			2,973,909			420,436			5,202,022
Shares Redeemed		(494,587	)		(5,489,645	)		(883,557	)		(11,501,366	)
Shares converted (from) Class B into Class A		16,709			183,159			44,124			580,562
Net Increase (Decrease)		137,724			1,553,000			208,388			2,462,067
Class B
Shares Sold		471		$	4,919			1,121		$	13,428
Shares Issued for Reinvested Dividends		9,645			100,111			24,551			284,304
Shares Redeemed		(28,411	)		(296,899	)		(61,908	)		(762,004	)
Shares converted (from) Class B into Class A		(17,903	)		(183,159	)		(46,890	)		(580,562	)
Net Increase (Decrease)		(36,198	)		(375,028	)		(83,126	)		(1,044,834	)
Class C
Shares Sold		63,709		$	651,406			133,441		$	1,629,510
Shares Issued for Reinvested Dividends		75,093			768,199			112,859			1,288,848
Shares Redeemed		(156,359	)		(1,584,093	)		(166,903	)		(2,003,496	)
Net Increase (Decrease)		(17,557	)		(164,488	)		79,397			914,862
Class I(1)
Shares Sold		20,505		$	237,518			206,508		$	2,699,286
Shares Issued for Reinvested Dividends		11,604			129,624			—			—
Shares Redeemed		(42,914	)		(460,229	)		(10,208	)		(131,076	)
Net Increase (Decrease)		(10,805	)		(93,087	)		196,300			2,568,210
Class R3
Shares Sold		19,072		$	203,775			24,567		$	323,223
Shares Issued for Reinvested Dividends		3,778			43,183			4,189			53,140
Shares Redeemed		(11,476	)		(130,338	)		(4,524	)		(60,510	)
Net Increase (Decrease)		11,374			116,620			24,232			315,853
Class R4
Shares Sold		10,275		$	112,677			17,673		$	241,773
Shares Issued for Reinvested Dividends		1,552			17,826			2,874			36,652
Shares Redeemed		(33,334	)		(367,284	)		(8,915	)		(121,316	)
Net Increase (Decrease)		(21,507	)		(236,781	)		11,632			157,109

165

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		—		$	—			1,203		$	16,717
Shares Issued for Reinvested Dividends		1,087			12,566			1,608			20,616
Shares Redeemed		(14,420	)		(165,254	)		—			—
Net Increase (Decrease)		(13,333	)		(152,688	)		2,811			37,333
Class Y
Shares Sold		10,887,421		$	125,770,753			87,586		$	1,226,283
Shares Issued for Reinvested Dividends		60,169			710,300			5,845			74,879
Shares Redeemed		(662,074	)		(7,626,895	)		(8,022	)		(108,768	)
Net Increase (Decrease)		10,285,516			118,854,158			85,409			1,192,394
Total Net Increase (Decrease)		10,335,214		$	119,501,706			525,043		$	6,602,994

⁽¹⁾  Commenced operations on March 31, 2015.

Small Cap Growth Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		129,662		$	5,719,884			1,018,778		$	50,362,617
Shares Issued for Reinvested Dividends		446,036			19,402,564			219,479			10,280,405
Shares Redeemed		(795,846	)		(32,365,899	)		(1,152,453	)		(58,789,421	)
Shares converted (from) Class B into Class A		5,997			247,731			10,028			510,002
Net Increase (Decrease)		(214,151	)		(6,995,720	)		95,832			2,363,603
Class B
Shares Sold		20		$	689			241		$	9,307
Shares Issued for Reinvested Dividends		4,012			138,286			3,349			128,001
Shares Redeemed		(8,415	)		(279,497	)		(20,345	)		(841,075	)
Shares converted (from) Class B into Class A		(7,563	)		(247,731	)		(12,318	)		(510,002	)
Net Increase (Decrease)		(11,946	)		(388,253	)		(29,073	)		(1,213,769	)
Class C
Shares Sold		23,648		$	804,440			274,823		$	11,069,192
Shares Issued for Reinvested Dividends		135,865			4,642,494			60,618			2,296,226
Shares Redeemed		(175,951	)		(5,831,366	)		(177,177	)		(7,165,032	)
Net Increase (Decrease)		(16,438	)		(384,432	)		158,264			6,200,386
Class I
Shares Sold		982,458		$	42,990,670			3,405,198		$	173,409,186
Shares Issued for Reinvested Dividends		333,611			14,882,404			98,145			4,689,390
Shares Redeemed		(2,374,899	)		(102,223,483	)		(1,601,877	)		(82,837,725	)
Net Increase (Decrease)		(1,058,830	)		(44,350,409	)		1,901,466			95,260,851

166

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		47,167		$	1,988,775			231,076		$	11,520,857
Shares Issued for Reinvested Dividends		24,023			1,044,263			6,988			327,938
Shares Redeemed		(50,539	)		(2,100,275	)		(84,099	)		(4,214,566	)
Net Increase (Decrease)		20,651			932,763			153,965			7,634,229
Class R4
Shares Sold		207,903		$	9,068,443			933,091		$	48,014,999
Shares Issued for Reinvested Dividends		102,431			4,587,890			35,955			1,728,699
Shares Redeemed		(258,795	)		(11,274,738	)		(427,773	)		(22,143,113	)
Net Increase (Decrease)		51,539			2,381,595			541,273			27,600,585
Class R5
Shares Sold		343,751		$	15,345,960			1,824,269		$	95,985,946
Shares Issued for Reinvested Dividends		172,986			8,000,609			37,778			1,865,099
Shares Redeemed		(356,164	)		(16,093,604	)		(388,057	)		(20,755,733	)
Net Increase (Decrease)		160,573			7,252,965			1,473,990			77,095,312
Class R6(1)
Shares Sold		91,943		$	4,050,952			257		$	13,385
Shares Issued for Reinvested Dividends		22			1,036			8			409
Shares Redeemed		(4,765	)		(204,932	)		—			(2	)
Net Increase (Decrease)		87,200			3,847,056			265			13,792
Class Y
Shares Sold		754,169		$	34,172,438			3,386,443		$	180,417,211
Shares Issued for Reinvested Dividends		495,729			23,135,682			193,409			9,620,151
Shares Redeemed		(1,054,389	)		(47,299,459	)		(1,656,926	)		(89,251,722	)
Net Increase (Decrease)		195,509			10,008,661			1,922,926			100,785,640
Total Net Increase (Decrease)		(785,893	)	$	(27,695,774	)		6,218,908		$	315,740,629

⁽¹⁾  Commenced operations on November 7, 2014.

Small Company Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,220,279		$	34,874,625			3,910,320		$	84,084,308
Shares Issued for Reinvested Dividends		2,616,747			42,260,470			2,859,231			57,642,102
Shares Redeemed		(3,463,641	)		(54,996,454	)		(4,176,123	)		(89,172,058	)
Shares converted (from) Class B into Class A		18,366			284,818			26,587			573,759
Net Increase (Decrease)		1,391,751			22,423,459			2,620,015			53,128,111

167

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class B
Shares Sold		3,122		$	36,743			7,035		$	116,369
Shares Issued for Reinvested Dividends		33,958			407,499			55,903			884,387
Shares Redeemed		(47,041	)		(545,968	)		(92,991	)		(1,582,700	)
Shares converted (from) Class B into Class A		(24,616	)		(284,818	)		(33,946	)		(573,759	)
Net Increase (Decrease)		(34,577	)		(386,544	)		(63,999	)		(1,155,703	)
Class C
Shares Sold		144,449		$	1,748,255			332,041		$	5,637,080
Shares Issued for Reinvested Dividends		472,301			5,658,168			462,372			7,296,225
Shares Redeemed		(411,945	)		(4,951,897	)		(323,084	)		(5,432,597	)
Net Increase (Decrease)		204,805			2,454,526			471,329			7,500,708
Class I
Shares Sold		717,717		$	11,738,208			1,520,396		$	33,722,687
Shares Issued for Reinvested Dividends		517,743			8,708,431			459,818			9,578,007
Shares Redeemed		(2,129,157	)		(34,587,479	)		(877,310	)		(19,053,216	)
Net Increase (Decrease)		(893,697	)		(14,140,840	)		1,102,904			24,247,478
Class R3
Shares Sold		202,759		$	3,438,770			353,766		$	8,281,577
Shares Issued for Reinvested Dividends		242,555			4,249,559			425,197			9,218,261
Shares Redeemed		(271,074	)		(4,673,922	)		(1,330,491	)		(30,301,448	)
Net Increase (Decrease)		174,240			3,014,407			(551,528	)		(12,801,610	)
Class R4
Shares Sold		230,965		$	4,291,526			545,378		$	13,122,730
Shares Issued for Reinvested Dividends		268,598			4,923,405			437,726			9,844,453
Shares Redeemed		(463,257	)		(8,251,758	)		(1,481,121	)		(36,537,448	)
Net Increase (Decrease)		36,306			963,173			(498,017	)		(13,570,265	)
Class R5
Shares Sold		252,042		$	4,698,413			1,151,731		$	29,486,196
Shares Issued for Reinvested Dividends		176,074			3,359,491			52,863			1,227,471
Shares Redeemed		(316,233	)		(5,708,436	)		(132,728	)		(3,244,928	)
Net Increase (Decrease)		111,883			2,349,468			1,071,866			27,468,739
Class R6(1)
Shares Sold		599,746		$	10,865,524			354		$	10,000
Shares Issued for Reinvested Dividends		55			1,073			62			1,449
Shares Redeemed		(16,740	)		(289,337	)		—			—
Net Increase (Decrease)		583,061			10,577,260			416			11,449
Class Y
Shares Sold		445,931		$	8,205,194			1,839,949		$	46,803,353
Shares Issued for Reinvested Dividends		1,590,331			30,836,502			2,055,037			48,355,024
Shares Redeemed		(4,999,184	)		(96,842,258	)		(3,528,632	)		(86,331,983	)
Net Increase (Decrease)		(2,962,922	)		(57,800,562	)		366,354			8,826,394
Total Net Increase (Decrease)		(1,389,150	)	$	(30,545,653	)		4,519,340		$	93,655,301

⁽¹⁾  Commenced operations on November 7, 2014.

168

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Value Opportunities Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		427,371		$	7,022,009			872,814		$	16,745,922
Shares Issued for Reinvested Dividends		954,273			15,811,452			945,072			17,480,234
Shares Redeemed		(1,173,420	)		(19,437,206	)		(2,363,524	)		(45,328,755	)
Shares converted (from) Class B into Class A		19,938			328,563			41,448			803,978
Net Increase (Decrease)		228,162			3,724,818			(504,190	)		(10,298,621	)
Class B
Shares Sold		570		$	7,926			1,986		$	33,195
Shares Issued for Reinvested Dividends		9,252			133,450			16,686			271,313
Shares Redeemed		(31,418	)		(452,464	)		(71,433	)		(1,222,873	)
Shares converted (from) Class B into Class A		(22,671	)		(328,563	)		(46,829	)		(803,978	)
Net Increase (Decrease)		(44,267	)		(639,651	)		(99,590	)		(1,722,343	)
Class C
Shares Sold		65,933		$	930,467			145,916		$	2,447,969
Shares Issued for Reinvested Dividends		128,762			1,845,640			126,635			2,052,542
Shares Redeemed		(222,024	)		(3,119,136	)		(384,599	)		(6,522,935	)
Net Increase (Decrease)		(27,329	)		(343,029	)		(112,048	)		(2,022,424	)
Class I
Shares Sold		203,732		$	3,367,642			542,263		$	10,361,298
Shares Issued for Reinvested Dividends		85,174			1,396,360			162,322			2,974,924
Shares Redeemed		(866,161	)		(14,604,084	)		(1,421,247	)		(26,530,348	)
Net Increase (Decrease)		(577,255	)		(9,840,082	)		(716,662	)		(13,194,126	)
Class R3
Shares Sold		11,446		$	192,373			41,336		$	800,348
Shares Issued for Reinvested Dividends		15,522			259,602			16,813			313,532
Shares Redeemed		(56,162	)		(948,833	)		(83,473	)		(1,614,082	)
Net Increase (Decrease)		(29,194	)		(496,858	)		(25,324	)		(500,202	)
Class R4
Shares Sold		50,844		$	853,701			101,354		$	1,979,492
Shares Issued for Reinvested Dividends		37,820			640,216			37,586			709,328
Shares Redeemed		(121,405	)		(1,993,932	)		(165,829	)		(3,248,841	)
Net Increase (Decrease)		(32,741	)		(500,015	)		(26,889	)		(560,021	)
Class R5
Shares Sold		8,906		$	150,320			19,502		$	384,143
Shares Issued for Reinvested Dividends		11,718			200,138			10,587			201,247
Shares Redeemed		(13,433	)		(232,977	)		(31,033	)		(621,402	)
Net Increase (Decrease)		7,191			117,481			(944	)		(36,012	)

169

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		32,150		$	507,846			7,386		$	150,156
Shares Issued for Reinvested Dividends		7,637			130,889			7,522			143,556
Shares Redeemed		(3,509	)		(58,423	)		(18,370	)		(346,645	)
Net Increase (Decrease)		36,278			580,312			(3,462	)		(52,933	)
Total Net Increase (Decrease)		(439,155	)	$	(7,397,024	)		(1,489,109	)	$	(28,386,682	)

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2016, none of the Funds had borrowings under this facility.

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not a party to the suit.

13. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective

170

Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

14. Recent Accounting Pronouncement:

In May 2015, FASB issued Accounting Standards Update 2015-07 (“ASU”) which removes the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the NAV per share practical expedient. The ASU also removes the requirement to make certain disclosures for all investments that are eligible to be measured at fair value using the NAV per share practical expedient. The ASU is effective for annual periods beginning after December 15, 2015 and interim periods within those annual periods. At this time, management is evaluating the impact of these changes on the Funds’ financial statement disclosures.

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2016, events and transactions subsequent to April 30, 2016, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. No subsequent events requiring financial statement adjustment or disclosure have been identified.

171

Domestic Equity Funds

Shareholder Meeting Results (Unaudited)

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below. The Meeting was adjourned for certain funds until April 19, 2016 with respect to proposals 2 through 6 listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
The Hartford Capital Appreciation Fund		302,310,167.0580
Hartford Core Equity Fund		40,550,836.4810
The Hartford Dividend and Growth Fund		335,473,622.5660
The Hartford Equity Income Fund		208,441,000.2140
The Hartford Growth Opportunities Fund		145,864,742.7330
The Hartford Healthcare Fund		49,233,388.2480
The Hartford MidCap Fund		210,917,587.2770
The Hartford MidCap Value Fund		30,495,120.1330
Hartford Small Cap Core Fund		16,855,379.8920
The Hartford Small Cap Growth Fund		22,226,605.7090
The Hartford Small Company Fund		41,664,311.5380
The Hartford Value Opportunities Fund		15,738,080.9680

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Domestic Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal One: The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

Approval of Board of Directors for The Hartford Mutual Funds II, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		106,921,113.5646		2,249,725.6650
Lynn S. Birdsong		106,960,028.8694		2,210,810.3602
James E. Davey		106,948,613.2097		2,222,226.0199
Christine Detrick		106,998,232.0779		2,172,607.1517
Duane E. Hill		106,897,991.8797		2,272,847.3499
Sandra S. Jaffee		106,933,502.5447		2,237,336.6849
William P. Johnston		106,914,115.2392		2,256,723.9904
Phillip O. Peterson		106,964,295.5796		2,206,543.6500
Lemma W. Senbet		106,953,626.6527		2,217,212.5769

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		108,755,825.0800		3,728,501.1430		4,020,409.9600		36,434,080.0000
Hartford Core Equity Fund(1)		19,120,845.8538		530,526.3437		1,628,216.5231		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		146,681,526.5939		2,741,584.1695		3,649,329.9962		35,656,030.0000
The Hartford Equity Income Fund(2)		74,716,497.7450		1,987,745.8110		2,952,825.2730		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		63,625,974.7576		1,364,562.2500		2,004,766.2211		13,503,490.0000
The Hartford Healthcare Fund(2)		14,749,829.1580		492,050.6760		647,583.9830		7,826,233.0000
The Hartford MidCap Fund(2)		73,130,989.2990		1,772,153.6550		2,708,919.0200		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,762,604.9329		229,087.2186		313,848.8277		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,517,260.4000		438,574.9097		813,437.9743		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		8,180,205.3283		101,981.7953		134,980.6643		2,793,078.0000
The Hartford Small Company Fund(2)		11,390,342.9060		296,337.7780		686,002.5770		5,402,445.0000
The Hartford Value Opportunities Fund(1)		5,653,910.8846		154,639.6889		317,040.2175		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

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Domestic Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		106,986,222.8410		5,278,803.8610		4,239,709.4800		36,434,080.0000
Hartford Core Equity Fund(1)		18,947,056.1310		755,058.2357		1,577,474.3539		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		145,210,336.9782		3,989,522.4689		3,872,581.3125		35,656,030.0000
The Hartford Equity Income Fund(2)		73,349,275.4380		2,998,645.0300		3,309,148.3610		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		62,762,051.5125		2,255,797.0843		1,977,454.6319		13,503,490.0000
The Hartford Healthcare Fund(2)		14,355,593.9600		852,376.0670		681,492.7890		7,826,233.0000
The Hartford MidCap Fund(2)		66,643,130.0350		3,413,594.1390		7,555,337.8000		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,595,950.3670		402,228.0575		307,362.5547		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,337,346.8141		576,274.4755		855,651.9944		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		7,877,870.6845		400,951.8760		138,345.2274		2,793,078.0000
The Hartford Small Company Fund(2)		11,140,886.9880		521,267.8580		710,528.4130		5,402,455.0000
The Hartford Value Opportunities Fund(1)		5,561,180.3084		249,240.1140		315,170.3686		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		106,961,409.6350		5,328,336.1990		4,214,990.3490		36,434,080.0000
Hartford Core Equity Fund(1)		18,878,669.0356		820,960.9214		1,579,958.7636		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		145,028,125.6826		4,143,997.9702		3,900,317.1068		35,656,030.0000
The Hartford Equity Income Fund(2)		73,432,747.2520		2,876,446.2360		3,347,875.3410		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		62,908,415.9088		2,137,493.6513		1,949,393.6686		13,503,490.0000
The Hartford Healthcare Fund(2)		14,351,655.4810		857,205.8450		680,602.4900		7,826,233.0000
The Hartford MidCap Fund(2)		66,575,463.1370		3,477,168.8430		7,559,429.9940		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,600,026.2694		405,907.0609		299,607.6489		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,259,383.7916		623,768.1541		886,121.3383		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		7,885,704.0439		385,922.9690		145,540.7750		2,793,078.0000
The Hartford Small Company Fund(2)		11,132,549.5800		502,953.8730		737,179.8080		5,402,445.0000
The Hartford Value Opportunities Fund(1)		5,608,674.6266		219,406.0861		297,510.0783		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

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Domestic Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		107,027,868.7310		5,242,111.7210		4,234,755.7310		36,434,080.0000
Hartford Core Equity Fund(1)		18,976,857.2805		761,798.9821		1,540,932.4580		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		145,342,313.8391		3,851,098.4695		3,879,028.4510		35,656,030.0000
The Hartford Equity Income Fund(2)		73,413,535.7750		2,951,659.2650		3,291,873.7900		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		62,884,931.7758		2,162,387.1043		1,947,984.3486		13,503,490.0000
The Hartford Healthcare Fund(2)		14,388,536.8550		820,848.0880		680,078.8730		7,826,233.0000
The Hartford MidCap Fund(2)		71,621,838.0980		3,307,745.3770		2,682,478.4990		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,608,812.4988		387,183.5847		309,544.8957		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,288,279.2780		594,691.0862		886,302.9198		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		7,898,113.7745		384,825.1844		134,228.8290		2,793,078.0000
The Hartford Small Company Fund(2)		11,266,527.6420		536,349.7980		569,805.8200		5,402,445.0000
The Hartford Value Opportunities Fund(1)		5,624,704.8534		205,528.8249		295,357.1127		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		75,248,473.4270		36,721,257.6100		4,535,005.1460		36,434,080.0000
Hartford Core Equity Fund(1)		11,978,325.3945		7,754,100.2118		1,547,163.1143		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		85,542,819.9516		63,292,594.6167		4,237,026.1913		35,656,030.0000
The Hartford Equity Income Fund(2)		61,765,316.3360		14,279,331.1190		3,612,421.3740		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		34,872,534.8311		30,148,985.2371		1,973,783.1605		13,503,490.0000
The Hartford Healthcare Fund(2)		13,196,636.2670		1,988,920.5620		703,906.9870		7,826,233.0000
The Hartford MidCap Fund(2)		55,549,126.5270		14,398,292.8560		7,663,069.5910		29,991,191.0000
The Hartford MidCap Value Fund(1)		10,831,238.0873		1,154,839.5075		319,463.3844		3,305,662.0000
Hartford Small Cap Core Fund(1)		10,928,184.9042		1,033,503.8063		807,584.5735		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		5,499,069.7238		2,752,291.0341		165,807.0300		2,793,078.0000
The Hartford Small Company Fund(2)		10,545,876.6460		1,077,603.6960		749,202.9180		5,402,445.0000
The Hartford Value Opportunities Fund(1)		4,779,292.8034		943,863.6018		402,434.3858		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

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Domestic Equity Funds

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

176

Domestic Equity Funds

Approval of the New Investment Management Agreement (Unaudited)

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

The Hartford Capital Appreciation Fund

Hartford Core Equity Fund

The Hartford Dividend and Growth Fund

The Hartford Equity Income Fund

The Hartford Growth Opportunities Fund

The Hartford Healthcare Fund

The Hartford MidCap Fund

The Hartford MidCap Value Fund

Hartford Small Cap Core Fund (formerly, The Hartford Small/Mid Cap Equity Fund)

The Hartford Small Cap Growth Fund

The Hartford Small Company Fund

The Hartford Value Opportunities Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), initially approve, and subsequently annually review and consider the continuation of, the mutual fund’s investment advisory agreement. At their meeting held on November 4-5, 2015, the Boards of Directors (collectively, the “Board”) of The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II” and collectively with HMF, the “Companies”), including each of the Independent Directors, unanimously voted to approve a new investment management agreement (the “New Agreement”) between each of HMF and HMF II, on behalf of each of their respective series listed above (each a “Fund” and collectively, the “Funds”), and Hartford Funds Management Company, LLC (“HFMC” or the “Adviser”). At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain Funds, shareholders of the Funds were asked to approve the New Agreement, among other proposals. With respect to The Hartford Healthcare Fund and The Hartford Small Company Fund, shareholders did not approve the New Agreement, and therefore those Funds continue to be subject to the Investment Management Agreement between HMF and HFMC, dated January 1, 2013.

The New Agreement differs from the Investment Management Agreements between HMF and HFMC and between HMF II and HFMC, each dated January 1, 2013 (together, the “Previous Agreements”) (the two Previous Agreements have been consolidated into the New Agreement for administrative efficiency) in that it: (i) expands the descriptions of the advisory, management, and administrative services provided by HFMC, as the Funds’ investment manager, to reflect in additional detail the nature and scope of services currently provided by HFMC to the Funds, (ii) updates the discussion of HFMC’s and sub-advisers’ obligations to seek best execution with respect to the Funds’ portfolio transactions to better reflect industry best practices, and (iii) implements general enhancements to clarify existing obligations and responsibilities. The Board did not view the differences between the Previous Agreements and the New Agreement to be material. Importantly, the Board considered that the New Agreement does not result in an increase in the overall fees paid by the Funds.

In the months preceding the November 4-5, 2015 meeting, the Board requested and reviewed written responses from the Adviser to questions posed to the Adviser on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such information as it deemed reasonably necessary to evaluate the New Agreement, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the approval of the New Agreement. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by HFMC and its affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 16-17, 2015 and August 4-5, 2015 in connection with its annual approval of the continuation of the Previous Agreements.

In determining whether to approve the New Agreement for the Funds, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the New Agreement was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the approval of the New Agreement. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation and, throughout the evaluation process, the Board was assisted by counsel for the Funds, and the Independent Directors were also separately assisted by independent legal counsel. A more detailed discussion of the factors the Board considered with respect to its approval of the New Agreement is provided below.

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Domestic Equity Funds

Approval of the New Investment Management Agreement (Unaudited) – (continued)

Nature, Extent and Quality of Services Provided by HFMC

The Board considered the nature, extent and quality of the services that the investment manager would continue to provide to each Fund. In this regard, the Board considered, among other things, the terms of the New Agreement and the range of services provided by HFMC thereunder, including HFMC’s oversight of fund operations and service providers, and provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Funds’ sub-adviser. The Board also considered that Wellington Management Company LLP (“Wellington”) is expected to continue to provide sub-advisory services to those Funds for which it currently serves as sub-adviser, pursuant to a separate investment sub-advisory agreement between HFMC and Wellington. The Board concluded that it was satisfied with the nature, extent and quality of the services that HFMC would continue to provide to each Fund.

Performance of each Fund and HFMC

The Board considered the investment performance of each Fund and its investment manager and sub-adviser, if applicable. The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year. These reports include, among other things, information on each Fund’s gross and net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board concluded that it had continued confidence in HFMC’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of HFMC

The Board considered the information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 regarding the costs of the services provided and the profits realized by the investment manager and its affiliates from the investment manager’s relationship with the Companies. The Board also considered the updated information provided at the November 4-5, 2015 meeting. The Board noted that the New Agreement would not result in an increase in the overall fees paid by the Funds, and concluded that the profits anticipated to be realized by HFMC and its affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by HFMC

The Board considered the comparative information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed at the meetings on June 16-17, 2015, August 4-5, 2015 and November 4-5, 2015, were reasonable in light of the services provided under the Previous Agreements and to be provided under the New Agreement.

Economies of Scale

The Board considered information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 regarding the extent to which economies of scale would be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board noted that the New Agreement would not result in any change in the management fee schedules for the Funds, and they concluded that they were satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels.

Other Benefits

The Board considered information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 with respect to the other benefits to HFMC and its affiliates from their relationships with the Funds, including fees for fund accounting services performed by HFMC, fees for transfer agency services performed by Hartford Administrative Services Company, and distribution fees paid to Hartford Funds Distributors, LLC.

* * * *

Based upon its review of these various factors, among others, the Board unanimously approved the New Agreement at a meeting held on November 4-5, 2015, and the Board concluded that it would be in the best interests of each Fund and its shareholders for shareholders to approve the New Agreement. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.

178

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

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b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

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to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

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c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

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c) offering financial products or services under a joint agreement between us and one or more financial institutions.

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c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy, and

https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

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as required by law.

We only disclose Personal Health Information with:

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Our employees have access to Personal Information in the course of doing their jobs, such as:

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We use manual and electronic security procedures to maintain:

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Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

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b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

We will also give You a copy of our current Privacy Policy once a year if you maintain a continuing business relationship with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC.; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of Hartford Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

Hartford Funds are underwritten and distributed by Hartford Funds Distributors, LLC.

MFSAR-DE16  6/16    117962-2    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

Equities struggled to find direction during the six months ended April 30, 2016, the period covered by this report. The S&P 500¹ Index finished 2015 in the black,

posting a 1.38% total return after recovering from a correction (a drop of 10% or more) in September. Stocks fell back into correction territory yet again to start the year, before returning to a positive trajectory in mid-February. Despite these fluctuations, however, the bull market that began in 2009 continued into its seventh year.

In December 2015, the U.S. Federal Reserve (Fed) raised interest rates for the first time in nearly a decade. In March 2016, Fed commentary implied that there would only be two additional rate increases in 2016, which is an even slower pace than the four hikes originally expected in 2016. The gradual pace should be a positive, particularly for fixed-income investors, who are most likely to be impacted by changing interest rates.

Low oil prices and weakness in the Chinese economy were two big culprits behind market insecurity in early 2016, alongside worries that the Fed would continue to raise rates in the midst of the uncertain global economic conditions. As the year progressed, oil prices began to normalize, China seemed to stabilize, and the Fed indicated it would move forward with additional rate increases dependent on economic progress, which helped to calm investor anxiety.

In addition to continuing global macroeconomic developments, the U.S. presidential election could contribute to market volatility as we approach Election Day in the fall. Volatility isn’t unusual surrounding elections, and this year’s particularly contentious race could prove no exception to that rule.

With that in mind, I encourage you to schedule time with your financial advisor to review your portfolio’s progress and your asset allocation to make certain it’s still in line with your risk tolerance and unique investment goals. Whether you’re seeking growth, income, or a way to mitigate volatility with your investments, your financial advisor can help you find a fit within our family of more than 45 mutual funds that were designed with you, and your investment goals, in mind.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

¹  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Fixed Income Funds

Table of Contents

Fund Performance and Manager Discussions	2
Expense Examples	64
Financial Statements:
Schedules of Investments:
Hartford Duration-Hedged Strategic Income Fund	71
The Hartford Emerging Markets Local Debt Fund	74
The Hartford Floating Rate Fund	90
The Hartford Floating Rate High Income Fund	99
The Hartford High Yield Fund	106
The Hartford Inflation Plus Fund	114
Hartford Municipal Income Fund	121
The Hartford Municipal Opportunities Fund	126
The Hartford Municipal Real Return Fund	135
Hartford Municipal Short Duration Fund	142
The Hartford Quality Bond Fund	147
The Hartford Short Duration Fund	153
The Hartford Strategic Income Fund	166
The Hartford Total Return Bond Fund	188
The Hartford Unconstrained Bond Fund	216
The Hartford World Bond Fund	236
Statements of Assets and Liabilities	258
Statements of Operations	266
Statements of Changes in Net Assets	274
Financial Highlights	281
Notes to Financial Statements	297
Shareholder Meeting Results	363
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records	368
Quarterly Portfolio Holdings Information	368
Approval of the New Investment Management Agreement	369

The views expressed in each Fund’s Manager Discussion under “Why did the Fund perform this way?” and “What is the outlook?” are views of that Fund’s sub-adviser and portfolio management team through the end of the period and are subject to change based on market and other conditions. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable.

Hartford Duration-Hedged Strategic Income
Fund inception 11/29/2013

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return while seeking to reduce exposure to interest rate risk.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		Since Inception2
Duration-Hedged Strategic Income A3		0.50%		-2.22%		-0.72%
Duration-Hedged Strategic Income A4		-4.03%		-6.62%		-2.59%
Duration-Hedged Strategic Income C3		0.12%		-2.98%		-1.45%
Duration-Hedged Strategic Income C4		-0.87%		-3.92%		-1.45%
Duration-Hedged Strategic Income I3		0.73%		-1.95%		-0.42%
Duration-Hedged Strategic Income R33		0.34%		-2.59%		-1.11%
Duration-Hedged Strategic Income R43		0.49%		-2.29%		-0.82%
Duration-Hedged Strategic Income R53		0.64%		-2.00%		-0.52%
Duration-Hedged Strategic Income Y3		0.69%		-1.90%		-0.42%
Barclays U.S. Aggregate Bond Index		2.82%		2.72%		3.86%

¹  Not Annualized

²  Inception: 11/29/2013

³  Without sales charge

⁴  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

2

Hartford Duration-Hedged Strategic Income Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Duration-Hedged Strategic Income	Class A		1.15%		1.84%
Duration-Hedged Strategic Income	Class C		1.90%		2.60%
Duration-Hedged Strategic Income	Class I		0.90%		1.53%
Duration-Hedged Strategic Income	Class R3		1.45%		2.22%
Duration-Hedged Strategic Income	Class R4		1.15%		1.92%
Duration-Hedged Strategic Income	Class R5		0.85%		1.62%
Duration-Hedged Strategic Income	Class Y		0.75%		1.51%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Lucius T. (L.T.) Hill, III

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Duration-Hedged Strategic Income Fund returned 0.50%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Barclays U.S. Aggregate Bond Index, which returned 2.82% for the same period. The Fund also underperformed the 1.51% average return of the Lipper Multi-Sector Income Funds peer group, a group of funds that seeks current income by allocating assets among several different fixed income securities sectors (with no more than 65% in any one sector except for defensive purposes), including U.S. government and foreign governments, with a significant portion of assets in securities rated below investment-grade.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In

December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases would be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest

3

Hartford Duration-Hedged Strategic Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly willing to hold off on further rate increases as it indicated an even slower tightening path; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), the Canadian dollar (CAD), the Norwegian krone (NOK) and emerging markets-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The Fund invests primarily in Class Y shares of The Hartford Strategic Income Fund (“Underlying Fund”). Consistent with the Fund’s objective to provide current income and long-term total return while seeking to reduce exposure to interest rate risk, we continued to position the underlying Fund with an overweight to credit risk sectors, including high yield credit, bank loans, and emerging market debt. Underperformance relative to the Barclays U.S. Aggregate Bond Index during the period was primarily driven by the underlying Fund’s low structural duration relative to the benchmark as rates declined over the period, particularly on the intermediate- and long-ends of the yield curve. Also detracting from performance was the underlying Fund’s allocation to commercial mortgage backed

securities (CMBS) and an underweight to investment grade corporate credit, which performed well during the period. Selection within the underlying Fund’s allocation to mortgage backed securities (MBS) also detracted from relative performance over the period. Derivative exposure to high yield credit default swap indexes (CDX) detracted from relative performance.

The underlying Fund’s emerging market debt allocation, specifically emerging market sovereigns, and developed non-U.S. sovereign debt contributed favorably to returns relative to the Barclays U.S. Aggregate Bond Index over the period. The out-of-benchmark allocation to bank loans, emphasizing the high and middle quality portions of the market, benefited relative returns during the period. An overweight allocation to high yield corporate bonds also contributed positively to the Fund’s relative performance over the period.

Derivative exposure to currency forwards and investment grade corporate indexes helped relative returns. Treasury futures were used to manage duration exposure, and detracted from relative results.

What is the outlook?

We believe U.S. economic momentum remains positive. We maintain a moderately pro-cyclical risk posture in credit markets generally, and believe that capacity constraints will pressure inflation higher. We remain underweight to investment grade corporates as we believe there are better opportunities in high yield and bank loans. We are also underweight agency mortgage backed securities (MBS) and have trimmed the Fund’s overweight allocation to non-agency residential MBS.

At the end of the period we maintained a structural emphasis on higher income-producing sectors such as bank loans, emerging market debt, non-agency MBS, and high yield. Consistent with the Fund’s objectives, we maintained a low duration (0.25 years) at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The Fund invests primarily in an Underlying Fund, The Hartford Strategic Income Fund. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Fund to meet its objective. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve

4

Hartford Duration-Hedged Strategic Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans may at times become difficult to value and highly illiquid; they are subject to credit risk such as nonpayment of principal or interest, and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Investments

as of April 30, 2016 (Unaudited)

Fund Name	Percentage of Net Assets
The Hartford Strategic Income Fund		93.9	%
BlackRock Liquidity Funds TempFund Portfolio		4.6
Other Assets & Liabilities		1.5
Total		100.0	%

5

The Hartford Emerging Markets Local Debt Fund inception 05/31/2011

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

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		Since Inception2
Emerging Markets Local Debt A3		7.83%		-3.82%		-1.68%
Emerging Markets Local Debt A4		2.98%		-8.15%		-2.60%
Emerging Markets Local Debt C3		7.56%		-4.47%		-2.41%
Emerging Markets Local Debt C4		6.56%		-5.38%		-2.41%
Emerging Markets Local Debt I3		8.14%		-3.44%		-1.44%
Emerging Markets Local Debt R33		7.16%		-4.58%		-2.10%
Emerging Markets Local Debt R43		7.71%		-3.94%		-1.74%
Emerging Markets Local Debt R53		7.23%		-4.22%		-1.56%
Emerging Markets Local Debt Y3		8.09%		-3.47%		-1.43%
JP Morgan GBI Emerging Markets Global Diversified Index		8.93%		-1.98%		-2.21%

¹  Not Annualized

²  Inception: 05/31/2011

³  Without sales charge

⁴  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To

obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

JP Morgan GBI Emerging Markets Global Diversified Index tracks local currency bonds issued by Emerging Markets governments. It is an investable index that includes only those countries that are directly accessible by most of the international investor base. The index excludes countries with explicit capital controls, but does not factor in regulatory/tax hurdles in assessing eligibility.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

6

The Hartford Emerging Markets Local Debt Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Emerging Markets Local Debt	Class A		1.26%		1.54%
Emerging Markets Local Debt	Class C		2.01%		2.30%
Emerging Markets Local Debt	Class I		1.01%		1.19%
Emerging Markets Local Debt	Class R3		1.56%		1.82%
Emerging Markets Local Debt	Class R4		1.26%		1.52%
Emerging Markets Local Debt	Class R5		0.96%		1.22%
Emerging Markets Local Debt	Class Y		0.91%		1.12%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Certain contractual reimbursements remain in effect until February 28, 2017. Other contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

James W. Valone, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Evan J. Ouellette

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Michael T. Henry

Vice President and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Emerging Markets Local Debt Fund returned 7.83%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the JP Morgan GBI Emerging Markets Global Diversified Index, which returned 8.93% for the same period. The Fund outperformed the 7.15% average return of the Lipper Emerging Markets Local Currency Debt Funds peer group, a group of funds that seek either current income or total return by investing at least 65% of total assets in debt issues denominated in the currency of their market of issuance.

Why did the Fund perform this way?

Performance across the emerging markets fixed income sectors was generally positive on an absolute basis during the period. Local markets debt outperformed external sovereign debt during the period, with the JP Morgan GBI Emerging Markets Global Diversified Index (GBI-EMGD) generating total returns of 8.93% in U.S. Dollar terms. Decreases in Emerging Markets (EM) interest rates and appreciation of EM currencies versus the U.S. dollar aided results. In December, the U.S. Federal Reserve (Fed) raised its benchmark policy rate by 0.25%, a move which was well telegraphed and widely expected. 2016 started on a rough patch as concerns regarding China’s slowdown sent the markets tumbling. An overall cautious stance to further rate hikes from major Central Banks eased these concerns and led to an impressive stock market rebound during the second half of the period. The Fed refrained from raising interest rates at its

March and April meetings, which weighed on the U.S. dollar. The European Central Bank (ECB) cut its deposit rate, increased the pace of its government bond buying, and added non-bank corporates to the bond buying mix. The Bank of Japan (BOJ) cut the deposit rate into negative territory. The People’s Bank of China (PBOC) cut the reserve requirements ratio for lenders and injected capital into financial institutions via its medium-term lending facility to ease the liquidity conditions and counter the slowing growth. China also eased limits on foreign investment in its domestic bond market. In addition, China announced a new trade weighted currency index that tracks a basket of 13 countries, moving away from the simple bilateral exchange rate between the Chinese renminbi and the U.S. dollar. In Turkey, President Erdogan’s AK Party had a decisive victory in the parliamentary election, returning the country to single-party rule. In Romania, Prime Minister Ponta resigned after a lengthy period of sustained political pressure following allegations of corruption. In Brazil, Finance Minister Joaquim Levy stepped down and was replaced by Nelson Barbosa, formerly the Minister of Planning. In December, Fitch followed S&P and downgraded Brazil’s sovereign credit rating to sub-investment grade, leading to Brazil’s exclusion from Global Aggregate indices and inclusion in some Global High Yield indices. The Chamber of Deputies, the lower house of the Brazilian Congress, voted in favor of impeaching President Dilma Rousseff. Venezuela’s political struggles continued as the opposition collected close to two million signatures and submitted a petition to the National Electoral Council (CNE) in an effort to oust President

7

The Hartford Emerging Markets Local Debt Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Nicholas Maduro from office. South African president Jacob Zuma survived an impeachment vote in parliament with the support of the ruling African National Congress (ANC), which controls almost two-thirds of the assembly. In Argentina, the business-friendly opposition candidate Maurico Macri won the presidential elections. Argentina returned to international capital markets with a successful bond issue, raising $16.5 billion, which will be used to pay the holdout investors and finance the fiscal deficit. As a result, all injunctions on debt payments from Argentina have been lifted. Technical conditions were supportive as mutual fund flows in EM fixed income turned positive later in the period. From a country perspective, Brazil, Indonesia, and Malaysia were the best performers in the GBI-EMGD Index while South Africa, Mexico, and Poland lagged.

Emerging market corporate debt finished the period with a return of 3.84% as measured by the JP Morgan CEMBI Broad Diversified Index. Credit spreads narrowed by 0.09% to 3.89% by the end of the period.

Within the Fund, duration strategies and security selection detracted from performance relative to the GBI-EMGD Index, while currency positioning was modestly positive. The Fund’s structural allocation to corporate bonds had a negative impact on relative performance as, generally speaking, corporate bonds underperformed the local debt rates and coupon component of the GBI-EMGD Index. Within the corporate bond holdings in the Fund, both country allocation strategies and security selection contributed positively versus the broad EM Corporate Index (JP Morgan CEMBI Broad Diversified Index).

The Fund’s duration strategies modestly detracted from performance. In Asia, an underweight in Thailand, given the low yield level and signs that the growth has bottomed and an underweight in Malaysia, where inflation is subdued and there is scope for rate cuts, though capital outflows always remain a risk, detracted from performance. In Latin America, an overweight to Mexico, where the yield curve, appears to be too steep relative to policy rate and inflation expectations, detracted from benchmark-relative performance over the period. An underweight duration exposure to local rates in Brazil also negatively affected performance. Within Europe, the Middle East and Africa (EMEA), an underweight duration in South Africa added to performance and helped outweigh the negative contribution from an underweight duration in Turkey, where the central bank has shown limited willingness to tighten policy in the face of what appears to be rising underlying inflation pressures.

Security selection was the largest detractor from performance relative to the GBI-EMGD Index during the period. Within Latin America, the Fund’s underweight position in select short- and mid-dated local sovereign debt in Brazil and an underweight to select mid- and long-dated local sovereign debt in Colombia detracted relative performance. In contrast, the Fund’s allocation to select external corporate issues in other Latin American countries, such as Guatemala and Chile, proved favorable. Within EMEA, the negative

contribution from underweight exposure to short and medium term sovereign debt in Turkey and underweight exposure to short-term debt in South Africa detracted from performance outweighing the positive contribution from the Fund’s exposure to medium term external quasi-sovereign debt in the finance sector in Russia and medium term quasi-sovereign and corporate debt in the oil & gas sector in Kazakhstan. In Asia, an underweight exposure to long term rates in Thailand and an underweight exposure to medium term rates in Malaysia negatively affected results.

During the period, the Fund’s currency positioning modestly contributed positively to performance relative to the GBI-EMGD Index. In Latin America, an overweight to the Mexican peso later in the period, where a positive growth outlook and tighter fiscal and monetary policies should support the currency, and an underweight to Brazilian real, where a negative external backdrop and weak domestic sentiment do not appear to support the currency in the short-term, contributed positively to performance. This was somewhat offset by an underweight exposure to the Colombian peso, which detracted from performance. In EMEA, an overweight to the Russian ruble and an underweight to the Turkish lira contributed positively to results. Within Asia, an underweight to Thai baht, given what we believe are unattractive valuations and volatile capital outflows, and an underweight exposure to Malaysian ringgit detracted from performance.

The Fund’s interest rate and credit positioning is primarily implemented through cash bond positions and derivatives such as interest rate and total return swaps, credit default swap contracts, and interest rate futures. We use local currency denominated cash bonds, currency forwards (deliverable and non-deliverable), and currency options to express our views on currency. Overall, the Fund’s positioning implemented via derivatives contributed positively to performance relative to the GBI-EMGD Index during the period.

What is the outlook?

We have been waiting for signs of a turn in EM fundamentals and we believe the first signals are starting to come through. From a cyclical perspective, we expect that growth will stabilize for many EM countries in 2016 with a U-shaped growth recovery in 2017 and we believe inflation pressures are waning in the most vulnerable markets. Flexible exchange rates appear to have cushioned many countries from the shock of weak commodities and lackluster global trade. In previous crises, the need to defend pegged currencies led to a rapid decline in reserves, a spike in interest rates, and a rise in the debt burden for many countries, plunging them into crisis. Since that time, many countries have moved to more flexible exchange rates, allowing them to maintain reserves and limit government debt burdens, which leave their countries less vulnerable to crisis. Flexible exchange rates seem to have served as an adjustment valve in many cases, causing imports to slow and exports to gradually increase as countries gained competitiveness. As a result, current account balances have meaningfully recovered in a number of markets. With

8

The Hartford Emerging Markets Local Debt Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

deficits falling, pressures on the currencies of many countries should fade as they become less reliant on foreign capital inflows to finance external deficits. However, fiscal pressures are likely to continue, and it may prove challenging for policymakers in some countries to tighten fiscal policy and enact key structural reforms in a slower-growth environment. For this reason we still believe that country differentiation will be important, creating opportunities for active management.

We believe that the global backdrop remains fragile, but that some global risks have eased. We expect that Developing Markets (DM) growth will remain anemic, keeping most DM central banks in an accommodative stance. This should help ease the pace of U.S. dollar strength and provide breathing room to battered EM currencies. At the same time, the severe drop in oil prices should bring a meaningful supply response, particularly in the U.S. shale market, helping oil prices to stabilize. More aggressive U.S. monetary policy or further declines in commodity prices would likely prompt further weakness in EM. We are also monitoring potential event risks out of Europe stemming from the refugee crisis and the potential for the U.K. to exit the European Union (Brexit), which could disrupt markets more broadly. In terms of China, the pace of growth is decelerating as it transitions to a more services-oriented economy. We believe that a meaningful build-up of credit in the economy poses a longer-term risk, but we do not anticipate a hard economic landing in the near term. China’s high foreign-exchange reserves, a current account surplus, and access to domestic financing should keep crisis scenarios at bay for some time. We consider a key tail risk to be if outflows from China accelerate, leading growth to slow more sharply. However, from a cyclical perspective, monetary stimulus and continued credit growth appear to be driving up property and infrastructure sectors, which could create a near-term bounce in Chinese growth.

As conditions improve, we have turned more positive on local rates, particularly in the higher yielding markets and have increased the size of the EM duration since the start of the year, though we have marginally reduced positions in some markets over the month given the strong rally. Our base case view for the high yielding markets is for a U-shaped recovery, where growth stabilizes this year before rebounding in 2017. At the same time, an improving current account position and a weaker U.S. dollar should ease currency pressures in these markets, which in turn should lead to a decline in inflation expectations. This should enable more central banks in the high yielding markets to end their hiking cycles and start tilting to monetary stimulus as we look ahead. We reduced the Fund’s underweight in Brazil, as there are also some shifting political dynamics in that market that contribute to our more constructive view. We increased the Fund’s exposure to South Africa during the period given what we view as the potential for political change and attractive valuations, particularly on the long-end, as the central bank is expected to continue raising interest rates to bring inflation under control over the medium-term. We find many lower yielding countries are less

attractive in the current environment, as many appear to be near the end of their rate cutting cycle and valuations are not as appealing. Our caution here is expressed via underweights to countries like Thailand and Romania. We also remain underweight in Malaysia, where inflation is subdued and there appears to be scope for rate cuts, though capital outflows always remain a risk. In the “mid-yielders” – markets that we believe offer more yield than the core and less credit/inflation risk than the high yielders – we are neutral in Mexico, where the yield curve, appears to be too steep relative to policy rate and inflation expectations.

For currencies, despite the recent rally, we find valuations to be appealing for long-term investors. The meaningful improvement in current accounts should allow countries to be less reliant on foreign capital inflows, which should ease depreciation pressures on currencies. We recognize, however, that volatility may persist over the near term given the strong rally over the past two months, the potential for negative surprises regarding Fed policy/Fed communication, concerns over Chinese growth and monetary policy, and European risks. In Latin America, we reduced the Fund’s underweight to the Brazilian real closer to neutral, though the ongoing political uncertainty could have an adverse impact in these markets. In EMEA, we moved to an overweight the Russian ruble given the solid balance-of-payments performance, and increased exposure to the South African rand given the Fund’s expectations of current account improvement driven by weaker domestic demand and stronger exports to China. In Asia, we remain short the Chinese renminbi given what we believe are unattractive valuations and the Fund’s negative view on the country over the medium-term, though we reduced the Fund’s underweight to the Thai baht given the currencies defensive characteristics should volatility increase over the near-term.

We find particularly good value in Argentina Lebacs currently, with yields in the high 20’s range. Argentina Lebacs are zero coupon, short maturity (<250 days) local currency denominated instruments. The recent change in government appears to have led to a renewed commitment to important reforms, including the resolution of a longstanding dispute with holdout creditors, leaving us with a more constructive view of this market. It should be noted that Argentina still imposes capital controls, which are always a risk in EM domestic bond markets. It is widely expected that capital controls will be lifted in the coming months, but no announcements have yet been made, and so we continue invest on the basis of current standard market practice for the country.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices

9

The Hartford Emerging Markets Local Debt Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Corporate Bonds		24.2	%
Foreign Government Obligations		67.4
Total		91.6	%
Short-Term Investments		5.5
Purchased Options		0.7
Other Assets & Liabilities		2.2
Total		100.0	%

10

The Hartford Floating Rate Fund inception 04/29/2005

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income and long-term total return.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Floating Rate A2		1.20%		-1.39%		2.83%		3.19%
Floating Rate A3		-1.84%		-4.35%		2.21%		2.87%
Floating Rate B2		0.70%		-2.15%		2.02%		2.55%	4
Floating Rate B3		-4.25%		-6.88%		1.67%		2.55%	4
Floating Rate C2		0.71%		-2.24%		2.05%		2.41%
Floating Rate C3		-0.28%		-3.19%		2.05%		2.41%
Floating Rate I2		1.33%		-1.11%		3.10%		3.46%
Floating Rate R32		1.08%		-1.63%		2.57%		2.97%
Floating Rate R42		1.20%		-1.40%		2.81%		3.18%
Floating Rate R52		1.23%		-1.22%		3.09%		3.41%
Floating Rate Y2		1.25%		-1.18%		3.15%		3.50%
Credit Suisse Leveraged Loan Index		1.36%		-0.13%		3.75%		4.15%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of April 23, 2012, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on May 18, 2012, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

11

The Hartford Floating Rate Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Floating Rate	Class A		0.99%		0.99%
Floating Rate	Class B		1.76%		1.85%
Floating Rate	Class C		1.74%		1.74%
Floating Rate	Class I		0.72%		0.72%
Floating Rate	Class R3		1.26%		1.38%
Floating Rate	Class R4		1.01%		1.07%
Floating Rate	Class R5		0.71%		0.79%
Floating Rate	Class Y		0.66%		0.66%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see ”A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Michael J. Bacevich

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Floating Rate Fund returned 1.20% before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, which returned 1.36% for the same period. The Fund outperformed the 1.01% average return of the Lipper Loan Participation Funds peer group, a group of funds that invest primarily in interests in collateralized senior corporate loans that have floating or variable rates.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its

Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the

12

The Hartford Floating Rate Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), Canadian dollar (CAD), and the Norwegian krone (NOK) and emerging market-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield and bank loans, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The Fund underperformed its benchmark, the Credit Suisse Leveraged Loan Index, over the period. Benchmark-relative underperformance was largely driven by sector allocation during the period. An overweight allocation to the Energy sector detracted from the Fund’s benchmark-relative performance, as commodity prices were under pressure over the earlier part of the period. In aggregate, security selection contributed positively to performance relative to the Credit Suisse Leveraged Loan Index during the period, specifically within Utilities, Technology, and Healthcare, which was partially offset by weaker selection within the wirelines and Metals and Mining sectors. In aggregate, quality positioning had a marginal impact on relative performance as the Fund’s underweight to BB-rated securities detracted while the Fund’s underweight to CCC and below-rated securities contributed positively.

The Fund used derivatives on a limited basis during the period for risk management purposes. Over the trailing six months, the Fund employed currency forwards to minimize active currency risk from investments in non-dollar denominated securities. Although we typically view currency forwards in conjunction with the securities intended to be hedged, on a standalone basis the currency forwards contributed positively to performance relative to the Credit Suisse Leveraged Loan Index due to the strength of the U.S. dollar relative to Pound sterling over the period.

What is the outlook?

In aggregate, our outlook for bank loans remains generally constructive. While credit quality has begun to degrade with the entry of some lower-quality first-time issuers, the sector’s overall credit fundamentals remain stable in our opinion. We believe current bank loan valuations are attractive, although we do expect overall default rates to step up over the next two years (currently below long term averages), with most of the activity concentrated in the commodity-sensitive sectors. Additionally, we believe bank loans’ long-term potential benefits of diversification and floating-rate nature, particularly given the still-low absolute yields across most fixed income sectors, will eventually reassert themselves, enhancing the relative appeal of this asset class.

From a technical perspective, the pace of bank loan mutual fund outflows slowed to $646 million over the month of April, bringing flows to –$7.8 billion during the first four months of 2016. Collateralized loan obligations (CLOs) demand picked up more recently, but only $12.4 billion has priced so far this year, well behind last year’s pace of $41 billion at this time, according to S&P. Although we expect CLO issuance to be a continuing source of demand in the bank-loan market this year, upcoming risk-retention rules for CLOs issuers may dampen purchases.

We remain generally constructive on high yield, but recognize that credible threats to global growth have increased. We expect that default rates will continue to increase, to a range of 5-6% by the end of 2016, but that they will mainly be concentrated in the commodity-sensitive sectors (Energy and Metals and Mining). While we are finding what we view as opportunities in these sectors, we are generally taking a selective approach to investing in them. We continue to focus the Fund’s efforts on issuers that we believe will benefit from a strong U.S. consumer and in sectors that are less cyclical in nature (for example, Media Cable and Healthcare) as we believe that they offer an attractive risk/reward profile. We believe the economic backdrop for the high-yield market is generally supportive, but continue to closely monitor factors that could cause the commodity-related stress to spread to the broader market, including the potential impact of a strengthening U.S. dollar on the industrial economy and trends in bank lending standards across sectors.

At the end of the period, the Fund continued to maintain out-of-benchmark allocations to U.S. high yield bonds and European bank loans and high yield credit. Within quality positioning, the Fund continued to be overweight CCC-rated securities and underweight BB-rated securities. In terms of sector positioning, the Fund was overweight Energy, Food & Beverage, and Financials and underweight Technology, Retailers, and Automotive relative to the Credit Suisse Leveraged Loan Index at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk, bankruptcy risk, and insolvency. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions.

13

The Hartford Floating Rate Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.1	%
Total		0.1	%
Fixed Income Securities
Corporate Bonds		5.5	%
Senior Floating Rate Interests		88.5
Total		94.0	%
Short-Term Investments		7.4
Other Assets & Liabilities		(1.5	)
Total		100.0	%

14

The Hartford Floating Rate High Income Fund inception 09/30/2011

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 04/30/16)

	6 Months1		1 Year		Since Inception2
Floating Rate High Income A3		1.49%		-2.24%		4.56%
Floating Rate High Income A4		-1.55%		-5.17%		3.86%
Floating Rate High Income C3		1.01%		-2.97%		3.77%
Floating Rate High Income C4		0.02%		-3.90%		3.77%
Floating Rate High Income I3		1.62%		-1.99%		4.84%
Floating Rate High Income R33		1.35%		-2.45%		4.22%
Floating Rate High Income R43		1.44%		-2.20%		4.52%
Floating Rate High Income R53		2.71%		-0.93%		5.06%
Floating Rate High Income Y3		1.64%		-1.96%		4.82%
Credit Suisse Leveraged Loan Index		1.36%		-0.13%		5.03%

¹  Not Annualized

²  Inception: 09/30/2011

³  Without sales charge

⁴  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of April 23, 2012, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on May 18, 2012, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

15

The Hartford Floating Rate High Income Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net			Gross
Floating Rate High Income	Class A		1.07	%		1.13	%
Floating Rate High Income	Class C		1.82	%		1.90	%
Floating Rate High Income	Class I		0.82	%		0.88	%
Floating Rate High Income	Class R3		1.37	%		1.50	%
Floating Rate High Income	Class R4		1.07	%		1.20	%
Floating Rate High Income	Class R5		0.77	%		0.90	%
Floating Rate High Income	Class Y		0.77	%		0.79	%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Michael J. Bacevich

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Floating Rate High Income Fund returned 1.49%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, which returned 1.36% for the same period. The Fund also outperformed the 1.01% average return of the Lipper Loan Participation Funds peer group, a group of funds that invest primarily in interests in collateralized senior corporate loans that have floating or variable rates.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), Canadian dollar (CAD), and the Norwegian krone (NOK) and emerging market-linked currencies,

16

The Hartford Floating Rate High Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield and bank loans, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The Fund outperformed its benchmark, the Credit Suisse Leveraged Loan Index, over the six-month period. In aggregate, security selection contributed positively to relative performance during the period, specifically within the Healthcare, Financial Services, and Consumer Cyclical Services sectors, which was only partially offset by negative selection in the Diversified Manufacturing and Packaging sectors. Sector allocation detracted from benchmark-relative performance during the period. In particular, an overweight position to the Energy sector detracted from the Fund’s benchmark relative performance, as commodity prices remained volatile over the period. In aggregate, quality positioning detracted from performance over the period, primarily due to the Fund’s overweight allocation to CCC and below-rated loans as lower-quality loans underperformed over the period.

The Fund uses derivatives moderately for risk management purposes. Over the trailing six months, the Fund employed currency forwards to minimize active currency risk from investments in non-dollar denominated securities. Although we typically view currency forwards in conjunction with the securities intended to be hedged, on a standalone basis the currency forwards contributed positively to performance relative to the Credit Suisse Leveraged Loan Index due to the strength of the U.S. dollar relative to Pound sterling over the period.

What is the outlook?

In aggregate, our outlook for bank loans remains generally constructive. While credit quality has begun to degrade with the entry of some lower-quality first-time issuers, we believe the sector’s overall credit fundamentals remain stable. We believe current bank loan valuations are attractive, although we do expect overall default rates to step up over the next two years (currently below long term averages), with most of the activity concentrated in the commodity-sensitive sectors. Additionally, we believe bank loans’ long-term potential benefits of diversification and floating-rate nature, particularly given the still-low absolute yields across most fixed income sectors, will eventually reassert themselves, enhancing the relative appeal of this asset class.

From a technical perspective, the pace of bank loan mutual fund outflows slowed to $646 million over the month of April, bringing flows to –$7.8 billion during the first four months of 2016. Collateralized

loan obligation (CLO) demand picked up more recently, but only $12.4 billion has priced so far this year, well behind last year’s pace of $41 billion at this time, according to S&P. Although we expect CLO issuance to be a continuing source of demand in the bank-loan market this year, upcoming risk-retention rules for CLO issuers may dampen purchases.

We remain generally constructive on high yield, but recognize that credible threats to global growth have increased. We expect that default rates will continue to increase, to a range of 5-6% by the end of 2016, but that they will mainly be concentrated in the commodity-sensitive sectors (Energy and Metals and Mining). While we are finding what we view as opportunities in these sectors, we are generally taking a selective approach to investing in them. We continue to focus the Fund’s efforts on issuers that we believe will benefit from a strong U.S. consumer and in sectors that are less cyclical in nature (for example, Media Cable and Healthcare) as we believe that they offer an attractive risk/reward profile. We believe the economic backdrop for the high-yield market is generally supportive, but continue to closely monitor factors that could cause the commodity-related stress to spread to the broader market, including the potential impact of a strengthening U.S. dollar on the industrial economy and trends in bank lending standards across sectors.

At the end of the period, the Fund continued to maintain out-of-benchmark allocations to U.S. high yield bonds and European bank loans and high yield credit. Within quality positioning, the Fund continued to be overweight CCC-rated securities and underweight BB-rated securities. In terms of sector positioning, the Fund was overweight Financial Institutions, Food & Beverage, and Energy, and underweight Technology, Retailers, and Media & Entertainment relative to the Credit Suisse Leveraged Loan Index at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic

17

The Hartford Floating Rate High Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

developments in foreign countries and regions. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.2	%
Total		0.2	%
Fixed Income Securities
Corporate Bonds		12.5	%
Senior Floating Rate Interests		81.3
Total		93.8	%
Short-Term Investments		7.1
Other Assets & Liabilities		(1.1	)
Total		100.0	%

18

The Hartford High Yield Fund inception 09/30/1998

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
High Yield A2		1.61%		-2.07%		4.06%		5.94%
High Yield A3		-2.96%		-6.47%		3.11%		5.45%
High Yield B2		1.23%		-2.71%		3.28%		5.30%	4
High Yield B3		-3.73%		-7.38%		2.95%		5.30%	4
High Yield C2		1.23%		-2.69%		3.31%		5.16%
High Yield C3		0.24%		-3.63%		3.31%		5.16%
High Yield I2		1.74%		-1.66%		4.32%		6.24%
High Yield R32		1.46%		-2.23%		3.76%		5.69%
High Yield R42		1.61%		-1.93%		4.07%		5.99%
High Yield R52		1.76%		-1.64%		4.35%		6.25%
High Yield Y2		1.79%		-1.61%		4.40%		6.32%
Barclays U.S. Corporate High Yield Bond Index		2.37%		-1.12%		5.41%		7.35%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/31/07. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays U.S. Corporate High Yield Bond Index is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

19

The Hartford High Yield Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
High Yield	Class A		1.06%		1.17%
High Yield	Class B		1.81%		2.07%
High Yield	Class C		1.81%		1.85%
High Yield	Class I		0.81%		0.85%
High Yield	Class R3		1.36%		1.49%
High Yield	Class R4		1.06%		1.18%
High Yield	Class R5		0.76%		0.87%
High Yield	Class Y		0.71%		0.75%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Christopher A. Jones, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

David B. Marshak

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford High Yield Fund returned 1.61% before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Barclays U.S. Corporate High Yield Bond Index, which returned 2.37% for the same period. The Fund outperformed the 0.93% average return of the Lipper High Yield Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were

signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan

20

The Hartford High Yield Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

joined the growing list of countries with negative yields. In the U.S.,

the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), Canadian dollar (CAD), and the Norwegian krone (NOK) and emerging market-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, investment grade corporates, and bank loans as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The Barclays U.S. Corporate High Yield Bond Index returned 2.37% for the six months ended April 30, 2016 and outperformed duration equivalent treasuries by 0.29%. The Option-Adjusted Spread (OAS) of the High Yield Index was 5.77% on April 30, 2016, wider than the prior six months (5.60%). As was the case with many other credit risk sectors, the period was volatile for the high yield market, as spreads widened in early 2016 but then tightened in mid-February, led by a rebound in the Energy and Metals and Mining sectors.

Overall, sector allocation decisions detracted from returns relative to the Barclays U.S. Corporate High Yield Bond Index, primarily driven by the Fund’s underweight allocation to the Metals/Mining sector. Over the six months ended April 30, 2016, commodity prices remained volatile but rallied over the second half of the period. The Fund remain underweight the Metals/Mining sector as we continue to be concerned about a slowdown in global metals demand driven by emerging markets as well as industry oversupply. This was partially offset by an overweight to Technology, a sector we favor primarily due to the bottom up ideas we are finding in the space. We see the best opportunities in software companies with strong recurring revenue streams and are more wary of hardware companies.

During the period, security selection contributed positively to returns relative to the Barclays U.S. Corporate High Yield Bond Index within the Energy and Cable Satellite sectors. A lack of exposure to a number of issuers in the Energy sector contributed positively to benchmark relative performance, as many issuers remained under pressure despite the rally in oil prices. We continue to focus the Fund’s exposure on higher quality exploration and production (E&P) credits and remain cautious on oil services and refining issuers. In the Cable Satellite sector, the Fund’s lack of exposure to Intelsat helped relative returns. Intelsat recently lowered its forward guidance

and we have concerns about the industry dynamics and refinancing risk for the company. The positive security selection was partially offset by selection in the Financial Services sector where exposure to a number of U.K. banks, including Royal Bank of Scotland and Barclays Bank, detracted from relative returns due to uncertainty over a potential U.K. exit from the European Union.

Over the period, the Fund had a small position in High Yield Index linked credit default swaps (CDX). The Fund’s CDX position is used for liquidity purposes and for tactically adjusting the risk posture of the Fund. This derivative position was not used in a significant manner in this Fund and did not have a material impact on performance during the period.

What is the outlook?

We remain generally constructive on high yield, but recognize that credible threats to global growth have increased. We expect that default rates will continue to increase, to a range of 5-6% by the end of 2016, but that they will mainly be concentrated in the commodity-sensitive sectors (Energy and Metals and Mining). While we are finding what we see as opportunities in these sectors, we are generally taking a selective approach to investing in them. We continue to focus the Fund’s efforts on issuers that we believe will benefit from a strong U.S. consumer and in sectors that are less cyclical in nature (for example, Media Cable and Healthcare) as we believe that they offer an attractive risk/reward profile. We believe the economic backdrop for the high-yield market is generally supportive, but continue to closely monitor factors that could cause the commodity-related stress to spread to the broader market, including the potential impact of a strengthening U.S. dollar on the industrial economy and trends in bank lending standards across sectors.

The Fund ended the period most overweight Healthcare and Technology and most underweight Metals and Mining and Automotive, relative to the Barclays U.S. Corporate High Yield Bond Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates,

21

The Hartford High Yield Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.2	%
Total		0.2	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		0.0	%
Convertible Bonds		0.7
Corporate Bonds		91.4
Senior Floating Rate Interests		1.5
Total		93.6	%
Short-Term Investments		5.2
Other Assets & Liabilities		1.0
Total		100.0	%

22

The Hartford Inflation Plus Fund inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Inflation Plus A2		2.74%		0.46%		1.48%		4.02%
Inflation Plus A3		-1.88%		-4.06%		0.55%		3.55%
Inflation Plus B2		2.36%		-0.29%		0.72%		3.41%	4
Inflation Plus B3		-2.64%		-5.27%		0.37%		3.41%	4
Inflation Plus C2		2.36%		-0.38%		0.72%		3.23%
Inflation Plus C3		1.36%		-1.38%		0.72%		3.23%
Inflation Plus I2		2.89%		0.64%		1.74%		4.29%
Inflation Plus R32		2.60%		0.09%		1.14%		3.69%
Inflation Plus R42		2.75%		0.37%		1.43%		3.97%
Inflation Plus R52		2.80%		0.64%		1.73%		4.24%
Inflation Plus Y2		2.98%		0.82%		1.82%		4.34%
Barclays U.S. TIPS 1-10 Year Index		3.12%		1.23%		1.51%		3.98%
Barclays U.S. TIPS Index		3.89%		1.12%		2.58%		4.67%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays U.S. TIPS 1-10 Year Index represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have maturities of 1 to 10 years.

Barclays U.S. TIPS Index represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

23

The Hartford Inflation Plus Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net			Gross
Inflation Plus	Class A		0.85	%		0.94	%
Inflation Plus	Class B		1.60	%		1.78	%
Inflation Plus	Class C		1.60	%		1.66	%
Inflation Plus	Class I		0.60	%		0.73	%
Inflation Plus	Class R3		1.20	%		1.25	%
Inflation Plus	Class R4		0.90	%		0.95	%
Inflation Plus	Class R5		0.60	%		0.66	%
Inflation Plus	Class Y		0.54	%		0.54	%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Inflation Plus Fund returned 2.74%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmarks, the Barclays U.S. TIPS 1-10 Year Index, and Barclays U.S. TIPS Index, which returned 3.12% and 3.89%, respectively, for the same period. The Fund also underperformed the 3.05% average return of the Lipper Inflation Protected Bond Funds peer group, a group of funds that invest primarily in inflation-indexed fixed income securities. Inflation-linked bonds are fixed income securities structured to provide protection against inflation.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced

supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period.

24

The Hartford Inflation Plus Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Oil price volatility and global macroeconomic uncertainty continued to drive much of the movement in Treasury Inflation-Protected Securities (TIPS) “real” yields and in the “break-even” spread, which is the difference between TIPS and nominal Treasury yields. In late 2015, inflation break-evens rose following favorable employment and inflation data and the Fed’s decision to not to raise the Funds rate in September. 5- and 10-year break-evens rose by 0.20% and 0.15%, respectively, and both nominal and real yields also trended upward. The first part of 2016 has seen interest rate and commodity price volatility that has also affected the TIPS market. In January and early February, markets were affected by concerns that global economic turmoil would spread to the U.S., and even concerns that the Fed was mistaken in raising rates by 0.25% in December. These growth concerns and tightening financial conditions, along with a renewed slump in oil prices, contributed positively to rallies in interest rates and a downward revision of market inflation expectations, with inflation break-evens reaching new post-crisis lows (10-year break-evens as low as 1.19%). Since February, market sentiment has improved, and in particular, strong employment figures and Core Consumer Price Index (CPI) prints (consistently about 2%) have contributed positively to a recovery in inflation break-evens, and 5-and 10-year break-evens rose by 0.65% and 0.51%, respectively, between their February lows and the end of April.

The Fund’s performance from TIPS was the primary detractor from relative results due to curve positioning in TIPS. In late 2015, TIPS contributed positively to performance as the real yield curve flattened and we expressed a curve flattening bias through TIPS. In the first quarter of 2016, the same position detracted from performance as the TIPS yield curve steepened. The Fund’s allocation to a developed-currency relative value strategy was also a detractor from performance during the period; the strategy was long the U.S. dollar during a time when the dollar depreciated. The contributors to performance during the period were the holdings in certain risk assets that performed better than risk assets more broadly, including bank loans, Agency Credit Risk Transfer securities, and AAA-rated commercial mortgage backed securities (CMBS). The Fund also benefited from its holdings in inflation-linked bonds from emerging market countries experiencing low growth and high inflation.

Over the period, the Fund made use of derivatives in pursuit of both risk management and benchmark-relative returns. Derivatives usage included U.S. Treasury futures to manage duration, currency forwards both to hedge emerging market currency risk and as part of the

developed currency strategy, and CPI swaps to add inflation sensitivity. Over the period, the impact of derivatives on performance was mixed. The developed-market currency strategy contributed positively to overall performance; however, currency hedges to manage exposure from the non-U.S. inflation linked bonds detracted from overall performance as the U.S. dollar has weakened year-to-date.

What is the outlook?

We remain positive on longer-term break-even valuations. While 5-and 10- year break-evens have risen in recent months, we still believe that they are undervalued, given that Core CPI is now above 2% and we expect it to stabilize there this year. We believe there are still short-term conditions making inflation less likely, including the risk of a further oil slump and the possibility that tightening domestic financial conditions in response to global economic turmoil could put downward pressure on inflation. However, we expect that these difficult conditions are likely to keep Core CPI near its current level rather than push Core CPI dramatically lower in 2016.

At the end of the period, the Fund was long 10-year break-evens and short duration relative to the Barclays U.S. TIPS 1-10 Year Index. We continued to be underweight shorter-maturity TIPS, which are most sensitive to short-term changes in inflation. At the end of the period, the Fund maintained out-of-benchmark allocations to bank loans, non-U.S. dollar inflation linked bonds, and non-agency residential and CMBS.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

25

The Hartford Inflation Plus Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		3.5	%
Foreign Government Obligations		3.2
Senior Floating Rate Interests		4.8
U.S. Government Agencies		1.2
U.S. Government Securities		84.4
Total		97.1	%
Short-Term Investments		3.2
Other Assets & Liabilities		(0.3	)
Total		100.0	%

26

Hartford Municipal Income Fund inception 05/29/2015

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

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

Cumulative Returns (as of 4/30/16)

	6 Months1		Since Inception2
Municipal Income A3		3.55%		5.28%
Municipal Income A4		-1.11%		0.54%
Municipal Income C3		3.17%		4.56%
Municipal Income C4		2.17%		3.56%
Municipal Income I3		3.68%		5.52%
Barclays Municipal Bond Index		3.55%		5.59%

¹  Not Annualized

²  Inception: 05/29/2015. Cumulative returns not annualized.

³  Without sales charge

⁴  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Barclays Municipal Bond Index is an unmanaged index of municipal bonds with maturities greater than two years.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

27

Hartford Municipal Income Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Income	Class A		0.70%		1.12%
Municipal Income	Class C		1.45%		1.84%
Municipal Income	Class I		0.45%		0.84%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Municipal Income Fund returned 3.55%, before sales charge, for the six-month period ended April 30, 2016, performing in line with the Barclays U.S. Municipal Bond Index, the Fund’s benchmark, which returned 3.55% for the same period. The Fund underperformed the 3.78% average return of the Lipper General & Insured Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced

supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined.

28

Hartford Municipal Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

The U.S. dollar weakened versus a broad basket of currencies over the period.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 3.74% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the six-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AA GOs to 10-year Treasuries decreased over the period falling from 94% to 88%. In spite of a tepid fund flow environment, technical factors were mixed early in the period as demand from funds was relatively strong. Technical factors were positive to end the period.

An out of benchmark allocation to high yield revenue bonds and high yield GO bonds was the main driver of performance during the period. Security selection within investment grade revenue bonds contributed positively to performance relative to the Barclays U.S. Municipal Bond Index, particularly within the sales tax and special tax sectors. The Fund’s duration and yield curve positioning contributed positively to relative results during the period. Security selection within investment grade revenue bonds, primarily in airports, detracted from performance relative to the Barclays U.S. Municipal Bond Index during the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Our view on U.S. economic growth remains generally constructive, although the global economic backdrop poses a risk. We also expect the Fed to continue to raise interest rates at a gradual pace and we ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are near post-recession lows, municipals offer value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which we believe may pose a risk as the economic recovery is quite mature. We expect that pension and health care costs will continue to pressure municipal budgets and headline credit risk but

widespread defaults are not expected. We expect upgrades in transportation sectors, particularly in airports, as lower fuel prices have continued to drive strong results.

We expect municipal credit spreads to tighten over the course of 2016. Negative headlines will likely persist in Puerto Rico, Illinois, and Chicago; however, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market.

The Fund ended the period with a duration of 5.52 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Diversification by Industry

as of April 30, 2016

Industry	Percentage of Net Assets
Airport		10.9	%
Development		1.2
Education		2.2
Facilities		0.3
General		14.0
General Obligation		14.9
Higher Education		2.1
Medical		12.8
Mello-Roos District		1.3
Nursing Homes		3.8
Power		1.6
School District		6.3
Single Family Housing		1.6
Tobacco		4.9
Transportation		11.8
Utilities		1.1
Water		1.8
Short-Term Investments		9.5
Other Assets & Liabilities		(2.1	)
Total		100.0	%

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

29

The Hartford Municipal Opportunities Fund inception 05/31/2007

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes and long-term total return.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		Since Inception2
Municipal Opportunities A3		3.55%		5.20%		5.98%		2.91%
Municipal Opportunities A4		-1.11%		0.46%		5.01%		2.38%
Municipal Opportunities B3		3.16%		4.53%		5.20%		2.21%	5
Municipal Opportunities B4		-1.84%		-0.47%		4.87%		2.21%	5
Municipal Opportunities C3		3.16%		4.41%		5.19%		2.15%
Municipal Opportunities C4		2.16%		3.41%		5.19%		2.15%
Municipal Opportunities I3		3.67%		5.45%		6.26%		3.18%
Barclays Municipal Bond 1-15 Year Blend (1-17) Index		2.82%		4.47%		4.25%		4.65%

¹  Not Annualized

²  Inception: 05/31/2007

³  Without sales charge

⁴  With sales charge

⁵  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays Municipal Bond 1-15 Year Blend (1-17) Index is a sub-index of the Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

30

The Hartford Municipal Opportunities Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Opportunities	Class A		0.69%		0.70%
Municipal Opportunities	Class B		1.44%		1.52%
Municipal Opportunities	Class C		1.44%		1.46%
Municipal Opportunities	Class I		0.44%		0.45%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Municipal Opportunities Fund returned 3.55%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Barclays Municipal Bond 1-15 Year Blend (1-17) Index, which returned 2.82% for the same period. The Fund also outperformed the 3.09% average return of the Lipper Intermediate Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were

nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased

31

The Hartford Municipal Opportunities Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 3.74% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the six-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AA GOs to 10-year Treasuries decreased over the period falling from 94% to 88%. In spite of a tepid fund flow environment, technical factors were mixed early in the period as demand from funds was relatively strong. Technical factors were positive to end the period.

An out of benchmark allocation to high yield tobacco and health care revenue bonds was the primary driver of outperformance relative to the Barclays Municipal Bond 1-15 Year Blend (1-17) Index during the period. Security selection within investment grade revenue Bonds, particularly within the lease and special tax sectors also contributed positively to results relative to the Barclays Municipal Bond 1-15 Year Blend (1-17) Index over the period. Duration and yield curve positioning contributed positively to benchmark-relative outperformance, largely due to the Fund’s overweight to the 10-year and 20-year portions of the yield curve, where rates tightened. Security selection within investment grade GO bonds, primarily local GO bonds, detracted from performance relative to the Barclays Municipal Bond 1-15 Year Blend (1-17) Index during the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Our view on U.S. economic growth remains generally constructive, although the global economic backdrop poses a risk. We also expect the Fed to continue to raise interest rates at a gradual pace and we ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are near post-recession lows, we believe municipals offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-

recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk as the economic recovery is quite mature. We expect that pension and health care costs will continue to pressure municipal budgets and headline credit risk but widespread defaults are not expected. We expect upgrades in transportation sectors, particularly in airports, as lower fuel prices have continued to drive strong results.

We expect municipal credit spreads to tighten over the course of 2016. Negative headlines will likely persist in Puerto Rico, Illinois, and Chicago; however, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market.

The Fund ended the period with a duration of 4.96 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

32

The Hartford Municipal Opportunities Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Industry

as of April 30, 2016

Industry	Percentage of Net Assets
Airport		4.6	%
Development		3.7
Education		3.3
Facilities		1.0
General		18.1
General Obligation		12.3
Higher Education		2.5
Housing		0.1
Medical		12.2
Mello-Roos District		0.9
Multifamily Housing		0.4
Nursing Homes		3.5
Pollution		0.3
Power		2.1
School District		6.0
Single Family Housing		1.6
Tobacco		3.6
Transportation		9.0
Utilities		1.0
Water		6.1
Short-Term Investments		8.7
Other Assets & Liabilities		(1.0	)
Total		100.0	%

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

33

The Hartford Municipal Real Return Fund inception 06/02/1986

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income exempt from federal income tax and after-tax inflation-adjusted total returns.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Municipal Real Return A2		2.99%		2.61%		3.65%		2.11%
Municipal Real Return A3		-1.64%		-2.01%		2.70%		1.64%
Municipal Real Return B2		2.74%		1.84%		2.90%		1.50%	4
Municipal Real Return B3		-2.26%		-3.14%		2.54%		1.50%	4
Municipal Real Return C2		2.73%		1.85%		2.89%		1.35%
Municipal Real Return C3		1.73%		0.85%		2.89%		1.35%
Municipal Real Return I2		3.23%		2.87%		3.92%		2.36%
Municipal Real Return Y2		3.23%		2.87%		3.92%		2.36%
Barclays Municipal Bond 1-15 Year Blend (1-17) Index		2.82%		4.47%		4.25%		4.62%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays Municipal Bond 1-15 Year Blend (1-17) Index is a sub-index of the Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

34

The Hartford Municipal Real Return Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Real Return	Class A		0.69%		0.79%
Municipal Real Return	Class B		1.44%		1.61%
Municipal Real Return	Class C		1.44%		1.54%
Municipal Real Return	Class I		0.44%		0.56%
Municipal Real Return	Class Y		0.44%		0.49%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Municipal Real Return Fund returned 2.99%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Barclays Municipal Bond 1-15 Year Blend (1-17) Index, which returned 2.82% for the same period. The Fund underperformed the 3.09% average return of the Lipper Intermediate Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at

least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members

refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global

35

The Hartford Municipal Real Return Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 3.74% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the six-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AA GOs to 10-year Treasuries decreased over the period falling from 94% to 88%. In spite of a tepid fund flow environment, technical factors were mixed early in the period as demand from funds was relatively strong. Technical factors were positive to end the period.

The Fund’s inflation overlay – which is implemented via Consumer Price Index (CPI) swap derivatives – was the main driver of outperformance relative to the Barclays Municipal Bond 1-15 Year Blend (1-17) Index during the period, as longer term inflation expectations also increased during the period. Security selection within investment grade revenue bonds contributed positively to benchmark-relative returns over the period, particularly within the Special Tax and Education sectors. An out-of-benchmark allocation to high yield revenue bonds also contributed positively to relative performance over the period. The Fund’s duration and yield curve positioning also contributed positively to relative performance. Security selection within investment grade GO bonds, primarily local GO bonds, detracted from performance relative to the Barclays Municipal Bond 1-15 Year Blend (1-17) Index during the period.

Outside of the CPI swaps previously mentioned, derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Our view on U.S. economic growth remains generally constructive, although the global economic backdrop poses a risk. We also expect the Fed to continue to raise interest rates at a gradual pace and we ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are near post-recession lows, we believe that municipals offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk as the economic recovery is quite mature. We expect that pension and health care costs will continue to pressure municipal budgets and headline credit risk but widespread defaults are not expected. We expect upgrades in transportation sectors, particularly in airports, as lower fuel prices have continued to drive strong results.

We expect municipal credit spreads to tighten over the course of 2016. Negative headlines will likely persist in Puerto Rico, Illinois, and Chicago; however, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market.

We believe that, the difference between U.S. Treasury yield and U.S. Treasury Inflation-Protected Securities (TIPS) yield returns will continue to have a positive effect. Core CPI is over 2 percent, where we expect it to stabilize this year, whereas market inflation expectations, measured as the spread between nominal U.S. Treasuries and TIPS, are still well below this level. We believe that there are still short-term headwinds to inflation, including the possibility that global economic uncertainty and political risk could cause financial conditions to tighten, affecting goods inflation in the near-term. These difficult conditions will likely continue to influence the size and timing of the Fund’s breakeven positions.

We maintained the portfolio’s inflation sensitivity during the period via the inflation overlay, with the hedge ratio at approximately 86% on a contribution to duration basis at the end of the period. The Fund ended the period with a duration of 4.45 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. The value of inflation-protected securities generally fluctuates with changes in real interest rates and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Derivatives

36

The Hartford Municipal Real Return Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Diversification by Industry

as of April 30, 2016

Industry	Percentage of Net Assets
Airport		10.7	%
Bond Bank		0.3
Development		3.6
Education		1.1
Facilities		2.1
General		17.0
General Obligation		10.7
Higher Education		5.9
Medical		13.6
Mello-Roos District		0.9
Multifamily Housing		0.3
Nursing Homes		3.8
Power		2.4
School District		6.6
Single Family Housing		0.9
Tobacco		1.9
Transportation		8.8
Water		7.2
Short-Term Investments		2.5
Other Assets & Liabilities		(0.3	)
Total		100.0	%

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

37

Hartford Municipal Short Duration Fund inception 05/29/2015

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

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

Cumulative Returns (as of 4/30/16)

	6 Months1		Since Inception2
Municipal Short Duration A3		0.84%		1.76%
Municipal Short Duration A4		-3.70%		-2.82%
Municipal Short Duration C3		0.47%		0.99%
Municipal Short Duration C4		-0.53%		-0.01%
Municipal Short Duration I3		0.96%		1.99%
Barclays Municipal Bond Short 1-5 Year Index		0.76%		1.98%

¹  Not Annualized

²  Inception: 5/29/2015. Cumulative returns not annualized.

³  Without sales charge

⁴  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

The Barclays Municipal Bond Short 1-5 Year Index measures the performance of municipal bonds with time to maturity of more than one year and less than five years.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

38

Hartford Municipal Short Duration Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Short Duration	Class A		0.69%		1.12%
Municipal Short Duration	Class C		1.44%		1.82%
Municipal Short Duration	Class I		0.44%		0.78%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Municipal Short Duration Fund returned 0.84%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Barclays Municipal Bond Short 1-5 Year Index, which returned 0.76% for the same period. The Fund also outperformed the 0.48% average return of the Lipper Short Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced

supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined.

39

Hartford Municipal Short Duration Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

The U.S. dollar weakened versus a broad basket of currencies over the period.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 3.74% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the six-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AA GOs to 10-year Treasuries decreased over the period falling from 94% to 88%. In spite of a tepid fund flow environment, technical factors were mixed early in the period as demand from funds was relatively strong. Technical factors were positive to end the period.

The Fund’s allocation to and security selection within investment grade revenue bonds contributed positively to returns relative to the Barclays Municipal Bond Short 1-5 Year Index over the period, specifically within the Healthcare and Transportation sectors. Security selection within investment grade GO bonds and an out-of-benchmark allocation to high yield revenue bonds also contributed positively to returns relative to the Barclays Municipal Bond Short 1-5 Year Index over the period. Duration and yield curve positioning contributed positively to benchmark-relative results during the period. An underweight to investment grade education revenue bonds modestly detracted from performance relative to the Barclays Municipal Bond Short 1-5 Year Index during the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Our view on U.S. economic growth remains generally constructive, although the global economic backdrop poses a risk. We also expect the Fed to continue to raise interest rates at a gradual pace and we ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are near post-recession lows, we believe municipals offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk

as the economic recovery is quite mature. We expect that pension and health care costs will continue to pressure municipal budgets and headline credit risk but widespread defaults are not expected. We expect upgrades in Transportation sectors, particularly in airports, as lower fuel prices have continued to drive strong results.

We expect municipal credit spreads to tighten over the course of 2016 (Figure 9). Negative headlines will likely persist in Puerto Rico, Illinois, and Chicago; however, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market.

The Fund ended the period with a duration of 2.33 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Diversification by Industry

as of April 30, 2016

Industry	Percentage of Net Assets
Airport		11.5	%
Development		1.6
Education		4.8
General		12.2
General Obligation		10.8
Higher Education		2.6
Housing		0.1
Medical		13.9
Mello-Roos District		2.6
Nursing Homes		2.6
Power		2.0
School District		11.3
Single Family Housing		0.5
Tobacco		1.6
Transportation		10.8
Utilities		1.8
Water		3.5
Short-Term Investments		7.1
Other Assets & Liabilities		(1.3	)
Total		100.0	%

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

40

The Hartford Quality Bond Fund inception 11/30/2012

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		Since Inception2
Quality Bond A3		2.20%		2.39%		2.15%
Quality Bond A4		-2.40%		-2.22%		0.78%
Quality Bond C3		1.84%		1.71%		1.40%
Quality Bond C4		0.84%		0.71%		1.40%
Quality Bond I3		2.36%		2.70%		2.44%
Quality Bond R33		2.47%		2.48%		1.92%
Quality Bond R43		2.49%		2.65%		2.19%
Quality Bond R53		2.72%		3.03%		2.52%
Quality Bond Y3		2.36%		2.70%		2.45%
Barclays U.S. Aggregate Bond Index		2.82%		2.72%		2.23%

¹  Not Annualized

²  Inception: 11/30/2012

³  Without sales charge

⁴  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

41

The Hartford Quality Bond Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Quality Bond	Class A		1.01%		1.24%
Quality Bond	Class C		1.76%		1.99%
Quality Bond	Class I		0.76%		0.95%
Quality Bond	Class R3		1.31%		1.64%
Quality Bond	Class R4		1.01%		1.34%
Quality Bond	Class R5		0.71%		1.04%
Quality Bond	Class Y		0.66%		0.95%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Michael F. Garrett

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Val Petrov, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brian Conroy, CFA

Vice President and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Quality Bond Fund returned 2.20%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Barclays U.S. Aggregate Bond Index, which returned 2.82% for the same period. The Fund also underperformed the 2.55% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at

least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared

42

The Hartford Quality Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Mortgage backed securities (MBS), as measured by the Barclays U.S. MBS Fixed Rate Index, returned 1.97% for the period. In late 2015, higher coupons outperformed amid the rise in interest rates. Year to date in 2016, middle coupons underperformed, given concerns that the strong rally in low rates would lead to higher prepayments, affecting coupons that are particularly sensitive to changes in prepayment behavior.

Duration was the primary detractor from performance relative to the Barclays U.S. Aggregate Bond Index during the period. The Fund strategically maintains a shorter duration than its benchmark, which hurt relative performance in early 2016 amid a strong rally in rates. The Fund’s structural underweight to investment grade (IG) corporate credit detracted from performance during the rally in credit assets from February through April 2016. Allocations to non-agency MBS and collateralized mortgage obligations (CMOs), and an overweight to commercial mortgage backed securities (CMBS) also contributed positively to performance over the period. Agency MBS performance also added to returns relative to the Barclays U.S. Aggregate Bond Index over the period, primarily due to an underweight in the Government National Mortgage Association (GNMA) 30-years and a recent overweight in the Federal Home Loan Mortgage Corporation (FHLMC) versus the Federal National Mortgage Association (FNMA) 30-years. Allocations to FNMA Delegated Underwriting and Servicing (DUS) bonds and Collateralized Loan Obligations (CLOs) were also positive contributors.

The Fund uses U.S. Treasury futures to adjust the duration and risk posture of the Fund. Over the period, the use of these types of derivatives did not materially affect performance relative to the Barclays U.S. Aggregate Bond Index.

What is the outlook?

We continue to believe that agency MBS represent a better risk/reward trade-off than IG corporate credit over a full cycle. Over the long term, we expect MBS spreads to trade in a lower range relative to in history given what we believe are favorable supply dynamics in U.S. Treasuries, a shift in buyer-base to long term investors, and constrained mortgage credit environment. We continue to find what we consider to be value in mortgage assets with more stable duration profiles than MBS pass-throughs, such as DUS bonds and certain types of CMOs, which we believe, would perform better in an environment of rising volatility. We also remain constructive on CMBS, and believe that valuations and commercial property fundamentals still support an allocation to the sector. We have tended to focus on seasoned (2013–2015) and higher-quality legacy CMBS that are less sensitive to the underperformance in other risk assets. We maintain an allocation to asset-backed securities and senior CLOs from upper-tier managers, driven by our view of strong domestic economic fundamentals and positive outlook for the U.S. consumer.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

43

The Hartford Quality Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		24.4	%
U.S. Government Agencies		88.8
U.S. Government Securities		3.3
Total		116.5	%
Short-Term Investments		21.6
Other Assets & Liabilities		(38.1	)
Total		100.0	%

44

The Hartford Short Duration Fund inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		10 Years
Short Duration A2		1.32%		1.05%		1.83%		2.76%
Short Duration A3		-0.70%		-0.97%		1.42%		2.55%
Short Duration B2		1.32%		1.05%		1.92%		2.43%	4
Short Duration B3		-3.68%		-3.92%		1.55%		2.43%	4
Short Duration C2		0.85%		0.19%		1.05%		1.98%
Short Duration C3		-0.15%		-0.80%		1.05%		1.98%
Short Duration I2		1.38%		1.25%		2.10%		2.95%
Short Duration R32		1.07%		0.75%		1.56%		2.79%
Short Duration R42		1.22%		1.05%		1.86%		2.94%
Short Duration R52		1.37%		1.25%		2.12%		3.07%
Short Duration Y2		1.41%		1.40%		2.16%		3.09%
Barclays 1-3 Year U.S. Government/Credit Index		0.79%		1.10%		1.07%		2.78%

¹  Not Annualized

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 2.00% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays 1-3 Year U.S. Government/Credit Index is an unmanaged index comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year U.S. Government/Credit Index includes securities in the 1-3 year maturity range in the U.S. Government/Credit Index.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

45

The Hartford Short Duration Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Short Duration	Class A		0.85%		0.90%
Short Duration	Class B		1.60%		1.78%
Short Duration	Class C		1.60%		1.60%
Short Duration	Class I		0.54%		0.54%
Short Duration	Class R3		1.15%		1.23%
Short Duration	Class R4		0.85%		0.92%
Short Duration	Class R5		0.55%		0.62%
Short Duration	Class Y		0.51%		0.51%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Timothy E. Smith

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Short Duration Fund returned 1.32%, before sales charge, for the six-month period ended April 30, 2016, outperforming the Fund’s benchmark, the Barclays 1-3 Year Government/Credit Index, which returned 0.79% for the same period. The Fund also outperformed the 0.80% average return of the Lipper Short Investment Grade Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), Canadian dollar (CAD), and the Norwegian krone (NOK) and emerging market-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

46

The Hartford Short Duration Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The Fund’s allocation to investment grade credit was the primary driver of outperformance relative to the Barclays 1-3 Year Government/Credit Index over the period, in particular Industrials and Financials. The Fund’s out-of-benchmark allocation to bank loans, particularly Industrials, was also additive to results relative to the Barclays 1-3 Year Government/Credit Index. In addition, the Fund’s allocation to asset-backed securities and non-agency mortgage-backed securities contributed positively to returns. This was partially offset by security selection within high yield credit which detracted from benchmark-relative returns.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We believe economic momentum in the United States has continued to be positive while challenges to the global growth outlook have increased. We believe corporate balance sheets in the investment grade corporate bond market remain strong; however credit fundamentals are now in a negative trend. We are maintaining the Fund’s position in the corporate bond sector and continue to favor U.S. financials, particularly the banking sector. We believe that the asset backed securities (ABS) market exhibits strong consumer fundamentals as a result of strengthening employment and lower energy prices, and that commercial mortgage backed securities (CMBS) valuations and the long term fundamentals of that sector are attractive. We believe that the long-term potential diversification benefits of bank loans and their floating-rate nature will eventually reassert themselves, enhancing the relative appeal of this asset class. On balance, the Fund has been positioned with a moderately pro-cyclical risk posture. At the end of the period, we maintained allocations to agency and non-agency MBS and continued to favor auto ABS and higher quality collateralized loan obligations (CLOs), as well as senior tranches of shorter CMBS and bank loans. At the end of the period, the Fund remained underweight, relative to the Barclays 1-3 Year Government/Credit Index, U.S. government and other non-corporate credit.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or

relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		12.9	%
Corporate Bonds		56.6
Municipal Bonds		0.5
Senior Floating Rate Interests		16.2
U.S. Government Agencies		14.1
Total		100.3	%
Short-Term Investments		1.3
Other Assets & Liabilities		(1.6	)
Total		100.0	%

47

The Hartford Strategic Income Fund inception 05/31/2007

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		5 Years		Since Inception2
Strategic Income A3		2.62%		0.10%		3.57%		4.24%
Strategic Income A4		-2.00%		-4.40%		2.62%		3.71%
Strategic Income B3		2.47%		-0.56%		2.83%		3.51%	5
Strategic Income B4		-2.53%		-5.35%		2.49%		3.51%	5
Strategic Income C3		2.22%		-0.79%		2.79%		3.49%
Strategic Income C4		1.22%		-1.75%		2.79%		3.49%
Strategic Income I3		2.74%		0.36%		3.83%		4.54%
Strategic Income R33		2.58%		-0.21%		3.30%		3.59%
Strategic Income R43		2.63%		0.00%		3.58%		3.90%
Strategic Income R53		2.90%		0.42%		3.89%		4.24%
Strategic Income R63		2.81%		0.38%		3.92%		0.74%
Strategic Income Y3		2.81%		0.35%		3.92%		4.91%
Barclays U.S. Aggregate Bond Index		2.82%		2.72%		3.60%		4.82%

¹  Not Annualized

²  Since inception returns for Classes A, B, C, and I and the Barclays U.S. Aggregate Bond Index are since May 31, 2007. Since Inception returns for Classes R3, R4, R5, R6 and Y are since August 31, 2007

³  Without sales charge

⁴  With sales charge

⁵  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class Y shares commenced operations on 8/31/07. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Accordingly, the “Since Inception” performance shown for Class Y, R3, R4, R5 and R6 shares is since the commencement of operations of Class Y shares on 8/31/07.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of April 2, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

48

The Hartford Strategic Income Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Strategic Income	Class A		0.95%		1.03%
Strategic Income	Class B		1.70%		1.85%
Strategic Income	Class C		1.70%		1.74%
Strategic Income	Class I		0.70%		0.73%
Strategic Income	Class R3		1.25%		1.41%
Strategic Income	Class R4		0.95%		1.08%
Strategic Income	Class R5		0.65%		0.75%
Strategic Income	Class R6		0.60%		0.69%
Strategic Income	Class Y		0.60%		0.64%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Lucius T. (L.T.) Hill, III

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Strategic Income Fund returned 2.62%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Barclays U.S. Aggregate Bond Index, which returned 2.82% for the same period. The Fund outperformed the 1.51% average return of the Lipper Multi-Sector Income Funds peer group, a group of funds that seeks current income by allocating assets among several different fixed income securities sectors (with no more than 65% in any one sector except for defensive purposes), including U.S. government and foreign governments, with a significant portion of assets in securities rated below investment-grade.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which

marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases would be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government

49

The Hartford Strategic Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly willing to hold off on further rate increases as it indicated an even slower tightening path; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), the Canadian dollar (CAD), the Norwegian krone (NOK) and emerging market-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016.

Consistent with the Fund’s objective to provide current income and long-term total return, we continued to position the Fund with an overweight to credit risk sectors, including high yield credit, emerging markets debt, and bank loans. The primary driver of the Fund’s underperformance relative to the Barclays U.S. Aggregate Bond Index over the period was an overweight allocation to commercial mortgage backed securities (CMBS) and an underweight to investment grade corporate credit, which performed well during the period. Selection within our allocation to mortgage backed securities (MBS) and U.S. Treasuries also detracted from relative returns. We

continue to be biased towards the intermediate portion of the yield curve. The Fund’s overweight to the 10-year portion of the yield curve benefited relative returns, while the Fund’s underweight to the 30-year portion of the yield curve, detracted from returns relative to the Barclays U.S. Aggregate Bond Index as interest rates fell beyond 2-year maturities. Derivative exposure to high yield credit default swap indexes (CDX) detracted from relative performance.

The Fund’s emerging market debt allocation, specifically emerging market sovereigns, and developed non-U.S. sovereign debt contributed favorably to returns relative to the Barclays U.S. Aggregate Bond Index over the period. The out-of-benchmark allocation to bank loans, emphasizing the high and middle quality portions of the market, benefited relative returns during the period. An overweight allocation to high yield corporate bonds also contributed positively to the Fund’s relative performance over the period.

Derivative exposure to currency forwards and investment grade corporate indexes helped relative returns.

What is the outlook?

We believe U.S. economic momentum remains positive. We maintain a moderately pro-cyclical risk posture in credit markets generally, and believe that capacity constraints will pressure inflation higher. We remained underweight to investment grade corporates as we believe there are better opportunities in high yield and bank loans. At the end of the period, we were also underweight agency MBS and have trimmed the Fund’s overweight allocation to non-agency residential MBS. At the end of the period, we maintained a structural emphasis on higher income-producing sectors such as bank loans, emerging market debt, non-agency MBS, and high yield.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they

50

The Hartford Strategic Income Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.2	%
Preferred Stocks		0.1
Total		0.3	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		14.4	%
Corporate Bonds		25.3
Foreign Government Obligations		19.8
Municipal Bonds		1.1
Senior Floating Rate Interests		22.9
U.S. Government Agencies		0.0
U.S. Government Securities		12.8
Total		96.3	%
Short-Term Investments		2.6
Purchased Options		0.0
Other Assets & Liabilities		0.8
Total		100.0	%

51

The Hartford Total Return Bond Fund inception 07/22/1996

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1			1 Year			5 Years			10 Years
Total Return Bond Fund A2		2.61	%		1.62	%		3.39	%		4.11	%
Total Return Bond Fund A3		-2.01	%		-2.96	%		2.44	%		3.64	%
Total Return Bond Fund B2		2.23	%		0.75	%		2.60	%		3.50	%4
Total Return Bond Fund B3		-2.77	%		-4.19	%		2.25	%		3.50	%4
Total Return Bond Fund C2		2.34	%		0.88	%		2.63	%		3.35	%
Total Return Bond Fund C3		1.34	%		-0.11	%		2.63	%		3.35	%
Total Return Bond Fund I2		2.77	%		1.94	%		3.69	%		4.41	%
Total Return Bond Fund R32		2.43	%		1.23	%		3.07	%		3.89	%
Total Return Bond Fund R42		2.70	%		1.65	%		3.41	%		4.16	%
Total Return Bond Fund R52		2.75	%		1.86	%		3.70	%		4.43	%
Total Return Bond Fund R62		2.75	%		1.83	%		3.77	%		4.52	%
Total Return Bond Fund Y2		2.90	%		2.06	%		3.82	%		4.54	%
Barclays U.S. Aggregate Bond Index		2.82	%		2.72	%		3.60	%		4.95	%

¹  Not Annualized

² Without sales charge

³  With sales charge

⁴ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 8/31/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

52

The Hartford Total Return Bond Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Total Return Bond	Class A		0.88%		0.88%
Total Return Bond	Class B		1.63%		1.87%
Total Return Bond	Class C		1.60%		1.60%
Total Return Bond	Class I		0.57%		0.57%
Total Return Bond	Class R3		1.17%		1.17%
Total Return Bond	Class R4		0.85%		0.85%
Total Return Bond	Class R5		0.56%		0.56%
Total Return Bond	Class R6		0.51%		0.51%
Total Return Bond	Class Y		0.45%		0.45%

* Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Lucius T. (L.T.) Hill, III

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Total Return Bond Fund returned 2.61%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Barclays U.S. Aggregate Bond Index, which returned 2.82% for the same period. The Fund outperformed the 2.55% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but

insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial

53

The Hartford Total Return Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), Canadian dollar (CAD), and the Norwegian krone (NOK) and emerging market-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging market debt (EMD), and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The primary driver of the Fund’s underperformance versus the Barclays U.S. Aggregate Bond Index was the out-of-benchmark allocation to high yield corporate credit, particularly European Financials. The Fund’s use of high yield credit default swap indexes as a source of liquidity and to manage overall portfolio risk also detracted from results relative to the Barclays U.S. Aggregate Bond Index. Additionally, we positioned the portfolio for an increase in inflation expectations as we believed a tightening labor market would lead inflation higher. Inflation positioning, partly implemented through Consumer Price Index (CPI) swaps, was positive over the period.

An out-of-benchmark allocation to bank loans was additive to relative results, as was positioning within the securitized sectors, specifically exposure to collateralized loan obligations (CLOs). Investment grade

credit positioning, in particular security selection within Industrials, benefited performance relative to the Barclays U.S. Aggregate Bond Index.

What is the outlook?

We continued to maintain a moderately pro-cyclical risk stance in credit markets. We believe U.S. economic growth remains positive, monetary policy is still accommodative, and valuations are attractive. We continue to believe capacity constraints should pressure inflation higher so we are positioned for an increase in inflation expectations. We ended the period with a neutral positioning in investment grade corporates. We maintained an overweight to agency mortgage-backed securities (MBS) pass-throughs, favored Federal National Mortgage Association (FNMA) Delegated Underwriting and Servicing (DUS) bonds, and continued to hold an out-of-benchmark allocation to non-agency MBS, both select legacy non-agency bonds and Credit Risk Transfer bonds. The Fund also held high quality commercial mortgage backed securities (CMBS) and CLOs based on what we consider to be attractive valuations. Within high yield, we favored BB-rated securities, bank loans, and contingent convertibles (CoCo’s) of large European banks. At the end of the period, the Fund also continued to hold a small allocation to U.S. Dollar hedged local currency EMD and we believe the Fund was positioned for widening U.S. dollar denominated EMD spreads.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund has the ability to invest in foreign, emerging-market, and high-yield (“junk”) bonds. Investments in these securities generally involve greater risk, volatility, and possibility of loss. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

54

The Hartford Total Return Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Equity Securities
Preferred Stocks		0.1	%
Total		0.1	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		32.5	%
Corporate Bonds		33.3
Foreign Government Obligations		2.5
Municipal Bonds		1.1
Senior Floating Rate Interests		5.0
U.S. Government Agencies		44.7
U.S. Government Securities		8.6
Total		127.7	%
Short-Term Investments		4.0
Purchased Options		0.1
Other Assets & Liabilities		(31.9	)
Total		100.0	%

55

The Hartford Unconstrained Bond Fund inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to maximize long-term total return.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1			1 Year			5 Years			10 Years
Unconstrained Bond A2		-0.21	%		-1.55	%		2.07	%		3.58	%
Unconstrained Bond A3		-0.21	%		-1.55	%		2.07	%		3.58	%
Unconstrained Bond B2		-0.69	%		-2.39	%		1.29	%		2.96	%4
Unconstrained Bond B3		-5.58	%		-7.14	%		0.93	%		2.96	%4
Unconstrained Bond C2		-0.58	%		-2.37	%		1.31	%		2.81	%
Unconstrained Bond C3		-1.56	%		-3.32	%		1.31	%		2.81	%
Unconstrained Bond I2		-0.08	%		-1.39	%		2.27	%		3.68	%
Unconstrained Bond R32		-0.46	%		-1.95	%		1.82	%		3.60	%
Unconstrained Bond R42		-0.32	%		-1.66	%		2.10	%		3.75	%
Unconstrained Bond R52		-0.17	%		-1.36	%		2.38	%		3.89	%
Unconstrained Bond Y2		-0.07	%		-1.27	%		2.37	%		3.88	%
Barclays U.S. Aggregate Bond Index		2.82	%		2.72	%		3.60	%		4.95	%
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index		0.14	%		0.15	%		0.08	%		1.11	%

¹ Not Annualized

²  Without sales charge

³  With sales charge

⁴ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/25/12. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a different investment strategy and in pursuit of a different investment objective. As of April 23, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury bills publicly issued in the U.S. domestic markets with maturities of 90 days or less that assumes reinvestment of all income.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

56

The Hartford Unconstrained Bond Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Unconstrained Bond	Class A		0.99%		1.17%
Unconstrained Bond	Class B		1.74%		2.11%
Unconstrained Bond	Class C		1.74%		1.86%
Unconstrained Bond	Class I		0.74%		0.81%
Unconstrained Bond	Class R3		1.29%		1.45%
Unconstrained Bond	Class R4		0.99%		1.14%
Unconstrained Bond	Class R5		0.69%		0.83%
Unconstrained Bond	Class Y		0.69%		0.73%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Lucius T. (L.T.) Hill, III

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Unconstrained Bond Fund returned -0.21%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmarks, the Barclays U.S. Aggregate Bond Index and the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index, which returned 2.82% and 0.14%, respectively, for the same period. The Fund performed in-line with the -0.21% average return of the Lipper Alternative Credit Focus Funds peer group, a group of funds that invest in a wide-range of credit-structured vehicles by using either fundamental credit research analysis or quantitative credit portfolio modeling trying to benefit from any changes in credit quality, credit spreads, and market liquidity.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In

December 2015, the Federal Open Market Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest

57

The Hartford Unconstrained Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted more cautious monetary policies in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures, including lowering interest rates, expanding asset purchases to include investment-grade corporate bonds, and launching new targeted long-term refinancing operations to foster bank lending. The Fed appeared surprisingly cautious as it indicated an even slower path to raising rates; FOMC members refrained from raising interest rates at their March meeting and pared back their forecasts for interest-rate increases in 2016, citing global uncertainties. A rebound in crude oil prices and signs of near-term stabilization in China further supported global financial markets in the second half of the period.

Developed markets’ government bond prices gained over the period as global uncertainties kept central banks in easing mode and Japan joined the growing list of countries with negative yields. In the U.S., the yield curve flattened; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined. The U.S. dollar weakened versus a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies, as market participants questioned the efficacy of the BOJ’s negative rates policy. Most commodity-linked currencies, such as the Australian dollar (AUD), Canadian dollar (CAD), and the Norwegian krone (NOK) and emerging market-linked currencies, such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the full six-month period, including high yield, emerging markets debt, and investment grade corporates, as spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016.

The Fund maintained a low strategic duration posture given where we are in the interest rate cycle. The Fund’s duration positioning was the primary detractor from returns relative to the Barclays U.S. Aggregate Bond Index as interest rates largely declined over the period. Exposure to high yield European Financials also detracted from performance relative to the Barclays U.S. Aggregate Bond Index as did the Fund’s use of high yield credit default swap indexes. The Fund’s inflation positioning, which was implemented using Consumer Price Index (CPI) swaps, detracted from overall performance. Positioning in commercial mortgage-backed securities (CMBS), including the use of synthetic CMBX indices, a series of indices, designed to reflect the creditworthiness of CMBS, was also a driver of underperformance relative to the Barclays U.S. Aggregate Bond

Index. On the other hand, exposure to bank loans benefited performance over the period. An allocation to collateralized loan obligations (CLO) was also additive over the six month period.

What is the outlook?

We continued to maintain a moderately pro-cyclical risk stance in credit markets. We believe U.S. economic growth remains positive, monetary policy is still accommodative, and valuations are attractive. We continue to believe capacity constraints should pressure inflation higher so we are positioned for an increase in inflation expectations. We are tactically positioning the Fund within a duration range of 0 to 5 years, but are mindful of the likelihood of rising rates. At the end of the period we maintained an emphasis on higher income-producing sectors such as bank loans, non-agency mortgage-backed securities (MBS), high yield, high quality CMBS and CLOs. We were also positioned for widening U.S. dollar denominated emerging market debt spreads.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk such as nonpayment of principal or interest, and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

58

The Hartford Unconstrained Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		34.5	%
Corporate Bonds		18.6
Foreign Government Obligations		4.9
Municipal Bonds		1.2
Senior Floating Rate Interests		15.6
U.S. Government Agencies		20.7
U.S. Government Securities		4.1
Total		99.6	%
Short-Term Investments		5.6
Purchased Options		0.0
Other Assets & Liabilities		(5.2	)
Total		100.0	%

59

The Hartford World Bond Fund inception 05/31/2011

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

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

Average Annual Total Returns (as of 4/30/16)

	6 Months1		1 Year		Since Inception2
World Bond A3		1.09%		1.36%		3.37%
World Bond A4		-3.46%		-3.20%		2.41%
World Bond C3		0.66%		0.64%		2.61%
World Bond C4		-0.32%		-0.34%		2.61%
World Bond I3		1.13%		1.62%		3.64%
World Bond R33		0.89%		0.99%		3.02%
World Bond R43		1.11%		1.37%		3.35%
World Bond R53		1.14%		1.65%		3.63%
World Bond R63		1.26%		1.81%		1.65%
World Bond Y3		1.27%		1.81%		3.75%
Citigroup World Government Bond Index		7.15%		6.09%		0.81%

¹  Not Annualized

²  Inception: 05/31/2011

³  Without sales charge

⁴  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

Citigroup World Government Bond Index includes the most significant and liquid government bond markets globally that carry at least an investment grade rating. Index weights are based on the market capitalization of qualifying outstanding debt stocks.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

60

The Hartford World Bond Fund

Manager Discussion

April 30, 2016 (Unaudited)

Operating Expenses*

		Net			Gross
World Bond	Class A		1.05	%		1.08	%
World Bond	Class C		1.77	%		1.77	%
World Bond	Class I		0.77	%		0.77	%
World Bond	Class R3		1.35	%		1.39	%
World Bond	Class R4		1.05	%		1.08	%
World Bond	Class R5		0.75	%		0.83	%
World Bond	Class R6		0.70	%		0.74	%
World Bond	Class Y		0.67	%		0.67	%

* Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2016.

Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Robert L. Evans

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Mark H. Sullivan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford World Bond Fund returned 1.09%, before sales charge, for the six-month period ended April 30, 2016, underperforming the Fund’s benchmark, the Citigroup World Government Bond Index, which returned 7.15% for the same period. The Fund also underperformed the 3.20% average return of the Lipper Global Income Funds peer group, a group of funds that invests primarily in U.S. dollar and non-U.S. dollar debt securities of issuers located in at least three countries, one of which may be the United States.

Why did the Fund perform this way?

Over the period ended April 30, 2016, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and low oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate hike by the Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. In December 2015, the Federal Open Markets Committee (FOMC) voted unanimously to raise the Fed funds target-rate range by 0.25%, to 0.25% – 0.50%, but insisted that the pace of interest-rate increases will be very gradual and dependent on the direction of economic data. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017, though the easing measures fell short of the market’s forecasts. The Eurozone’s

recovery gained momentum as export orders improved, domestic demand firmed, and there were signs of stronger employment; however, inflationary pressures were nonexistent. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation.

For the six-month period, interest rate positioning, currency positioning, and credit strategies all contributed positively to total returns. On a benchmark-relative basis, interest rate positioning and currency positioning both detracted.

Within country strategies, the Fund’s core allocation to developed markets’ sovereign government debt was a positive contributor to total returns over the period as most sovereign debt yields declined driven by continued central bank easing. Within macro-based duration strategies, overweight positions in the U.K. and the U.S. contributed positively as most global yields fell sharply over the period due to growth concerns and cautious central bank policies. In quantitative country rotation strategies, the Fund’s long U.K. 10-year vs short U.S. 10-year position was a key driver of positive performance, while the Fund’s U.S. flattener vs. German steepener approach was a driver of negative performance. Relative to the Citigroup World Government Bond Index, the Fund’s shorter duration was the primary reason for underperformance during the period. In addition, lacking exposure to peripheral Europe and Japan, relative to the Citigroup World Government Bond Index, detracted as yields fell in those two regions.

Currency strategies had positive total returns. The Fund’s high U.S. dollar exposure helped preserve capital in the last two months of

61

The Hartford World Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

2015 while the Fund’s increased Dollar Bloc allocation, and decreased U.S. Dollar exposure, in the latter part of the period contributed positively as the U.S. Dollar depreciated against most currencies. Within the Fund’s opportunistic strategies, the Fund’s overweight position to the Swedish krona (SEK) was beneficial as the currency rallied amid strong economic data reports. Also, the Fund’s underweight position in the Euro, primarily versus the U.S. Dollar, was beneficial as the ECB hinted strongly at a further loosening of monetary policy. Later in the period, the Fund’s overweight positions in the Australian dollar (AUD), the Norwegian krone (NOK), and the Mexican peso (MXN) were positive contributors as the higher-beta, commodity-linked currencies rallied. On a benchmark-relative basis, the Fund’s higher U.S. Dollar exposure drove underperformance relative to the Citigroup World Government Bond Index during a period where the U.S. Dollar lagged broadly.

Within the Fund’s credit strategies, the Fund’s out-of-benchmark opportunistic allocations to securitized debt and high yield contributed positively to absolute and benchmark-relative returns. The Fund’s exposure to investment grade corporates, primarily within Financials, detracted from results as Financials underperformed due to concerns about the U.K.’s planned exit from the E.U. (“Brexit”) risk and negative interest rates.

The investment team makes use of derivatives in the portfolio, primarily liquid currency forwards and exchange-traded government bond futures, but also in small part credit default swaps, index credit default swaps, interest rate, bond, index and currency futures or options in pursuit of the investment objective as well as to hedge against risk.

Our macro-driven duration strategies that are primarily implemented through the use of exchange-traded government bond futures and cash bonds contributed positively to total returns over the period, while our country rotation strategies which are also implemented through exchange-traded government bond futures detracted. The Fund’s macro-driven currency strategies, which are implemented through currency forwards, added to total returns over the period. The Fund’s credit positioning, which is implemented through the use of cash bonds, credit default swaps (index and single name), and interest rate swaps contributed positively to returns over the period.

What is the outlook?

The ECB has shifted focus from negative rates to enhancing credit transmission. The euro area is posting modest satisfactory growth, primarily driven by consumer spending. The Fed has a very gradual tightening baseline and faces policy asymmetry risks at low rate levels. The Fed appears to be comfortable being a little behind the inflation curve and allowing the economy to ”run hot” for a while. This Fed stance should weaken the dollar, ease financial conditions, and buy some time for the rest of the world (mainly China), all while hoping that inflation expectations are pushed higher. A change in Fed expectations, stabilization in commodity prices, and reversal in

extreme negative sentiment has supported China and other emerging markets (EM) linked assets. If Chinese growth does improve cyclically, it will give the Fed more cover to continue their gradual tightening baseline.

Nevertheless, global sovereign yields have lagged during the recent risk-on rally. There also seems to be multiple sources of downward pressure on global rates – sluggish global growth and inflation, overly cautious and central banks disinclined to raise rates, and rising political risk. In the short term, if the recent risk-on rally is primarily driven by the Fed’s caution in raising rates, we believe that it will reverse sooner rather than later because of our high conviction about gradual Fed easing to a near zero interest rate policy. In the medium term, continued improvement in Chinese and other global cyclical indicators is also important for global duration with yield levels falling too low if China and EM economies really do bounce from current levels.

We believe that the Fed likely needs to see more visible and persistent signs of improvement in the global cycle (notably the Chinese cycle), U.S. wages, and U.S. core inflation. Lately, currencies seem more responsive to the Fed’s caution and related risk-on proxies like the Volatility Index (VIX) rather than fundamental factors like terms of trade. Janet Yellen seems concerned about external growth prospects, particularly in China. The ongoing dollar correction could continue until U.S. inflation expectations rise higher and market participants look through the Fed’s recent cautious rhetoric.

We believe that the long term valuation metrics remain negative for the EUR. We believe that the key risk to the Fund’s lower euro view is a Fed that is willing to tighten more slowly than the lift in U.S. inflation. We think valuation and cyclical factors remain constructive for SEK. We believe that economic divergence between Sweden and the Economic and Monetary Union (EMU) means the Riksbank is unlikely to match the ECB in its monetary accommodation. The risk with SEK is the pace of improvement in inflation, as the Riksbank remains sensitive to currency appreciation without a more visibly sustained rise in inflation. Meanwhile, the U.K.’s large twin deficits (record current account of 7% and structural fiscal deficit of 4%), “Brexit” concerns, and the government’s persistent downward revision to trend growth seems to imply that there will be deficit and debt slippage over the next few years. Longer-term, we have a negative bias towards the Pound sterling. We are tactically bullish on select commodity-linked currencies like the AUD, MXN, and NOK as a change in Fed expectations, stabilization in commodity prices, and reversal in extreme negative sentiment should support these currencies. We have a negative outlook on New Zealand dollar (NZD) as we believe the Reserve Bank of New Zealand (RBNZ) will be forced to ease as business confidence, dairy prices, and inflation expectations continue to trend lower.

62

The Hartford World Bond Fund

Manager Discussion – (continued)

April 30, 2016 (Unaudited)

We remain positive on the outlook for corporate credit markets, although we expect the global environment to be more challenging. Accommodative monetary policy from the ECB and BOJ should underpin global credit markets and lead to spread tightening. However, we remain wary of the potential for further commodity-price volatility, a further slowdown in Chinese economic activity and political uncertainty in the U.S., Europe and the U.K. We remain constructive on high yield instruments, based on what we consider to be attractive valuations and stable company fundamentals overall. We expect default rates will continue to rise, particularly in commodity-related sectors. However, we are also finding what we view as attractive idiosyncratic opportunities. We believe current spread levels present an attractive opportunity for long-term investors. Robust global demand for yield should continue to be a tailwind for high yield in the near term.

Within the securitized sectors, we remain constructive on non-agency residential mortgage backed securities (RMBS), which are supported by positive housing fundamentals. The Fund’s longer-term outlook on commercial mortgage backed securities (CMBS) is constructive due to what we believe are favorable commercial real estate fundamentals and attractive valuations, relative both to the sector’s own history and to other credit risk sectors. Within CMBS, we favor higher-quality new issues, seasoned credit bonds, and select single-borrower M&As.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted

(Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Diversification by Security Type

as of April 30, 2016

Category	Percentage of Net Assets
Equity Securities
Convertible Preferred Stocks		0.1	%
Total		0.1	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		14.1	%
Convertible Bonds		0.2
Corporate Bonds		22.5
Foreign Government Obligations		48.3
Senior Floating Rate Interests		2.3
U.S. Government Agencies		0.3
U.S. Government Securities		8.8
Total		96.5	%
Short-Term Investments		2.4
Purchased Options		0.1
Other Assets & Liabilities		0.9
Total		100.0	%

63

Fixed Income Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2015 through April 30, 2016.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).

Hartford Duration-Hedged Strategic Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,005.00	$	2.59	$	1,000.00	$	1,022.28	$	2.61		0.52	%		182		366
Class C	$	1,000.00	$	1,001.20	$	6.27	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class I	$	1,000.00	$	1,007.30	$	1.00	$	1,000.00	$	1,023.87	$	1.01		0.20	%		182		366
Class R3	$	1,000.00	$	1,003.40	$	4.33	$	1,000.00	$	1,020.54	$	4.37		0.87	%		182		366
Class R4	$	1,000.00	$	1,004.90	$	2.84	$	1,000.00	$	1,022.03	$	2.87		0.57	%		182		366
Class R5	$	1,000.00	$	1,006.40	$	1.35	$	1,000.00	$	1,023.52	$	1.36		0.27	%		182		366
Class Y	$	1,000.00	$	1,006.90	$	0.85	$	1,000.00	$	1,024.02	$	0.86		0.17	%		182		366

⁽¹⁾  Ratios do not include expenses of the Underlying Funds, if any.

64

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Emerging Markets Local Debt Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,078.30	$	6.51	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class C	$	1,000.00	$	1,075.60	$	10.37	$	1,000.00	$	1,014.87	$	10.07		2.01	%		182		366
Class I	$	1,000.00	$	1,081.40	$	5.23	$	1,000.00	$	1,019.84	$	5.07		1.01	%		182		366
Class R3	$	1,000.00	$	1,071.60	$	8.04	$	1,000.00	$	1,017.11	$	7.82		1.56	%		182		366
Class R4	$	1,000.00	$	1,077.10	$	6.51	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class R5	$	1,000.00	$	1,072.30	$	4.95	$	1,000.00	$	1,020.09	$	4.82		0.96	%		182		366
Class Y	$	1,000.00	$	1,080.90	$	4.71	$	1,000.00	$	1,020.34	$	4.57		0.91	%		182		366

The Hartford Floating Rate Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,012.00	$	5.05	$	1,000.00	$	1,019.84	$	5.07		1.01	%		182		366
Class B	$	1,000.00	$	1,007.00	$	8.78	$	1,000.00	$	1,016.11	$	8.82		1.76	%		182		366
Class C	$	1,000.00	$	1,007.10	$	8.68	$	1,000.00	$	1,016.21	$	8.72		1.74	%		182		366
Class I	$	1,000.00	$	1,013.30	$	3.70	$	1,000.00	$	1,021.18	$	3.72		0.74	%		182		366
Class R3	$	1,000.00	$	1,010.80	$	6.30	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class R4	$	1,000.00	$	1,012.00	$	5.05	$	1,000.00	$	1,019.84	$	5.07		1.01	%		182		366
Class R5	$	1,000.00	$	1,012.30	$	3.55	$	1,000.00	$	1,021.33	$	3.57		0.71	%		182		366
Class Y	$	1,000.00	$	1,012.50	$	3.30	$	1,000.00	$	1,021.58	$	3.32		0.66	%		182		366

The Hartford Floating Rate High Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,014.90	$	5.31	$	1,000.00	$	1,019.59	$	5.32		1.06	%		182		366
Class C	$	1,000.00	$	1,010.10	$	9.05	$	1,000.00	$	1,015.86	$	9.07		1.81	%		182		366
Class I	$	1,000.00	$	1,016.20	$	4.06	$	1,000.00	$	1,020.84	$	4.07		0.81	%		182		366
Class R3	$	1,000.00	$	1,013.50	$	6.81	$	1,000.00	$	1,018.10	$	6.82		1.36	%		182		366
Class R4	$	1,000.00	$	1,014.40	$	5.31	$	1,000.00	$	1,019.59	$	5.32		1.06	%		182		366
Class R5	$	1,000.00	$	1,027.10	$	3.83	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366
Class Y	$	1,000.00	$	1,016.40	$	3.81	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366

65

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford High Yield Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,016.10	$	5.31	$	1,000.00	$	1,019.59	$	5.32		1.06	%		182		366
Class B	$	1,000.00	$	1,012.30	$	9.06	$	1,000.00	$	1,015.86	$	9.07		1.81	%		182		366
Class C	$	1,000.00	$	1,012.30	$	9.06	$	1,000.00	$	1,015.86	$	9.07		1.81	%		182		366
Class I	$	1,000.00	$	1,017.40	$	4.06	$	1,000.00	$	1,020.84	$	4.07		0.81	%		182		366
Class R3	$	1,000.00	$	1,014.60	$	6.81	$	1,000.00	$	1,018.10	$	6.82		1.36	%		182		366
Class R4	$	1,000.00	$	1,016.10	$	5.31	$	1,000.00	$	1,019.59	$	5.32		1.06	%		182		366
Class R5	$	1,000.00	$	1,017.60	$	3.81	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366
Class Y	$	1,000.00	$	1,017.90	$	3.56	$	1,000.00	$	1,021.33	$	3.57		0.71	%		182		366

The Hartford Inflation Plus Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,027.40	$	4.34	$	1,000.00	$	1,020.59	$	4.32		0.86	%		182		366
Class B	$	1,000.00	$	1,023.60	$	8.10	$	1,000.00	$	1,016.86	$	8.07		1.61	%		182		366
Class C	$	1,000.00	$	1,023.60	$	8.10	$	1,000.00	$	1,016.86	$	8.07		1.61	%		182		366
Class I	$	1,000.00	$	1,028.90	$	3.08	$	1,000.00	$	1,021.83	$	3.07		0.61	%		182		366
Class R3	$	1,000.00	$	1,026.00	$	6.10	$	1,000.00	$	1,018.85	$	6.07		1.21	%		182		366
Class R4	$	1,000.00	$	1,027.50	$	4.59	$	1,000.00	$	1,020.34	$	4.57		0.91	%		182		366
Class R5	$	1,000.00	$	1,028.00	$	3.08	$	1,000.00	$	1,021.83	$	3.07		0.61	%		182		366
Class Y	$	1,000.00	$	1,029.80	$	2.83	$	1,000.00	$	1,022.08	$	2.82		0.56	%		182		366

Hartford Municipal Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,035.50	$	3.54	$	1,000.00	$	1,021.38	$	3.52		0.70	%		182		366
Class C	$	1,000.00	$	1,031.70	$	7.32	$	1,000.00	$	1,017.65	$	7.27		1.45	%		182		366
Class I	$	1,000.00	$	1,036.80	$	2.28	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366

66

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Municipal Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,035.50	$	3.49	$	1,000.00	$	1,021.43	$	3.47		0.69	%		182		366
Class B	$	1,000.00	$	1,031.60	$	7.32	$	1,000.00	$	1,017.65	$	7.27		1.45	%		182		366
Class C	$	1,000.00	$	1,031.60	$	7.32	$	1,000.00	$	1,017.65	$	7.27		1.45	%		182		366
Class I	$	1,000.00	$	1,036.70	$	2.28	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366

The Hartford Municipal Real Return Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,029.90	$	3.53	$	1,000.00	$	1,021.38	$	3.52		0.70	%		182		366
Class B	$	1,000.00	$	1,027.40	$	7.31	$	1,000.00	$	1,017.65	$	7.27		1.45	%		182		366
Class C	$	1,000.00	$	1,027.30	$	7.31	$	1,000.00	$	1,017.65	$	7.27		1.45	%		182		366
Class I	$	1,000.00	$	1,032.30	$	2.27	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366
Class Y	$	1,000.00	$	1,032.30	$	2.27	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366

Hartford Municipal Short Duration Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,008.40	$	3.50	$	1,000.00	$	1,021.38	$	3.52		0.70	%		182		366
Class C	$	1,000.00	$	1,004.70	$	7.23	$	1,000.00	$	1,017.65	$	7.27		1.45	%		182		366
Class I	$	1,000.00	$	1,009.60	$	2.25	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366

67

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Quality Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,022.00	$	4.78	$	1,000.00	$	1,020.14	$	4.77		0.95	%		182		366
Class C	$	1,000.00	$	1,018.40	$	8.53	$	1,000.00	$	1,016.41	$	8.52		1.70	%		182		366
Class I	$	1,000.00	$	1,023.60	$	3.37	$	1,000.00	$	1,021.53	$	3.37		0.67	%		182		366
Class R3	$	1,000.00	$	1,024.70	$	6.39	$	1,000.00	$	1,018.55	$	6.37		1.27	%		182		366
Class R4	$	1,000.00	$	1,024.90	$	4.88	$	1,000.00	$	1,020.04	$	4.87		0.97	%		182		366
Class R5	$	1,000.00	$	1,027.20	$	3.38	$	1,000.00	$	1,021.53	$	3.37		0.67	%		182		366
Class Y	$	1,000.00	$	1,023.60	$	3.12	$	1,000.00	$	1,021.78	$	3.12		0.62	%		182		366

The Hartford Short Duration Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,013.20	$	4.30	$	1,000.00	$	1,020.59	$	4.32		0.86	%		182		366
Class B	$	1,000.00	$	1,013.20	$	4.30	$	1,000.00	$	1,020.59	$	4.32		0.86	%		182		366
Class C	$	1,000.00	$	1,008.50	$	7.99	$	1,000.00	$	1,016.91	$	8.02		1.60	%		182		366
Class I	$	1,000.00	$	1,013.80	$	2.75	$	1,000.00	$	1,022.13	$	2.77		0.55	%		182		366
Class R3	$	1,000.00	$	1,010.70	$	5.80	$	1,000.00	$	1,019.10	$	5.82		1.16	%		182		366
Class R4	$	1,000.00	$	1,012.20	$	4.30	$	1,000.00	$	1,020.59	$	4.32		0.86	%		182		366
Class R5	$	1,000.00	$	1,013.70	$	2.80	$	1,000.00	$	1,022.08	$	2.82		0.56	%		182		366
Class Y	$	1,000.00	$	1,014.10	$	2.50	$	1,000.00	$	1,022.38	$	2.51		0.50	%		182		366

68

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Strategic Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,026.20	$	4.84	$	1,000.00	$	1,020.09	$	4.82		0.96	%		182		366
Class B	$	1,000.00	$	1,024.70	$	6.19	$	1,000.00	$	1,018.75	$	6.17		1.23	%		182		366
Class C	$	1,000.00	$	1,022.20	$	8.60	$	1,000.00	$	1,016.36	$	8.57		1.71	%		182		366
Class I	$	1,000.00	$	1,027.40	$	3.58	$	1,000.00	$	1,021.33	$	3.57		0.71	%		182		366
Class R3	$	1,000.00	$	1,025.80	$	6.35	$	1,000.00	$	1,018.60	$	6.32		1.26	%		182		366
Class R4	$	1,000.00	$	1,026.30	$	4.84	$	1,000.00	$	1,020.09	$	4.82		0.96	%		182		366
Class R5	$	1,000.00	$	1,029.00	$	3.33	$	1,000.00	$	1,021.58	$	3.32		0.66	%		182		366
Class R6	$	1,000.00	$	1,028.10	$	3.08	$	1,000.00	$	1,021.83	$	3.07		0.61	%		182		366
Class Y	$	1,000.00	$	1,028.10	$	3.08	$	1,000.00	$	1,021.83	$	3.07		0.61	%		182		366

The Hartford Total Return Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,026.10	$	4.38	$	1,000.00	$	1,020.54	$	4.37		0.87	%		182		366
Class B	$	1,000.00	$	1,022.30	$	8.20	$	1,000.00	$	1,016.76	$	8.17		1.63	%		182		366
Class C	$	1,000.00	$	1,023.40	$	8.05	$	1,000.00	$	1,016.91	$	8.02		1.60	%		182		366
Class I	$	1,000.00	$	1,027.70	$	2.77	$	1,000.00	$	1,022.13	$	2.77		0.55	%		182		366
Class R3	$	1,000.00	$	1,024.30	$	5.89	$	1,000.00	$	1,019.05	$	5.87		1.17	%		182		366
Class R4	$	1,000.00	$	1,027.00	$	4.28	$	1,000.00	$	1,020.64	$	4.27		0.85	%		182		366
Class R5	$	1,000.00	$	1,027.50	$	2.82	$	1,000.00	$	1,022.08	$	2.82		0.56	%		182		366
Class R6	$	1,000.00	$	1,027.50	$	2.47	$	1,000.00	$	1,022.43	$	2.46		0.49	%		182		366
Class Y	$	1,000.00	$	1,029.00	$	2.27	$	1,000.00	$	1,022.63	$	2.26		0.45	%		182		366

The Hartford Unconstrained Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	997.90	$	4.97	$	1,000.00	$	1,019.89	$	5.02		1.00	%		182		366
Class B	$	1,000.00	$	993.10	$	8.67	$	1,000.00	$	1,016.16	$	8.77		1.75	%		182		366
Class C	$	1,000.00	$	994.20	$	8.68	$	1,000.00	$	1,016.16	$	8.77		1.75	%		182		366
Class I	$	1,000.00	$	999.20	$	3.73	$	1,000.00	$	1,021.13	$	3.77		0.75	%		182		366
Class R3	$	1,000.00	$	995.40	$	6.45	$	1,000.00	$	1,018.40	$	6.52		1.30	%		182		366
Class R4	$	1,000.00	$	996.80	$	4.96	$	1,000.00	$	1,019.89	$	5.02		1.00	%		182		366
Class R5	$	1,000.00	$	998.30	$	3.48	$	1,000.00	$	1,021.38	$	3.52		0.70	%		182		366
Class Y	$	1,000.00	$	999.30	$	3.48	$	1,000.00	$	1,021.38	$	3.52		0.70	%		182		366

69

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford World Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Beginning Account Value November 1, 2015		Ending Account Value April 30, 2016		Expenses paid during the period November 1, 2015 through April 30, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,010.90	$	5.30	$	1,000.00	$	1,019.59	$	5.32		1.06	%		182		366
Class C	$	1,000.00	$	1,006.60	$	8.88	$	1,000.00	$	1,016.01	$	8.92		1.78	%		182		366
Class I	$	1,000.00	$	1,011.30	$	3.95	$	1,000.00	$	1,020.94	$	3.97		0.79	%		182		366
Class R3	$	1,000.00	$	1,008.90	$	6.79	$	1,000.00	$	1,018.10	$	6.82		1.36	%		182		366
Class R4	$	1,000.00	$	1,011.10	$	5.30	$	1,000.00	$	1,019.59	$	5.32		1.06	%		182		366
Class R5	$	1,000.00	$	1,011.40	$	3.80	$	1,000.00	$	1,021.08	$	3.82		0.76	%		182		366
Class R6	$	1,000.00	$	1,012.60	$	3.55	$	1,000.00	$	1,021.33	$	3.57		0.71	%		182		366
Class Y	$	1,000.00	$	1,012.70	$	3.40	$	1,000.00	$	1,021.48	$	3.42		0.68	%		182		366

70

Hartford Duration-Hedged Strategic Income Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
AFFILIATED INVESTMENT COMPANIES - 93.9%
		Taxable Fixed Income Funds - 93.9%
	1,415,843	The Hartford Strategic Income Fund	$	12,119,616
		Total Affiliated Investment Companies (cost $12,611,019)	$	12,119,616
		Total Long-Term Investments (cost $12,611,019)	$	12,119,616
SHORT-TERM INVESTMENTS - 4.6%
		Other Investment Pools & Funds - 4.6%
	588,600	BlackRock Liquidity Funds TempFund Portfolio	$	588,600
		Total Short-Term Investments (cost $588,600)	$	588,600

Total Investments (cost $13,199,619)^	98.5	%	$	12,708,216
Other Assets and Liabilities	1.5	%		194,655
Total Net Assets	100.0	%	$	12,902,871

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

71

Hartford Duration-Hedged Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	0
Unrealized Depreciation		(491,403)
Net Unrealized Depreciation	$	(491,403)

Futures Contracts Outstanding at April 30, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Short position contracts:
U.S. Treasury 10-Year Note Future		24		06/21/2016	$	3,133,520	$	3,121,500	$	12,020
U.S. Treasury 2-Year Note Future		14		06/30/2016		3,062,618		3,060,750		1,868
U.S. Treasury 5-Year Note Future		26		06/30/2016		3,156,557		3,143,766		12,791
U.S. Treasury Long Bond Future		9		06/21/2016		1,493,025		1,469,812		23,213
U.S. Treasury Ultra Long Term Bond Future		1		06/21/2016		173,924		171,344		2,580
Total									$	52,472
Total futures contracts									$	52,472

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

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

72

Hartford Duration-Hedged Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Affiliated Investment Companies	$	12,119,616	$	12,119,616	$	—	$	—
Short-Term Investments		588,600		588,600		—		—
Futures Contracts(2)		52,472		52,472		—		—
Total	$	12,760,688	$	12,760,688	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

73

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.2%
			Argentina - 0.5%
	$	222,110	Aeropuertos Argentina 2000 SA 10.75%, 12/01/2020(1)	$	239,923
		165,000	Banco Hipotecario S.A. 9.75%, 11/30/2020(2)		176,467
		50,000	IRSA Propiedades Comerciales S.A. 8.75%, 03/23/2023(2)		52,563
					468,953
			Azerbaijan - 0.5%
		200,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(2)		205,550
		260,000	State Oil Co. of the Azerbaijan Republic 6.95%, 03/18/2030(1)		247,650
					453,200
			Barbados - 0.3%
		240,000	Columbus International, Inc. 7.38%, 03/30/2021(1)		254,928
			Bermuda - 1.1%
		475,000	Digicel Group Ltd. 7.13%, 04/01/2022(1)		386,531
		215,000	GCX Ltd. 7.00%, 08/01/2019(1)		203,173
		510,000	Inkia Energy Ltd. 8.38%, 04/04/2021(1)		525,300
					1,115,004
			Brazil - 0.5%
		200,000	Banco do Brasil S.A. 5.88%, 01/26/2022(1)		189,060
		325,000	Votorantim Cimentos S.A. 7.25%, 04/05/2041(1)		287,527
					476,587
			British Virgin Islands - 2.0%
		245,000	CLP Power HK Finance Ltd. 4.25%, 11/07/2019(1)(3)(4)		249,599
		325,000	CNPC General Capital Ltd. 3.40%, 04/16/2023(1)		327,310
		250,000	FPC Treasury Ltd. 4.50%, 04/16/2023(1)		251,207
		470,000	HLP Finance Ltd. 4.75%, 06/25/2022(1)		504,803
		615,000	SmarTone Finance Ltd. 3.88%, 04/08/2023(1)		598,107
					1,931,026
			Cayman Islands - 3.1%
		250,000	Alibaba Group Holding Ltd. 3.13%, 11/28/2021		253,917
		230,000	Alliance Global Group Cayman Islands, Inc. 6.50%, 08/18/2017(1)		242,075
		360,000	Alpha Star Holding Ltd. 4.97%, 04/09/2019(1)		333,971
		320,000	Comcel Trust via Comunicaciones Celulares S.A. 6.88%, 02/06/2024(1)		302,400
		275,000	Emirates NBD Tier 1 Ltd. 5.75%, 05/30/2019(1)(3)(4)		276,424
		225,000	Geely Automobile Holdings Ltd. 5.25%, 10/06/2019(1)		233,730

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.2% - (continued)
			Cayman Islands - 3.1% - (continued)
	$	300,000	KWG Property Holding Ltd. 8.98%, 01/14/2019(1)	$	319,139
		235,000	Longfor Properties Co., Ltd. 6.88%, 10/18/2019(1)		245,575
		240,000	MAF Global Securities Ltd. 7.13%, 10/29/2018(1)(3)(4)		251,856
		200,000	Semiconductor Manufacturing International Corp. 4.13%, 10/07/2019(1)		205,819
		275,000	Shimao Property Holdings Ltd. 8.38%, 02/10/2022(1)		303,164
					2,968,070
			Chile - 0.5%
		200,000	Cencosud S.A. 5.15%, 02/12/2025(2)		203,351
		350,000	Empresa Electrica Angamos S.A. 4.88%, 05/25/2029(1)		331,245
					534,596
			China - 0.2%
		225,000	Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(2)		231,809
			Colombia - 1.9%
		250,000	Banco de Bogota S.A. 5.38%, 02/19/2023(1)		251,175
		295,000	Colombia Telecomunicaciones S.A. ESP 8.50%, 03/30/2020(2)(3)(4)		262,550
	COP	2,406,000,000	Emgesa S.A. ESP 8.75%, 01/25/2021(1)		813,082
	$	280,000	Empresa de Energia de Bogota S.A. ESP 6.13%, 11/10/2021(1)		291,900
	COP	280,000,000	Empresa de Telecomunicaciones de Bogota 7.00%, 01/17/2023(2)		71,111
		448,000,000	Empresas Publicas de Medellin ESP 8.38%, 02/01/2021(1)		150,068
					1,839,886
			Hong Kong - 0.2%
	$	200,000	Bank of East Asia Ltd. 4.25%, 11/20/2024(1)(4)		201,076
			India - 1.3%
		255,000	Bharti Airtel Ltd. 4.38%, 06/10/2025(2)		260,873
		240,000	ICICI Bank Ltd. 6.38%, 04/30/2022(1)(4)		243,602
		230,000	Indian Oil Corp. Ltd. 5.75%, 08/01/2023(1)		257,407
		230,000	NTPC Ltd. 4.38%, 11/26/2024(1)		239,824
		275,000	Reliance Industries Ltd. 4.88%, 02/10/2045(2)		263,221
					1,264,927
			Ireland - 0.6%
		350,000	Borets Finance Ltd. 7.63%, 09/26/2018(1)		309,820
		250,000	Vnesheconombank Via VEB Finance PLC 6.90%, 07/09/2020(1)		262,500
					572,320

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

74

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.2% - (continued)
			Kazakhstan - 0.8%
	$	295,000	Halyk Savings Bank of Kazakhstan JSC 7.25%, 01/28/2021(1)	$	303,148
		233,000	KazMunayGas National Co. JSC 7.00%, 05/05/2020(1)		248,191
		310,000	Zhaikmunai LLP 6.38%, 02/14/2019(1)		255,378
					806,717
			Luxembourg - 1.7%
		275,000	Altice Finco S.A. 8.13%, 01/15/2024(1)		268,125
	ZAR	475,000	European Investment Bank 0.00%, 12/31/2018(5)		26,897
	$	385,000	MHP S.A. 8.25%, 04/02/2020(1)		344,575
		375,000	Offshore Drilling Holding S.A. 8.38%, 09/20/2020(1)		168,750
		365,000	Petrobras Global Finance B.V. 5.38%, 01/27/2021		324,394
		515,000	VTB Bank OJSC Via VTB Capital S.A. 6.95%, 10/17/2022(1)		512,373
					1,645,114
			Mexico - 1.9%
		220,000	Grupo Televisa S.A.B. 6.13%, 01/31/2046		237,820
		310,000	Mexichem S.A.B. de C.V. 6.75%, 09/19/2042(1)		309,613
			Petroleos Mexicanos
	MXN	20,000,000	7.47%, 11/12/2026		1,006,164
	$	300,000	8.00%, 05/03/2019		333,990
					1,887,587
			Morocco - 0.3%
		295,000	OCP S.A. 6.88%, 04/25/2044(1)		307,169
			Netherlands - 1.7%
		250,000	CIMPOR Financial Operations B.V. 5.75%, 07/17/2024(2)		189,675
		240,000	ICTSI Treasury B.V. 5.88%, 09/17/2025(1)		255,667
		240,000	Listrindo Capital B.V. 6.95%, 02/21/2019(1)		249,300
		330,000	Myriad International Holdings B.V. 5.50%, 07/21/2025(1)		337,273
		75,000	Petrobras Global Finance B.V. 3.00%, 01/15/2019		67,478
		530,000	VTR Finance B.V. 6.88%, 01/15/2024(1)		529,337
					1,628,730
			Peru - 0.6%
		321,000	Banco de Credito del Peru/Panama 6.88%, 09/16/2026(1)(4)		356,310
		250,000	Union Andina de Cementos SAA 5.88%, 10/30/2021(2)		256,875
					613,185
			Philippines - 0.3%
		240,000	SM Investments Corp. 4.88%, 06/10/2024(1)		251,015

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.2% - (continued)
			Singapore - 1.6%
	$	230,000	ABJA Investment Co. Pte Ltd. 5.95%, 07/31/2024(1)	$	218,464
		200,000	BOC Aviation Pte Ltd. 3.88%, 04/27/2026(2)		199,010
		260,000	STATS ChipPAC Ltd. 8.50%, 11/24/2020(2)		263,900
		465,000	Theta Capital Pte Ltd. 6.13%, 11/14/2020(1)		467,280
		390,000	United Overseas Bank Ltd. 3.75%, 09/19/2024(1)(4)		400,608
					1,549,262
			South Korea - 0.4%
		340,000	Shinhan Bank 3.88%, 03/24/2026(2)		343,931
			Thailand - 0.7%
		225,000	Krung Thai Bank PCL/Cayman Islands 5.20%, 12/26/2024(1)(4)		231,832
		435,000	PTT Exploration & Production PCL 4.88%, 06/18/2019(2)(3)(4)		427,993
					659,825
			Turkey - 0.6%
		225,000	Turkiye Is Bankasi 5.38%, 10/06/2021(2)		228,319
		355,000	Yasar Holdings A/S 8.88%, 05/06/2020(2)		369,059
					597,378
			United Arab Emirates - 0.1%
		110,000	DP World Ltd. 6.85%, 07/02/2037(1)		114,055
			United Kingdom - 0.3%
	ZAR	550,000	European Bank for Reconstruction & Development 0.00%, 12/31/2020(5)		25,946
	$	340,000	Tullow Oil PLC 6.25%, 04/15/2022(1)		272,000
					297,946
			United States - 0.5%
		205,000	Cemex Finance LLC 9.38%, 10/12/2022(1)		225,295
		230,000	Southern Copper Corp. 6.75%, 04/16/2040		228,762
					454,057
			Total Corporate Bonds (cost $24,897,718)	$	23,468,353
FOREIGN GOVERNMENT OBLIGATIONS - 67.4%
			Argentina - 0.7%
			Argentine Republic Government International Bond
		150,000	7.50%, 04/22/2026(2)	$	152,250
		150,000	7.63%, 04/22/2046(2)		147,525
			Provincia de Buenos Aires
		150,000	9.13%, 03/16/2024(2)		159,750
		155,045	9.95%, 06/09/2021(2)		168,999
					628,524

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

75

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 67.4% - (continued)
			Brazil - 7.0%
	EUR	100,000	Banco Nacional de Desenvolvimento Economico e Social 3.63%, 01/21/2019(1)	$	111,090
			Brazil Letras do Tesouro Nacional
	BRL	3,724,000	0.00%, 01/01/2018(5)		886,012
		803,000	0.00%, 01/01/2019(5)		170,747
		11,527,000	0.00%, 07/01/2019(5)		2,311,963
			Brazil Notas do Tesouro Nacional Series F
		2,600,000	10.00%, 01/01/2019		715,567
		3,885,000	10.00%, 01/01/2023		999,915
		5,658,000	10.00%, 01/01/2025		1,421,083
		498,000	10.00%, 01/01/2027		122,622
					6,738,999
			Bulgaria - 0.9%
			Bulgaria Government International Bond
	EUR	345,000	2.95%, 09/03/2024 (1)		413,739
		400,000	3.13%, 03/26/2035 (1)		429,650
					843,389
			Chile - 0.1%
	CLP	82,500,000	Chile Government International Bond 5.50%, 08/05/2020		131,740
			Colombia - 5.4%
			Colombian TES
	COP	1,616,900,000	6.00%, 04/28/2028		472,624
		813,600,000	7.00%, 09/11/2019		281,169
		3,277,400,000	7.00%, 05/04/2022		1,107,662
		2,218,800,000	7.50%, 08/26/2026		746,015
		2,450,400,000	7.75%, 09/18/2030		819,986
		2,695,000,000	10.00%, 07/24/2024		1,065,360
		1,870,100,000	11.00%, 07/24/2020		733,434
					5,226,250
			Hungary - 6.2%
			Hungary Government Bond
	HUF	147,850,000	2.50%, 06/22/2018		555,269
		148,690,000	3.00%, 06/26/2024		540,637
		65,620,000	3.50%, 06/24/2020		255,551
		39,570,000	4.00%, 04/25/2018		152,880
		261,360,000	5.50%, 12/20/2018		1,059,599
		49,080,000	5.50%, 06/24/2025		212,809
		27,610,000	6.00%, 11/24/2023		122,949
		22,110,000	6.50%, 06/24/2019		93,263
		45,490,000	7.00%, 06/24/2022		208,363
		428,700,000	7.50%, 11/12/2020		1,937,348
			Hungary Government International Bond
	$	450,000	6.25%, 01/29/2020		501,187
		350,000	6.38%, 03/29/2021		398,475
					6,038,330
			Indonesia - 7.8%
			Indonesia Treasury Bond
	IDR	12,382,000,000	6.63%, 05/15/2033		829,307
		9,228,000,000	7.00%, 05/15/2027		658,933
		1,006,000,000	7.88%, 04/15/2019		77,361
		14,595,000,000	8.25%, 07/15/2021		1,144,846
		6,784,000,000	8.25%, 06/15/2032		531,182
		18,026,000,000	8.38%, 03/15/2024		1,426,115
		15,667,000,000	8.38%, 09/15/2026		1,242,977
		11,802,000,000	8.38%, 03/15/2034		936,795
		8,176,000,000	9.00%, 03/15/2029		674,080
					7,521,596

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 67.4% - (continued)
			Kazakhstan - 0.1%
	EUR	125,000	KazAgro National Management Holding JSC 3.26%, 05/22/2019(1)	$	132,396
			Malaysia - 4.6%
			Malaysia Government Bond
	MYR	315,000	3.49%, 03/31/2020		80,507
		2,095,000	3.65%, 10/31/2019		539,864
		2,910,000	3.76%, 03/15/2019		754,171
		1,040,000	3.80%, 09/30/2022		266,470
		3,015,000	3.84%, 04/15/2033		726,912
		755,000	3.89%, 07/31/2020		195,600
		1,310,000	3.96%, 09/15/2025		335,979
		1,645,000	4.05%, 09/30/2021		428,550
		1,625,000	4.38%, 11/29/2019		428,561
		2,540,000	4.50%, 04/15/2030		668,314
					4,424,928
			Mexico - 6.2%
			Mexican Bonos
	MXN	1,371,500	5.75%, 03/05/2026		79,114
		27,587,600	6.50%, 06/10/2021		1,690,982
		11,073,900	6.50%, 06/09/2022		677,324
		4,838,600	7.75%, 05/29/2031		320,557
		8,877,300	7.75%, 11/23/2034		592,134
		6,331,900	7.75%, 11/13/2042		426,112
		5,072,400	8.00%, 06/11/2020		326,528
		908,300	8.50%, 05/31/2029		63,927
		1,778,700	8.50%, 11/18/2038		128,103
		7,608,800	10.00%, 12/05/2024		569,984
		3,615,100	10.00%, 11/20/2036		295,879
		12,107,937	Mexican Udibonos 4.50%, 12/04/2025(6)		793,503
					5,964,147
			Mongolia - 0.2%
	$	200,000	Mongolia Government International Bond 10.88%, 04/06/2021(2)		203,494
			Peru - 1.4%
			Peru Government Bond
	PEN	761,000	5.70%, 08/12/2024		229,503
		378,000	6.85%, 02/12/2042		115,315
		1,995,000	6.90%, 08/12/2037		617,354
		325,000	6.95%, 08/12/2031		102,403
		899,000	8.20%, 08/12/2026		314,285
					1,378,860
			Poland - 8.0%
			Poland Government Bond
	PLN	7,625,000	1.50%, 04/25/2020		1,957,289
		850,000	2.00%, 04/25/2021		220,065
		2,900,000	2.50%, 07/25/2026		721,115
		2,165,000	3.25%, 07/25/2025		582,118
		5,600,000	4.00%, 10/25/2023		1,587,739
		2,775,000	5.50%, 10/25/2019		817,142
		995,000	5.75%, 10/25/2021		305,907
		2,005,000	5.75%, 09/23/2022		625,624
		2,925,000	5.75%, 04/25/2029		959,891
					7,776,890

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

76

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 67.4% - (continued)
			Russia - 3.7%
			Russian Federal Bond - OFZ
	RUB	18,485,000	6.40%, 05/27/2020	$	261,269
		2,780,000	7.00%, 01/25/2023		39,185
		24,205,000	7.00%, 08/16/2023		339,687
		39,175,000	7.05%, 01/19/2028		532,233
		10,305,000	7.50%, 02/27/2019		152,811
		23,925,000	7.50%, 08/18/2021		347,947
		29,800,000	7.60%, 04/14/2021		437,759
		45,015,000	7.60%, 07/20/2022		655,569
		57,140,000	8.50%, 09/17/2031		861,968
					3,628,428
			South Africa - 7.4%
			South Africa Government Bond
	ZAR	7,842,218	6.25%, 03/31/2036		390,094
		10,565,000	6.50%, 02/28/2041		523,112
		26,370,000	6.75%, 03/31/2021		1,722,699
		16,450,000	7.00%, 02/28/2031		933,907
		10,310,000	8.00%, 01/31/2030		649,153
		8,450,000	8.25%, 03/31/2032		532,219
		10,240,000	8.50%, 01/31/2037		645,321
		8,360,000	8.75%, 01/31/2044		531,530
		2,875,000	8.75%, 02/28/2048		182,173
		13,610,000	10.50%, 12/21/2026		1,054,438
					7,164,646
			Thailand - 2.7%
			Thailand Government Bond
	THB	2,637,925	1.20%, 07/14/2021(1)(6)		74,207
		13,640,877	1.25%, 03/12/2028(1)(6)		370,901
		17,975,000	3.63%, 06/16/2023		581,735
		31,844,000	3.65%, 12/17/2021		1,012,723
		585,000	3.85%, 12/12/2025		19,757
		15,725,000	4.88%, 06/22/2029		592,936
					2,652,259
			Turkey - 5.0%
			Turkey Government Bond
	TRY	1,750,000	7.10%, 03/08/2023		564,153
		875,000	8.50%, 07/10/2019		308,580
		975,000	8.50%, 09/14/2022		339,490
		625,000	8.80%, 11/14/2018		222,592
		1,740,000	8.80%, 09/27/2023		613,477
		1,220,000	9.00%, 07/24/2024		433,846
		325,000	9.40%, 07/08/2020		117,897
		1,425,000	10.40%, 03/20/2024		546,980
		225,000	10.50%, 01/15/2020		84,395
		4,175,000	10.70%, 02/17/2021		1,591,364
					4,822,774
			Total Foreign Government Obligations (cost $63,775,106)	$	65,277,650
			Total Long-Term Investments (cost $88,672,824)	$	88,746,003

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 5.5%
		Other Investment Pools & Funds - 5.5%
	5,303,090	BlackRock Liquidity Funds TempFund Portfolio	$	5,303,090
		Total Short-Term Investments (cost $5,303,090)	$	5,303,090

Total Investments Excluding Purchased Options (cost $93,975,914)	97.1	%	$	94,049,093
Total Purchased Options (cost $682,761)	0.7	%	$	679,440
Total Investments (cost $94,658,675)^	97.8	%	$	94,728,533
Other Assets and Liabilities	2.2	%		2,156,904
Total Net Assets	100.0	%	$	96,885,437

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

77

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	4,745,128
Unrealized Depreciation		(4,675,270	)
Net Unrealized Appreciation	$	69,858

⁽¹⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $18,488,711, which represents 19.1% of total net assets.

⁽²⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $4,838,275, which represents 5.0% of total net assets.

⁽³⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁴⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽⁵⁾  Security is a zero-coupon bond.

⁽⁶⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

OTC Option Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
EUR Call/PLN Put		MSC		4.51 PLN per EUR		07/22/16		EUR	1,700,000		$	14,590		$	13,802		$	788
USD Call/PLN Put		DEUT		4.02 PLN per USD		05/24/16		USD	1,936,000			1,407			65,301			(63,894	)
USD Call/TRY Put		BOA		3.95 TRY per USD		02/19/18		USD	919,000			30,620			68,557			(37,937	)
Total Calls									4,555,000		$	46,617		$	147,660		$	(101,043	)
Puts
USD Put/BRL Call		DEUT		3.80 BRL per USD		05/02/16		USD	1,604,000		$	163,438		$	109,649		$	53,789
USD Put/COP Call		JPM		2,920.00 COP per USD		09/28/16		USD	1,814,000			82,592			53,423			29,169
USD Put/IDR Call		DEUT		13,555.00 IDR per USD		06/03/16		USD	1,870,000			47,765			23,524			24,241
USD Put/INR Call		GSC		67.00 INR per USD		10/26/16		USD	957,000			11,491			11,561			(70	)
USD Put/MXN Call		GSC		16.92 MXN per USD		10/20/16		USD	964,000			19,247			19,984			(737	)
USD Put/MXN Call		JPM		17.77 MXN per USD		02/16/17		USD	909,000			45,929			29,479			16,450
USD Put/MXN Call		GSC		16.82 MXN per USD		03/08/17		USD	1,863,000			47,566			50,394			(2,828	)
USD Put/RUB Call		DEUT		58.20 RUB per USD		03/20/17		USD	3,378,000			50,947			60,736			(9,789	)
USD Put/ZAR Call		BCLY		14.25 ZAR per USD		10/11/16		USD	931,000			31,109			23,833			7,276
Total Puts									14,290,000		$	500,084		$	382,583		$	117,501
Total purchased option contracts									18,845,000		$	546,701		$	530,243		$	16,458
Written option contracts:
Calls
USD Call/BRL Put		DEUT		3.70 BRL per USD		05/12/16		USD	(924,000	)	$	(726	)	$	(32,331	)	$	31,605
USD Call/MXN Put		DEUT		21.19 MXN per USD		02/16/17		USD	(1,838,000	)		(18,269	)		(45,012	)		26,743
USD Call/MYR Put		JPM		4.09 MYR per USD		07/27/16		USD	(1,950,000	)		(21,799	)		(21,450	)		(349	)
USD Call/TRY Put		BOA		6.05 TRY per USD		02/19/18		USD	(919,000	)		(8,130	)		(19,299	)		11,169
Total Calls									(5,631,000	)	$	(48,924	)	$	(118,092	)	$	69,168

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

78

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Option Contracts Outstanding at April 30, 2016 - (continued)
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Puts
EUR Put/PLN Call		MSC		4.27 PLN per EUR		07/22/16		EUR	(1,700,000	)	$	(9,131	)	$	(10,595	)	$	1,464
USD Put/BRL Call		BOA		3.80 BRL per USD		05/02/16		USD	(1,604,000	)		(163,438	)		(16,521	)		(146,917	)
USD Put/BRL Call		DEUT		3.70 BRL per USD		05/12/16		USD	(924,000	)		(65,504	)		(32,331	)		(33,173	)
USD Put/BRL Call		BCLY		3.39 BRL per USD		06/16/16		USD	(948,000	)		(11,932	)		(12,495	)		563
USD Put/COP Call		JPM		2,920.00 COP per USD		05/26/16		USD	(1,814,000	)		(57,891	)		(25,214	)		(32,677	)
USD Put/IDR Call		MSC		13,065.00 IDR per USD		06/03/16		USD	(1,870,000	)		(8,912	)		(8,768	)		(144	)
USD Put/INR Call		GSC		64.85 INR per USD		10/26/16		USD	(1,915,000	)		(7,488	)		(7,277	)		(211	)
USD Put/MXN Call		JPM		17.28 MXN per USD		05/12/16		USD	(909,000	)		(9,665	)		(6,963	)		(2,702	)
USD Put/MXN Call		GSC		16.28 MXN per USD		10/20/16		USD	(1,929,000	)		(17,952	)		(18,538	)		586
USD Put/MXN Call		GSC		15.63 MXN per USD		03/08/17		USD	(3,727,000	)		(31,896	)		(31,717	)		(179	)
USD Put/MYR Call		GSC		3.83 MYR per USD		07/27/16		USD	(1,950,000	)		(25,219	)		(20,397	)		(4,822	)
USD Put/RUB Call		DEUT		64.70 RUB per USD		06/20/16		USD	(3,378,000	)		(76,093	)		(59,588	)		(16,505	)
USD Put/ZAR Call		BCLY		14.25 ZAR per USD		05/11/16		USD	(931,000	)		(11,515	)		(7,169	)		(4,346	)
Total Puts									(23,599,000	)	$	(496,636	)	$	(257,573	)	$	(239,063	)
Total written option contracts									(29,230,000	)	$	(545,560	)	$	(375,665	)	$	(169,895	)

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate			Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
Interest Rate Swaption KRW		BOA		1.95	%		01/26/18		KRW	1,034,545,000	$	29,448	$	19,639	$	9,809
Interest Rate Swaption KRW		CBK		1.94	%		01/26/18		KRW	2,069,095,000		57,833		38,846		18,987
Total Calls										3,103,640,000	$	87,281	$	58,485	$	28,796
Puts
Interest Rate Swaption KRW		BOA		1.95	%		01/26/18		KRW	1,034,545,000	$	11,985	$	19,639	$	(7,654	)
Interest Rate Swaption KRW		CBK		1.94	%		01/26/18		KRW	2,069,095,000		24,539		38,846		(14,307	)
Interest Rate Swaption USD		GSC		2.25	%		07/27/16		USD	6,025,000		8,934		35,548		(26,614	)
Total Puts										3,109,665,000	$	45,458	$	94,033	$	(48,575	)
Total purchased swaption contracts										6,213,305,000	$	132,739	$	152,518	$	(19,779	)

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate			Expiration Date			Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Puts
Interest Rate Swaption USD		GSC		2.50	%		USD	07/27/16		USD	(6,025,000	)	$	(2,516	)	$	(8,435	)	$	5,919
Total written swaption contracts											(6,025,000	)	$	(2,516	)	$	(8,435	)	$	5,919

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

79

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Short position contracts:
Euro BUXL 30-Year Bond Future		2		06/08/2016	$	374,203	$	374,385	$	(182	)
Euro-Bund Future		1		06/08/2016		187,261		185,361		1,900
U.S. Treasury 10-Year Note Future		16		06/21/2016		2,080,736		2,081,000		(264	)
Total									$	1,454
Total futures contracts									$	1,454

Cross Currency Swap Contracts Outstanding at April 30, 2016
Receive	Pay	Maturity Date(1)		Counter- party		Notional Amount of Currency Received			Notional Amount of Currency Delivered			Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 9.17% based on the notional amount of currency delivered		06/15/18		JPM		USD	1,417,355		RUB	103,800,000	$	—	$	(25,815	)	$	(185,177	)	$	(159,362	)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 8.5% based on the notional amount of currency delivered		06/15/21		JPM		USD	801,529		RUB	58,700,000		14,599		—			(92,431	)		(107,030	)
Fixed Rate equal to 9.17% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		06/15/18		JPM		RUB	103,800,000		USD	1,417,355		—		(3,383	)		141,224			144,607
Fixed Rate equal to 8.5% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		06/15/21		JPM		RUB	58,700,000		USD	801,529		14,599		—			104,720			90,121
Total												$	29,198	$	(29,198	)	$	(31,664	)	$	(31,664	)

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

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

80

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.98% Fixed	3M KRW KSDA		KRW	1,605,000,000		12/16/25	$	—	$	—	$	(45,140	)	$	(45,140	)
BCLY	3M KRW KSDA	1.54% Fixed		KRW	7,363,975,000		12/16/17		—		—		10,906			10,906
BCLY	2.72% Fixed	6M PLN WIBOR		PLN	6,545,000		12/16/25		—		—		(70,667	)		(70,667	)
BOA	1M MXIBTIIE	6.65% Fixed		MXN	15,975,000		12/06/23		—		—		49,933			49,933
BOA	1M MXIBTIIE	6.14% Fixed		MXN	8,575,000		04/16/26		—		—		1,843			1,843
BOA	5.19% Fixed	3M Banco Central De La Republica		COP	1,202,275,000		12/16/19		—		—		16,576			16,576
BOA	BZDIOVRA	12.32% Fixed		BRL	2,880,798		01/02/18		—		—		(17,987	)		(17,987	)
BOA	BZDIOVRA	15.65% Fixed		BRL	4,575,470		01/04/21		—		—		198,923			198,923
DEUT	1M MXIBTIIE	4.63% Fixed		MXN	34,115,000		04/19/18		—		—		(486	)		(486	)
DEUT	1M MXIBTIIE	6.04% Fixed		MXN	8,515,000		04/09/26		—		—		(1,718	)		(1,718	)
DEUT	5.30% Fixed	1M MXIBTIIE		MXN	29,275,000		04/15/21		—		—		2,335			2,335
DEUT	2.68% Fixed	6M PLN WIBOR		PLN	2,105,000		07/13/25		—		—		(26,677	)		(26,677	)
DEUT	6M PLN WIBOR	2.28% Fixed		PLN	1,280,000		06/17/25		—		—		4,495			4,495
DEUT	6M PLN WIBOR	2.14% Fixed		PLN	1,600,000		06/17/25		—		—		176			176
DEUT	BZDIOVRA	10.55% Fixed		BRL	692,024		01/02/17		—		—		(4,186	)		(4,186	)
DEUT	BZDIOVRA	9.12% Fixed		BRL	4,615,996		01/02/17		—		—		(160,587	)		(160,587	)
GSC	1M MXIBTIIE	6.12% Fixed		MXN	3,750,000		04/15/26		—		—		403			403
GSC	1.59% Fixed	3M South Korean Won		KRW	445,275,000		06/15/26		—		—		1,854			1,854
GSC	2.46% Fixed	6M HUF BUBOR		HUF	321,000,000		03/13/20		—		—		(58,963	)		(58,963	)
GSC	6M HUF BUBOR	1.36% Fixed		HUF	214,500,000		06/15/21		—		—		(1,206	)		(1,206	)
GSC	BZDIOVRA	9.03% Fixed		BRL	2,176,869		01/02/17		—		—		(70,976	)		(70,976	)
GSC	4.86% Fixed	CLICP Camara Promedio A		CLP	67,175,000		03/16/26		—		—		(3,299	)		(3,299	)
GSC	CLICP Camara Promedio A	4.50% Fixed		CLP	119,515,000		03/16/21		—		—		3,975			3,975
JPM	4.28% Fixed	1M MXIBTIIE		MXN	70,250,000		11/22/17		—		—		16,863			16,863
JPM	5.24% Fixed	3M Banco Central De La Republica		COP	2,106,949,142		12/18/19		—		—		27,849			27,849
JPM	5.25% Fixed	3M Banco Central De La Republica		COP	2,197,870,000		12/16/19		—		—		32,920			32,920
JPM	3M ZAR JIBAR	8.61% Fixed		ZAR	10,350,000		06/15/26		—		—		399			399
MSC	1M MXIBTIIE	4.65% Fixed		MXN	34,110,000		04/23/18		—		—		1,590			1,590
MSC	1M MXIBTIIE	6.12% Fixed		MXN	8,510,000		04/13/26		—		—		1,515			1,515
MSC	5.36% Fixed	1M MXIBTIIE		MXN	29,275,000		04/19/21		—		—		(3,336	)		(3,336	)
MSC	11.46% Fixed	BZDIOVRA		BRL	5,356,245		01/04/21		—		—		115,086			115,086
Total								$	—	$	—	$	22,413		$	22,413

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
0.95% Fixed	3M USD LIBOR	USD	2,115,000		04/26/18	$	—	$	—	$	(1,607	)	$	(1,607	)
0.95% Fixed	3M USD LIBOR	USD	2,110,000		04/26/18		—		—		(1,645	)		(1,645	)
1.74% Fixed	3M USD LIBOR	USD	410,000		04/26/26		—		—		(1,651	)		(1,651	)
1.74% Fixed	3M USD LIBOR	USD	415,000		04/26/26		—		—		(1,750	)		(1,750	)
2.03% Fixed	3M USD LIBOR	USD	1,150,000		12/03/25		—		—		(45,657	)		(45,657	)
3M USD LIBOR	0.97% Fixed	USD	7,950,000		12/03/17		—		—		34,201			34,201
3M USD LIBOR	1.31% Fixed	USD	1,590,000		04/26/21		—		—		4,804			4,804
3M USD LIBOR	1.31% Fixed	USD	1,585,000		04/26/21		—		—		4,673			4,673
3M USD LIBOR	1.90% Fixed	USD	810,000		07/29/26		—		—		12,041			12,041
Total						$	—	$	—	$	3,409		$	3,409

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

81

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
ARS	Buy		07/05/16	BOA	$	205,714	$	216,291	$	10,577
ARS	Buy		10/03/16	BOA		197,320		206,209		8,889
AUD	Buy		06/15/16	WEST		1,513,040		1,540,525		27,485
AUD	Sell		06/15/16	JPM		18,916		18,972		(56	)
AUD	Sell		06/15/16	WEST		2,042,232		2,079,330		(37,098	)
BRL	Buy		05/04/16	MSC		2,873,244		2,945,901		72,657
BRL	Buy		05/04/16	BCLY		296,820		304,869		8,049
BRL	Buy		06/02/16	MSC		2,469,610		2,869,147		399,537
BRL	Buy		06/02/16	MSC		1,898,152		2,230,025		331,873
BRL	Buy		06/02/16	MSC		3,569,278		3,682,575		113,297
BRL	Buy		06/02/16	MSC		3,571,488		3,682,287		110,799
BRL	Buy		06/02/16	MSC		820,402		927,619		107,217
BRL	Buy		06/02/16	SCB		896,328		954,944		58,616
BRL	Buy		06/02/16	BCLY		553,236		609,784		56,548
BRL	Buy		06/02/16	BCLY		427,834		467,405		39,571
BRL	Buy		06/02/16	MSC		663,966		702,402		38,436
BRL	Buy		06/02/16	JPM		567,035		589,650		22,615
BRL	Buy		06/02/16	MSC		347,232		369,610		22,378
BRL	Buy		06/02/16	BNP		567,788		589,649		21,861
BRL	Buy		06/02/16	MSC		338,021		359,543		21,522
BRL	Buy		06/02/16	MSC		108,036		127,997		19,961
BRL	Buy		06/02/16	BCLY		257,035		273,252		16,217
BRL	Buy		06/02/16	MSC		346,964		362,418		15,454
BRL	Buy		06/02/16	MSC		690,073		704,415		14,342
BRL	Buy		06/02/16	DEUT		189,848		202,782		12,934
BRL	Buy		06/02/16	BCLY		290,965		300,578		9,613
BRL	Buy		06/02/16	MSC		54,152		62,704		8,552
BRL	Buy		06/02/16	MSC		168,985		177,183		8,198
BRL	Buy		06/02/16	JPM		324,029		332,217		8,188
BRL	Buy		06/02/16	BCLY		324,621		332,217		7,596
BRL	Buy		06/02/16	SSG		157,967		165,389		7,422
BRL	Buy		06/02/16	DEUT		185,936		191,276		5,340
BRL	Buy		06/02/16	DEUT		63,240		67,594		4,354
BRL	Buy		06/02/16	MSC		21,877		25,599		3,722
BRL	Buy		06/02/16	DEUT		321,754		325,026		3,272
BRL	Buy		06/02/16	MSC		42,114		44,871		2,757
BRL	Buy		06/02/16	MSC		282,233		282,457		224
BRL	Buy		06/20/16	BCLY		230,312		237,357		7,045
BRL	Sell		05/04/16	BCLY		413,799		424,203		(10,404	)
BRL	Sell		05/04/16	BOA		272,761		316,192		(43,431	)
BRL	Sell		05/04/16	DEUT		1,590,263		1,640,773		(50,510	)
BRL	Sell		05/04/16	DEUT		779,339		869,601		(90,262	)
BRL	Sell		06/02/16	BCLY		392,467		392,620		(153	)
BRL	Sell		06/02/16	MSC		91,705		94,919		(3,214	)
BRL	Sell		06/02/16	MSC		102,741		111,602		(8,861	)
BRL	Sell		06/02/16	GSC		230,982		240,174		(9,192	)
BRL	Sell		06/02/16	SSG		127,124		149,570		(22,446	)
BRL	Sell		06/02/16	MSC		402,138		426,273		(24,135	)
BRL	Sell		06/02/16	BCLY		316,287		342,284		(25,997	)
BRL	Sell		06/02/16	BCLY		315,566		342,284		(26,718	)
BRL	Sell		06/02/16	MSC		379,978		425,123		(45,145	)
BRL	Sell		06/02/16	MSC		400,256		449,571		(49,315	)
BRL	Sell		06/02/16	MSC		399,611		449,284		(49,673	)
BRL	Sell		06/02/16	CIB		695,941		752,162		(56,221	)
BRL	Sell		06/02/16	DEUT		531,314		595,402		(64,088	)
BRL	Sell		06/02/16	MSC		2,849,840		2,918,332		(68,492	)
BRL	Sell		06/02/16	MSC		383,828		453,023		(69,195	)
BRL	Sell		06/02/16	MSC		1,432,971		1,525,609		(92,638	)

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

82

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
BRL	Sell		06/02/16	MSC	$	1,215,617	$	1,412,281	$	(196,664	)
BRL	Sell		11/03/17	MSC		3,152,672		3,235,790		(83,118	)
BRL	Sell		11/03/17	MSC		3,152,037		3,235,537		(83,500	)
CLP	Buy		06/15/16	SSG		5,065,723		5,267,938		202,215
CLP	Sell		06/15/16	SCB		29,722		30,599		(877	)
CLP	Sell		06/15/16	SSG		5,580,519		5,803,284		(222,765	)
CNH	Sell		06/15/16	CBK		39,825		39,850		(25	)
CNH	Sell		06/15/16	JPM		112,119		112,164		(45	)
CNH	Sell		06/15/16	BNP		28,658		28,772		(114	)
CNH	Sell		06/15/16	BCLY		1,591,070		1,605,232		(14,162	)
COP	Buy		06/15/16	SSG		453,750		508,676		54,926
COP	Buy		06/15/16	RBS		168,708		184,366		15,658
COP	Buy		06/15/16	SSG		162,680		171,399		8,719
COP	Buy		06/15/16	CIB		311,740		318,886		7,146
COP	Buy		06/15/16	SSG		226,031		231,251		5,220
COP	Buy		06/15/16	SCB		39,845		42,946		3,101
COP	Buy		06/15/16	DEUT		71,652		71,808		156
COP	Sell		06/15/16	GSC		60,555		62,397		(1,842	)
COP	Sell		06/15/16	BNP		283,387		303,762		(20,375	)
COP	Sell		06/15/16	SSG		306,121		343,177		(37,056	)
COP	Sell		06/15/16	UBS		537,480		578,372		(40,892	)
COP	Sell		06/15/16	CIB		397,881		445,073		(47,192	)
COP	Sell		06/15/16	BNP		1,200,468		1,294,987		(94,519	)
COP	Sell		09/30/16	JPM		71,820		76,362		(4,542	)
EUR	Buy		06/15/16	MSC		819,371		842,807		23,436
EUR	Buy		06/15/16	JPM		1,602,372		1,611,079		8,707
EUR	Sell		06/15/16	BNP		110,732		111,227		(495	)
EUR	Sell		06/15/16	BCLY		78,987		80,268		(1,281	)
EUR	Sell		06/15/16	MSC		258,009		261,442		(3,433	)
EUR	Sell		06/15/16	CIB		1,470,947		1,502,145		(31,198	)
EUR	Sell		07/26/16	MSC		860,292		873,753		(13,461	)
HUF	Buy		06/15/16	CBK		1,928,778		1,973,993		45,215
HUF	Buy		06/15/16	CSFB		410,194		415,236		5,042
HUF	Buy		06/15/16	GSC		639,782		643,174		3,392
HUF	Buy		06/15/16	JPM		190,298		192,594		2,296
HUF	Buy		06/15/16	BNP		170,667		172,567		1,900
HUF	Buy		06/15/16	CBK		150,289		151,980		1,691
HUF	Buy		06/15/16	BNP		76,623		77,771		1,148
HUF	Buy		06/15/16	JPM		127,539		128,395		856
HUF	Buy		06/15/16	CBK		22,450		23,239		789
HUF	Buy		06/15/16	BCLY		99,293		99,911		618
HUF	Buy		06/15/16	SGG		35,180		35,441		261
HUF	Sell		06/15/16	BOA		43,458		44,752		(1,294	)
HUF	Sell		06/15/16	JPM		99,125		101,616		(2,491	)
HUF	Sell		06/15/16	MSC		300,055		305,959		(5,904	)
HUF	Sell		06/15/16	CBK		224,159		231,350		(7,191	)
HUF	Sell		06/15/16	CBK		4,105,662		4,201,909		(96,247	)
IDR	Buy		06/15/16	JPM		1,986,591		1,991,450		4,859
IDR	Buy		06/15/16	JPM		876,967		880,828		3,861
IDR	Buy		06/15/16	SSG		189,101		192,737		3,636
IDR	Buy		06/15/16	HSBC		227,815		229,915		2,100
IDR	Buy		06/15/16	BNP		169,568		171,514		1,946
IDR	Buy		06/15/16	DEUT		94,423		94,299		(124	)
IDR	Buy		06/15/16	JPM		179,563		179,191		(372	)
IDR	Buy		06/15/16	BCLY		118,054		116,877		(1,177	)
IDR	Buy		06/15/16	UBS		246,346		244,816		(1,530	)
IDR	Buy		06/15/16	DEUT		440,197		437,630		(2,567	)
IDR	Sell		06/07/16	MSC		1,067,653		1,088,462		(20,809	)

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

83

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
IDR	Sell		06/15/16	GSC	$	240,198	$	236,989	$	3,209
IDR	Sell		06/15/16	BCLY		241,345		240,301		1,044
IDR	Sell		06/15/16	SSG		201,435		200,715		720
IDR	Sell		06/15/16	GSC		92,865		92,568		297
IDR	Sell		06/15/16	UBS		114,916		114,920		(4	)
IDR	Sell		06/15/16	JPM		735,060		736,858		(1,798	)
IDR	Sell		06/15/16	BCLY		227,427		231,749		(4,322	)
INR	Buy		06/15/16	SSG		213,403		214,128		725
INR	Buy		06/15/16	BCLY		654,922		654,115		(807	)
INR	Buy		06/15/16	DEUT		656,002		654,115		(1,887	)
INR	Sell		06/15/16	DEUT		841,831		843,812		(1,981	)
KRW	Buy		06/15/16	CBK		2,348,248		2,492,413		144,165
KRW	Sell		06/15/16	BCLY		1,651,123		1,668,717		(17,594	)
KRW	Sell		06/15/16	CBK		856,249		908,816		(52,567	)
MXN	Buy		06/15/16	SSG		3,647,860		3,783,596		135,736
MXN	Buy		06/15/16	JPM		611,494		639,326		27,832
MXN	Buy		06/15/16	RBC		769,808		779,052		9,244
MXN	Buy		06/15/16	SCB		633,608		642,798		9,190
MXN	Buy		06/15/16	RBC		539,877		545,770		5,893
MXN	Buy		06/15/16	DEUT		245,884		251,101		5,217
MXN	Buy		06/15/16	BNP		133,705		138,858		5,153
MXN	Buy		06/15/16	MSC		282,675		287,552		4,877
MXN	Buy		06/15/16	MSC		262,053		266,839		4,786
MXN	Buy		06/15/16	GSC		250,171		254,053		3,882
MXN	Buy		06/15/16	BCLY		342,768		346,567		3,799
MXN	Buy		06/15/16	UBS		367,668		370,867		3,199
MXN	Buy		06/15/16	RBC		83,703		86,555		2,852
MXN	Buy		06/15/16	GSC		475,234		477,903		2,669
MXN	Buy		06/15/16	BCLY		189,593		192,087		2,494
MXN	Buy		06/15/16	GSC		209,578		211,874		2,296
MXN	Buy		06/15/16	DEUT		73,748		75,794		2,046
MXN	Buy		06/15/16	MSC		170,056		171,432		1,376
MXN	Buy		06/15/16	RBC		196,882		197,294		412
MXN	Buy		06/15/16	HSBC		254,402		254,227		(175	)
MXN	Buy		06/15/16	DEUT		649,237		645,690		(3,547	)
MXN	Buy		02/10/17	JPM		2,182,215		2,322,181		139,966
MXN	Buy		02/10/17	DEUT		1,236,655		1,309,588		72,933
MXN	Sell		05/16/16	JPM		171,071		177,691		(6,620	)
MXN	Sell		06/15/16	GSC		89,069		90,258		(1,189	)
MXN	Sell		06/15/16	BCLY		106,046		108,483		(2,437	)
MXN	Sell		06/15/16	BCLY		106,001		108,483		(2,482	)
MXN	Sell		06/15/16	GSC		146,914		150,430		(3,516	)
MXN	Sell		06/15/16	GSC		230,417		234,149		(3,732	)
MXN	Sell		06/15/16	DEUT		414,012		418,021		(4,009	)
MXN	Sell		06/15/16	RBS		413,542		418,020		(4,478	)
MXN	Sell		06/15/16	UBS		252,327		257,408		(5,081	)
MXN	Sell		06/15/16	BCLY		334,555		340,782		(6,227	)
MXN	Sell		06/15/16	BCLY		580,759		590,089		(9,330	)
MXN	Sell		06/15/16	BCLY		410,704		425,253		(14,549	)
MXN	Sell		06/15/16	SSG		2,932,958		3,042,092		(109,134	)
MXN	Sell		02/10/17	JPM		3,349,520		3,631,770		(282,250	)
MXN	Sell		02/21/17	DEUT		274,192		292,655		(18,463	)
MXN	Sell		03/10/17	GSC		850,573		846,239		4,334
MYR	Buy		06/15/16	JPM		6,401,306		6,749,560		348,254
MYR	Buy		06/15/16	JPM		575,830		596,832		21,002
MYR	Buy		06/15/16	BCLY		471,733		482,056		10,323
MYR	Buy		06/15/16	JPM		273,736		283,113		9,377
MYR	Buy		06/15/16	BNP		56,223		56,113		(110	)

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

84

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
MYR	Buy		06/15/16	DEUT	$	63,898	$	63,764	$	(134	)
MYR	Buy		06/15/16	CBK		46,517		45,910		(607	)
MYR	Buy		06/15/16	CBK		213,422		211,696		(1,726	)
MYR	Sell		06/15/16	CBK		432,134		428,750		3,384
MYR	Sell		06/15/16	GSC		87,146		86,719		427
MYR	Sell		06/15/16	DEUT		197,269		197,158		111
MYR	Sell		06/15/16	DEUT		176,118		176,244		(126	)
MYR	Sell		06/15/16	DEUT		101,693		108,144		(6,451	)
MYR	Sell		06/15/16	BOA		237,467		252,506		(15,039	)
MYR	Sell		06/15/16	BCLY		2,132,219		2,179,968		(47,749	)
MYR	Sell		07/29/16	JPM		366,667		363,615		3,052
MYR	Sell		07/29/16	GSC		459,598		467,869		(8,271	)
NZD	Buy		06/15/16	CSFB		1,454,035		1,525,377		71,342
NZD	Sell		06/15/16	JPM		30,307		31,343		(1,036	)
NZD	Sell		06/15/16	CSFB		1,971,911		2,068,663		(96,752	)
PEN	Buy		06/15/16	JPM		1,450,022		1,526,952		76,930
PEN	Buy		06/15/16	CIB		577,089		608,842		31,753
PEN	Buy		06/15/16	JPM		30,814		31,805		991
PEN	Buy		06/15/16	SSG		46,352		46,951		599
PEN	Buy		06/15/16	DEUT		608		606		(2	)
PEN	Buy		06/15/16	DEUT		60,018		59,975		(43	)
PEN	Buy		06/15/16	MSC		27,052		26,959		(93	)
PEN	Buy		06/15/16	DEUT		63,453		63,004		(449	)
PEN	Buy		06/15/16	MSC		63,667		63,005		(662	)
PEN	Sell		06/15/16	SSG		16,279		16,659		(380	)
PEN	Sell		06/15/16	BNP		32,768		33,623		(855	)
PEN	Sell		06/15/16	DEUT		33,500		34,531		(1,031	)
PEN	Sell		06/15/16	BCLY		49,112		50,282		(1,170	)
PEN	Sell		06/15/16	CIB		547,517		577,643		(30,126	)
PEN	Sell		06/15/16	JPM		1,376,097		1,449,105		(73,008	)
PHP	Buy		06/15/16	DEUT		1,155,734		1,161,936		6,202
PHP	Buy		06/15/16	JPM		90,192		89,772		(420	)
PHP	Buy		06/15/16	JPM		90,539		89,773		(766	)
PHP	Buy		06/15/16	JPM		78,840		78,072		(768	)
PHP	Buy		06/15/16	BCLY		363,365		362,068		(1,297	)
PHP	Buy		06/15/16	BCLY		186,231		184,437		(1,794	)
PHP	Buy		06/15/16	SCB		441,662		435,247		(6,415	)
PHP	Sell		06/15/16	BCLY		1,589,039		1,575,932		13,107
PHP	Sell		06/15/16	DEUT		434,304		428,227		6,077
PLN	Buy		06/15/16	CBK		3,566,130		3,630,424		64,294
PLN	Buy		06/15/16	BCLY		353,186		362,519		9,333
PLN	Buy		06/15/16	CBK		244,229		248,398		4,169
PLN	Buy		06/15/16	CBK		593,660		596,782		3,122
PLN	Buy		06/15/16	DEUT		117,876		120,927		3,051
PLN	Buy		06/15/16	BCLY		167,121		169,873		2,752
PLN	Buy		06/15/16	UBS		127,104		129,303		2,199
PLN	Buy		06/15/16	DEUT		47,317		47,115		(202	)
PLN	Buy		06/15/16	DEUT		28,095		27,483		(612	)
PLN	Buy		06/15/16	UBS		443,146		440,781		(2,365	)
PLN	Buy		06/15/16	JPM		285,534		282,686		(2,848	)
PLN	Buy		06/17/16	TDB		1,189,069		1,271,527		82,458
PLN	Buy		07/26/16	MSC		846,203		856,910		10,707
PLN	Sell		06/15/16	JPM		1,002,714		977,623		25,091
PLN	Sell		06/15/16	JPM		91,195		90,303		892
PLN	Sell		06/15/16	WEST		93,561		93,182		379
PLN	Sell		06/15/16	CBK		64,386		64,127		259
PLN	Sell		06/15/16	DEUT		56,586		57,585		(999	)
PLN	Sell		06/15/16	CBK		62,581		63,604		(1,023	)

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

85

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
PLN	Sell		06/15/16	BOA	$	114,896	$	116,477	$	(1,581	)
PLN	Sell		06/15/16	CBK		4,417,682		4,497,329		(79,647	)
RON	Buy		06/15/16	JPM		2,161,663		2,214,875		53,212
RON	Buy		06/15/16	DEUT		183,292		187,940		4,648
RON	Buy		06/15/16	JPM		47,795		49,350		1,555
RON	Buy		06/15/16	JPM		93,361		94,609		1,248
RON	Buy		06/15/16	DEUT		428,353		429,576		1,223
RON	Buy		06/15/16	CSFB		98,458		98,445		(13	)
RON	Sell		06/15/16	JPM		44,776		46,026		(1,250	)
RON	Sell		06/15/16	JPM		519,079		531,857		(12,778	)
RUB	Buy		06/15/16	CBK		3,182,481		3,502,125		319,644
RUB	Buy		06/15/16	DEUT		1,670,106		1,850,758		180,652
RUB	Buy		06/15/16	MSC		666,040		702,647		36,607
RUB	Buy		06/15/16	DEUT		306,836		336,003		29,167
RUB	Buy		06/15/16	JPM		259,062		274,565		15,503
RUB	Buy		06/15/16	JPM		104,866		116,016		11,150
RUB	Buy		06/15/16	MSC		200,029		208,584		8,555
RUB	Buy		06/15/16	BOA		159,284		162,818		3,534
RUB	Buy		06/15/16	DEUT		102,446		105,344		2,898
RUB	Buy		06/15/16	MSC		36,041		38,082		2,041
RUB	Buy		06/15/16	MSC		506,771		502,022		(4,749	)
RUB	Sell		06/15/16	CSFB		146,142		144,371		1,771
RUB	Sell		06/15/16	MSC		45,279		46,346		(1,067	)
RUB	Sell		06/15/16	MSC		37,377		41,101		(3,724	)
RUB	Sell		06/15/16	DEUT		92,090		97,264		(5,174	)
RUB	Sell		06/15/16	GSC		151,766		158,534		(6,768	)
RUB	Sell		06/15/16	CBK		99,584		109,551		(9,967	)
RUB	Sell		06/15/16	DEUT		101,552		112,707		(11,155	)
RUB	Sell		06/15/16	MSC		313,016		326,307		(13,291	)
RUB	Sell		06/15/16	BOA		130,247		144,524		(14,277	)
RUB	Sell		06/15/16	CBK		146,233		162,162		(15,929	)
RUB	Sell		06/15/16	JPM		279,992		310,833		(30,841	)
RUB	Sell		06/15/16	CBK		2,580,732		2,631,003		(50,271	)
THB	Buy		06/15/16	JPM		2,847,132		2,881,471		34,339
THB	Buy		06/15/16	JPM		2,434,439		2,456,143		21,704
THB	Buy		06/15/16	JPM		865,936		872,220		6,284
THB	Buy		06/15/16	JPM		231,667		232,497		830
THB	Buy		06/15/16	SSG		301,569		302,274		705
THB	Buy		06/15/16	JPM		324,031		323,722		(309	)
THB	Sell		06/15/16	CBK		659,221		658,311		910
THB	Sell		06/15/16	GSC		80,604		80,931		(327	)
THB	Sell		06/15/16	JPM		153,980		154,712		(732	)
THB	Sell		06/15/16	UBS		531,014		532,483		(1,469	)
THB	Sell		06/15/16	JPM		709,751		716,079		(6,328	)
TRY	Buy		06/15/16	JPM		5,840,747		6,139,217		298,470
TRY	Buy		06/15/16	GSC		3,257,889		3,311,486		53,597
TRY	Buy		06/15/16	JPM		342,311		354,613		12,302
TRY	Buy		06/15/16	HSBC		316,383		319,329		2,946
TRY	Buy		06/15/16	GSC		62,451		64,219		1,768
TRY	Buy		06/15/16	CBK		69,094		70,217		1,123
TRY	Buy		06/15/16	MSC		9,662		9,880		218
TRY	Buy		06/15/16	HSBC		82,362		82,213		(149	)
TRY	Buy		06/15/16	MSC		97,390		97,033		(357	)
TRY	Buy		06/15/16	DEUT		280,263		279,809		(454	)
TRY	Buy		02/20/18	HSBC		145,616		160,952		15,336
TRY	Buy		02/20/18	BOA		34,208		37,780		3,572
TRY	Buy		02/20/18	DEUT		9,172		10,137		965
TRY	Sell		06/15/16	MSC		208,472		208,181		291

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

86

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
TRY	Sell		06/15/16	MSC	$	85,435	$	86,448	$	(1,013	)
TRY	Sell		06/15/16	GSC		90,319		91,741		(1,422	)
TRY	Sell		06/15/16	JPM		88,858		91,740		(2,882	)
TRY	Sell		06/15/16	BOA		104,076		109,383		(5,307	)
TRY	Sell		06/15/16	GSC		1,294,601		1,302,013		(7,412	)
TRY	Sell		06/15/16	BOA		400,553		408,952		(8,399	)
TRY	Sell		06/15/16	BCLY		510,999		520,452		(9,453	)
TRY	Sell		06/15/16	JPM		3,517,406		3,697,150		(179,744	)
TRY	Sell		02/20/18	DEUT		190,652		208,868		(18,216	)
ZAR	Buy		05/03/16	JPM		221,648		252,744		31,096
ZAR	Buy		06/15/16	JPM		5,182,184		5,650,689		468,505
ZAR	Buy		06/15/16	JPM		486,433		527,426		40,993
ZAR	Buy		06/15/16	JPM		398,484		412,617		14,133
ZAR	Buy		06/15/16	RBS		250,344		259,677		9,333
ZAR	Buy		06/15/16	MSC		99,865		106,946		7,081
ZAR	Buy		06/15/16	NOM		247,700		252,579		4,879
ZAR	Buy		06/15/16	CBK		246,466		250,493		4,027
ZAR	Buy		06/15/16	DEUT		112,611		115,504		2,893
ZAR	Buy		06/15/16	BNP		74,969		76,540		1,571
ZAR	Buy		06/15/16	DEUT		79,702		81,131		1,429
ZAR	Buy		06/15/16	MSC		36,494		37,226		732
ZAR	Buy		06/15/16	UBS		97,591		97,900		309
ZAR	Buy		06/15/16	MSC		198,189		196,914		(1,275	)
ZAR	Sell		05/03/16	CBK		248,581		252,743		(4,162	)
ZAR	Sell		05/13/16	BCLY		112,936		116,992		(4,056	)
ZAR	Sell		06/15/16	CSFB		244,560		242,838		1,722
ZAR	Sell		06/15/16	GSC		1,225		1,252		(27	)
ZAR	Sell		06/15/16	MSC		86,560		86,976		(416	)
ZAR	Sell		06/15/16	GSC		137,476		142,642		(5,166	)
ZAR	Sell		06/15/16	BOA		68,468		77,235		(8,767	)
ZAR	Sell		06/15/16	SSG		439,806		480,458		(40,652	)
ZAR	Sell		06/15/16	JPM		4,898,220		5,341,053		(442,833	)
Total									$	1,403,643

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

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

87

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
NOM	Nomura International
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SGG	Societe Generale Group
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
WEST	Westpac International
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CLP	Chilean Peso
CNH	Chinese Renminbi
COP	Colombian Peso
EGP	Egyptian Pound
EUR	Euro
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
KRW	South Korean Won
MXN	Mexican Peso
MYR	Malaysian Ringgit
NZD	New Zealand Dollar
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand

Other Abbreviations:
BUBOR	Budapest Interbank Offered Rate
BZDIOVRA	Brazil Cetip Interbank Deposit Rate
CLICP	Sinacofi Chile Interbank Offered Rate
JIBAR	Johannesburg Interbank Agreed Rate
JSC	Joint Stock Company
KSDA	Korea Securities Dealers Association
LIBOR	London Interbank Offered Rate
MXIBTIIE	Mexico Interbank Equilibrium Interest Rate
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
WIBOR	Warsaw Interbank Offered Rate

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

88

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Corporate Bonds	$	23,468,353		$	—		$	23,468,353		$	—
Foreign Government Obligations		65,277,650			—			65,277,650			—
Short-Term Investments		5,303,090			5,303,090			—			—
Purchased Options		679,440			—			679,440			—
Foreign Currency Contracts(2)		5,165,466			—			5,165,466			—
Futures Contracts(2)		1,900			1,900			—			—
Swaps - Cross Currency(2)		234,728			—			234,728			—
Swaps - Interest Rate(2)		543,360			—			543,360			—
Total	$	100,673,987		$	5,304,990		$	95,368,997		$	—
Liabilities
Foreign Currency Contracts(2)	$	(3,761,823	)	$	—		$	(3,761,823	)	$	—
Futures Contracts(2)		(446	)		(446	)		—			—
Swaps - Cross Currency(2)		(266,392	)		—			(266,392	)		—
Swaps - Interest Rate(2)		(517,538	)		—			(517,538	)		—
Written Options		(548,076	)		—			(548,076	)		—
Total	$	(5,094,275	)	$	(446	)	$	(5,093,829	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

89

The Hartford Floating Rate Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 5.5%
			Auto Parts & Equipment - 0.2%
	$	9,000,000	Titan International, Inc. 6.88%, 10/01/2020	$	7,785,000
			Chemicals - 0.5%
		3,000,000	Chemours Co. 6.63%, 05/15/2023(1)		2,625,000
			Hexion, Inc.
		12,816,000	6.63%, 04/15/2020		10,733,400
		1,500,000	8.88%, 02/01/2018		1,162,500
		6,550,000	Momentive Performance Materials, Inc. 3.88%, 10/24/2021		5,010,750
					19,531,650
			Commercial Banks - 2.1%
		4,250,000	Access Bank plc 9.25%, 06/24/2021(1)(2)		3,500,130
	EUR	9,400,000	Banco Bilbao Vizcaya Argentaria S.A. 7.00%, 02/19/2019(2)(3)(4)		9,902,396
		7,800,000	Banco Santander S.A. 6.25%, 03/12/2019(2)(3)(4)		7,826,133
	$	5,000,000	Barclays plc 8.25%, 12/15/2018(2)(3)		5,012,670
			Credit Agricole S.A.
		5,000,000	6.63%, 09/23/2019(2)(3)(4)		4,712,500
		4,600,000	6.63%, 09/23/2019(1)(2)(3)		4,335,500
		5,150,000	7.88%, 01/23/2024(1)(2)(3)		4,946,637
		8,000,000	Credit Suisse Group AG 7.50%, 12/11/2023(1)(2)(3)		7,945,952
		5,720,000	HSBC Holdings plc 6.38%, 03/30/2025(2)(3)		5,524,948
			ING Groep N.V.
		4,000,000	6.00%, 04/16/2020(2)(3)		3,800,000
		4,000,000	6.50%, 04/16/2025(2)(3)		3,716,000
		5,000,000	Lloyds Banking Group plc 7.50%, 06/27/2024(2)(3)		4,957,500
		9,415,000	Societe Generale S.A. 6.00%, 01/27/2020(1)(2)(3)		8,402,887
		4,000,000	UBS Group AG 7.13%, 02/19/2020(2)(3)(4)		4,060,000
		5,200,000	UniCredit S.p.A. 8.00%, 06/03/2024(2)(3)(4)		4,348,500
					82,991,753
			Diversified Financial Services - 0.2%
		4,000,000	CIMPOR Financial Operations B.V. 5.75%, 07/17/2024(1)		3,034,800
		4,795,000	Nationstar Mortgage LLC / Nationstar Capital Corp. 6.50%, 07/01/2021		4,207,612
					7,242,412
			Electric - 0.2%
		8,000,000	GenOn Energy, Inc. 7.88%, 06/15/2017		6,920,000
			Food - 0.4%
	GBP	10,335,000	Iceland Bondco plc 4.84%, 07/15/2020(1)(2)		13,100,113
	$	4,000,000	Marfrig Holding Europe B.V. 6.88%, 06/24/2019(1)		3,960,000
					17,060,113

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 5.5% - (continued)
			Forest Products & Paper - 0.1%
	$	7,685,000	Tembec Industries, Inc. 9.00%, 12/15/2019(1)	$	5,533,200
			Lodging - 0.5%
		12,189,000	Chester Downs & Marina LLC / Chester Downs Finance Corp. 9.25%, 02/01/2020(1)		10,299,705
		8,075,000	Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 6.38%, 06/01/2021(1)		7,913,500
					18,213,205
			Oil & Gas - 0.6%
		14,100,000	American Energy-Permian Basin LLC / AEPB Finance Corp. 7.14%, 08/01/2019(1)(2)		6,345,000
		6,065,000	KCA Deutag UK Finance plc 7.25%, 05/15/2021(1)		4,124,200
		7,065,000	Shelf Drilling Holdings Ltd. 8.63%, 11/01/2018(1)		5,016,150
			Tullow Oil plc
		500,000	6.00%, 11/01/2020(1)		400,000
		3,555,000	6.25%, 04/15/2022(1)		2,844,000
		5,000,000	WPX Energy, Inc. 7.50%, 08/01/2020		4,762,500
					23,491,850
			Oil & Gas Services - 0.1%
		6,500,000	Borets Finance Ltd. 7.63%, 09/26/2018(4)		5,753,800
			Packaging & Containers - 0.2%
		8,790,000	Ardagh Packaging Financial Holdings 3.89%, 05/15/2021(1)(2)		8,746,050
			Retail - 0.2%
		8,000,000	Claire’s Stores, Inc. 9.00%, 03/15/2019(1)		5,760,000
			Semiconductors - 0.1%
		2,000,000	Micron Technology, Inc. 7.50%, 09/15/2023(1)		2,070,000
			Software - 0.1%
		5,165,000	Infor Software Parent LLC 7.13%, 05/01/2021(1)(5)		4,351,513
			Total Corporate Bonds (cost $248,415,567)	$	215,450,546
SENIOR FLOATING RATE INTERESTS - 88.5%(6)
			Advertising - 1.0%
		37,259,212	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	36,840,046
			Aerospace/Defense - 0.6%
		8,331,932	Fly Funding II S.a.r.l. 3.50%, 08/09/2019		8,307,602
		14,857,212	Transdigm, Inc. 3.50%, 05/14/2022		14,687,394
					22,994,996
			Agriculture - 0.1%
		3,872,970	Pinnacle Operating Corp. 4.75%, 11/15/2018		3,403,373

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

90

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Airlines - 0.8%
	$	30,000,000	American Airlines, Inc. 0.00%, 04/28/2023(7)	$	29,835,000
			Auto Manufacturers - 0.3%
		11,705,128	Jaguar Holding Co. 4.25%, 08/18/2022		11,678,324
			Auto Parts & Equipment - 0.5%
		11,686,838	CS Intermediate Holdco 2 LLC 4.00%, 04/04/2021		11,668,606
		5,672,262	Tower Automotive Holdings USA LLC 4.00%, 04/23/2020		5,658,081
					17,326,687
			Beverages - 0.5%
		19,898,458	Oak Tea, Inc. 4.25%, 07/02/2022		19,948,204
			Biotechnology - 0.1%
		5,527,327	PQ Corp. 4.00%, 08/07/2017		5,511,795
			Chemicals - 3.2%
		41,040,012	Chemours Co. 3.75%, 05/12/2022		39,870,372
		7,560,650	Hii Holding Corp. 4.25%, 12/20/2019		7,333,831
			Ineos U.S. Finance LLC
		16,079,177	3.75%, 05/04/2018		16,036,085
		2,306,688	4.25%, 03/31/2022		2,290,841
		22,723,351	Nexeo Solutions LLC 5.00%, 09/08/2017		22,638,139
		8,887,007	Solenis International L.P. Co. 4.25%, 07/31/2021		8,780,362
		28,064,624	Univar, Inc. 4.25%, 07/01/2022		27,708,764
					124,658,394
			Coal - 1.2%
			American Energy - Marcellus LLC
		16,880,000	5.25%, 08/04/2020		4,490,080
		1,835,000	8.50%, 08/04/2021		220,200
			Arch Coal, Inc.
		13,310,887	5.00%, 01/31/2017(8)		13,077,946
		56,816,936	7.50%, 05/16/2018		23,721,071
		13,982,491	Peabody Energy Corp. 4.25%, 09/24/2020		6,053,300
					47,562,597
			Commercial Services - 4.3%
		23,595,518	Affinion Group, Inc. 6.75%, 04/30/2018		20,769,011
			Brickman Group Ltd.
		36,691,037	4.00%, 12/18/2020		36,431,264
		11,912,388	7.50%, 12/17/2021		11,664,253
			Brock Holdings III, Inc.
		14,758,061	6.00%, 03/16/2017		14,296,871
		4,898,000	10.00%, 03/16/2018		4,065,340
			Capital Automotive L.P.
		4,793,042	4.00%, 04/10/2019		4,805,025
		3,305,000	6.00%, 04/30/2020		3,313,263
		4,555,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		4,572,081
		12,032,684	ON Assignment, Inc. 3.75%, 06/03/2022		12,053,741

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Commercial Services - 4.3% - (continued)
	$	1,764,663	Pharmaceutical Product Development LLC 0.00%, 08/18/2022(7)	$	1,760,622
			Quikrete Holdings, Inc.
		1,305,000	0.00%, 09/28/2020(7)		1,302,964
		6,104,632	7.00%, 03/26/2021		6,089,370
		3,696,869	RH Donnelley, Inc. 9.75%, 12/31/2016		1,093,645
		25,514,804	ServiceMaster Co. 4.25%, 07/01/2021		25,594,666
		19,443,428	TransUnion LLC 3.50%, 04/09/2021		19,351,072
					167,163,188
			Construction Materials - 0.2%
		8,707,429	Summit Materials LLC 4.00%, 07/17/2022		8,690,014
			Distribution/Wholesale - 1.2%
		15,480,000	FPC Holdings, Inc. 5.25%, 11/19/2019		13,286,949
		14,925,000	HD Supply, Inc. 3.75%, 08/13/2021		14,928,731
			PowerTeam Services LLC
		16,324,067	4.25%, 05/06/2020		16,242,447
		2,665,000	8.25%, 11/06/2020		2,558,400
					47,016,527
			Diversified Financial Services - 2.9%
		8,939,820	Grosvenor Capital Management Holdings L.P. 3.75%, 01/04/2021		8,749,849
		8,486,260	Ipreo Holdings LLC 4.00%, 08/06/2021		8,072,555
		11,723,515	RBS Holding Co. LLC 10.50%, 03/23/2017		9,613,282
		8,962,496	RP Crown Parent LLC 6.00%, 12/21/2018		8,488,200
			SAM Finance Lux S.a.r.l.
		26,611,614	4.25%, 12/17/2020		26,728,173
	EUR	7,567,080	4.50%, 12/17/2020		8,692,849
	$	35,999,828	Silver II U.S. Holdings LLC 4.00%, 12/13/2019		32,332,525
		13,667,678	Walter Investment Management Corp. 4.75%, 12/19/2020		11,972,066
					114,649,499
			Electric - 4.1%
			Calpine Corp.
		11,496,781	3.00%, 05/03/2020		11,324,329
		32,834,075	3.25%, 01/31/2022		32,368,817
		12,329,897	3.50%, 05/27/2022		12,250,615
		2,756,225	4.00%, 10/09/2019		2,756,914
		17,650,000	Chief Exploration & Development LLC 7.50%, 05/16/2021		13,149,250
		11,141,500	Dynegy, Inc. 4.00%, 04/23/2020		11,095,040
		10,823,716	ExGen Texas Power LLC 5.75%, 09/16/2021		7,684,838
			Pike Corp.
		10,060,645	5.50%, 12/22/2021		10,010,342
		8,625,000	9.50%, 06/22/2022		8,553,154

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

91

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Electric - 4.1% - (continued)
	$	37,275,798	Seadrill Partners Finco LLC 4.00%, 02/21/2021	$	18,296,080
		70,000,000	Texas Competitive Electric Holdings Co. LLC 4.91%, 10/10/2017(9)		23,669,100
		10,000,000	TXU Energy 0.00%, 11/07/2016(7)		9,987,500
					161,145,979
			Electronics - 1.3%
		38,433,616	CDW LLC 3.25%, 04/29/2020		38,400,179
		11,594,580	Ceridian LLC 4.50%, 09/15/2020		11,092,186
		442,454	Provo Craft & Novelty, Inc. 10.00%, 07/07/2019(1)(9)(10)(11)		—
					49,492,365
			Energy-Alternate Sources - 0.3%
		3,907,647	EMG Utica LLC 4.75%, 03/27/2020		3,458,268
		10,000,000	MEG Energy Corp. 0.00%, 03/31/2020(7)		8,933,300
					12,391,568
			Entertainment - 0.7%
		11,648,869	CityCenter Holdings LLC 4.25%, 10/16/2020		11,672,167
		16,027,772	Scientific Games International, Inc. 6.00%, 10/01/2021		15,759,788
					27,431,955
			Environmental Control - 0.5%
		17,524,517	ADS Waste Holdings, Inc. 3.75%, 10/09/2019		17,458,800
			Food - 4.1%
			Albertsons LLC
		39,559,906	5.50%, 08/25/2021		39,672,256
		5,645,850	5.50%, 12/21/2022		5,662,336
	GBP	6,300,000	Burtons Foods Ltd. 5.73%, 11/27/2020		8,499,484
			Hostess Brands LLC
	$	15,253,350	4.50%, 08/03/2022		15,297,890
		3,865,000	8.50%, 08/03/2023		3,787,700
			JBS USA LLC
		19,389,410	3.75%, 05/25/2018		19,377,389
		6,926,870	3.75%, 09/18/2020		6,903,803
		44,019,675	4.00%, 10/30/2022		43,964,650
		16,576,938	U.S. Foods, Inc. 4.50%, 03/31/2019		16,556,217
					159,721,725
			Food Service - 0.3%
		10,846,576	Hearthside Food Solutions 4.50%, 06/02/2021		10,792,343
			Forest Products & Paper - 0.2%
		7,828,707	Wilsonart LLC 4.00%, 10/31/2019		7,805,847
			Hand/Machine Tools - 0.1%
		11,306,659	Ameriforge Group, Inc. 5.00%, 12/19/2019		5,615,679

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Healthcare-Products - 0.9%
	$	14,221,441	Alere, Inc. 4.25%, 06/18/2022	$	14,079,227
		3,318,742	Milk Specialties Co. 8.25%, 11/07/2018		3,314,593
		16,964,750	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		16,922,338
					34,316,158
			Healthcare-Services - 7.1%
		17,329,150	Air Medical Group Holdings, Inc. 4.25%, 04/28/2022		17,076,491
		19,696,805	American Renal Holdings, Inc. 4.50%, 09/20/2019		19,647,563
		4,625,025	Aspen Dental Management, Inc. 5.50%, 04/30/2022		4,642,369
		7,630,502	CDRH Parent, Inc. 5.25%, 07/01/2021		7,147,262
		33,034,967	Community Health Systems, Inc. 4.00%, 01/27/2021		32,531,844
		17,848,678	DJO Finance LLC 4.25%, 06/08/2020		17,335,529
		19,022,381	Emergency Medical Services Corp. 4.25%, 05/25/2018		19,034,365
		10,498,688	Envision Healthcare Corp. 4.50%, 10/28/2022		10,519,265
		12,127,833	IMS Health, Inc. 3.50%, 03/17/2021		12,123,467
		32,729,206	InVentiv Health, Inc. 7.75%, 05/15/2018		32,587,071
		16,267,771	MPH Acquisition Holdings LLC 3.75%, 03/31/2021		16,182,365
		15,205,694	Opal Acquisition, Inc. 5.00%, 11/27/2020		13,304,982
		16,055,491	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		15,186,729
		12,768,375	Surgery Center Holdings, Inc. 5.25%, 11/03/2020		12,792,380
			U.S. Renal Care, Inc.
		36,872,588	5.25%, 12/31/2022		36,895,817
		5,000,000	9.00%, 12/31/2023		5,000,000
		5,060,000	Vizient, Inc. 6.25%, 02/13/2023		5,104,275
					277,111,774
			Home Furnishings - 0.2%
		9,318,639	Hillman Group, Inc. 4.50%, 06/30/2021		9,213,804
			Household Products/Wares - 1.0%
		10,210,000	Galleria Co. 3.75%, 01/26/2023		10,216,432
		30,342,877	Sun Products Corp. 5.50%, 03/23/2020		29,773,948
					39,990,380
			Insurance - 3.3%
			Asurion LLC
		3,231,053	4.25%, 07/08/2020		3,174,510
		7,186,520	5.00%, 05/24/2019		7,159,570
		10,215,000	8.50%, 03/03/2021		9,791,793
		12,419,803	Evertec Group LLC 3.25%, 04/17/2020		12,047,209

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

92

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Insurance - 3.3% - (continued)
	$	19,342,796	HUB International Ltd. 4.25%, 10/02/2020	$	19,109,135
		7,327,681	National Financial Partners Corp. 4.50%, 07/01/2020		7,243,706
			Sedgwick Claims Management Services, Inc.
		32,856,074	3.75%, 03/01/2021		32,198,952
		18,125,000	6.75%, 02/28/2022		17,218,750
		20,613,672	USI, Inc. 4.25%, 12/27/2019		20,343,221
					128,286,846
			Internet - 1.3%
		34,719,311	Lands’ End, Inc. 4.25%, 04/04/2021		28,875,010
		21,199,951	Zayo Group LLC / Zayo Capital, Inc. 3.75%, 05/06/2021		21,188,503
					50,063,513
			Leisure Time - 2.1%
		29,338,524	Aristocrat Leisure Ltd. 4.75%, 10/20/2021		29,453,824
			Delta 2 (LUX) S.a.r.l.
		29,299,500	4.75%, 07/30/2021		28,755,408
		19,285,000	7.75%, 07/31/2022		18,118,257
		6,947,500	Lindblad Expeditions, Inc. 5.50%, 05/08/2021		6,912,763
					83,240,252
			Lodging - 2.1%
		9,854,975	Caesars Entertainment Operating Co. 13.25%, 03/01/2017(9)		9,234,900
		37,262,322	Caesars Entertainment Resort Properties 7.00%, 10/11/2020		35,096,636
		20,928,411	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		18,626,286
		4,690,000	Four Seasons Holdings, Inc. 6.25%, 12/27/2020		4,657,779
		15,383,715	Station Casinos LLC 4.25%, 03/02/2020		15,402,944
					83,018,545
			Machinery-Construction & Mining - 0.8%
		19,360,510	American Rock Salt Holdings LLC 4.75%, 05/20/2021		17,831,029
		16,191,423	Neff Rental LLC 7.25%, 06/09/2021		15,058,023
					32,889,052
			Machinery-Diversified - 2.6%
		22,154,240	Brand Energy & Infrastructure Services, Inc. 4.75%, 11/26/2020		21,895,700
			Gardner Denver, Inc.
		28,115,255	4.25%, 07/30/2020		26,223,942
	EUR	13,525,687	4.75%, 07/30/2020		14,415,542
	$	32,335,762	Gates Global, Inc. 4.25%, 07/06/2021		30,915,252
		8,516,521	Paladin Brands Holding, Inc. 7.25%, 08/16/2019		7,281,625
					100,732,061

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Media - 6.5%
			Advantage Sales & Marketing, Inc.
	$	33,372,429	4.25%, 07/23/2021	$	33,059,730
		14,080,000	7.50%, 07/25/2022		13,235,200
		18,898,107	AVSC Holding Corp. 4.50%, 01/24/2021		18,472,900
		23,995,000	Charter Communications Operating LLC 3.50%, 01/24/2023		24,089,300
		5,383,528	Dex Media West LLC 8.00%, 12/30/2016		2,204,986
		5,586,432	ION Media Networks, Inc. 4.75%, 12/18/2020		5,579,449
		17,050,879	Media General, Inc. 4.00%, 07/31/2020		17,040,307
		21,665,000	Neptune Finco Corp. 5.00%, 10/09/2022		21,732,811
			Numericable Group S.A.
	EUR	4,975,000	4.56%, 07/29/2022		5,690,303
	$	6,910,275	4.56%, 07/31/2022		6,892,999
		5,725,000	Numericable U.S. LLC 0.00%, 01/15/2024(7)		5,745,266
		21,401,250	Quebecor Media, Inc. 3.25%, 08/17/2020		21,160,486
		31,720,004	Tribune Media Co. 3.75%, 12/27/2020		31,670,520
			Virgin Media Investment Holdings Ltd.
		18,663,348	3.65%, 06/30/2023		18,616,690
	GBP	18,800,000	4.25%, 06/30/2023		27,149,067
					252,340,014
			Metal Fabricate/Hardware - 0.6%
	$	22,737,106	Rexnord LLC 4.00%, 08/21/2020		22,566,578
			Miscellaneous Manufacturing - 0.2%
			Husky Injection Molding Systems Ltd.
		4,547,533	4.25%, 06/30/2021		4,508,697
		1,842,551	7.25%, 06/30/2022		1,750,424
					6,259,121
			Oil & Gas - 1.8%
		5,695,000	Callon Petroleum Co. 8.50%, 10/08/2021		5,716,356
		16,124,771	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		9,473,303
		8,464,446	Fieldwood Energy LLC 3.88%, 10/01/2018		6,407,586
		19,762,539	KCA Deutag US Finance LLC 6.25%, 05/15/2020		13,960,850
		13,511,137	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		9,998,242
		21,820,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		10,910,000
		16,045,000	Templar Energy LLC 8.50%, 11/25/2020		1,577,705
		10,389,039	Western Refining, Inc. 4.25%, 11/12/2020		10,265,721
					68,309,763
			Oil & Gas Services - 1.1%
		21,296,733	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020		18,137,788
		21,878,753	Drillships Financial Holding, Inc. 6.00%, 03/31/2021		10,419,756

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

93

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Oil & Gas Services - 1.1% - (continued)
	$	9,732,554	Pacific Drilling S.A. 4.50%, 06/03/2018	$	2,785,944
		17,775,012	Paragon Offshore Finance Co. 5.25%, 07/18/2021		4,588,264
			Utex Industries, Inc.
		8,869,407	5.00%, 05/22/2021		6,829,443
		3,000,000	8.25%, 05/22/2022		1,710,000
					44,471,195
			Packaging & Containers - 2.9%
		5,313,000	Berlin Packaging LLC 7.75%, 10/01/2022		5,020,785
			Berry Plastics Holding Corp.
		20,153,033	3.50%, 02/08/2020		20,133,685
		15,550,484	4.00%, 10/01/2022		15,572,877
		8,312,295	Exopack Holdings S.A. 4.50%, 05/08/2019		8,232,663
			Mauser U.S. Corp.
		14,368,726	4.50%, 07/31/2021		13,966,402
		12,725,000	8.75%, 07/31/2022		11,516,125
		9,805,850	Owens-Illinois, Inc. 3.50%, 09/01/2022		9,813,989
		19,314,083	Reynolds Group Holdings, Inc. 4.50%, 12/01/2018		19,350,394
		11,186,347	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		11,074,484
					114,681,404
			Pharmaceuticals - 3.2%
		40,999,763	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		40,846,013
		23,036,340	PRA Holdings, Inc. 4.50%, 09/23/2020		23,122,727
			Valeant Pharmaceuticals International, Inc.
		5,674,876	4.75%, 12/11/2019		5,523,073
		20,982,540	4.75%, 08/05/2020		20,379,292
		33,743,664	5.00%, 04/01/2022		32,866,329
					122,737,434
			Pipelines - 0.6%
		9,879,647	Energy Transfer Equity L.P. 4.00%, 12/02/2019		9,377,465
		16,357,008	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		15,539,157
					24,916,622
			Real Estate - 2.7%
			DTZ U.S. Borrower LLC
		26,315,025	4.25%, 11/04/2021		26,238,185
		5,330,000	9.25%, 11/04/2022		5,323,337
		37,295,000	MGM Growth Properties LLC 4.00%, 04/25/2023		37,489,307
			Realogy Corp.
		3,882,746	2.44%, 10/10/2016		3,843,918
		33,372,662	3.75%, 03/05/2020		33,344,963
					106,239,710
			Retail - 5.0%
		19,963,287	Bass Pro Group LLC 4.00%, 06/05/2020		19,632,695
		5,100,000	Coty, Inc. 3.75%, 10/27/2022		5,131,875

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Retail - 5.0% - (continued)
			Michaels Stores, Inc.
	$	17,873,614	3.75%, 01/28/2020	$	17,886,304
		13,891,917	4.00%, 01/28/2020		13,940,539
		26,785,549	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		25,488,057
		16,973,537	Party City Holdings, Inc. 4.25%, 08/19/2022		16,895,798
		13,278,070	PetSmart, Inc. 4.25%, 03/11/2022		13,233,323
		17,118,720	Revlon 4.00%, 10/08/2019		17,161,516
			Rite Aid Corp.
		19,330,000	4.88%, 06/21/2021		19,342,178
		7,755,000	5.75%, 08/21/2020		7,771,130
		10,958,707	Serta Simmons Holdings LLC 4.25%, 10/01/2019		10,977,556
		23,672,067	Sports Authority, Inc. 7.50%, 11/16/2017		6,391,458
		19,570,230	SuperValu, Inc. 4.50%, 03/21/2019		19,340,867
					193,193,296
			Semiconductors - 2.4%
		47,505,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		47,513,551
		7,425,000	Lattice Semiconductor Corp. 5.25%, 03/10/2021		7,053,750
		2,500,000	Micron Technology Inc 0.00%, 04/26/2022(7)		2,508,600
		29,376,375	NXP B.V. 3.75%, 12/07/2020		29,449,816
		8,645,000	ON Semiconductor Corp. 5.25%, 03/31/2023		8,679,234
					95,204,951
			Software - 5.4%
		18,604,363	Epicor Software Corp. 4.75%, 06/01/2022		17,836,933
			First Data Corp.
		20,075,000	4.19%, 07/08/2022		20,080,019
		54,771,860	4.44%, 03/24/2021		54,885,785
		16,280,000	Global Payments, Inc. 3.94%, 04/22/2023		16,406,170
		7,645,299	Hyland Software, Inc. 4.75%, 07/01/2022		7,608,984
			Infor US, Inc.
		24,215,367	3.75%, 06/03/2020		23,638,195
	EUR	3,492,138	4.00%, 06/03/2020		3,958,687
			Kronos, Inc.
	$	15,272,696	4.50%, 10/30/2019		15,228,099
		3,533,211	9.75%, 04/30/2020		3,574,443
		22,406,977	Magic Newco LLC 5.00%, 12/12/2018		22,434,986
			Peak 10, Inc.
		2,770,650	5.00%, 06/17/2021		2,706,593
		4,310,000	8.25%, 06/17/2022		3,448,000
			SS&C Technologies, Inc.
		17,902,448	4.01%, 07/08/2022		17,947,204
		2,550,059	4.02%, 07/08/2022		2,556,435
					212,310,533

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

94

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 88.5%(6) - (continued)
			Telecommunications - 5.7%
			Altice Financing S.A.
	$	5,051,825	5.25%, 02/04/2022	$	5,053,088
		20,122,115	5.50%, 07/02/2019		20,273,031
		10,059,375	CommScope, Inc. 3.83%, 12/29/2022		10,071,949
		14,135,792	Entravision Communications Corp. 3.50%, 05/31/2020		13,853,076
			Level 3 Financing, Inc.
		25,785,000	3.50%, 05/31/2022		25,789,641
		27,045,000	4.00%, 08/01/2019		27,112,613
		20,442,500	4.00%, 01/15/2020		20,498,717
			LTS Buyer LLC
		25,935,658	4.00%, 04/13/2020		25,844,883
		2,078,413	8.00%, 04/12/2021		2,057,629
		14,834,885	Salem Communications Corp. 4.50%, 03/13/2020		14,241,489
		43,560,494	Univision Communications, Inc. 4.00%, 03/01/2020		43,469,168
		11,105,683	XO Communications LLC 4.25%, 03/17/2021		11,089,469
		2,983,470	Zayo Group, LLC 4.50%, 05/06/2021		2,999,879
					222,354,632
			Transportation - 0.3%
			Kenan Advantage Group, Inc.
		1,144,589	1.50%, 01/31/2017(8)		1,140,297
		11,300,508	4.00%, 07/31/2022		11,258,131
					12,398,428
			Trucking & Leasing - 0.2%
		6,740,168	Consolidated Container Co. 5.00%, 07/03/2019		6,507,632
			Total Senior Floating Rate Interests (cost $3,718,626,480)	$	3,452,488,603
COMMON STOCKS - 0.1%
			Energy - 0.1%
		418,220,006	KCA Deutag*(1)(10)(11)	$	3,144,178
			Media - 0.0%
		15,581	F & W Publications, Inc.		1,168,537
		138,305	MPM Holdings, Inc.*(11)		1,037,288
					2,205,825
			Technology Hardware & Equipment - 0.0%
		2,664	Provo Craft & Novelty, Inc.(1)(10)(11)		—
			Total Common Stocks (cost $10,663,263)	$	5,350,003
			Total Long-Term Investments (cost $3,977,705,310)	$	3,673,289,152

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 7.4%
		Other Investment Pools & Funds - 7.4%
	287,590,130	BlackRock Liquidity Funds TempFund Portfolio	$	287,590,130
		Total Short-Term Investments (cost $287,590,130)	$	287,590,130

Total Investments (cost $4,265,295,440)^	101.5	%	$	3,960,879,282
Other Assets and Liabilities	(1.5	)%		(58,045,712	)
Total Net Assets	100.0	%	$	3,902,833,570

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

95

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	13,416,864
Unrealized Depreciation		(317,833,022	)
Net Unrealized Depreciation	$	(304,416,158)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $118,398,515, which represents 2.7% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁴⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $36,603,329, which represents 0.9% of total net assets.

⁽⁵⁾  This security may pay interest in additional principal instead of cash.

⁽⁶⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽⁷⁾  All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁸⁾  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2016, the aggregate value of the unfunded commitment was $14,218,243, which rounds to zero percent of total net assets.

⁽⁹⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹⁰⁾ The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/ Par		Security	Cost Basis
	03/2011		418,220,006	KCA Deutag	$	5,667,718
	09/2011		2,664	Provo Craft & Novelty, Inc.		—
	09/2013		442,454	Provo Craft & Novelty, Inc.		35,279
					$	5,702,997

At April 30, 2016, the aggregate value of these securities was $3,144,178, which represents 0.1% of total net assets.

⁽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 April 30, 2016, the aggregate fair value of these securities was $4,181,466, which represents 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

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

96

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		05/31/16	SSG	$	51,215,637	$	51,954,810	$	(739,173)
GBP	Sell		05/31/16	CBK		49,297,753		49,536,745		(238,992	)
Total									$	(978,165	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK	Citibank NA
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
LIBOR	London Interbank Offered Rate

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

97

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Corporate Bonds	$	215,450,546		$	—	$	215,450,546		$	—
Senior Floating Rate Interests		3,452,488,603			—		3,452,488,603			—
Common Stocks
Energy		3,144,178			—		—			3,144,178
Media		2,205,825			1,168,537		—			1,037,288
Technology Hardware & Equipment		—			—		—			—
Short-Term Investments		287,590,130			287,590,130		—			—
Total	$	3,960,879,282		$	288,758,667	$	3,667,939,149		$	4,181,466
Liabilities
Foreign Currency Contracts(2)	$	(978,165	)	$	—	$	(978,165	)	$	—
Total	$	(978,165	)	$	—	$	(978,165	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks			Total
Beginning balance	$	4,851,861		$	4,851,861
Purchases		—			—
Sales		—			—
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		(670,395	)		(670,395	)
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	4,181,466		$	4,181,466

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $ (670,395).

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

^a)  Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

^b)  Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

^c)  Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

98

The Hartford Floating Rate High Income Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 12.5%
			Auto Parts & Equipment - 0.6%
	$	2,000,000	Titan International, Inc. 6.88%, 10/01/2020	$	1,730,000
			Chemicals - 1.4%
		500,000	Chemours Co. 6.63%, 05/15/2023(1)		437,500
			Hexion, Inc.
		2,500,000	6.63%, 04/15/2020		2,093,750
		200,000	8.88%, 02/01/2018		155,000
		1,990,000	Momentive Performance Materials, Inc. 3.88%, 10/24/2021		1,522,350
					4,208,600
			Commercial Banks - 3.9%
		625,000	Access Bank plc 9.25%, 06/24/2021(1)(2)		514,725
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	400,000	7.00%, 02/19/2019(2)(3)(4)		421,379
	$	1,000,000	9.00%, 05/09/2018(2)(3)(4)		1,033,250
	EUR	1,000,000	Banco Santander S.A. 6.25%, 03/12/2019(2)(3)(4)		1,003,350
	$	300,000	Barclays plc 8.25%, 12/15/2018(2)(3)		300,760
		1,585,000	Credit Agricole S.A. 7.88%, 01/23/2024(1)(2)(3)		1,522,412
		1,250,000	Credit Suisse Group AG 7.50%, 12/11/2023(1)(2)(3)		1,241,555
			ING Groep N.V.
		1,500,000	6.00%, 04/16/2020(2)(3)		1,425,000
		1,000,000	6.50%, 04/16/2025(2)(3)		929,000
		500,000	Lloyds Banking Group plc 7.50%, 06/27/2024(2)(3)		495,750
		1,970,000	Societe Generale S.A. 6.00%, 01/27/2020(1)(2)(3)		1,758,225
		1,000,000	UniCredit S.p.A. 8.00%, 06/03/2024(2)(3)(4)		836,250
					11,481,656
			Diversified Financial Services - 0.1%
		500,000	CIMPOR Financial Operations B.V. 5.75%, 07/17/2024(1)		379,350
			Electric - 0.6%
		2,000,000	GenOn Energy, Inc. 7.88%, 06/15/2017		1,730,000
			Food - 1.4%
	GBP	2,665,000	Iceland Bondco plc 4.84%, 07/15/2020(1)(2)		3,378,016
	$	700,000	Marfrig Holding Europe B.V. 6.88%, 06/24/2019(1)		693,000
					4,071,016
			Forest Products & Paper - 0.4%
		1,420,000	Tembec Industries, Inc. 9.00%, 12/15/2019(1)		1,022,400
			Lodging - 1.1%
		2,840,000	Chester Downs & Marina LLC / Chester Downs Finance Corp. 9.25%, 02/01/2020(1)		2,399,800
		990,000	Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 6.38%, 06/01/2021(1)		970,200
					3,370,000

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 12.5% - (continued)
			Oil & Gas - 1.4%
	$	2,400,000	American Energy-Permian Basin LLC / AEPB Finance Corp. 7.14%, 08/01/2019(1)(2)	$	1,080,000
		935,000	KCA Deutag UK Finance plc 7.25%, 05/15/2021(1)		635,800
		1,455,000	Shelf Drilling Holdings Ltd. 8.63%, 11/01/2018(1)		1,033,050
		445,000	Tullow Oil plc 6.25%, 04/15/2022(1)		356,000
		1,000,000	WPX Energy, Inc. 7.50%, 08/01/2020		952,500
					4,057,350
			Oil & Gas Services - 0.6%
		2,000,000	Borets Finance Ltd. 7.63%, 09/26/2018(4)		1,770,400
			Packaging & Containers - 0.2%
		630,000	Ardagh Packaging Financial Holdings 3.89%, 05/15/2021(1)(2)		626,850
			Retail - 0.4%
		1,500,000	Claire’s Stores, Inc. 9.00%, 03/15/2019(1)		1,080,000
			Semiconductors - 0.2%
		666,000	Micron Technology, Inc. 7.50%, 09/15/2023(1)		689,310
			Software - 0.2%
		750,000	Infor Software Parent LLC 7.13%, 05/01/2021(1)(5)		631,875
			Total Corporate Bonds (cost $42,183,076)	$	36,848,807
SENIOR FLOATING RATE INTERESTS - 81.3%(6)
			Advertising - 1.0%
		3,012,030	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	2,978,145
			Agriculture - 0.1%
		309,482	Pinnacle Operating Corp. 4.75%, 11/15/2018		271,957
			Auto Manufacturers - 0.4%
		1,265,438	Jaguar Holding Co. 4.25%, 08/18/2022		1,262,540
			Auto Parts & Equipment - 0.3%
		813,133	Tower Automotive Holdings USA LLC 4.00%, 04/23/2020		811,100
			Beverages - 0.8%
		2,391,918	Oak Tea, Inc. 4.25%, 07/02/2022		2,397,898
			Chemicals - 3.8%
		3,685,894	Chemours Co. 3.75%, 05/12/2022		3,580,846
		1,807,948	Ineos U.S. Finance LLC 4.25%, 03/31/2022		1,795,528
		2,127,487	Nexeo Solutions LLC 5.00%, 09/08/2017		2,119,509
		1,413,475	Solenis International L.P. Co. 4.25%, 07/31/2021		1,396,513
		2,253,136	Univar, Inc. 4.25%, 07/01/2022		2,224,566
				11,116,962

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

99

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 81.3%(6) - (continued)
			Coal - 0.9%
			American Energy - Marcellus LLC
	$	1,560,000	5.25%, 08/04/2020	$	414,960
		430,000	8.50%, 08/04/2021		51,600
			Arch Coal, Inc.
		665,000	5.00%, 01/31/2017(7)		653,362
		2,829,516	7.50%, 05/16/2018		1,181,323
		811,149	Peabody Energy Corp. 4.25%, 09/24/2020		351,163
					2,652,408
			Commercial Services - 4.5%
		1,832,859	Affinion Group, Inc. 6.75%, 04/30/2018		1,613,301
			Brickman Group Ltd.
		2,432,641	4.00%, 12/18/2020		2,415,418
		3,587,411	7.50%, 12/17/2021		3,512,685
			Brock Holdings III, Inc.
		1,423,023	6.00%, 03/16/2017		1,378,553
		902,000	10.00%, 03/16/2018		748,660
		505,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		506,894
		98,286	Pharmaceutical Product Development LLC 0.00%, 08/18/2022(8)		98,061
		200,000	Quikrete Holdings, Inc. 0.00%, 09/28/2020(8)		199,688
		1,345,382	ServiceMaster Co. 4.25%, 07/01/2021		1,349,593
		1,466,206	TransUnion LLC 3.50%, 04/09/2021		1,459,242
					13,282,095
			Distribution/Wholesale - 0.4%
			PowerTeam Services LLC
		437,374	4.25%, 05/06/2020		435,187
		665,000	8.25%, 11/06/2020		638,400
					1,073,587
			Diversified Financial Services - 1.4%
		1,413,556	Ipreo Holdings LLC 4.00%, 08/06/2021		1,344,645
		507,173	RP Crown Parent LLC 6.00%, 12/21/2018		480,333
		1,803,849	Silver II U.S. Holdings LLC 4.00%, 12/13/2019		1,620,091
		656,926	Walter Investment Management Corp. 4.75%, 12/19/2020		575,428
					4,020,497
			Electric - 5.2%
		2,099,738	Calpine Corp. 4.00%, 01/15/2023		2,098,436
		3,115,000	Chief Exploration & Development LLC 7.50%, 05/16/2021		2,320,675
		2,827,731	Dynegy, Inc. 4.00%, 04/23/2020		2,815,939
		1,471,597	ExGen Texas Power LLC 5.75%, 09/16/2021		1,044,834
			Pike Corp.
		1,958,710	5.50%, 12/22/2021		1,948,916
		2,375,000	9.50%, 06/22/2022		2,355,216
		2,569,349	Seadrill Partners Finco LLC 4.00%, 02/21/2021		1,261,114

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 81.3%(6) - (continued)
			Electric - 5.2% - (continued)
	$	4,500,000	Texas Competitive Electric Holdings Co. LLC 4.91%, 10/10/2017(9)	$	1,521,585
					15,366,715
			Electronics - 0.9%
		1,989,747	CDW LLC 3.25%, 04/29/2020		1,988,016
		751,937	Ceridian LLC 4.50%, 09/15/2020		719,356
					2,707,372
			Energy-Alternate Sources - 0.4%
		435,540	EMG Utica LLC 4.75%, 03/27/2020		385,453
		1,000,000	MEG Energy Corp. 0.00%, 03/31/2020(8)		893,330
					1,278,783
			Entertainment - 0.4%
		1,234,338	Scientific Games International, Inc. 6.00%, 10/01/2021		1,213,700
			Food - 5.2%
			Albertsons LLC
		3,185,381	5.50%, 08/25/2021		3,194,427
		1,750,613	5.50%, 12/21/2022		1,755,724
	GBP	1,500,000	Burtons Foods Ltd. 5.73%, 11/27/2020		2,023,687
			Hostess Brands LLC
	$	2,043,478	4.50%, 08/03/2022		2,049,445
		2,575,000	8.50%, 08/03/2023		2,523,500
		3,880,275	JBS USA LLC 4.00%, 10/30/2022		3,875,425
					15,422,208
			Food Service - 0.7%
		1,974,825	Hearthside Food Solutions 4.50%, 06/02/2021		1,964,951
			Forest Products & Paper - 0.3%
		864,672	Wilsonart LLC 4.00%, 10/31/2019		862,147
			Hand/Machine Tools - 0.4%
		2,242,794	Ameriforge Group, Inc. 5.00%, 12/19/2019		1,113,929
			Healthcare-Products - 1.0%
		1,000,000	Alere, Inc. 0.00%, 06/18/2022(8)		990,000
		1,999,950	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		1,994,950
					2,984,950
			Healthcare-Services - 7.5%
		2,456,438	Air Medical Group Holdings, Inc. 4.25%, 04/28/2022		2,420,623
		1,035,924	American Renal Holdings, Inc. 4.50%, 09/20/2019		1,033,334
		1,109,791	CDRH Parent, Inc. 5.25%, 07/01/2021		1,039,508
		2,922,981	Community Health Systems, Inc. 4.00%, 01/27/2021		2,878,464
		790,636	DJO Finance LLC 4.25%, 06/08/2020		767,906

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

100

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 81.3%(6) - (continued)
			Healthcare-Services - 7.5% - (continued)
	$	4,734,002	InVentiv Health, Inc. 7.75%, 05/15/2018	$	4,714,105
		1,434,679	Opal Acquisition, Inc. 5.00%, 11/27/2020		1,255,344
		1,001,788	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		947,581
		982,563	Surgery Center Holdings, Inc. 5.25%, 11/03/2020		984,410
			U.S. Renal Care, Inc.
		2,354,100	5.25%, 12/31/2022		2,355,583
		2,500,000	9.00%, 12/31/2023		2,500,000
		1,315,000	Vizient, Inc. 6.25%, 02/13/2023		1,326,506
					22,223,364
			Home Furnishings - 0.3%
		979,732	Hillman Group, Inc. 4.50%, 06/30/2021		968,710
			Household Products/Wares - 0.6%
		1,893,816	Sun Products Corp. 5.50%, 03/23/2020		1,858,307
			Insurance - 3.0%
		1,430,000	Asurion LLC 8.50%, 03/03/2021		1,370,755
		1,992,161	Evertec Group LLC 3.25%, 04/17/2020		1,932,396
		1,742,551	HUB International Ltd. 4.25%, 10/02/2020		1,721,501
		1,411,467	National Financial Partners Corp. 4.50%, 07/01/2020		1,395,291
		2,500,000	Sedgwick Claims Management Services, Inc. 6.75%, 02/28/2022		2,375,000
					8,794,943
			Internet - 1.6%
		2,494,461	Lands’ End, Inc. 4.25%, 04/04/2021		2,074,569
		2,654,377	Zayo Group LLC / Zayo Capital, Inc. 3.75%, 05/06/2021		2,652,943
					4,727,512
			Leisure Time - 2.8%
		2,590,930	Aristocrat Leisure Ltd. 4.75%, 10/20/2021		2,601,112
			Delta 2 (LUX) S.a.r.l.
		1,917,063	4.75%, 07/30/2021		1,881,462
		2,830,000	7.75%, 07/31/2022		2,658,785
		992,500	Lindblad Expeditions, Inc. 5.50%, 05/08/2021		987,538
					8,128,897
			Lodging - 1.9%
		3,418,519	Caesars Entertainment Resort Properties 7.00%, 10/11/2020		3,219,835
		1,226,049	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		1,091,183
		1,354,434	Station Casinos LLC 4.25%, 03/02/2020		1,356,127
					5,667,145

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 81.3%(6) - (continued)
			Machinery-Construction & Mining - 1.1%
	$	822,931	American Rock Salt Holdings LLC 4.75%, 05/20/2021	$	757,919
		2,680,400	Neff Rental LLC 7.25%, 06/09/2021		2,492,772
					3,250,691
			Machinery-Diversified - 2.1%
		1,712,725	Brand Energy & Infrastructure Services, Inc. 4.75%, 11/26/2020		1,692,738
		1,936,597	Gardner Denver, Inc. 4.25%, 07/30/2020		1,806,322
		2,006,907	Gates Global, Inc. 4.25%, 07/06/2021		1,918,743
		930,797	Paladin Brands Holding, Inc. 7.25%, 08/16/2019		795,832
					6,213,635
			Media - 6.0%
			Advantage Sales & Marketing, Inc.
		3,711,094	4.25%, 07/23/2021		3,676,321
		1,895,000	7.50%, 07/25/2022		1,781,300
		1,769,543	AVSC Holding Corp. 4.50%, 01/24/2021		1,729,729
		3,000,000	Charter Communications Operating LLC 3.50%, 01/24/2023		3,011,790
		2,335,000	Neptune Finco Corp. 5.00%, 10/09/2022		2,342,308
		1,040,000	Numericable U.S. LLC 0.00%, 01/15/2024(8)		1,043,681
		4,038,702	Tribune Media Co. 3.75%, 12/27/2020		4,032,402
					17,617,531
			Miscellaneous Manufacturing - 0.1%
		322,967	Husky Injection Molding Systems Ltd. 7.25%, 06/30/2022		306,818
			Oil & Gas - 2.0%
		1,300,000	Callon Petroleum Co. 8.50%, 10/08/2021		1,304,875
		902,130	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		530,001
		1,807,576	KCA Deutag US Finance LLC 6.25%, 05/15/2020		1,276,926
		965,081	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		714,160
		3,435,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		1,717,500
		3,240,000	Templar Energy LLC 8.50%, 11/25/2020		318,589
					5,862,051
			Oil & Gas Services - 1.7%
		2,782,883	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020		2,370,098
		1,388,704	Drillships Financial Holding, Inc. 6.00%, 03/31/2021		661,370
		756,573	Pacific Drilling S.A. 4.50%, 06/03/2018		216,569
		2,974,900	Paragon Offshore Finance Co. 5.25%, 07/18/2021		767,911

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

101

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 81.3%(6) - (continued)
			Oil & Gas Services - 1.7% - (continued)
			Utex Industries, Inc.
	$	778,519	5.00%, 05/22/2021	$	599,459
		750,000	8.25%, 05/22/2022		427,500
					5,042,907
			Packaging & Containers - 2.7%
		1,976,143	Berlin Packaging LLC 7.75%, 10/01/2022		1,867,455
		1,727,832	Berry Plastics Holding Corp. 4.00%, 10/01/2022		1,730,320
			Mauser U.S. Corp.
		1,998,805	4.50%, 07/31/2021		1,942,838
		2,570,000	8.75%, 07/31/2022		2,325,850
					7,866,463
			Pharmaceuticals - 3.3%
		3,074,800	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		3,063,270
		1,011,180	PRA Holdings, Inc. 4.50%, 09/23/2020		1,014,972
			Valeant Pharmaceuticals International, Inc.
		989,010	4.75%, 08/05/2020		960,576
		4,851,492	5.00%, 04/01/2022		4,725,353
					9,764,171
			Real Estate - 3.3%
			DTZ U.S. Borrower LLC
		2,496,250	4.25%, 11/04/2021		2,488,961
		1,775,000	9.25%, 11/04/2022		1,772,781
		5,330,000	MGM Growth Properties LLC 4.00%, 04/25/2023		5,357,770
		37,812	Realogy Corp. 2.44%, 10/10/2016		37,434
					9,656,946
			Retail - 2.6%
		2,051,769	Bass Pro Group LLC 4.00%, 06/05/2020		2,017,791
		1,695,920	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		1,613,769
		1,004,732	PetSmart, Inc. 4.25%, 03/11/2022		1,001,346
		3,653,325	Sports Authority, Inc. 7.50%, 11/16/2017		986,398
		2,126,445	SuperValu, Inc. 4.50%, 03/21/2019		2,101,523
					7,720,827
			Semiconductors - 3.5%
		4,500,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		4,500,810
		1,856,250	Lattice Semiconductor Corp. 5.25%, 03/10/2021		1,763,438
		225,000	Micron Technology Inc 0.00%, 04/26/2022(8)		225,774
		3,022,425	NXP B.V. 3.75%, 12/07/2020		3,029,981
		650,000	ON Semiconductor Corp. 5.25%, 03/31/2023		652,574
					10,172,577
			Software - 3.6%
		1,950,000	Global Payments, Inc. 3.94%, 04/22/2023		1,965,112

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 81.3%(6) - (continued)
			Software - 3.6% - (continued)
	$	397,664	Hyland Software, Inc. 4.75%, 07/01/2022	$	395,775
			Kronos, Inc.
		1,846,521	4.50%, 10/30/2019		1,841,129
		756,476	9.75%, 04/30/2020		765,304
		1,760,936	Magic Newco LLC 5.00%, 12/12/2018		1,763,137
			Peak 10, Inc.
		692,663	5.00%, 06/17/2021		676,648
		1,845,000	8.25%, 06/17/2022		1,476,000
			SS&C Technologies, Inc.
		1,613,583	4.01%, 07/08/2022		1,617,617
		229,223	4.02%, 07/08/2022		229,796
					10,730,518
			Telecommunications - 3.0%
		1,481,472	Altice Financing S.A. 5.50%, 07/02/2019		1,492,583
		1,009,900	CommScope, Inc. 3.83%, 12/29/2022		1,011,162
		1,270,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		1,270,229
			LTS Buyer LLC
		1,689,074	4.00%, 04/13/2020		1,683,162
		1,319,413	8.00%, 04/12/2021		1,306,218
		2,267,600	Salem Communications Corp. 4.50%, 03/13/2020		2,176,896
					8,940,250
			Transportation - 0.5%
			Kenan Advantage Group, Inc.
		135,634	1.50%, 01/31/2017(7)		135,125
		1,351,475	4.00%, 07/31/2022		1,346,407
					1,481,532
			Total Senior Floating Rate Interests (cost $263,890,362)	$	239,777,739
COMMON STOCKS - 0.2%
			Media - 0.2%
		69,152	MPM Holdings, Inc.*(10)	$	518,640
			Total Common Stocks (cost $2,496,993)	$	518,640
			Total Long-Term Investments (cost $308,570,431)	$	277,145,186
SHORT-TERM INVESTMENTS - 7.1%
			Other Investment Pools & Funds - 7.1%
		20,947,845	BlackRock Liquidity Funds TempFund Portfolio	$	20,947,845
			Total Short-Term Investments (cost $20,947,845)	$	20,947,845

Total Investments (cost $329,518,276)^	101.1	%	$	298,093,031
Other Assets and Liabilities	(1.1	)%		(3,206,139	)
Total Net Assets	100.0	%	$	294,886,892

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

102

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	1,374,795
Unrealized Depreciation		(32,800,040	)
Net Unrealized Depreciation	$	(31,425,245	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $20,450,068, which represents 6.9% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁴⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $5,064,629, which represents 1.7% of total net assets.

⁽⁵⁾  This security may pay interest in additional principal instead of cash.

⁽⁶⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽⁷⁾  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2016, the aggregate value of the unfunded commitment was $788,487, which rounds to zero percent of total net assets.

⁽⁸⁾  All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁹⁾  The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽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 April 30, 2016, the aggregate fair value of this security was $518,640, which represents 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.

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		05/31/16	SSG	$	1,556,816	$	1,579,285	$	(22,469	)
GBP	Sell		05/31/16	CBK		5,335,500		5,361,366		(25,866	)
Total									$	(48,335	)

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

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

103

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK	Citibank NA
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
LIBOR	London Interbank Offered Rate

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

104

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Corporate Bonds	$	36,848,807		$	—	$	36,848,807		$	—
Senior Floating Rate Interests		239,777,739			—		239,777,739			—
Common Stocks
Media		518,640			—		—			518,640
Short-Term Investments		20,947,845			20,947,845		—			—
Total	$	298,093,031		$	20,947,845	$	276,626,546		$	518,640
Liabilities
Foreign Currency Contracts(2)	$	(48,335	)	$	—	$	(48,335	)	$	—
Total	$	(48,335	)	$	—	$	(48,335	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks			Total
Beginning balance	$	1,455,650		$	1,455,650
Purchases		—			—
Sales		—			—
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		(937,010	)		(937,010	)
Transfers into Level 3 (1)		—			—
Transfers out of Level 3 (1)		—			—
Ending balance	$	518,640		$	518,640

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $(937,010).

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

^a)  Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

^b)  Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

^c)  Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

105

The Hartford High Yield Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%
			Asset-Backed - Finance & Insurance - 0.0%
	$	920,000	Soundview NIM Trust 8.25%, 12/25/2036(1)(2)(3)	$	—
			Total Asset & Commercial Mortgage Backed Securities (cost $915,920)	$	—
CORPORATE BONDS - 91.4%
			Advertising - 0.1%
		150,000	Lamar Media Corp. 5.75%, 02/01/2026(2)	$	158,625
			Airlines - 0.1%
		305,000	AircastleLtd. 5.00%, 04/01/2023		310,539
			Auto Parts & Equipment - 0.2%
		640,000	ZF North America Capital, Inc. 4.75%, 04/29/2025(2)		648,800
			Chemicals - 0.2%
			Chemours Co.
		510,000	6.63%, 05/15/2023(2)		446,250
		190,000	7.00%, 05/15/2025(2)		164,825
					611,075
			Commercial Banks - 5.6%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	1,600,000	7.00%, 02/19/2019(4)(5)(6)		1,685,513
	$	1,600,000	9.00%, 05/09/2018(4)(5)(6)		1,653,200
		1,625,000	Barclays plc 8.25%, 12/15/2018(4)(6)		1,629,118
		1,050,000	BNP Paribas S.A. 7.63%, 03/30/2021(2)(4)(6)		1,073,625
		1,699,000	CIT Group, Inc. 5.50%, 02/15/2019(2)		1,779,702
		945,000	Credit Agricole S.A. 7.88%, 01/23/2024(2)(4)(6)		907,684
		2,280,000	Credit Suisse Group AG 6.25%, 12/18/2024(4)(5)(6)		2,097,600
		775,000	HBOS Capital Funding L.P. 6.85%, 06/23/2016(4)(5)		780,038
		725,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(2)(4)(6)		670,625
		1,610,000	Radian Group, Inc. 7.00%, 03/15/2021		1,716,662
			Royal Bank of Scotland Group plc
		2,205,000	6.99%, 10/05/2017(2)(4)(6)		2,392,425
		1,200,000	7.64%, 09/30/2017(4)(6)		1,121,400
		1,130,000	Societe Generale S.A. 8.25%, 11/29/2018(4)(5)(6)		1,155,425
					18,663,017
			Commercial Services - 1.0%
		255,000	Aramark Services, Inc. 5.13%, 01/15/2024		269,663
		810,000	Clean Harbors, Inc. 5.13%, 06/01/2021(2)		816,075
		2,815,000	Quad/Graphics, Inc. 7.00%, 05/01/2022		2,252,000
					3,337,738
			Construction Materials - 3.9%
		1,700,000	Builders FirstSource, Inc. 7.63%, 06/01/2021(2)		1,789,250

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Construction Materials - 3.9% - (continued)
	$	1,990,000	Cemex Finance LLC 6.00%, 04/01/2024(2)	$	1,982,537
		1,265,000	Cemex S.A.B. de C.V. 5.70%, 01/11/2025(2)		1,217,563
		940,000	6.13%, 05/05/2025(2)		923,550
		1,700,000	Nortek, Inc. 8.50%, 04/15/2021		1,768,000
		1,705,000	Ply Gem Industries, Inc. 6.50%, 02/01/2022		1,692,212
		3,460,000	Standard Industries, Inc. 5.38%, 11/15/2024(2)		3,607,050
					12,980,162
			Distribution/Wholesale - 0.5%
			American Builders & Contractors Supply Co., Inc.
		870,000	5.63%, 04/15/2021(2)		900,450
		420,000	5.75%, 12/15/2023(2)		439,950
		280,000	HD Supply, Inc. 5.75%, 04/15/2024(2)		293,650
					1,634,050
			Diversified Financial Services - 3.5%
			AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
		1,670,000	4.50%, 05/15/2021		1,724,275
		515,000	4.63%, 10/30/2020		535,600
			International Lease Finance Corp.
		2,665,000	5.88%, 04/01/2019		2,858,212
		1,335,000	5.88%, 08/15/2022		1,461,825
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		1,905,000	6.50%, 08/01/2018		1,857,375
		410,000	6.50%, 07/01/2021		359,775
		171,000	7.88%, 10/01/2020		164,160
		275,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(2)		281,188
			Springleaf Finance Corp.
		205,000	5.25%, 12/15/2019		194,494
		465,000	7.75%, 10/01/2021		459,187
		1,640,000	8.25%, 12/15/2020		1,691,250
					11,587,341
			Electric - 1.5%
			Dynegy, Inc.
		915,000	5.88%, 06/01/2023		828,075
		995,000	7.38%, 11/01/2022		982,841
		670,000	7.63%, 11/01/2024		654,925
			GenOn Americas Generation LLC
		1,385,000	8.50%, 10/01/2021		921,025
		1,570,000	9.13%, 05/01/2031		1,032,275
		1,460,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020(1)(2)(7)		489,100
					4,908,241
			Entertainment - 1.0%
		1,320,000	Carmike Cinemas, Inc. 6.00%, 06/15/2023(2)		1,395,900
			GLP Capital L.P. / GLP Financing II, Inc.
		75,000	4.38%, 04/15/2021		76,688
		1,280,000	5.38%, 04/15/2026		1,334,400

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

106

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Entertainment - 1.0% - (continued)
	$	560,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024(2)	$	559,300
					3,366,288
			Food - 1.1%
		360,000	Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp. 5.88%, 01/15/2024(2)		380,700
		670,000	Post Holdings, Inc. 7.38%, 02/15/2022		706,013
			TreeHouse Foods, Inc.
		1,870,000	4.88%, 03/15/2022		1,933,112
		645,000	6.00%, 02/15/2024(2)		686,119
					3,705,944
			Forest Products & Paper - 0.6%
		2,715,000	Tembec Industries, Inc. 9.00%, 12/15/2019(2)		1,954,800
			Healthcare-Products - 2.1%
			Alere, Inc.
		2,175,000	6.38%, 07/01/2023(2)		2,218,500
		2,140,000	6.50%, 06/15/2020		2,118,600
		2,580,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(2)		2,618,700
					6,955,800
			Healthcare-Services - 8.5%
		2,380,000	Amsurg Corp. 5.63%, 07/15/2022		2,442,475
			Community Health Systems, Inc.
		3,760,000	6.88%, 02/01/2022		3,402,800
		2,965,000	7.13%, 07/15/2020		2,862,055
		970,000	Envision Healthcare Corp. 5.13%, 07/01/2022(2)		986,975
		2,645,000	HCA Holdings, Inc. 6.25%, 02/15/2021		2,873,792
			HCA, Inc.
		100,000	5.25%, 06/15/2026		103,875
		2,050,000	5.38%, 02/01/2025		2,096,125
		3,881,000	7.50%, 11/15/2095		3,764,570
		1,940,000	LifePoint Health, Inc. 5.88%, 12/01/2023		2,032,150
		945,000	MEDNAX, Inc. 5.25%, 12/01/2023(2)		978,075
			Tenet Healthcare Corp.
		2,565,000	4.75%, 06/01/2020		2,641,950
		2,840,000	5.00%, 03/01/2019		2,811,600
		455,000	6.75%, 06/15/2023		449,313
		750,000	8.13%, 04/01/2022		778,125
					28,223,880
			Holding Companies-Diversified - 0.1%
		346,000	Argos Merger Sub, Inc. 7.13%, 03/15/2023(2)		353,785
			Home Builders - 3.1%
			DR Horton, Inc.
		865,000	4.38%, 09/15/2022		880,137
		220,000	5.75%, 08/15/2023		240,900
			KB Home
		1,030,000	7.00%, 12/15/2021		1,050,600
		1,520,000	7.50%, 09/15/2022		1,551,768
		1,090,000	8.00%, 03/15/2020		1,177,200

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Home Builders - 3.1% - (continued)
			Lennar Corp.
	$	805,000	4.75%, 04/01/2021	$	838,407
		2,095,000	4.75%, 11/15/2022		2,126,425
		450,000	4.88%, 12/15/2023		456,750
		1,595,000	M/I Homes, Inc. 6.75%, 01/15/2021		1,595,000
		565,000	Toll Brothers Finance Corp. 4.88%, 11/15/2025		569,238
					10,486,425
			Household Products/Wares - 0.5%
		1,585,000	Sun Products Corp. 7.75%, 03/15/2021(2)		1,493,863
			Insurance - 0.4%
			CNO Financial Group, Inc.
		340,000	4.50%, 05/30/2020		350,200
		835,000	5.25%, 05/30/2025		859,532
					1,209,732
			Internet - 1.2%
		1,000,000	Netflix, Inc. 5.88%, 02/15/2025		1,048,000
			Zayo Group LLC / Zayo Capital, Inc.
		2,175,000	6.00%, 04/01/2023		2,234,813
		835,000	6.38%, 05/15/2025		868,400
					4,151,213
			Iron/Steel - 1.7%
			AK Steel Corp.
		640,000	7.63%, 05/15/2020		544,000
		910,000	7.63%, 10/01/2021		750,750
		1,095,000	8.38%, 04/01/2022		862,312
			ArcelorMittal
		930,000	6.50%, 03/01/2021		950,925
		685,000	7.25%, 02/25/2022		720,534
		75,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(2)		73,125
			United States Steel Corp.
		350,000	6.88%, 04/01/2021		305,375
		1,490,000	7.38%, 04/01/2020		1,404,325
		225,000	7.50%, 03/15/2022		196,313
					5,807,659
			Lodging - 0.6%
		895,000	Boyd Gaming Corp. 6.38%, 04/01/2026(2)		915,138
		1,145,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,182,212
					2,097,350
			Machinery-Diversified - 0.8%
		2,785,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		2,767,594
			Media - 12.2%
			CCO Holdings LLC / CCO Holdings Capital Corp.
		105,000	5.13%, 02/15/2023		107,625
		460,000	5.13%, 05/01/2023(2)		469,200
		495,000	5.75%, 09/01/2023		520,369
		190,000	5.75%, 01/15/2024		199,263
		1,525,000	7.38%, 06/01/2020		1,581,425

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

107

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Media - 12.2% - (continued)
	$	1,205,000	CCO Safari II LLC 4.91%, 07/23/2025(2)	$	1,299,047
		1,610,000	CCOH Safari LLC 5.75%, 02/15/2026(2)		1,662,325
		3,935,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 5.13%, 12/15/2021(2)		3,708,737
		1,680,000	CSC Holdings LLC 5.25%, 06/01/2024		1,528,800
			DISH DBS Corp.
		1,250,000	5.00%, 03/15/2023		1,143,750
		2,500,000	6.75%, 06/01/2021		2,575,525
		2,162,000	7.88%, 09/01/2019		2,383,605
		895,000	Gray Television, Inc. 7.50%, 10/01/2020		937,512
		2,480,000	Liberty Interactive LLC 8.25%, 02/01/2030		2,573,000
		1,980,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(2)(4)		2,049,300
			Neptune Finco Corp.
		600,000	10.13%, 01/15/2023(2)		658,500
		705,000	10.88%, 10/15/2025(2)		784,313
		2,330,000	Numericable-SFR S.A. 7.38%, 05/01/2026(2)		2,364,950
		925,000	Quebecor Media, Inc. 5.75%, 01/15/2023		957,375
		1,005,000	Sinclair Television Group, Inc. 5.88%, 03/15/2026(2)		1,040,175
			TEGNA, Inc.
		2,820,000	4.88%, 09/15/2021(2)		2,876,400
		1,250,000	5.13%, 10/15/2019		1,293,750
		270,000	5.50%, 09/15/2024(2)		278,775
		800,000	6.38%, 10/15/2023		864,000
		3,265,000	Tribune Media Co. 5.88%, 07/15/2022		3,248,675
		2,330,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(2)		2,414,462
		990,000	Videotron Ltd. 5.00%, 07/15/2022		1,027,125
					40,547,983
			Mining - 1.0%
			Anglo American Capital plc
		250,000	4.13%, 04/15/2021(2)		230,232
		200,000	4.13%, 09/27/2022(2)		181,000
		1,120,000	4.88%, 05/14/2025(2)		1,022,336
		376,000	9.38%, 04/08/2019(2)		411,720
		1,315,000	Constellium N.V. 7.88%, 04/01/2021(2)		1,354,450
		190,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024(2)		194,513
		70,000	New Gold, Inc. 6.25%, 11/15/2022(2)		64,400
					3,458,651
			Office/Business Equipment - 1.3%
			CDW LLC / CDW Finance Corp.
		405,000	5.00%, 09/01/2023		414,769
		560,000	5.50%, 12/01/2024		589,400
		3,050,000	6.00%, 08/15/2022		3,265,421
					4,269,590

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Oil & Gas - 9.5%
			Anadarko Petroleum Corp.
	$	1,020,000	4.50%, 07/15/2044	$	879,448
		125,000	4.85%, 03/15/2021		130,385
		85,000	5.55%, 03/15/2026		91,109
		140,000	6.60%, 03/15/2046		158,457
			Antero Resources Corp.
		470,000	5.38%, 11/01/2021		454,725
		575,000	5.63%, 06/01/2023		557,750
		1,385,000	6.00%, 12/01/2020		1,387,895
		1,935,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(2)		1,712,475
		1,705,000	Bonanza Creek Energy, Inc. 6.75%, 04/15/2021		669,213
		2,510,000	California Resources Corp. 8.00%, 12/15/2022(2)		1,725,625
			Concho Resources, Inc.
		1,740,000	5.50%, 10/01/2022		1,755,225
		460,000	5.50%, 04/01/2023		463,450
			Continental Resources, Inc.
		500,000	3.80%, 06/01/2024		426,250
		250,000	4.50%, 04/15/2023		223,281
		1,935,000	4.90%, 06/01/2044		1,557,675
		955,000	5.00%, 09/15/2022		891,731
		2,460,000	Diamondback Energy, Inc. 7.63%, 10/01/2021		2,622,975
		915,000	Energen Corp. 4.63%, 09/01/2021		850,950
			Laredo Petroleum, Inc.
		1,080,000	5.63%, 01/15/2022		993,600
		1,185,000	6.25%, 03/15/2023		1,105,012
		445,000	7.38%, 05/01/2022		436,100
		375,000	Matador Resources Co. 6.88%, 04/15/2023		376,875
			MEG Energy Corp.
		610,000	6.38%, 01/30/2023(2)		464,747
		1,935,000	7.00%, 03/31/2024(2)		1,518,975
			QEP Resources, Inc.
		2,135,000	5.25%, 05/01/2023		2,006,900
		200,000	5.38%, 10/01/2022		189,500
		235,000	6.80%, 03/01/2020		219,725
			Rice Energy, Inc.
		660,000	6.25%, 05/01/2022		653,400
		500,000	7.25%, 05/01/2023		505,000
		1,040,000	RSP Permian, Inc. 6.63%, 10/01/2022		1,073,800
			SM Energy Co.
		195,000	5.00%, 01/15/2024		162,338
		15,000	5.63%, 06/01/2025		12,600
		170,000	6.13%, 11/15/2022		153,850
		115,000	6.50%, 11/15/2021		106,950
			Tullow Oil plc
		1,650,000	6.00%, 11/01/2020(2)		1,320,000
		1,340,000	6.25%, 04/15/2022(2)		1,072,000
			WPX Energy, Inc.
		1,920,000	5.25%, 09/15/2024		1,616,640
		1,410,000	6.00%, 01/15/2022		1,269,000
					31,815,631

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

108

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Packaging & Containers - 3.8%
	$	1,138,706	Ardagh Finance Holdings S.A. 8.63%, 06/15/2019(2)(8)	$	1,172,867
			Ardagh Packaging Finance plc
		685,000	6.00%, 06/30/2021(2)		674,725
		625,000	6.75%, 01/31/2021(2)		626,562
		571,000	7.25%, 05/15/2024(2)		571,000
		1,457,000	9.13%, 10/15/2020(2)		1,533,492
			Ball Corp.
	EUR	315,000	3.50%, 12/15/2020		387,743
		415,000	4.38%, 12/15/2023		516,776
	$	1,865,000	Berry Plastics Corp. 6.00%, 10/15/2022(2)		1,948,925
		225,000	Beverage Packaging Holdings Luxembourg II S.A. / Beverage Packaging Holdings II Is 6.00%, 06/15/2017(2)		224,438
			Owens-Brockway Glass Container, Inc.
		1,895,000	5.88%, 08/15/2023(2)		2,037,125
		2,595,000	6.38%, 08/15/2025(2)		2,796,112
		210,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 8.25%, 02/15/2021		217,350
					12,707,115
			Pharmaceuticals - 3.6%
			Endo Finance LLC
		540,000	6.00%, 07/15/2023(2)		529,875
		2,985,000	6.00%, 02/01/2025(2)		2,850,675
		1,692,000	PRA Holdings, Inc. 9.50%, 10/01/2023(2)		1,861,200
		2,055,000	Quintiles Transnational Corp. 4.88%, 05/15/2023(2)		2,103,806
			Valeant Pharmaceuticals International, Inc.
		1,155,000	5.50%, 03/01/2023(2)		981,750
		3,210,000	5.88%, 05/15/2023(2)		2,688,375
		360,000	6.13%, 04/15/2025(2)		300,737
		715,000	Vizient, Inc. 10.38%, 03/01/2024(2)		772,200
					12,088,618
			Pipelines - 1.4%
			Energy Transfer Equity L.P.
		2,230,000	5.50%, 06/01/2027		1,913,942
		1,592,000	7.50%, 10/15/2020		1,603,940
		1,070,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.75%, 03/15/2024(2)		1,088,725
					4,606,607
			REITS - 0.4%
		1,095,000	Equinix, Inc. 5.88%, 01/15/2026		1,158,641
			Retail - 2.6%
		1,905,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		1,714,500
		1,455,000	Chinos Intermediate Holdings A, Inc. 7.75%, 05/01/2019(2)(8)		698,400
		1,960,000	L Brands, Inc. 6.88%, 11/01/2035		2,156,000
		2,480,000	Michaels Stores, Inc. 5.88%, 12/15/2020(2)		2,597,800

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Retail - 2.6% - (continued)
	$	1,305,000	Party City Holdings, Inc. 6.13%, 08/15/2023(2)	$	1,364,117
					8,530,817
			Semiconductors - 2.5%
		2,350,000	Entegris, Inc. 6.00%, 04/01/2022(2)		2,420,500
		3,575,000	Freescale Semiconductor, Inc. 6.00%, 01/15/2022(2)		3,789,500
			Sensata Technologies B.V.
		1,495,000	5.00%, 10/01/2025(2)		1,502,475
		685,000	5.63%, 11/01/2024(2)		715,825
					8,428,300
			Shipbuilding - 0.1%
		430,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(2)		452,038
			Software - 5.7%
			Activision Blizzard, Inc.
		3,362,000	5.63%, 09/15/2021(2)		3,538,505
		1,465,000	6.13%, 09/15/2023(2)		1,595,019
			Change Healthcare Holdings, Inc.
		1,035,000	6.00%, 02/15/2021(2)		1,045,350
		1,625,000	11.00%, 12/31/2019		1,729,609
			First Data Corp.
		2,485,000	5.38%, 08/15/2023(2)		2,568,869
		3,240,000	5.75%, 01/15/2024(2)		3,288,600
		1,795,000	7.00%, 12/01/2023(2)		1,844,362
		789,000	Infor Software Parent LLC 7.13%, 05/01/2021(2)(8)		664,733
		2,205,000	Infor US, Inc. 6.50%, 05/15/2022		2,035,237
			MSCI, Inc.
		180,000	5.25%, 11/15/2024(2)		188,100
		580,000	5.75%, 08/15/2025(2)		616,975
					19,115,359
			Telecommunications - 9.0%
			Alcatel-Lucent USA, Inc.
		3,070,000	6.45%, 03/15/2029		3,284,900
		660,000	6.50%, 01/15/2028		689,700
			Altice Financing S.A.
		235,000	6.50%, 01/15/2022(2)		237,350
		530,000	6.63%, 02/15/2023(2)		524,064
		2,900,000	7.50%, 05/15/2026(2)		2,913,485
			Frontier Communications Corp.
		765,000	10.50%, 09/15/2022(2)		787,086
		1,865,000	11.00%, 09/15/2025(2)		1,883,650
			Level 3 Financing, Inc.
		1,110,000	5.25%, 03/15/2026(2)		1,126,650
		1,880,000	5.38%, 08/15/2022		1,922,300
		1,620,000	SoftBank Group Corp. 4.50%, 04/15/2020(2)		1,637,334
			Sprint Communications, Inc.
		2,480,000	7.00%, 03/01/2020(2)		2,545,100
		1,533,000	9.00%, 11/15/2018(2)		1,621,147
			Sprint Corp.
		1,815,000	7.25%, 09/15/2021		1,465,612
		1,680,000	7.88%, 09/15/2023		1,310,400
		1,390,000	Syniverse Holdings, Inc. 9.13%, 01/15/2019		688,050

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

109

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 91.4% - (continued)
			Telecommunications - 9.0% - (continued)
			T-Mobile USA, Inc.
	$	2,775,000	6.63%, 11/15/2020	$	2,872,125
		930,000	6.63%, 04/28/2021		979,988
	EUR	3,075,000	Wind Acquisition Finance S.A. 4.00%, 07/15/2020(2)		3,437,406
					29,926,347
			Total Corporate Bonds (cost $309,413,397)	$	304,519,618
SENIOR FLOATING RATE INTERESTS - 1.5%(9)
			Commercial Services - 0.1%
	$	455,000	KAR Auction Services, Inc. 4.25%, 03/09/2023	$	456,706
			Electric - 0.3%
		3,200,000	Texas Competitive Electric Holdings Co. LLC 4.91%, 10/10/2017(1)(7)		1,082,016
			Healthcare-Services - 0.2%
		565,000	Vizient, Inc. 6.25%, 02/13/2023		569,944
			Insurance - 0.1%
		485,000	Asurion LLC 8.50%, 03/03/2021		464,906
			Internet - 0.1%
		172,813	Match Group Inc. 5.50%, 11/16/2022		173,604
			Machinery-Diversified - 0.3%
		1,013,060	Gardner Denver, Inc. 4.25%, 07/30/2020		944,912
			Media - 0.2%
		770,000	Virgin Media Investment Holdings Ltd. 3.65%, 06/30/2023		768,075
			Semiconductors - 0.2%
		468,825	NXP B.V. 3.75%, 12/07/2020		469,997
			Total Senior Floating Rate Interests (cost $6,227,614)	$	4,930,160
CONVERTIBLE BONDS - 0.7%
			Home Builders - 0.3%
		873,000	M/I Homes, Inc. 3.00%, 03/01/2018	$	851,721
			Insurance - 0.2%
		670,000	MGIC Investment Corp. 2.00%, 04/01/2020		813,212
			Oil & Gas - 0.2%
		1,645,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		827,641
			Total Convertible Bonds (cost $3,457,422)	$	2,492,574

Shares or Principal Amount			Market Value†
COMMON STOCKS - 0.2%
		Energy - 0.2%
	104,555,002	KCA Deutag*(2)(3)(10)	$	786,044
		Total Common Stocks (cost $1,416,929)	$	786,044
		Total Long-Term Investments (cost $321,431,282)	$	312,728,396
SHORT-TERM INVESTMENTS - 5.2%
		Other Investment Pools & Funds - 5.2%
	17,354,580	Fidelity Money Market Class 1	$	17,354,580
		Total Short-Term Investments (cost $17,354,580)	$	17,354,580

Total Investments (cost $338,785,862)^	99.0	%	$	330,082,976
Other Assets and Liabilities	1.0	%		3,172,457
Total Net Assets	100.0	%	$	333,255,433

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

110

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	7,721,428
Unrealized Depreciation		(16,424,314	)
Net Unrealized Depreciation	$	(8,702,886	)

* Non-income producing.

⁽¹⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽²⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $137,629,634, which represents 41.3% of total net assets.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $786,044, which represents 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.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $7,371,776, which represents 2.2% of total net assets.

⁽⁶⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽⁷⁾  The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽⁸⁾  This security may pay interest in additional principal instead of cash.

⁽⁹⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽¹⁰⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/ Par		Security	Cost
03/2011		104,555,002	KCA Deutag	$	1,416,929

At April 30, 2016, the aggregate value of these securities was $786,044, which represents 0.2% of total net assets.

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

111

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Notional Amount(a)	(Pay)/Receive Fixed Rate			Expiration Date	Cost Basis		Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26	USD    11,950,000		5.00	%	06/20/21	$	189,069	$	384,364	$	195,295
Total						$	189,069	$	384,364	$	195,295

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

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		05/31/16	SSG	$	6,070,227	$	6,157,836	$	(87,609	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
USD	United States Dollar
Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
Other Abbreviations:
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International

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

112

The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	—		$	—	$	—		$	—
Corporate Bonds		304,519,618			—		304,519,618			—
Senior Floating Rate Interests		4,930,160			—		4,930,160			—
Convertible Bonds		2,492,574			—		2,492,574			—
Common Stocks
Energy		786,044			—		—			786,044
Short-Term Investments		17,354,580			17,354,580		—			—
Swaps - Credit Default(2)		195,295			—		195,295			—
Total	$	330,278,271		$	17,354,580	$	312,137,647		$	786,044
Liabilities
Foreign Currency Contracts(2)	$	(87,609	)	$	—	$	(87,609	)	$	—
Total	$	(87,609	)	$	—	$	(87,609	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Asset & Commercial Mortgage Backed Securities		Common Stocks		Total
Beginning balance	$	0	$	485,135	$	485,135
Purchases		—		—
Sales		—		—		—
Accrued discounts/(premiums)		—		—		—
Total realized gain/(loss)		—		—		—
Net change in unrealized appreciation/depreciation		—		300,909		300,909
Transfers into Level 3(1)		—		—		—
Transfers out of Level 3(1)		—		—		—
Ending balance	$	0	$	786,044	$	786,044

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $300,909.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

^a)  Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

^b)  Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

^c)  Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

113

The Hartford Inflation Plus Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 3.5%
			Asset-Backed - Finance & Insurance - 0.2%
	$	1,360,000	HSI Asset Securitization Corp. Trust 0.71%, 02/25/2036(1)	$	1,185,370
			Asset-Backed - Home Equity - 0.1%
		850,005	GSAA Home Equity Trust 5.99%, 06/25/2036(1)		418,355
		764,961	Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(2)		442,839
					861,194
			Whole Loan Collateral CMO - 3.2%
		1,653,493	Adjustable Rate Mortgage Trust 0.71%, 11/25/2035(1)		1,492,099
		370,768	Banc of America Alternative Loan Trust 6.23%, 10/25/2036(2)		228,477
		1,562,411	Banc of America Funding Trust 6.05%, 10/25/2036(2)		1,269,214
		565,251	Bear Stearns Adjustable Rate Mortgage Trust 2.66%, 10/25/2035(1)		543,481
		954,196	Chase Mortgage Finance Trust 2.67%, 12/25/2035(1)		864,718
			Connecticut Avenue Securities
		643,000	3.44%, 07/25/2024(1)		608,739
		616,000	4.44%, 05/25/2025(1)		611,774
		593,000	4.74%, 02/25/2025(1)		596,556
		585,000	4.84%, 01/25/2024(1)		596,223
		582,000	5.34%, 11/25/2024(1)		601,107
		591,000	5.44%, 07/25/2025(1)		608,071
		562,000	5.69%, 10/25/2023(1)		598,294
		614,734	Deutsche Alt-A Securities Mortgage Loan Trust 0.59%, 12/25/2036(1)		499,741
		1,045,334	GSR Mortgage Loan Trust 2.85%, 10/25/2035(1)		917,961
			HarborView Mortgage Loan Trust
		742,581	0.63%, 01/19/2038(1)		590,542
		746,321	1.44%, 10/25/2037(1)		633,160
		3,287,592	IndyMac Index Mortgage Loan Trust 0.73%, 01/25/2036(1)		2,086,478
		1,590,643	JP Morgan Mortgage Trust 2.78%, 01/25/2037(1)		1,396,743
		700,469	Luminent Mortgage Trust 0.64%, 10/25/2046(1)		590,754
		1,486,783	MASTR Adjustable Rate Mortgages Trust 0.68%, 05/25/2037(1)		918,287
		146,108	Residential Asset Securitization Trust 0.89%, 03/25/2035(1)		112,935
			Residential Funding Mortgage Securities, Inc.
		358,662	3.41%, 02/25/2036(1)		322,567
		654,337	6.00%, 07/25/2037		587,491
		905,113	Structured Adjustable Rate Mortgage Loan Trust 2.85%, 06/25/2035(1)		787,021
			WaMu Mortgage Pass-Through Certificates Trust
		853,209	0.86%, 06/25/2044(1)		758,070
		1,423,971	1.38%, 08/25/2046(1)		1,163,879

Shares or Principal Amount					Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 3.5% - (continued)
				Whole Loan Collateral CMO - 3.2% - (continued)
				Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
		$	296,238	0.53%, 02/25/2037(1)	$	188,151
			1,062,811	1.21%, 11/25/2046(1)		725,785
						20,898,318
				Total Asset & Commercial Mortgage Backed Securities (cost $23,712,750)	$	22,944,882
FOREIGN GOVERNMENT OBLIGATIONS - 3.2%
				Brazil - 1.5%
				Brazil Notas do Tesouro Nacional
	BRL		10,448,709	6.00%, 08/15/2016(3)	$	3,008,322
			23,178,957	6.00%, 05/15/2017(3)		6,716,781
						9,725,103
				Colombia - 0.6%
				Colombian TES
	COP		4,786,296,480	3.50%, 03/10/2021(3)		1,687,456
			4,679,459,505	4.75%, 02/23/2023(3)		1,754,790
						3,442,246
				Mexico - 0.6%
	MXN		70,371,865	Mexican Udibonos 5.00%, 06/16/2016(3)		4,073,803
				Turkey - 0.2%
	TRY		3,828,689	Turkey Government Bond 2.50%, 05/04/2016(3)		1,364,945
				Uruguay - 0.3%
	UYU		68,741,147	Uruguay Government International Bond 4.25%, 04/05/2027(3)		2,005,329
				Total Foreign Government Obligations (cost $21,135,851)	$	20,611,426
SENIOR FLOATING RATE INTERESTS - 4.8%(4)
				Aerospace/Defense - 0.1%
	$		506,618	BE Aerospace, Inc. 4.00%, 12/16/2021	$	509,258
				Airlines - 0.2%
			330,000	American Airlines, Inc. 0.00%, 04/28/2023(5)		328,185
			995,000	Delta Air Lines, Inc. 3.25%, 08/24/2022		993,527
						1,321,712
				Auto Manufacturers - 0.1%
			841,416	Chrysler Group LLC 3.50%, 05/24/2017		841,626
				Auto Parts & Equipment - 0.1%
			640,000	Goodyear Tire and Rubber Co. 3.75%, 04/30/2019		639,731
				Biotechnology - 0.2%
			1,270,289	RPI Finance Trust 3.25%, 11/09/2018		1,269,971

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

114

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.8%(4) - (continued)
			Chemicals - 0.1%
	$	125,000	Huntsman International LLC 4.25%, 04/01/2023	$	125,704
		569,185	Ineos U.S. Finance LLC 3.75%, 05/04/2018		567,659
					693,363
			Commercial Services - 0.1%
		150,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		150,562
		175,000	TransUnion LLC 3.50%, 04/09/2021		174,169
					324,731
			Diversified Financial Services - 0.1%
		685,000	Delos Finance S.a.r.l. 3.50%, 03/06/2021		687,226
			Electric - 0.2%
		1,182,125	Calpine Corp. 4.00%, 10/09/2019		1,182,421
			Energy-Alternate Sources - 0.1%
		846,286	MEG Energy Corp. 3.75%, 03/31/2020		756,013
			Food - 0.1%
		264,338	Albertsons LLC 5.50%, 12/21/2022		265,109
		110,952	B&G Foods, Inc. 3.76%, 11/02/2022		111,507
		334,163	JBS USA LLC 4.00%, 10/30/2022		333,745
					710,361
			Healthcare-Services - 0.7%
		209,475	Acadia Healthcare Company, Inc. 4.50%, 02/16/2023		210,849
			Community Health Systems, Inc.
		110,434	3.75%, 12/31/2019		108,738
		203,196	4.00%, 01/27/2021		200,101
		1,950,000	HCA, Inc. 3.38%, 05/01/2018		1,956,260
		1,462,045	IMS Health, Inc. 3.50%, 03/17/2021		1,461,518
		322,159	MPH Acquisition Holdings LLC 3.75%, 03/31/2021		320,468
		205,000	Vizient, Inc. 6.25%, 02/13/2023		206,794
					4,464,728
			Household Products/Wares - 0.0%
		290,000	Galleria Co. 3.75%, 01/26/2023		290,183
			Insurance - 0.1%
		722,308	Asurion LLC 5.00%, 05/24/2019		719,599
			Media - 0.2%
		300,000	Charter Communications Operating LLC 3.50%, 01/24/2023		301,179
		460,000	Neptune Finco Corp. 5.00%, 10/09/2022		461,440
		673,321	Virgin Media Investment Holdings Ltd. 3.65%, 06/30/2023		671,638
					1,434,257

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.8%(4) - (continued)
			Mining - 0.1%
	$	429,917	Minerals Technologies, Inc. 3.75%, 05/09/2021	$	428,842
			Oil & Gas - 0.2%
		1,200,250	Energy Transfer Equity L.P. 3.25%, 12/02/2019		1,125,066
			Packaging & Containers - 0.3%
		499,352	Berry Plastics Holding Corp. 3.50%, 02/08/2020		498,873
		197,500	Owens-Illinois, Inc. 3.50%, 09/01/2022		197,664
		1,050,803	Reynolds Group Holdings, Inc. 4.50%, 12/01/2018		1,052,778
					1,749,315
			Pharmaceuticals - 0.2%
		403,988	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		402,473
		857,500	Grifols Worldwide Operations USA, Inc. 3.44%, 02/27/2021		858,074
					1,260,547
			Real Estate - 0.0%
		265,000	MGM Growth Properties LLC 4.00%, 04/25/2023		266,381
			Retail - 0.1%
		145,000	Coty, Inc. 3.75%, 10/27/2022		145,907
		322,412	Michaels Stores, Inc. 4.00%, 01/28/2020		323,540
					469,447
			Semiconductors - 0.1%
		485,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		485,087
		324,188	NXP B.V. 3.75%, 12/07/2020		324,998
		215,000	ON Semiconductor Corp. 5.25%, 03/31/2023		215,852
					1,025,937
			Software - 0.8%
			First Data Corp.
		975,000	4.19%, 07/08/2022		975,244
		500,000	4.44%, 03/24/2021		501,040
		120,000	Global Payments, Inc. 3.94%, 04/22/2023		120,930
		768,502	Infor US, Inc. 3.75%, 06/03/2020		749,612
		1,002,188	Kronos, Inc. 4.50%, 10/30/2019		999,262
		1,693,627	Magic Newco LLC 5.00%, 12/12/2018		1,695,745
			SS&C Technologies, Inc.
		253,393	4.01%, 07/08/2022		254,026
		34,965	4.02%, 07/08/2022		35,052
					5,330,911
			Telecommunications - 0.6%
		630,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		630,113

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

115

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.8%(4) - (continued)
			Telecommunications - 0.6% - (continued)
	$	274,313	T-Mobile USA, Inc. 3.50%, 11/09/2022	$	275,857
		1,002,562	Telesat Canada 3.50%, 03/28/2019		1,000,887
		993,851	Univision Communications, Inc. 4.00%, 03/01/2020		992,251
			Ziggo Financing Partnership
		323,330	3.60%, 01/15/2022		322,037
		196,596	3.65%, 01/15/2022		195,810
		305,074	3.65%, 01/15/2022		303,854
					3,720,809
			Total Senior Floating Rate Interests (cost $31,267,869)	$	31,222,435
U.S. GOVERNMENT AGENCIES - 1.2%
			FHLMC - 1.2%
		2,352,000	3.04%, 12/25/2027(1)	$	2,367,494
		2,170,000	3.29%, 04/25/2028(1)		2,209,383
		512,000	4.04%, 04/25/2024(1)		499,786
		603,000	4.44%, 08/25/2024(1)		594,702
		591,000	4.68%, 11/25/2023(1)		600,207
		583,000	4.94%, 02/25/2024(1)		599,740
		584,000	4.99%, 10/25/2024(1)		601,688
					7,473,000
			FNMA - 0.0%
		1,308	FNMA 10.50%, 12/01/2018		1,315
			Total U.S. Government Agencies (cost $7,462,982)	$	7,474,315
U.S. GOVERNMENT SECURITIES - 84.4%
			U.S. Treasury Securities - 84.4%
			U.S. Treasury Bonds - 9.5%
		561,471	2.00%, 01/15/2026(3)	$	659,809
		26,949,865	2.38%, 01/15/2025(3)		32,189,997
		22,550,827	2.50%, 01/15/2029(3)		28,441,058
					61,290,864
			U.S. Treasury Notes - 74.9%
		46,388,187	0.13%, 04/15/2018(3)		47,167,973
		21,279,836	0.13%, 04/15/2019(3)		21,737,289
		3,543,715	0.13%, 04/15/2020(3)		3,618,374
		38,387,522	0.13%, 01/15/2022(3)(6)(7)		39,017,806
		41,747,215	0.13%, 07/15/2022(3)		42,542,457
		41,432,919	0.13%, 01/15/2023(3)		41,873,144
		46,293,242	0.13%, 07/15/2024(3)		46,662,754
		47,794,254	0.38%, 07/15/2023(3)		49,346,945
		50,623,292	0.63%, 07/15/2021(3)		53,177,541
		58,892,132	0.63%, 01/15/2024(3)		61,563,008
		19,641,171	1.13%, 01/15/2021(3)		20,988,948
		27,752,390	1.38%, 07/15/2018(3)		29,231,786

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 84.4% - (continued)
			U.S. Treasury Notes - 74.9% - (continued)
	$	15,087,290	1.38%, 01/15/2020(3)	$	16,128,071
		11,043,500	2.13%, 01/15/2019(3)		11,897,218
					484,953,314
			Total U.S. Government Securities (cost $533,167,402)	$	546,244,178
			Total Long-Term Investments (cost $616,746,854)	$	628,497,236
SHORT-TERM INVESTMENTS - 3.2%
			Other Investment Pools & Funds - 3.2%
		20,863,191	Fidelity Money Market Class 1	$	20,863,191
			Total Short-Term Investments (cost $20,863,191)	$	20,863,191

Total Investments (cost $637,610,045)^	100.3	%	$	649,360,427
Other Assets and Liabilities	(0.3	)%		(1,976,766	)
Total Net Assets	100.0	%	$	647,383,661

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

116

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	14,111,308
Unrealized Depreciation		(2,360,926	)
Net Unrealized Appreciation	$	11,750,382

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽²⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽³⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁴⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽⁵⁾  All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁶⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts	Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future	182		06/21/2016	$	23,674,539	$	23,671,375	$	(3,164	)
U.S. Treasury 2-Year Note Future	196		06/30/2016		42,826,936		42,850,500		23,564
U.S. Treasury 5-Year Note Future	159		06/30/2016		19,182,124		19,225,336		43,212
Total								$	63,612
Total futures contracts								$	63,612

OTC Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Sell protection:
CMBX.NA.AAA.6		MSC		USD	11,429,000		0.50	%		05/11/63	$	—	$	(373,247	)	$	(176,188	)	$	197,059
CMBX.NA.AAA.6		UBS		USD	1,660,000		0.50	%		05/11/63		—		(53,936	)		(25,590	)		28,346
CMBX.NA.AAA.6		CSI		USD	980,000		0.50	%		05/11/63		—		(36,360	)		(15,108	)		21,252
CMBX.NA.AAA.6		MSC		USD	955,000		0.50	%		05/11/63		—		(32,185	)		(14,722	)		17,463
CMBX.NA.AAA.6		DEUT		USD	930,000		0.50	%		05/11/63		—		(31,755	)		(14,337	)		17,418
CMBX.NA.AAA.6		MSC		USD	795,000		0.50	%		05/11/63		—		(27,145	)		(12,255	)		14,890
CMBX.NA.AAA.6		GSC		USD	590,000		0.50	%		05/11/63		—		(19,711	)		(9,096	)		10,615
CMBX.NA.AAA.6		GSC		USD	555,000		0.50	%		05/11/63		—		(18,939	)		(8,556	)		10,383
CMBX.NA.AAA.7		CBK		USD	8,900,000		0.50	%		01/17/47		—		(231,648	)		(236,483	)		(4,835	)
Total											$	—	$	(824,926	)	$	(512,335	)	$	312,591
Total traded indices											$	—	$	(824,926	)	$	(512,335	)	$	312,591
Total OTC contracts											$	—	$	(824,926	)	$	(512,335	)	$	312,591

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

117

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on April 30, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.41% Fixed	CPURNSA	USD	16,050,000		01/15/18	$	—	$	—	$	(156,143	)	$	(156,143	)
BOA	1.90% Fixed	CPURNSA	USD	27,522,000		07/15/24		—		—		63,691			63,691
DEUT	1.44% Fixed	CPURNSA	USD	16,190,000		09/11/20		—		—		77,857			77,857
JPM	1.81% Fixed	CPURNSA	USD	9,605,000		09/11/25		—		—		(17,929	)		(17,929	)
MSC	1.81% Fixed	CPURNSA	USD	10,385,000		09/23/25		—		—		(19,740	)		(19,740	)
Total							$	—	$	—	$	(52,264	)	$	(52,264	)

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		05/31/16	HSBC	$	1,607,718	$	1,580,269	$	(27,449	)
AUD	Buy		05/31/16	NAB		1,610,315		1,581,788		(28,527	)
AUD	Buy		05/31/16	GSC		3,222,297		3,163,577		(58,720	)
BRL	Sell		07/05/16	BOA		9,161,491		9,655,546		(494,055	)
CAD	Buy		05/31/16	SSG		7,859,645		7,915,102		55,457
CHF	Sell		05/31/16	JPM		6,690,533		6,800,130		(109,597	)
COP	Sell		06/15/16	SSG		2,960,265		3,318,601		(358,336	)
EUR	Sell		05/31/16	SSG		9,302,485		9,436,744		(134,259	)
GBP	Sell		05/31/16	CBK		2,607,400		2,620,040		(12,640	)
JPY	Sell		05/31/16	TDB		9,136,872		9,560,238		(423,366	)
MXN	Sell		06/16/16	BOA		4,051,503		4,132,698		(81,195	)
RUB	Buy		06/15/16	CSFB		1,664,629		1,693,946		29,317
RUB	Sell		06/15/16	CBK		1,539,337		1,693,946		(154,609	)
TRY	Buy		06/15/16	BOA		3,741,093		3,890,159		149,066
TRY	Sell		06/15/16	JPM		4,993,118		5,248,273		(255,155	)
UYU	Sell		06/30/16	HSBC		1,919,936		1,919,936		—
Total									$	(1,904,068	)

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

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

118

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BOA	Banc of America Securities LLC
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
NAB	National Australia Bank Limited
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
COP	Colombian Peso
EUR	Euro
GBP	British Pound
JPY	Japanese Yen
MXN	Mexican Peso
RUB	Russian Ruble
TRY	Turkish Lira
UYU	Uruguayan Peso

Index Abbreviations:
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
OTC	Over-the-Counter

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

119

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	22,944,882		$	—		$	22,944,882		$	—
Foreign Government Obligations		20,611,426			—			20,611,426			—
Senior Floating Rate Interests		31,222,435			—			31,222,435			—
U.S. Government Agencies		7,474,315			—			7,474,315			—
U.S. Government Securities		546,244,178			—			546,244,178			—
Short-Term Investments		20,863,191			20,863,191			—			—
Foreign Currency Contracts(2)		233,840			—			233,840			—
Futures Contracts(2)		66,776			66,776			—			—
Swaps - Credit Default(2)		317,426			—			317,426			—
Swaps - Interest Rate(2)		141,548			—			141,548			—
Total	$	650,120,017		$	20,929,967		$	629,190,050		$	—
Liabilities
Foreign Currency Contracts(2)	$	(2,137,908	)	$	—		$	(2,137,908	)	$	—
Futures Contracts(2)		(3,164	)		(3,164	)		—			—
Swaps - Credit Default(2)		(4,835	)		—			(4,835	)		—
Swaps - Interest Rate(2)		(193,812	)		—			(193,812	)		—
Total	$	(2,339,719	)	$	(3,164	)	$	(2,336,555	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

120

Hartford Municipal Income Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.6%
			Alabama - 1.2%
	$	145,000	Alabama 21st Century Auth Rev 5.00%, 06/01/2021	$	168,552
			Alaska - 0.9%
		100,000	CIVICVentures, AK, Rev 5.00%, 09/01/2023		120,042
			Arizona - 1.8%
		200,000	Salt Verde Financial Corp. Rev 5.00%, 12/01/2037		248,638
			California - 6.9%
		250,000	Abag Finance Authority for Nonprofit Corps. Rev 6.00%, 08/01/2030		305,087
		100,000	California County, CA, Tobacco Securitization Agency 5.00%, 06/01/2020		112,602
		250,000	California Health Facilities Financing Auth Rev 5.88%, 07/01/2025		289,658
		45,000	Elk Grove Finance Auth Special Tax 5.00%, 09/01/2032		52,993
		100,000	Orange County Community Facs Dist Special Tax 5.00%, 08/15/2023		120,079
		100,000	San Joaquin Hills Transportation Corridor Agency 0.00%, 01/15/2025		76,526
					956,945
			Colorado - 1.9%
		110,000	Colorado Health Facilities Auth Rev 2.00%, 09/01/2018		111,377
		25,000	E-470 Public Highway Auth Rev 5.00%, 09/01/2019		28,044
		100,000	Park Creek, CO, Metropolitan Dist Rev 5.00%, 12/01/2023		117,681
					257,102
			Connecticut - 3.4%
		50,000	City of Hartford, CT, GO 5.00%, 07/01/2027		60,447
		100,000	Connecticut State Health & Educational Fac. Auth. 3.25%, 09/01/2021		100,633
		250,000	Town of Hamden, CT, GO 5.00%, 08/15/2025		303,317
					464,397
			Florida - 4.7%
		265,000	Broward County, FL, Airport System Rev 5.00%, 10/01/2020		305,396
			County of Lee, FL, Airport Rev
		125,000	5.00%, 10/01/2032		147,604
		100,000	5.00%, 10/01/2033		117,451
			County of Miami-Dade, FL, Aviation Rev
		15,000	5.00%, 10/01/2029		17,822
		15,000	5.00%, 10/01/2031		17,631
		20,000	5.00%, 10/01/2032		23,418
		20,000	5.00%, 10/01/2033		23,311
					652,633

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.6% - (continued)
			Georgia - 0.5%
	$	70,000	Burke County, GA, Development Auth Rev 2.35%, 10/01/2032(1)	$	72,132
			Idaho - 1.9%
		250,000	Idaho Housing & Finance Association Rev 5.00%, 07/15/2017		262,452
			Illinois - 22.3%
		250,000	Chicago Midway International Airport Rev 5.00%, 01/01/2041		276,050
		100,000	Chicago O’Hare International Airport Rev 5.00%, 01/01/2029		119,955
		250,000	Chicago, IL, Park Dist, GO 5.00%, 01/01/2020		269,247
			Chicago, IL, Transit Auth Rev
		75,000	5.00%, 06/01/2020		83,949
		160,000	5.25%, 12/01/2024		182,941
		250,000	City of Chicago, IL, GO 5.00%, 01/01/2026		249,792
		105,000	City of Chicago, IL, Waterworks Rev 5.00%, 11/01/2018		113,338
			County of Cook, IL, GO
		120,000	5.00%, 11/15/2024		120,343
		105,000	5.00%, 11/15/2028		112,408
			Illinois Finance Auth Rev
		15,000	5.00%, 07/01/2018		16,328
		150,000	5.00%, 11/15/2030		178,941
		245,000	5.00%, 08/15/2035		277,632
		150,000	5.00%, 10/01/2041		173,882
		100,000	Kane McHenry Cook & DeKalb Counties, IL, USD GO 5.00%, 01/01/2023		119,646
		150,000	Kendall Kane & Will County, IL, USD GO 5.00%, 02/01/2024		181,523
		125,000	Metropolitan Pier & Exposition Auth Rev 0.00%, 06/15/2020		114,240
			State of Illinois, GO
		100,000	5.00%, 07/01/2017		104,144
		250,000	5.00%, 05/01/2029		271,947
		90,000	University of Illinois, IL, Auxiliary Facs, Rev 5.00%, 04/01/2024		106,574
					3,072,880
			Louisiana - 3.4%
		40,000	Louisiana Public Facilities Auth Rev 6.38%, 05/15/2031		48,059
		200,000	Louisiana State Citizens Property Insurance Corp. Rev 5.00%, 06/01/2020		200,686
		100,000	Louisiana State Local Gov’t Environmental Facs & Community DA Rev 6.00%, 11/15/2030		103,969
		100,000	Louisiana State Public Facilities Auth Rev 5.00%, 05/15/2035		112,020
					464,734
			Michigan - 2.0%
			Michigan Finance Auth
		100,000	5.00%, 07/01/2035		115,130
		100,000	5.00%, 05/15/2038		113,098
		35,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		41,654
					269,882

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

121

Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.6% - (continued)
			Minnesota - 1.2%
	$	100,000	City of Rochester, MN, Healthcare & Housing Rev Fac 4.00%, 12/01/2019	$	105,273
		50,000	Saint Paul, MN, Housing & Redev Auth Healthcare Rev 5.25%, 11/15/2028		56,849
					162,122
			Nebraska - 0.9%
		100,000	Central Plains, NE, Energy Proj Gas Rev 5.25%, 12/01/2021		117,756
			Nevada - 1.9%
		250,000	Clark County, School Dist, GO 5.00%, 06/15/2022		266,635
			New Jersey - 5.7%
		205,000	City of Bayonne NJ 5.00%, 07/01/2034		243,829
		285,000	New Jersey Educational Facilities Auth Rev 5.00%, 09/01/2019		307,965
			New Jersey Health Care Facilities Financing Auth Rev
		150,000	5.00%, 07/01/2022		179,404
		50,000	5.25%, 07/01/2026		58,246
					789,444
			New York - 6.0%
		40,000	Long Island Power Auth 1.18%, 05/01/2033(1)		40,094
			Metropolitan Transportation Auth, NY, Rev
		100,000	5.25%, 11/15/2036		124,796
		70,000	5.25%, 11/15/2040		80,363
		100,000	New York City Water & Sewer System 5.00%, 06/15/2043		114,879
			New York State Dormitory Auth Rev
		150,000	5.00%, 03/15/2031		184,650
		100,000	5.00%, 05/01/2043		114,726
			Town of Oyster Bay, NY, GO
		90,000	3.00%, 08/15/2016		90,512
		80,000	3.00%, 08/15/2020		78,171
					828,191
			Ohio - 4.4%
			Buckeye, OH, Tobacco Settlement FA
		250,000	6.00%, 06/01/2042		246,422
		150,000	6.50%, 06/01/2047		150,344
			City of Cleveland, OH, Airport System Rev
		60,000	5.00%, 01/01/2022(2)		68,304
		55,000	5.00%, 01/01/2023(2)		63,587
		70,000	County of Montgomery, OH 5.00%, 05/01/2039		75,413
					604,070
			Other U.S. Territories - 0.3%
		75,000	Puerto Rico Electric Power Auth 5.25%, 07/01/2027		44,625
			Pennsylvania - 2.7%
		250,000	Pennsylvania State Turnpike Commission Rev 1.39%, 12/01/2021(1)		247,992
		115,000	The School District of Philadelphia 5.00%, 09/01/2019		125,615
					373,607

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.6% - (continued)
			Puerto Rico - 0.9%
	$	200,000	Commonwealth of Puerto Rico 6.00%, 07/01/2039	$	119,000
			Rhode Island - 1.6%
		205,000	Rhode Island Housing & Mortgage Finance Corp., RI, Rev 4.00%, 10/01/2032		217,532
			Texas - 12.9%
		250,000	Central Texas Turnpike System Rev 5.00%, 08/15/2042		283,663
		250,000	Dallas/Fort Worth, TX, International Airport Rev 5.00%, 11/01/2043		273,835
		100,000	Harris County-Houston Sports Auth Rev 5.00%, 11/15/2020		116,036
		75,000	Kerrville Health Facs Dev Corp. 5.00%, 08/15/2023		86,651
		150,000	Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2040		172,043
		185,000	North Texas Tollway Auth Rev 6.25%, 01/01/2039		208,173
		180,000	Northside Independent School Dist 1.65%, 08/01/2045(1)		182,104
		100,000	Tarrant County, TX, Cultural Education Facs Financing Corp. 4.50%, 11/15/2021		101,806
		250,000	Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2025		304,127
		50,000	Texas Private Activity Bond Surface Transportation Corp. Rev 5.00%, 12/31/2055		54,258
					1,782,696
			Virginia - 0.7%
		90,000	Wise County Industrial Development Auth Rev 1.88%, 11/01/2040(1)		91,616
			Washington - 2.5%
		95,000	Tobacco Settlement Auth Rev 5.00%, 06/01/2017		99,084
		115,000	Washington State Health Care Fac Auth Rev 5.00%, 01/01/2026		138,411
		100,000	Washington State Housing Finance Commission Rev 7.00%, 07/01/2050(3)		102,429
					339,924
			Total Municipal Bonds (cost $12,310,310)	$	12,747,607
			Total Long-Term Investments (cost $12,310,310)	$	12,747,607

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

122

Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 9.5%
		Other Investment Pools & Funds - 9.5%
	1,306,831	JP Morgan Tax Free Money Market Fund	$	1,306,831
		Total Short-Term Investments (cost $1,306,831)		1,306,831

Total Investments (cost $13,617,141)^	102.1	%	$	14,054,438
Other Assets and Liabilities	(2.1	)%		(284,304	)
Total Net Assets	100.0	%	$	13,770,134

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

123

Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	445,667
Unrealized Depreciation		(8,370	)
Net Unrealized Appreciation	$	437,297

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽²⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $131,776 at April 30, 2016.

⁽³⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2016, the aggregate value of this security was $102,429, which represents 0.7% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
Rev	Revenue
USD	United School District

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

124

Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Municipal Bonds	$	12,747,607	$	—	$	12,747,607	$	—
Short-Term Investments		1,306,831		1,306,831		—		—
Total	$	14,054,438	$	1,306,831	$	12,747,607	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

125

The Hartford Municipal Opportunities Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3%
			Alabama - 0.8%
	$	1,615,000	Alabama Federal Aid Highway Finance Auth 5.00%, 09/01/2026	$	1,911,998
		2,000,000	Jefferson County, AL, Sewer Rev 5.00%, 10/01/2017		2,092,000
		1,540,000	Mobile, AL, Industrial Development Board Pollution 1.65%, 06/01/2034(1)		1,550,611
					5,554,609
			Alaska - 0.4%
		2,000,000	CIVICVentures, AK, Rev 5.00%, 09/01/2025		2,445,180
			Arizona - 1.7%
			Arizona State Health Fac Auth
		2,000,000	5.00%, 12/01/2029		2,399,100
		2,000,000	5.00%, 12/01/2030		2,368,460
		265,000	Estrella Mountain Ranch, AZ, Community Fac Dist GO 6.20%, 07/15/2032		272,232
		1,420,000	Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School 8.50%, 07/01/2039		1,727,245
		3,000,000	Salt River, AZ, Agricultural Improvement 5.00%, 12/01/2027		3,582,570
		855,000	Salt Verde Financial Corp. 5.25%, 12/01/2020		984,379
					11,333,986
			California - 10.1%
		2,500,000	Alhambra, CA, Unified School District 0.00%, 08/01/2036(2)		1,204,575
		1,150,000	Bay Area, CA, Toll Auth Bridge Rev 1.50%, 04/01/2047(1)		1,160,603
		1,000,000	California County, CA, Tobacco Securitization 5.00%, 06/01/2022		1,162,720
			California State Communities DA Rev
		955,000	1.20%, 04/01/2036(1)		836,017
		1,000,000	5.63%, 10/01/2032		1,071,750
		4,985,000	California State GO 6.50%, 04/01/2033		5,800,197
		1,500,000	California State Health Facilities 6.00%, 07/01/2029		1,730,550
		1,000,000	California State Public Works Board, Correctional Facilities Improvement 6.00%, 03/01/2035		1,158,160
		2,000,000	California State Public Works Board, Lease Rev 5.25%, 10/01/2023		2,415,920
		2,000,000	California State Public Works Board, State University Trustees 6.25%, 04/01/2034		2,312,080
		2,500,000	California Statewide Communities Dev Auth Rev 5.25%, 12/01/2056		2,728,450
		910,000	Elk Grove Finance Auth Special Tax 5.00%, 09/01/2032		1,071,634
		660,000	Foothill-Eastern Transportation Corridor Agency 5.00%, 01/15/2053(1)		688,096
		5,000,000	Golden State Tobacco Securitization Corp. 5.75%, 06/01/2047		5,011,100
			Hemet, CA, Unif School Dist FA Special Tax
		1,440,000	5.00%, 09/01/2030		1,620,173
		535,000	5.00%, 09/01/2031		599,767
		1,065,000	Irvine, CA, Improvement Bond Act 4.00%, 09/02/2016		1,076,332

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			California - 10.1% - (continued)
	$	5,225,000	Long Beach, CA, FA Natural Gas 1.86%, 11/15/2027(1)	$	4,885,897
		1,000,000	Oakland, CA, Airport Rev 5.00%, 05/01/2026		1,144,910
		1,000,000	Orange County Community Fac Dist 5.00%, 08/15/2034		1,157,410
			Port of Oakland, CA
		985,000	5.00%, 05/01/2021		1,156,942
		500,000	5.00%, 05/01/2023		592,675
		1,000,000	Rancho Cucamonga, CA, Redev Agency Tax 5.00%, 09/01/2029		1,197,610
		1,150,000	San Bernardino, CA, USD GO 5.00%, 08/01/2021		1,367,476
		1,000,000	San Buenaventura, CA, Community Memorial Health System 7.50%, 12/01/2041		1,210,540
		3,000,000	San Diego, CA, Redev Agency Tax Allocation 7.00%, 11/01/2039		3,471,570
			San Diego, CA, Unified School District
		805,000	4.00%, 07/01/2034		899,781
		865,000	4.00%, 07/01/2035		962,356
		875,000	San Joaquin Hills, CA, Transporation Auth 5.00%, 01/15/2029		1,000,851
			San Jose, CA, Redev Agency
		2,575,000	5.00%, 08/01/2022		2,703,724
		500,000	6.50%, 08/01/2023		559,495
			San Mateo Joint Powers Financing Auth
		1,250,000	5.00%, 06/15/2029		1,535,862
		1,250,000	5.00%, 06/15/2030		1,528,500
		1,335,000	Santa Cruz County, CA, Redev Agency 6.63%, 09/01/2029		1,576,101
			Santa Margarita, CA, Water Dist Special Tax
		500,000	4.25%, 09/01/2021		539,730
		500,000	5.00%, 09/01/2022		569,865
		500,000	5.00%, 09/01/2023		570,950
		1,095,000	5.00%, 09/01/2028		1,266,587
			Tustin, CA, Community Facilities District
		775,000	5.00%, 09/01/2020		880,152
		600,000	5.00%, 09/01/2021		700,716
		3,000,000	Twin Rivers, CA, Unif School Dist Cops 3.45%, 07/01/2037(1)		3,005,430
					66,133,254
			Colorado - 0.7%
		1,330,000	Colorado Health Fac Auth 1.55%, 10/01/2039(1)		1,332,288
		1,000,000	Denver, CO, City and County Special Fac Airport Rev 5.00%, 11/15/2018		1,091,810
		2,000,000	Park Creek Metropolitan District 5.00%, 12/01/2029		2,323,480
					4,747,578
			Connecticut - 2.4%
		5,000,000	City of Bridgeport, CT, GO 5.00%, 08/15/2025		6,131,600
		475,000	City of New Britain, CT, GO 5.00%, 03/01/2017		491,126
		2,600,000	City of New Haven, CT, GO 5.00%, 08/01/2024		3,154,658
			Connecticut Housing FA
		930,000	4.00%, 11/15/2044		1,000,559
		2,000,000	4.00%, 11/15/2045		2,185,480

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

126

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Connecticut - 2.4% - (continued)
	$	700,000	Connecticut State Health & Educational Fac Auth 2.88%, 09/01/2020(3)	$	703,206
		1,850,000	Hartford, CT, GO 5.00%, 04/01/2026		2,143,003
					15,809,632
			District of Columbia - 0.4%
			Metropolitan Washington, DC, Airport Auth System Rev
		1,000,000	5.00%, 10/01/2020		1,154,300
		1,450,000	5.00%, 10/01/2022		1,737,390
					2,891,690
			Florida - 6.0%
		2,000,000	Broward County, FL, School Board 5.00%, 07/01/2027		2,438,040
			Collier County, FL, Industrial Development Auth
		200,000	6.25%, 05/15/2035(3)		204,700
		500,000	6.50%, 05/15/2020(3)		500,720
		500,000	7.00%, 05/15/2024(3)		571,710
		2,120,000	Florida Village Community Development Dist 8 6.38%, 05/01/2038		2,295,875
			Greater Orlando, FL, Aviation Auth
		3,300,000	5.00%, 10/01/2021		3,886,542
		1,040,000	5.00%, 10/01/2024		1,220,721
		125,000	Highlands County, FL, Adventist Health (Prerefunded with US Gov’t Securities) 5.25%, 11/15/2036(1)		128,095
		1,905,000	Highlands County, FL, Health Fac Auth 5.25%, 11/15/2036		1,950,091
		2,000,000	Jacksonville, FL, Econ Development Commission 6.25%, 09/01/2027(3)		2,094,380
		2,700,000	Jacksonville, FL, Sales Tax Rev 5.00%, 10/01/2021		3,201,444
		2,000,000	Lake County, FL, School Board 5.00%, 06/01/2026		2,420,440
		1,750,000	Lakeland, FL, Retirement Community Rev 6.38%, 01/01/2043		1,840,877
		500,000	Magnolia Creek, FL, Community Development Dist Capital Improvement 5.90%, 05/01/2039*		107,500
		1,000,000	Miami Beach, FL, Redevelopment Agency 5.00%, 02/01/2026		1,223,780
		3,000,000	Miami-Dade County, FL 5.00%, 07/01/2032		3,670,920
			Miami-Dade County, FL, Aviation Rev
		1,000,000	5.00%, 10/01/2024		1,180,240
		2,500,000	5.00%, 10/01/2026		2,917,850
		2,000,000	Miami-Dade County, FL, School Board 5.00%, 08/01/2027		2,469,600
		2,130,000	Orange County, FL, School Board 5.00%, 08/01/2026		2,547,310
		1,000,000	Palm Beach County, FL, Health System 6.75%, 06/01/2024		1,176,360
		715,000	River Bend Community Development Dist, Capital Improvement Rev 7.13%, 11/01/2015*		92,235
		500,000	Village, FL, Community Development Dist No. 11 3.25%, 05/01/2019		501,560
		775,000	Volusia County, FL, School Board 5.00%, 08/01/2025		953,475
					39,594,465

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Georgia - 1.0%
	$	2,860,000	Burke County, GA, Development Auth Rev 2.35%, 10/01/2032(1)	$	2,947,087
		1,500,000	Dekalb Newton and Gwinnett Counties, GA, Joint DA 6.00%, 07/01/2034		1,717,935
		1,500,000	Marietta, GA, DA Life University, Inc. Proj 7.00%, 06/15/2030		1,606,635
					6,271,657
			Hawaii - 0.2%
		1,000,000	Hawaii State Dept of Transportation 5.00%, 08/01/2022		1,185,500
			Idaho - 0.2%
		1,000,000	Idaho State Health Facilities Auth Rev 5.00%, 03/01/2032		1,158,160
			Illinois - 11.7%
		790,000	Aurora, IL, Tax Increment Rev 6.75%, 12/30/2027		847,046
		500,000	Chicago Midway International Airport 5.00%, 01/01/2021		570,455
		2,545,000	Chicago O’Hare International Airport Rev 5.00%, 01/01/2030		3,044,074
			Chicago Park Dist
		1,000,000	4.00%, 01/01/2017		1,016,170
		500,000	5.25%, 01/01/2037		541,985
			Chicago Transit Auth
		3,000,000	5.00%, 06/01/2020		3,357,960
		800,000	5.25%, 12/01/2027		900,064
			Chicago, IL, Board of Education
		1,510,000	5.00%, 12/01/2042		1,226,754
		1,625,000	6.00%, 01/01/2020		1,735,516
			Chicago, IL, Park Dist, GO
		250,000	5.00%, 01/01/2020		269,248
		700,000	5.00%, 01/01/2025		793,079
		2,750,000	5.00%, 01/01/2026		3,089,707
		2,770,000	Chicago, IL, Transit Auth 5.00%, 06/01/2021		2,840,497
			City of Chicago, IL, GO
		1,700,000	4.00%, 01/01/2018		1,717,068
		700,000	5.00%, 12/01/2023		711,697
		2,000,000	5.00%, 01/01/2024		2,036,800
		1,000,000	5.50%, 01/01/2040		998,610
			City of Chicago, IL, Wastewater Transmission Rev
		715,000	5.00%, 01/01/2028		806,441
		1,785,000	5.00%, 01/01/2029		2,003,270
			City of Chicago, IL, Waterworks Rev
		615,000	5.00%, 11/01/2017		626,913
		135,000	5.00%, 11/01/2023		153,548
		1,000,000	5.00%, 11/01/2028		1,129,740
		3,465,000	Cook County, IL, Community Consolidated School Dist 5.00%, 12/01/2024		4,219,365
		1,400,000	Illinois FA Rev, Art Institute of Chicago 6.00%, 03/01/2038		1,575,238
		700,000	Illinois FA Rev, Depaul University Rev 5.00%, 10/01/2028		858,767
		3,000,000	Illinois FA Rev, Silver Cross Hospital and Medicine 5.50%, 08/15/2030		3,209,910
		1,000,000	Illinois Finance Auth 5.00%, 11/15/2023		1,223,620

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

127

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Illinois - 11.7% - (continued)
	$	4,000,000	Illinois Metropolitan Pier & Exposition Auth 0.00%, 12/15/2024(2)	$	3,084,520
			Illinois State FA Rev
		665,000	5.00%, 11/15/2028		797,714
		1,650,000	5.00%, 11/15/2031		1,955,217
		1,500,000	5.00%, 11/15/2033		1,753,875
		1,510,000	5.00%, 11/15/2034		1,761,430
		1,250,000	7.75%, 08/15/2034		1,472,700
			Illinois State GO
		1,500,000	5.00%, 01/01/2022		1,622,625
		1,500,000	5.00%, 08/01/2025		1,640,055
		1,500,000	5.25%, 01/01/2021		1,669,800
		1,650,000	6.50%, 06/15/2022		1,904,909
			Illinois State Toll Highway Auth
		2,000,000	5.00%, 01/01/2030		2,388,760
		1,000,000	5.00%, 12/01/2031		1,208,540
		2,800,000	Kane Cook & DuPage Counties GO 5.00%, 01/01/2031		3,201,100
		1,250,000	Kane McHenry Cook & DeKalb Counties, IL, USD 5.00%, 01/01/2027		1,496,200
		1,665,000	Kendall Kane & Will County, IL, Community Unit School District 5.00%, 02/01/2034		1,932,199
			Metropolitan Pier & Exposition Auth
		2,000,000	0.00%, 06/15/2027(2)		1,360,060
		1,630,000	5.00%, 12/15/2020		1,836,032
		2,530,000	Metropolitan Water Reclamation District of Greater Chicago 5.00%, 12/01/2031		2,892,574
		985,000	State of Illinois 5.00%, 02/01/2026		1,090,021
					76,571,873
			Indiana - 1.2%
		1,000,000	Indiana State FA Hospital Rev 5.00%, 12/01/2029		1,212,490
		1,625,000	Indiana State Financing Auth Rev 5.00%, 03/01/2023		1,813,549
		1,000,000	Indianapolis, IN, Airport Auth Rev 5.00%, 01/01/2029		1,160,380
		775,000	Richmond, IN, Hospital Auth Rev 5.00%, 01/01/2035		893,668
		2,000,000	Vigo County, IN, Hospital Auth 5.75%, 09/01/2042(3)		2,053,720
		1,000,000	Whiting, IN, Environmental Facilities Rev 1.85%, 06/01/2044(1)		1,001,640
					8,135,447
			Kansas - 0.5%
			Wyandotte County-Kansas City, KS
		1,000,000	5.00%, 09/01/2025		1,242,850
		1,390,000	5.00%, 09/01/2028		1,694,201
					2,937,051
			Kentucky - 0.6%
		350,000	Kentucky Public Transportation Inf Auth 5.00%, 07/01/2017		364,959
		1,710,000	Louisville & Jefferson County, KY, Metropolitan Gov’t Pollution Control Rev 1.65%, 10/01/2033(1)		1,718,995

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Kentucky - 0.6% - (continued)
	$	1,515,000	Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives 5.00%, 12/01/2023	$	1,792,775
					3,876,729
			Louisiana - 2.7%
		2,000,000	City of Shreevport, LA, Water & Sewer Revenue 5.00%, 12/01/2027		2,444,360
		2,500,000	Louisana State, Tobacco Settlement Financing Corp. 5.00%, 05/15/2026		2,584,175
		1,750,000	Louisiana State, Local Gov’t Environmental Facilities & Community Development Auth 6.00%, 11/15/2035		1,785,577
			New Orleans, LA, Aviation Board
		750,000	5.00%, 01/01/2034		857,453
		2,500,000	6.00%, 01/01/2023		2,824,950
			State of Louisiana
		2,000,000	5.00%, 08/01/2027		2,481,920
		4,000,000	5.00%, 12/01/2031		4,791,320
					17,769,755
			Maryland - 0.3%
		480,000	Maryland Economic Dev. Corp. 4.00%, 06/01/2020		529,862
		1,500,000	Westminster Maryland Rev 4.38%, 07/01/2021		1,580,955
					2,110,817
			Massachusetts - 1.7%
		5,000,000	Commonwealth of Massachusetts 5.00%, 07/01/2027		6,425,650
			Massachusetts State Development Fin Agency Rev
		1,200,000	5.00%, 01/01/2019		1,317,936
		1,200,000	8.00%, 04/15/2031		1,485,312
			Massachusetts State PA
		455,000	4.00%, 07/01/2022		515,934
		385,000	5.00%, 07/01/2021		451,220
		650,000	5.00%, 07/01/2023		779,948
				10,976,000
			Michigan - 2.9%
		4,000,000	Kent, MI, Hospital FA 6.00%, 07/01/2035		4,012,080
			Michigan FA
		1,000,000	5.00%, 07/01/2018		1,078,480
		2,700,000	5.00%, 10/01/2030		3,188,754
			Michigan Finance Auth
		665,000	5.00%, 07/01/2027		792,507
		665,000	5.00%, 07/01/2028		787,752
		650,000	5.00%, 07/01/2029		758,271
			Michigan St FA
		2,555,000	5.00%, 06/01/2033		2,984,802
		1,000,000	5.00%, 06/01/2034		1,162,700
		2,000,000	Royal Oak, MI, Hospital FA 8.25%, 09/01/2039		2,343,520
		1,690,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		2,003,726
				19,112,592

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

128

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Minnesota - 0.1%
			City of Rochester, MN, Healthcare & Housing Rev Fac
	$	250,000	2.00%, 12/01/2018	$	250,370
		250,000	4.00%, 12/01/2019		263,183
					513,553
			Mississippi - 0.3%
		1,850,000	State of Mississippi 5.00%, 10/15/2029		2,207,790
			Missouri - 0.6%
		3,500,000	Kirkwood, MO, Industrial DA Retirement Community 8.25%, 05/15/2045		3,943,135
			Nevada - 0.4%
			Las Vegas, NV, Spl Impt Dist
		365,000	5.00%, 06/01/2027		392,572
		695,000	5.00%, 06/01/2029		738,097
		400,000	Mesquite, NV, Special Improvement Dist 6.00%, 08/01/2027		403,808
		1,110,000	Nevada State Natural Resources GO 5.00%, 03/01/2026		1,345,076
					2,879,553
			New Jersey - 2.0%
		2,855,000	New Jersey Health Care Facilities FA, Hospital Asset Transformation 5.75%, 10/01/2031		3,173,075
		550,000	New Jersey State Building Auth Rev 4.00%, 06/15/2018		571,136
			New Jersey State Econ DA
		1,245,000	4.88%, 09/15/2019		1,318,306
		1,590,000	5.00%, 03/01/2023		1,772,405
		2,000,000	New Jersey State Educational FA Rev, University of Medicine & Dentistry 7.50%, 12/01/2032		2,394,700
			New Jersey State Transportation Trust Fund Auth
		5,000,000	0.00%, 12/15/2032(2)		2,518,750
		1,000,000	5.00%, 09/15/2017		1,052,640
					12,801,012
			New Mexico - 0.6%
		3,000,000	Los Alamos County, NM, Tax Improvement Rev 5.88%, 06/01/2027		3,315,960
		880,000	Montecito Estates, NM, Public Improvement Dist 7.00%, 10/01/2037		903,461
				4,219,421
			New York - 13.6%
		4,000,000	City of New York, NY 6.25%, 10/15/2028		4,527,151
		2,410,000	Liberty, NY, Corp. Development Goldman Sachs Headquarters 5.25%, 10/01/2035		3,063,495
		1,460,000	Long Island Power Auth 1.18%, 05/01/2033(1)		1,463,446
		940,000	New York City Housing Development Corp. 4.50%, 02/15/2048		1,015,557

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			New York - 13.6% - (continued)
	$	1,000,000	New York City, NY, Transitional Fin Auth 5.00%, 07/15/2026	$	1,274,350
		15,000,000	New York City, NY, Water and Sewer Financing Auth Rev 5.00%, 06/15/2039		17,877,300
			New York Metropolitan Transportation Auth Rev
		2,100,000	5.00%, 11/15/2020		2,453,892
		5,000,000	5.25%, 11/15/2027		6,569,450
		1,055,000	New York Mortgage Agency Rev 3.50%, 10/01/2034		1,107,866
			New York State Dormitory Auth Rev
		1,670,000	5.00%, 03/15/2022		1,976,746
		2,000,000	5.00%, 12/15/2027		2,433,520
		970,000	5.00%, 03/15/2028		1,042,207
		7,000,000	5.00%, 03/15/2030		8,699,900
		6,305,000	5.00%, 03/15/2031		7,782,469
		860,000	New York State Energy Research & Development Auth 2.38%, 07/01/2026(1)		871,318
		1,535,000	New York State Liberty Development Corp. Rev 5.15%, 11/15/2034(3)		1,684,755
			New York State Thruway Auth
		1,000,000	5.00%, 01/01/2019		1,107,730
		1,000,000	5.00%, 03/15/2021		1,179,520
		1,000,000	New York State Urban Development Corp. Rev 5.00%, 03/15/2026		1,221,620
		1,145,000	Newburth, NY, GO 5.00%, 06/15/2019		1,264,618
		2,750,000	PA of New York and New Jersey 5.00%, 10/15/2025		3,381,042
		5,000,000	Sales Tax Asset Receivable Corp. 5.00%, 10/15/2029		6,177,950
			Town of Oyster Bay, NY, GO
		500,000	3.00%, 03/01/2018		511,535
		125,000	3.00%, 08/15/2020		122,142
		2,340,000	5.00%, 08/15/2024		2,748,260
		2,500,000	TSASC, Inc. 5.00%, 06/01/2034		2,467,700
		940,000	Ulster County, NY, Capital Resource Corp. Rev 0.00%, 09/15/2044(3)(4)		765,799
		2,000,000	Ulster County, NY, IDA Kingston Regional Senior Living 6.00%, 09/15/2042		2,000,340
			Yonkers, NY, GO
		885,000	3.00%, 08/15/2019		934,321
		1,000,000	5.00%, 03/15/2021		1,167,660
					88,893,659
			North Carolina - 0.7%
		1,325,000	North Carolina Eastern Municipal Power 4.00%, 01/01/2020		1,467,424
		1,555,000	North Carolina Medical Care Commission Retirement FA Rev, First Mortgage Galloway Ridge 5.88%, 01/01/2031		1,700,828

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

129

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			North Carolina - 0.7% - (continued)
	$	1,000,000	North Carolina State Medical Care Commission, Galloway Ridge, Inc. 6.00%, 01/01/2039	$	1,082,230
					4,250,482
			Ohio - 3.6%
		2,000,000	Allen County, OH, Hospital Fac Rev 5.00%, 05/01/2023		2,387,040
			Buckeye, OH, Tobacco Settlement FA
		4,000,000	5.88%, 06/01/2047		3,853,480
		6,680,000	6.00%, 06/01/2042		6,584,409
			City of Cleveland, OH, Airport System Rev
		1,165,000	5.00%, 01/01/2022(5)		1,326,236
		1,060,000	5.00%, 01/01/2023(5)		1,225,487
		1,750,000	County of Montgomery, OH 5.00%, 05/01/2039		1,885,328
		2,000,000	Dayton, OH, City School Dist GO 5.00%, 11/01/2027		2,547,220
		2,275,000	Lancaster, OH, Gas Rev 0.89%, 02/01/2019(1)		2,261,282
		1,235,000	Ohio State Cultural Sports Fac Building Proj 5.00%, 04/01/2020		1,419,262
					23,489,744
			Oregon - 0.3%
			Port of Portland, OR, Airport Rev
		1,000,000	5.00%, 07/01/2031		1,168,960
		750,000	5.00%, 07/01/2032		873,142
					2,042,102
			Other U.S. Territories - 0.4%
		3,700,000	Puerto Rico Electric Power Auth 5.25%, 07/01/2027*		2,201,500
		705,000	Puerto Rico Highway & Transportation Auth 4.95%, 07/01/2026		718,804
					2,920,304
			Pennsylvania - 4.7%
		500,000	Allegheny County Hospital Development Auth 5.38%, 08/15/2029		562,640
		960,000	Allegheny County, PA, Industrial DA Charter School 6.75%, 08/15/2035		1,047,456
		945,000	Allegheny County, PA, Port Authority 5.00%, 03/01/2019		1,045,548
			Beaver County, PA, GO
		1,220,000	5.00%, 11/15/2020		1,395,253
		1,285,000	5.00%, 11/15/2021		1,497,616
		1,345,000	5.00%, 11/15/2022		1,592,897
		2,000,000	Commonwealth FA 5.00%, 06/01/2026		2,410,880
		1,165,000	Montgomery County, PA, Higher Education and Health 5.00%, 10/01/2023		1,318,722
		1,000,000	Pennsylvania State GO 7.00%, 07/15/2028		1,012,850
		2,250,000	Pennsylvania State IDA 5.00%, 07/01/2021		2,644,335
			Pennsylvania State Turnpike Commission Rev
		575,000	1.29%, 12/01/2020(1)		571,084
		2,000,000	1.31%, 12/01/2021(1)		1,976,100
		925,000	1.39%, 12/01/2021(1)		917,572
		1,335,000	6.00%, 06/01/2028		1,476,110

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Pennsylvania - 4.7% - (continued)
	$	1,750,000	Pennsylvania State, PA, GO 5.00%, 08/15/2023	$	2,130,485
			Philadelphia, PA, Municipal Auth
		750,000	6.38%, 04/01/2029		855,038
		800,000	6.50%, 04/01/2034		913,400
			Pittsburgh, PA, School Dist GO
		1,575,000	5.00%, 09/01/2021		1,851,664
		750,000	5.00%, 09/01/2023		877,980
		3,500,000	School Dist. of Philadelphia 5.00%, 09/01/2017		3,658,165
		1,000,000	Susquehanna, PA, Regional Airport Auth System Rev 5.00%, 01/01/2019		1,073,230
					30,829,025
			Puerto Rico - 0.8%
			Commonwealth of Puerto Rico
		3,685,000	5.75%, 07/01/2038		2,183,362
		5,545,000	6.00%, 07/01/2039		3,299,275
		100,000	Puerto Rico Electric Power Auth 5.25%, 07/01/2035		59,500
					5,542,137
			Rhode Island - 1.1%
		1,415,000	Cranston, RI, GO 5.00%, 07/01/2019		1,575,532
		1,900,000	Rhode Island Health & Educational Bldg Corp. 5.00%, 05/15/2027		2,290,355
		1,500,000	Rhode Island State & Providence Plantations 4.00%, 10/01/2018		1,602,720
		1,655,000	Rhode Island State Health & Educational Bldg Corp. 4.00%, 05/15/2017		1,696,292
					7,164,899
			South Carolina - 1.0%
		4,500,000	Greenville Cnty. School Dist 5.00%, 12/01/2023		4,616,100
		1,987,000	Lancaster County, SC, Sun City Assessment 7.70%, 11/01/2017*		417,270
		1,000,000	South Carolina State Public Service Auth 5.00%, 12/01/2029		1,231,440
					6,264,810
			South Dakota - 0.4%
		1,000,000	South Dakota State Education Enhancement 5.00%, 06/01/2026		1,155,560
		1,000,000	South Dakota State Health & Educational FA 5.00%, 11/01/2029		1,185,160
		20,000	South Dakota State Housing DA 6.13%, 05/01/2033		20,421
					2,361,141
			Tennessee - 0.2%
		1,440,000	Tennessee Housing Dev. Agcy. 3.50%, 01/01/2047(5)		1,548,259
			Texas - 9.6%
		1,500,000	Allen Independent School Dist 5.00%, 02/15/2029		1,882,755
		1,000,000	Arlington, TX, Higher Education Fin 5.00%, 08/15/2027		1,204,160

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

130

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Texas - 9.6% - (continued)
	$	1,500,000	Brazos Harbor, TX, Industrial Development Corp. 5.90%, 05/01/2038(1)	$	1,606,965
		1,395,000	City of Houston, TX, Ref 5.00%, 03/01/2027		1,748,200
		1,250,000	Dallas Independent School Dist 1.50%, 02/15/2034(1)		1,261,788
		1,500,000	Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2028		1,878,465
		1,000,000	Denton Independent School Dist. 0.00%, 08/15/2020(2)(5)		947,650
			Harris County - Houston, TX
		2,500,000	5.00%, 11/15/2030		2,956,375
		250,000	5.00%, 11/15/2032		289,013
		350,000	5.00%, 11/15/2034		399,228
		2,165,000	Irving Independent School Dist 5.00%, 02/15/2027		2,748,121
		1,500,000	Kerrville Health Fac Dev Corp. 5.00%, 08/15/2035		1,655,625
			North Texas Tollway Auth Rev
		2,995,000	5.00%, 01/01/2022		3,572,316
		2,500,000	5.00%, 01/01/2030		2,954,100
		1,250,000	6.10%, 01/01/2028		1,414,338
			Permanent Univ. Fund
		3,000,000	5.00%, 07/01/2026		3,818,760
		2,000,000	5.00%, 07/01/2027		2,520,780
		1,985,000	San Antonio, TX, Airport System Rev 5.00%, 07/01/2023		2,318,361
			San Antonio, TX, Water Rev
		2,200,000	5.00%, 05/15/2026		2,723,402
		1,115,000	5.00%, 05/15/2031		1,382,165
		1,000,000	Spring Branch Independent School Dist. 5.00%, 02/01/2026		1,261,430
			Tarrant County, TX, Cultural Education Fac
		610,000	3.88%, 11/15/2020		616,551
		1,000,000	5.00%, 10/01/2034		1,104,890
		2,030,000	Texas Municipal Gas Acquisition & Supply Corp. 6.25%, 12/15/2026		2,566,651
		2,320,000	Texas Private Activity Bond Surface Transportation Corp. Rev 5.00%, 12/31/2055		2,517,571
		1,500,000	Texas State Transportation Commission 0.76%, 04/01/2032(1)		1,499,205
		1,250,000	Texas State Transportation Commission Turnpike System 5.00%, 08/15/2032		1,451,937
		2,500,000	Texas State Transportation Commission, GO 0.79%, 10/01/2041(1)		2,483,150
		2,000,000	Travis County, TX, Health Fac Development 7.13%, 11/01/2040		2,300,720
		1,000,000	Univ. of Texas System 5.00%, 08/15/2026		1,302,360
		2,445,000	Willis Independent School Dist. 5.00%, 02/15/2027		3,103,536
		3,500,000	Wylie, TX, ISD, GO 0.00%, 08/15/2018(2)		3,428,285
					62,918,853
			Utah - 0.5%
		3,000,000	Utah Housing Corp. 4.00%, 01/01/2045		3,230,760

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 92.3% - (continued)
			Vermont - 0.6%
	$	2,800,000	Vermont Housing Finance Agency 4.00%, 11/01/2046	$	3,000,452
		900,000	Vermont State Econ DA Waste 4.75%, 04/01/2036(1)(3)		927,666
					3,928,118
			Virginia - 0.3%
		1,750,000	Washington County, VA, Industrial DA Hospital 7.75%, 07/01/2038		1,999,375
			Washington - 2.4%
		2,060,000	Chelan County, WA, Public Utility District No. 1 0.00%, 06/01/2028(2)		1,468,986
			Grant County, WA, Utility Dist 2
		1,825,000	5.00%, 01/01/2022		2,152,861
		1,905,000	5.00%, 01/01/2023		2,284,609
			Washington State Health Care Fac Auth Rev
		1,295,000	5.00%, 01/01/2026		1,558,623
		780,000	5.00%, 07/01/2028		904,083
		2,000,000	5.00%, 03/01/2029		2,376,280
		3,600,000	Washington State Health Care Fac Auth, VA Mason Medical 6.13%, 08/15/2037		3,794,688
		1,150,000	Washington State Housing Finance Commission 7.00%, 07/01/2045(3)		1,193,896
					15,734,026
			West Virginia - 0.3%
		1,740,000	West Virginia Economic Development Auth 1.90%, 03/01/2040(1)		1,747,360
			Wisconsin - 2.3%
		1,790,000	Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025		2,116,013
		1,500,000	Public Finance Auth 5.00%, 09/01/2025(3)		1,673,835
		1,700,000	Wisconsin Health and Educational Fac, Iowa Health System Obligated Group 5.00%, 12/01/2028		2,050,778
			Wisconsin State
		2,685,000	5.75%, 05/01/2033		3,056,550
		1,295,000	6.00%, 05/01/2036		1,482,477
			Wisconsin State Health & Educational Fac Auth Rev
		2,000,000	5.00%, 11/15/2027		2,443,820
		2,465,000	5.25%, 08/15/2024		2,497,267
					15,320,740
			Total Municipal Bonds (cost $576,037,502)	$	605,366,233
			Total Long-Term Investments (cost $576,037,502)	$	605,366,233

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

131

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 8.7%
		Other Investment Pools & Funds - 8.7%
	57,030,453	JP Morgan Tax Free Money Market Fund	$	57,030,453
		Total Short-Term Investments (cost $57,030,453)		57,030,453

Total Investments (cost $633,067,955)^	101.0	%	$	662,396,686
Other Assets and Liabilities	(1.0	)%		(6,608,545	)
Total Net Assets	100.0	%	$	655,788,141

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

132

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	32,469,305
Unrealized Depreciation		(3,140,574	)
Net Unrealized Appreciation	$	29,328,731

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

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽²⁾  Security is a zero-coupon bond.

⁽³⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $12,374,387, which represents 1.9% of total net assets.

⁽⁴⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁵⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,039,039 at April 30, 2016.

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Short position contracts:
U.S. Treasury Long Bond Future		81		06/21/2016	$	13,432,671	$	13,228,313		$    204,358
Total futures contracts										$    204,358

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
ISD	Independent School District
IDA	Industrial Development Authority
PA	Port Authority
Rev	Revenue
USD	United School District
VA	Veterans Administration

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

133

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Municipal Bonds	$	605,366,233	$	—	$	605,366,233	$	—
Short-Term Investments		57,030,453		57,030,453		—		—
Futures Contracts(2)		204,358		204,358		—		—
Total	$	662,601,044	$	57,234,811	$	605,366,233	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

134

The Hartford Municipal Real Return Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8%
			Alabama - 0.9%
	$	1,500,000	County of Jefferson, AL, Sewer Rev 5.00%, 10/01/2018	$	1,607,835
			Alaska - 1.4%
		375,000	Alaska Municipal Bond Bank Auth Rev 5.75%, 09/01/2033		417,381
		610,000	Anchorage, AK, GO 5.25%, 08/01/2028		671,330
		1,000,000	CIVICVentures, AK 5.00%, 09/01/2026		1,210,470
					2,299,181
			Arizona - 1.0%
		1,000,000	Arizona State Health Fac Auth Hospital System Rev 5.00%, 02/01/2020		1,134,680
		265,000	Estrella Mountain Ranch, AZ, Community Fac Dist GO 6.20%, 07/15/2032		272,232
		222,000	Sundance, AZ, Community Fac Dist 7.13%, 07/01/2027(1)		222,113
					1,629,025
			California - 14.0%
			California State Communities DA Rev
		570,000	1.20%, 04/01/2036(2)		498,984
		1,000,000	5.00%, 10/01/2022		1,078,270
		250,000	5.50%, 07/01/2037(3)		3
		500,000	California State Dept Water Resources Supply Rev 5.00%, 05/01/2022		541,515
		1,000,000	California State Health Facilities 6.00%, 07/01/2029		1,153,700
		170,000	California State Public Works Board, State University Trustees 6.13%, 04/01/2029		195,918
		1,530,000	Corona-Norco California University 4.00%, 09/01/2019		1,647,902
		300,000	El Dorado, CA, Irrigation Dist 5.38%, 08/01/2024		337,353
		315,000	Elk Grove Finance Auth 5.00%, 09/01/2031		372,651
		435,000	Foothill-Eastern Transportation Corridor Agency 5.00%, 01/15/2053(2)		453,518
		425,000	Golden State Tobacco Securitization Corp. 5.00%, 06/01/2017		444,678
		1,000,000	Hemet, CA, Unif School Dist FA Special Tax 5.00%, 09/01/2031		1,121,060
		400,000	Huntington Park, CA, Public FA Rev 5.25%, 09/01/2019		405,368
		1,000,000	Irvine, CA, Improvement Bond Act 4.00%, 09/02/2019		1,084,570
		1,100,000	Los Angeles, CA, Regional Airports Improvement Corp. 5.00%, 01/01/2020		1,233,606
		1,000,000	Oakland, CA, Airport Rev 5.00%, 05/01/2026		1,144,910
		500,000	San Bernardino, CA, Community College Dist GO 6.38%, 08/01/2026		562,755
		500,000	San Buenaventura, CA, Rev 5.25%, 12/01/2017		526,180

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8% - (continued)
			California - 14.0% - (continued)
	$	60,000	San Diego, CA, Redev Agency, Centre City Sub Pkg 5.25%, 09/01/2026	$	60,200
		1,120,000	San Francisco City & County, CA, Redev FA 6.50%, 08/01/2032		1,288,437
		290,000	San Joaquin Hills, CA, Transporation Auth 5.00%, 01/15/2029		331,711
		1,000,000	San Jose, CA, Redev Agency 6.50%, 08/01/2019		1,121,360
		665,000	Santa Cruz County, CA, Redev Agency 6.63%, 09/01/2029		785,099
			Santa Margarita, CA, Water Dist Special Tax
		500,000	5.00%, 09/01/2024		566,005
		500,000	5.00%, 09/01/2025		557,295
		970,000	5.00%, 09/01/2028		1,121,999
		500,000	Southern California State Public Power Auth 5.00%, 07/01/2023		552,750
		225,000	Temecula, CA, Redev Agency Tax Allocation Rev 5.63%, 12/15/2038		229,934
		1,000,000	Tuolumne, CA, Wind Proj Auth Rev 5.88%, 01/01/2029		1,119,700
		700,000	Twin Rivers, CA, Unif School Dist Certificates of Participation 3.20%, 06/01/2035(2)		701,358
		1,250,000	Ventura County, CA, Certificates of Participation 5.63%, 08/15/2027		1,429,987
		1,000,000	Washington Township, CA, Health Care Dist Rev 6.00%, 07/01/2029		1,111,090
					23,779,866
			Colorado - 0.4%
		600,000	University of Colorado Enterprise Rev 5.75%, 06/01/2028		688,650
			Connecticut - 2.4%
		1,500,000	City of Bridgeport, CT, GO 5.00%, 08/15/2025		1,839,480
		950,000	City of Hartford, CT, GO 5.00%, 07/01/2027		1,148,493
		1,000,000	City of New Haven, CT, GO 5.00%, 11/01/2017		1,058,160
					4,046,133
			Delaware - 0.8%
		1,180,000	Delaware State Transportation Auth 5.00%, 07/01/2025		1,331,087
			District of Columbia - 2.7%
		3,000,000	District of Columbia University Rev 5.25%, 04/01/2034(2)		3,271,800
		1,035,000	Metropolitan Washington, DC, Airport Auth System Rev 5.00%, 10/01/2022		1,240,137
					4,511,937
			Florida - 6.5%
			Broward County, FL, Airport System Rev
		145,000	5.00%, 10/01/2019		163,088
		120,000	5.00%, 10/01/2020		138,293
		285,000	5.00%, 10/01/2021		334,362

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

135

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8% - (continued)
			Florida - 6.5% - (continued)
			Collier County, FL, Industrial Development Auth
	$	500,000	6.50%, 05/15/2020(1)	$	500,720
		500,000	7.00%, 05/15/2024(1)		571,710
			Greater Orlando, FL, Aviation Auth
		1,500,000	5.00%, 10/01/2021		1,766,610
		1,000,000	5.00%, 10/01/2024		1,173,770
		2,000,000	Jacksonville, FL, Econ Development Commission 6.25%, 09/01/2027(1)		2,094,380
		190,000	Miami Beach, FL, Health Fac Auth 5.00%, 11/15/2020		217,854
		625,000	Miami-Dade County Expressway Auth 5.00%, 07/01/2024		777,181
		530,000	Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2027		630,350
		1,000,000	Miami-Dade County, FL, School Board 5.00%, 08/01/2027		1,234,800
		1,000,000	Palm Beach County Health 6.80%, 06/01/2025		1,179,050
		360,000	River Bend Community Development Dist, Capital Improvement Rev 7.13%, 11/01/2015(3)		46,440
		250,000	Village, FL, Community Development Dist No. 11 3.25%, 05/01/2019		250,780
					11,079,388
			Georgia - 1.3%
		2,000,000	Atlanta, GA, Airport Passenger Fac Charge Rev 5.00%, 01/01/2023		2,285,100
			Hawaii - 1.0%
		1,000,000	Hawaii State Dept of Transportation 5.00%, 08/01/2022		1,185,500
		500,000	Hawaii State Harbor System Rev 5.38%, 01/01/2020		501,725
					1,687,225
			Illinois - 16.8%
		100,000	Chicago Transit Auth 5.25%, 06/01/2022		106,593
		825,000	Chicago, IL, Board of Education 6.00%, 01/01/2020		881,108
			Chicago, IL, O’Hare International Airport Rev
		825,000	5.00%, 01/01/2023		960,127
		1,500,000	5.00%, 01/01/2026		1,752,690
		2,670,000	Chicago, IL, Park Dist, GO 5.00%, 01/01/2025		3,025,030
			City of Chicago, IL, GO
		785,000	4.00%, 01/01/2018		792,881
		300,000	5.00%, 12/01/2023		305,013
		1,000,000	5.50%, 01/01/2030		1,017,840
			City of Chicago, IL, Wastewater Transmission Rev
		285,000	5.00%, 01/01/2028		321,449
		715,000	5.00%, 01/01/2029		802,430
			City of Chicago, IL, Waterworks Rev
		260,000	5.00%, 11/01/2017		265,036
		1,205,000	5.00%, 11/01/2029		1,327,524
		1,500,000	Huntley, IL, Special Service No. 9 5.10%, 03/01/2028		1,550,250

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8% - (continued)
			Illinois - 16.8% - (continued)
			Illinois State FA Rev
	$	1,000,000	5.00%, 10/01/2023	$	1,220,220
		335,000	5.00%, 11/15/2028		401,856
		1,000,000	5.00%, 11/15/2031		1,184,980
		1,000,000	5.00%, 11/15/2033		1,169,250
		625,000	5.00%, 11/15/2034		729,069
			Illinois State GO
		1,000,000	5.00%, 01/01/2022		1,081,750
		2,000,000	5.25%, 01/01/2021		2,226,400
		1,000,000	Illinois State Toll Highway Auth 5.00%, 01/01/2027		1,177,940
		1,400,000	Kane Cook & DuPage Counties GO 5.00%, 01/01/2031		1,600,550
		625,000	Kane McHenry Cook & DeKalb Counties, IL, USD 5.00%, 01/01/2027		748,100
		1,000,000	Met Pier & Exposition Auth, IL, Rev 5.00%, 12/15/2035		1,113,750
		1,000,000	Railsplitter, IL, Tobacco Settlement Auth 5.50%, 06/01/2023		1,173,900
		500,000	Springfield, IL, Water Rev 5.25%, 03/01/2026		539,180
		1,000,000	State of Illinois 5.00%, 02/01/2026		1,106,620
					28,581,536
			Indiana - 1.3%
		980,000	Indiana State Housing and Community DA 4.55%, 07/01/2027		983,126
			University of Southern Indiana
		820,000	5.00%, 10/01/2022		931,405
		250,000	5.00%, 10/01/2023		283,695
					2,198,226
			Kentucky - 0.9%
		230,000	Kentucky Public Transportation Inf Auth 5.00%, 07/01/2017		239,830
		1,085,000	Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives 5.00%, 12/01/2023		1,283,935
					1,523,765
			Louisiana - 2.0%
		1,500,000	Louisana State, Tobacco Settlement Financing Corp. 5.00%, 05/15/2026		1,550,505
		1,155,000	Louisiana State Local Gov’t Environmental Facs & Community DA Rev 6.00%, 11/15/2030		1,200,842
		500,000	New Orleans, LA, Aviation Board 5.00%, 01/01/2034		571,635
					3,322,982
			Maryland - 0.6%
		1,000,000	Westminster Maryland Rev 3.88%, 07/01/2019		1,028,890
			Michigan - 1.3%
			Michigan Finance Auth
		600,000	5.00%, 07/01/2018		647,088
		335,000	5.00%, 07/01/2027		399,233
		335,000	5.00%, 07/01/2028		396,838
		350,000	5.00%, 07/01/2029		408,299

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

136

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8% - (continued)
			Michigan - 1.3% - (continued)
	$	275,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030	$	327,280
					2,178,738
			Missouri - 0.1%
		1,000,000	Stone Canyon, MO, Community Improvement Dist Rev 5.75%, 04/01/2027(3)(4)		220,000
			Nevada - 0.2%
		400,000	Las Vegas, NV, Special Improvement Dist 5.00%, 06/01/2028		427,360
			New Jersey - 1.0%
			New Jersey State Econ DA
		625,000	4.88%, 09/15/2019		661,800
		1,000,000	5.00%, 09/01/2021		1,097,190
					1,758,990
			New York - 10.1%
		1,000,000	City of New York, NY 6.25%, 10/15/2028		1,131,787
		1,000,000	Liberty, NY, Corp. Development Goldman Sachs Headquarters 5.25%, 10/01/2035		1,271,160
		3,000,000	Metropolitan Transportation Auth, NY, Rev 5.25%, 11/15/2023		3,545,820
		395,000	New York City Housing Development Corp. 4.50%, 02/15/2048		426,750
		470,000	New York Mortgage Agency Rev 3.50%, 10/01/2034		493,552
			New York State Dormitory Auth Rev
		970,000	5.00%, 03/15/2028		1,042,207
		1,500,000	5.00%, 03/15/2030		1,869,435
		2,000,000	5.00%, 03/15/2031		2,462,000
		2,000,000	5.38%, 03/01/2029		2,233,000
		765,000	New York State Liberty Development Corp. Rev 5.15%, 11/15/2034(1)		839,633
			Newburth, NY, GO
		610,000	5.00%, 06/15/2017		634,595
		645,000	5.00%, 06/15/2018		692,627
		575,000	Ulster County, NY, Capital Resource Corp. Rev 0.00%, 09/15/2044(1)(5)		468,441
					17,111,007
			Ohio - 2.8%
			City of Cleveland, OH, Airport System Rev
		355,000	5.00%, 01/01/2022(6)		404,132
		325,000	5.00%, 01/01/2023(6)		375,739
		1,200,000	Cuyahoga, OH, Community College Dist 5.00%, 08/01/2027		1,378,212
		2,000,000	Dayton, OH, City School Dist GO 5.00%, 11/01/2027		2,547,220
					4,705,303
			Oklahoma - 1.4%
		2,310,000	Norman, OK, Regional Hospital Auth Rev 5.25%, 09/01/2019		2,434,139
			Other U.S. Territories - 2.3%
		1,500,000	Guam Government Business Privilege Tax Rev 5.00%, 01/01/2027		1,703,535
		1,000,000	Guam Government Power Auth Rev 5.00%, 10/01/2023		1,194,670

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8% - (continued)
			Other U.S. Territories - 2.3% - (continued)
	$	1,130,000	Puerto Rico Electric Power Auth 5.25%, 07/01/2027	$	672,350
		380,000	Puerto Rico Highway & Transportation Auth 4.95%, 07/01/2026		387,440
					3,957,995
			Pennsylvania - 5.4%
		1,000,000	Commonwealth FA 5.00%, 06/01/2026		1,205,440
		1,000,000	Montgomery County, PA, Higher Education and Health 5.00%, 10/01/2023		1,131,950
		665,000	Pennsylvania State Turnpike Commission Rev 6.00%, 06/01/2028		735,291
		750,000	Pennsylvania State, PA, GO 5.00%, 08/15/2023		913,065
		1,000,000	Philadelphia, PA, GO 5.25%, 08/01/2019		1,129,050
		200,000	Philadelphia, PA, School Dist GO 5.25%, 09/01/2023		219,138
			Pittsburgh, PA, School Dist GO
		1,570,000	5.00%, 09/01/2021		1,845,786
		750,000	5.00%, 09/01/2023		877,980
		1,000,000	Susquehanna Area Regional Airport Auth 5.00%, 01/01/2018		1,049,510
					9,107,210
			Rhode Island - 2.2%
		1,410,000	Cranston, RI, GO 5.00%, 07/01/2018		1,523,801
			Rhode Island Health & Educational Bldg Corp.
		1,215,000	5.00%, 05/15/2018		1,299,479
		800,000	5.00%, 05/15/2027		964,360
					3,787,640
			South Carolina - 0.7%
		1,000,000	South Carolina St Jobs-Econ DA Rev 5.25%, 08/01/2024		1,206,830
			South Dakota - 0.3%
		415,000	South Dakota State Health & Educational FA 5.00%, 11/01/2029		491,841
			Tennessee - 0.6%
		1,000,000	Johnson City, TN, Health & Educational Fac Board Hospital Rev 5.50%, 07/01/2031		1,007,700
			Texas - 7.7%
		1,000,000	Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2030		1,241,520
		750,000	Dallas-Fort Worth, TX, International Airport Rev 5.00%, 11/01/2023		865,372
		1,500,000	Grapevine-Colleyville Independent School Dist GO, TX 5.00%, 08/15/2027(6)		1,880,835
		250,000	Harris County - Houston, TX 5.00%, 11/15/2032		289,013
		2,000,000	Houston, TX, Utility System Rev 6.00%, 11/15/2036		2,302,552
			North Texas Tollway Auth Rev
		1,000,000	5.00%, 01/01/2030		1,181,640
		370,000	6.00%, 01/01/2025		399,770

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

137

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.8% - (continued)
			Texas - 7.7% - (continued)
	$	325,000	San Antonio, TX, Water Rev 5.00%, 05/15/2031	$	402,873
			Tarrant County, TX, Cultural Education Fac
		305,000	3.88%, 11/15/2020		308,276
		550,000	5.00%, 10/01/2034		607,689
		1,000,000	6.25%, 11/15/2029		1,133,820
		630,000	Texas Private Activity Bond Surface Transportation Corp. Rev 5.00%, 12/31/2055(6)		683,651
		1,000,000	Texas State Municipal Gas Acquisition & Supply Corp. 5.25%, 12/15/2017		1,065,530
		550,000	Texas State Transportation Commission Turnpike System 5.00%, 08/15/2032		638,852
					13,001,393
			Vermont - 0.4%
		600,000	Vermont State Econ DA Waste 4.75%, 04/01/2036(1)(2)		618,444
			Virginia - 0.3%
		500,000	Virginia State Resources Auth Infrastructure 5.00%, 11/01/2024		551,436
			Washington - 3.5%
		2,285,000	FYI Properties, WA, Lease Rev 5.50%, 06/01/2034		2,579,262
			Washington State Health Care Fac Auth Rev
		590,000	5.00%, 01/01/2026		710,106
		1,820,000	5.00%, 03/01/2029		2,162,415
		550,000	Washington State Housing Finance Commission 6.50%, 07/01/2030(1)		569,498
					6,021,281
			West Virginia - 0.9%
		1,500,000	West Virginia State Econ DA Solid Waste Disposal Fac 2.25%, 01/01/2041(2)		1,504,635
			Wisconsin - 2.6%
		1,705,000	Milwaukee County, WI, Airport Rev 5.00%, 12/01/2024		2,027,245
			Wisconsin State
		125,000	5.75%, 05/01/2033		142,298
		865,000	6.00%, 05/01/2036		990,226
		1,000,000	Wisconsin State Health & Educational Fac Auth Rev 5.00%, 11/15/2027		1,221,910
					4,381,679
			Total Municipal Bonds (cost $157,195,059)	$	166,074,447
			Total Long-Term Investments (cost $157,195,059)	$	166,074,447

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 2.5%
		Other Investment Pools & Funds - 2.5%
	4,270,941	JP Morgan Tax Free Money Market Fund	$	4,270,941
		Total Short-Term Investments (cost $4,270,941)		4,270,941

Total Investments (cost $161,466,000)^	100.3	%	$	170,345,388
Other Assets and Liabilities	(0.3	)%		(555,117	)
Total Net Assets	100.0	%	$	169,790,271

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

138

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	10,279,354
Unrealized Depreciation		(1,399,966	)
Net Unrealized Appreciation	$	8,879,388

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $5,884,939, which represents 3.5% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

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

Period Acquired	Shares/Par	Security	Cost Basis
04/2007	$    1,000,000	Stone Canyon, MO, Community Improvement Dist Rev	$	990,337

At April 30, 2016, the aggregate value of these securities was $220,000, which represents 0.1% of total net assets.

⁽⁵⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁶⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,347,864 at April 30, 2016.

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.53% Fixed	CPURNSA		USD	3,335,000		03/03/17	$	—	$	—	$	(32,829	)	$	(32,829	)
BCLY	1.65% Fixed	CPURNSA		USD	3,700,000		01/15/20		—		—		(54,090	)		(54,090	)
BCLY	1.86% Fixed	CPURNSA		USD	3,600,000		01/15/20		—		—		(122,799	)		(122,799	)
BCLY	2.12% Fixed	CPURNSA		USD	7,550,000		01/15/19		—		—		(369,624	)		(369,624	)
BCLY	2.79% Fixed	CPURNSA		USD	7,000,000		03/03/21		—		—		(918,905	)		(918,905	)
BCLY	2.98% Fixed	CPURNSA		USD	5,750,000		03/08/26		—		—		(1,229,422	)		(1,229,422	)
BNP	1.07% Fixed	CPURNSA		USD	6,275,000		02/03/17		—		—		(27,906	)		(27,906	)
BNP	1.53% Fixed	CPURNSA		USD	5,425,000		01/15/18		—		—		(130,276	)		(130,276	)
BNP	1.70% Fixed	CPURNSA		USD	4,850,000		01/15/23		—		—		40,706			40,706
BOA	2.45% Fixed	CPURNSA		USD	7,800,000		03/22/17		—		—		(530,795	)		(530,795	)
CBK	2.03% Fixed	CPURNSA		USD	1,185,000		06/01/25		—		—		(28,922	)		(28,922	)
CBK	2.34% Fixed	CPURNSA		USD	525,000		04/15/18		—		—		(31,319	)		(31,319	)
CBK	2.45% Fixed	CPURNSA		USD	950,000		11/07/34		—		—		(104,623	)		(104,623	)
DEUT	1.46% Fixed	CPURNSA		USD	6,785,000		03/02/17		—		—		(58,480	)		(58,480	)
DEUT	1.48% Fixed	CPURNSA		USD	3,155,000		03/02/17		—		—		(28,372	)		(28,372	)
DEUT	1.56% Fixed	CPURNSA		USD	5,020,000		09/02/20		—		—		(5,953	)		(5,953	)
DEUT	1.86% Fixed	CPURNSA		USD	1,475,000		12/02/24		—		—		(7,077	)		(7,077	)
DEUT	1.96% Fixed	CPURNSA		USD	1,985,000		08/04/25		—		—		(32,039	)		(32,039	)
DEUT	1.97% Fixed	CPURNSA		USD	7,450,000		11/12/19		—		—		(259,041	)		(259,041	)
DEUT	2.02% Fixed	CPURNSA		USD	1,850,000		12/11/24		—		—		(73,608	)		(73,608	)
DEUT	2.48% Fixed	CPURNSA		USD	2,300,000		07/15/23		—		—		(227,562	)		(227,562	)
JPM	1.76% Fixed	CPURNSA		USD	12,288,000		07/15/23		—		—		129,719			129,719

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

139

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016 - (continued)
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
JPM	1.81% Fixed	CPURNSA		USD	5,080,000		11/03/25	$	—	$	—	$	13,451		$	13,451
JPM	2.33% Fixed	CPURNSA		USD	7,000,000		09/30/21		—		—		(633,596	)		(633,596	)
JPM	2.75% Fixed	CPURNSA		USD	1,075,000		03/03/21		—		—		(141,118	)		(141,118	)
MSC	2.60% Fixed	CPURNSA		USD	1,525,000		08/09/23		—		—		(170,525	)		(170,525	)
UBS	2.65% Fixed	CPURNSA		USD	5,250,000		03/04/18		—		—		(457,828	)		(457,828	)
UBS	2.75% Fixed	CPURNSA		USD	7,000,000		03/03/21		—		—		(918,905	)		(918,905	)
UBS	2.79% Fixed	CPURNSA		USD	7,800,000		04/13/18		—		—		(789,010	)		(789,010	)
UBS	2.95% Fixed	CPURNSA		USD	5,750,000		03/07/26		—		—		(1,187,306	)		(1,187,306	)
Total								$	—	$	—	$	(8,388,054	)	$	(8,388,054	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
DEUT	Deutsche Bank Securities, Inc.
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
UBS	UBS AG
Currency Abbreviations:
USD	United States Dollar
Index Abbreviations:
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted

Other Abbreviations:
OTC	Over-the-Counter
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
Rev	Revenue
USD	United School District

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

140

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Municipal Bonds	$	166,074,447		$	—	$	166,074,447		$	—
Short-Term Investments		4,270,941			4,270,941		—			—
Swaps - Interest Rate(2)		183,876			—		183,876			—
Total	$	170,529,264		$	4,270,941	$	166,258,323		$	—
Liabilities
Swaps - Interest Rate(2)	$	(8,571,930	)	$	—	$	(8,571,930	)	$	—
Total	$	(8,571,930	)	$	—	$	(8,571,930	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

141

Hartford Municipal Short Duration Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 94.2%
			Arizona - 1.7%
	$	250,000	Arizona State Health Fac Auth Hospital System Rev 5.00%, 02/01/2020	$	283,670
			California - 8.3%
		250,000	Bay Area Toll Auth Bridge Rev 1.88%, 04/01/2047(1)		255,372
		135,000	California County Tobacco Securitization Agency 5.00%, 06/01/2020		152,013
		250,000	California State Health Facilities Financing Auth 5.88%, 07/01/2025		289,657
		200,000	Jurupa Public Financing Auth 4.00%, 09/01/2018		210,956
		80,000	Long Beach Bond Finance Auth 5.25%, 11/15/2018		87,547
		100,000	Orange County Community Fac Dist 4.00%, 08/15/2021		111,300
		100,000	Riverside County, CA, Infrastructure Financing Auth 4.00%, 11/01/2018		107,750
		50,000	San Jose Redevelopment Agency 6.50%, 08/01/2018		53,182
		100,000	Tustin Communities Fac Dist 3.00%, 09/01/2019		104,846
					1,372,623
			Colorado - 4.3%
		110,000	Colorado Health Fac Auth 2.00%, 09/01/2017		111,094
		250,000	Denver, CO, City and County Special Fac Airport Rev 5.25%, 11/15/2018		275,162
		50,000	E-470 Public Highway Auth 0.00%, 09/01/2019(2)		47,577
		100,000	3.00%, 09/01/2016		100,784
		150,000	Park Creek Metropolitan District 5.00%, 12/01/2021		172,515
					707,132
			Connecticut - 4.5%
		150,000	City of Bridgeport, CT, GO 4.00%, 08/15/2021		166,469
		25,000	City of New Britain, CT, GO 5.00%, 03/01/2017		25,849
		150,000	City of New Haven, CT, GO 5.00%, 08/15/2021		175,225
		100,000	Connecticut State Health & Educational Fac Auth 3.25%, 09/01/2021(3)		100,633
		250,000	Town of Hamden, CT, GO 5.00%, 08/15/2019		277,392
					745,568
			Florida - 4.9%
		165,000	Broward County, FL, Airport System Rev 5.00%, 10/01/2020		190,153
		100,000	Lake County, FL, School Board 3.00%, 06/01/2016		100,175
		245,000	Orlando & Orange County, FL, Expressway Auth 8.25%, 07/01/2016		247,991
		250,000	School District of Broward County, FL, GO 5.00%, 07/01/2017		262,498
					800,817

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 94.2% - (continued)
			Georgia - 0.4%
	$	70,000	Burke County Development Auth 2.35%, 10/01/2032(1)	$	72,132
			Guam - 1.5%
		125,000	Antonio B Won Pat International Airport Auth 5.00%, 10/01/2018		135,340
		100,000	Guam Government Business Privilege Tax Rev 4.00%, 11/15/2018		106,829
					242,169
			Illinois - 18.1%
		100,000	Chicago Park Dist 5.00%, 01/01/2017		102,269
		100,000	Chicago Transit Auth 5.00%, 06/01/2019		109,845
		100,000	5.00%, 06/01/2020		111,932
		100,000	5.00%, 12/01/2022		114,953
		255,000	Chicago, IL, Board of Education 0.00%, 12/01/2016(2)		248,390
		250,000	City of Chicago O’Hare International Airport 5.25%, 01/01/2019		274,817
		95,000	City of Chicago, IL, GO 4.00%, 01/01/2020		95,298
		50,000	City of Chicago, IL, Waterworks Rev 5.00%, 11/01/2016		50,954
		200,000	5.00%, 11/01/2018		215,882
		20,000	5.00%, 11/01/2020		22,247
		100,000	Cook County, IL, GO 5.00%, 11/15/2019		109,425
		100,000	Illinois Finance Auth 5.00%, 11/15/2021		117,348
		130,000	7.75%, 08/15/2034		153,161
		250,000	Illinois State Toll Highway Auth 5.00%, 12/01/2017		266,115
		100,000	Kane McHenry Cook & DeKalb Counties, IL, Community School Dist 4.00%, 01/01/2020		109,727
		50,000	Metropolitan Pier & Exposition Auth 0.00%, 12/15/2019(2)		46,431
		50,000	0.00%, 06/15/2021(2)		43,482
		180,000	State of Illinois 4.00%, 06/15/2020		197,809
		180,000	5.00%, 06/15/2017		188,447
		150,000	State of Illinois Unemployment Compensation Trust Fund 5.00%, 12/15/2016		153,981
		100,000	State of Illinois, GO 5.00%, 02/01/2020		109,774
		120,000	5.00%, 02/01/2022		133,571
					2,975,858
			Indiana - 0.2%
		25,000	Indianapolis Airport Auth 5.10%, 01/15/2017		25,735
			Kentucky - 0.7%
		115,000	Kentucky Economic Development Finance Auth 5.00%, 06/01/2018		123,118
			Louisiana - 4.2%
		165,000	City of New Orleans, LA, Sewerage Service Rev 5.00%, 06/01/2018		178,271
		110,000	5.00%, 06/01/2021		128,745

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

142

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 94.2% - (continued)
			Louisiana - 4.2% - (continued)
	$	200,000	Louisiana State Citizens Property Insurance Corp. 5.00%, 06/01/2020	$	200,686
		100,000	Louisiana State Public Facilities Auth Rev 3.00%, 05/15/2018		103,600
		75,000	New Orleans Aviation Board 5.00%, 01/01/2019		82,289
					693,591
			Maryland - 0.1%
		20,000	Maryland Economic Development Corp. 4.00%, 06/01/2020		22,078
			Michigan - 2.6%
		150,000	Michigan Finance Auth 5.00%, 07/01/2019		166,920
		250,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2021		265,747
					432,667
			Minnesota - 0.8%
		135,000	City of Rochester, MN, Healthcare & Housing Rev Fac 3.50%, 12/01/2018		139,061
			Nebraska - 1.5%
		120,000	Central Plains Energy Project 5.25%, 12/01/2021		141,307
		100,000	County of Washington, NE 2.38%, 09/01/2030(1)		102,591
					243,898
			Nevada - 2.6%
		150,000	Clark County, NV, Department of Aviation 5.00%, 07/01/2017		157,051
		250,000	Clark County, NV, School Dist 5.00%, 06/15/2022		266,635
					423,686
			New Jersey - 1.8%
		280,000	New Jersey Educational Fac Auth Rev 5.00%, 09/01/2019		302,562
			New York - 5.1%
			New York State Dormitory Auth Rev
		250,000	4.00%, 05/01/2019		271,433
		360,000	5.00%, 07/01/2016		362,588
		100,000	New York Transportation Development Corp. 5.00%, 01/01/2019		110,077
			Oyster Bay, NY, Public Improvement, GO
		70,000	2.25%, 03/01/2017		69,336
		25,000	5.00%, 02/15/2019		26,031
					839,465
			Ohio - 1.7%
		135,000	American Municipal Power, Inc. 5.00%, 02/15/2017		139,488
			City of Cleveland, OH, Airport System Rev
		60,000	5.00%, 01/01/2022(4)		68,304
		60,000	5.00%, 01/01/2023(4)		69,367
					277,159

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 94.2% - (continued)
			Pennsylvania - 8.5%
	$	165,000	Allegheny County, PA, Hospital Development Auth 5.38%, 08/15/2029	$	185,671
		125,000	Beaver County, PA, GO 4.00%, 11/15/2018		133,375
		250,000	Commonwealth of Pennsylvania, PA, GO 5.00%, 08/15/2019		281,757
		250,000	Pennsylvania State Turnpike Commission Rev 1.39%, 12/01/2021(1)		247,992
		150,000	Philadelphia Auth. for Industrial Dev. 5.00%, 12/01/2022		176,582
			School District of Philadelphia
		85,000	4.00%, 09/01/2022		88,667
		65,000	5.00%, 09/01/2020		71,986
		205,000	Susquehanna Area Regional Airport Auth 3.00%, 01/01/2017		206,870
					1,392,900
			Rhode Island - 1.2%
		80,000	Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032		84,890
		100,000	Rhode Island State, Tobacco Settlement Financing Corp. 5.00%, 06/01/2020		113,149
					198,039
			South Carolina - 1.9%
		250,000	Greenville Cnty. School Dist 5.00%, 12/01/2023		256,450
		55,000	Piedmont Municipal Power Agency 5.00%, 01/01/2017		56,550
					313,000
			South Dakota - 0.7%
		100,000	South Dakota Health & Educational Fac Auth 5.00%, 11/01/2020		115,383
			Texas - 14.8%
		120,000	Arlington Higher Education Finance Corp. Education Rev, Harmony Public School 4.00%, 02/15/2018		126,533
		200,000	Duncanville Independent School Dist 2.00%, 02/15/2017		202,254
		210,000	Harris County-Houston Sports Auth 5.00%, 11/15/2020		243,676
		100,000	Kerrville Health Fac Dev. Corp. 5.00%, 08/15/2020		112,640
		400,000	Leander Independent School Dist 0.00%, 08/15/2017(2)		396,284
			Lower Colorado River Auth Rev
		120,000	4.00%, 05/15/2020		132,632
		100,000	5.00%, 05/15/2020		114,440
		265,000	North Texas Tollway Auth Rev 5.63%, 01/01/2033		285,276
		400,000	Permanent Univ. Fund 5.00%, 07/01/2018		436,504
		200,000	Plano Independent School Dist 5.00%, 02/15/2017		206,920
		100,000	Tarrant County, TX, Cultural Education Fac 4.50%, 11/15/2021		101,806
		75,000	Texas State Municipal Gas Acquisition & Supply Corp. 5.25%, 12/15/2017		79,915
					2,438,880

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

143

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 94.2% - (continued)
			Virginia - 0.6%
	$	90,000	Wise County Industrial Development Auth Rev 1.88%, 11/01/2040(1)	$	91,616
			Washington - 1.5%
		55,000	State of Washington 5.00%, 08/01/2019		62,225
		80,000	Washington Health Care Fac Auth 5.00%, 10/01/2039		87,589
		100,000	Washington State Housing Finance Commission 4.38%, 01/01/2021(3)		101,197
					251,011
			Total Municipal Bonds (cost $15,374,569)	$	15,523,818
			Total Long-Term Investments (cost $15,374,569)	$	15,523,818
SHORT-TERM INVESTMENTS - 7.1%
			Other Investment Pools & Funds - 7.1%
		1,176,515	JP Morgan Tax Free Money Market Fund	$	1,176,515
			Total Short-Term Investments (cost $1,176,515)	$	1,176,515

Total Investments (cost $16,551,084)^	101.3	%	$	16,700,333
Other Assets and Liabilities	(1.3	)%		(212,100	)
Total Net Assets	100.0	%	$	16,488,233

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

144

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^{^}  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	154,620
Unrealized Depreciation		(5,371	)
Net Unrealized Appreciation	$	149,249

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽²⁾  Security is a zero-coupon bond.

⁽³⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $201,830, which represents 1.2% of total net assets.

⁽⁴⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $137,535 at April 30, 2016.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
GO	General Obligation
PA	Port Authority
Rev	Revenue

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

145

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Municipal Bonds	$	15,523,818	$	—	$	15,523,818	$	—
Short-Term Investments		1,176,515		1,176,515		—		—
Total	$	16,700,333	$	1,176,515	$	15,523,818	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

146

The Hartford Quality Bond Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 24.4%
			Asset-Backed - Automobile - 3.0%
			AmeriCredit Automobile Receivables Trust
	$	205,000	2.21%, 05/10/2021	$	205,365
		550,000	3.41%, 10/08/2020(1)		555,234
		826,000	Capital Auto Receivables Asset Trust 1.72%, 01/22/2019		827,931
		115,000	Ford Credit Auto Owner Trust 1.27%, 12/15/2017		114,995
			Santander Drive Auto Receivables Trust
		202,000	2.36%, 04/15/2020		203,266
		620,000	2.44%, 04/15/2021		623,470
		525,000	2.74%, 01/15/2021		529,871
		200,000	Westlake Automobile Receivables Trust 2.24%, 04/15/2020(1)		199,350
		545,000	World Omni Auto Receivables Trust 1.06%, 09/15/2019		544,371
					3,803,853
			Asset-Backed - Finance & Insurance - 4.8%
		500,000	Atrium IX 1.94%, 02/28/2024(1)(2)		496,926
		250,000	Carlyle Global Market Strategies Ltd. 2.15%, 04/17/2025(1)(2)		249,794
		400,000	Cent CLO Ltd. 2.10%, 11/07/2026(1)(2)		398,944
		330,000	CIFC Funding 2012-II Ltd. 3.34%, 12/05/2024(1)(2)		323,986
		500,000	Dryden Senior Loan Fund 2.11%, 07/15/2026(1)(2)		499,600
		125,000	HSI Asset Securitization Corp. Trust 0.71%, 02/25/2036(2)		108,949
			Madison Park Funding Ltd.
		250,000	1.92%, 10/23/2025(1)(2)		247,715
		250,000	1.94%, 10/23/2025(1)(2)		247,919
			Magnetite CLO Ltd.
		500,000	2.11%, 04/15/2026(1)(2)		499,081
		500,000	2.59%, 07/25/2026(1)(2)		490,937
		263,059	Nationstar HECM Loan Trust 2.98%, 02/25/2026(1)		263,086
		250,000	Race Point CLO Ltd. 1.87%, 02/20/2025(1)(2)		247,259
		799,276	SpringCastle America Funding LLC 2.70%, 05/25/2023(1)		801,134
			Springleaf Funding Trust
		95,013	2.41%, 12/15/2022(1)		94,987
		875,000	3.16%, 11/15/2024(1)		875,992
		153,750	TAL Advantage LLC 2.83%, 02/22/2038(1)		145,116
					5,991,425
			Asset-Backed - Home Equity - 1.8%
		256,032	Ameriquest Mortgage Securities, Inc. 1.71%, 08/25/2033(2)		244,324
		231,195	Argent Securities, Inc. 1.49%, 10/25/2033(2)		225,863
		211,629	Asset Backed Securities Corp. Home Equity Loan Trust 0.95%, 08/25/2034(2)		189,696
			NRZ Advance Receivables Trust
		820,000	3.20%, 11/15/2047(1)		816,815
		815,000	3.30%, 08/17/2048(1)		819,903
					2,296,601

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 24.4% - (continued)
			Commercial Mortgage-Backed Securities - 8.5%
	$	570,000	Banc of America Commercial Mortgage Trust 5.72%, 06/10/2049(2)	$	586,788
		185,670	Bear Stearns Commercial Mortgage Securities Trust 5.33%, 02/11/2044		189,458
			Commercial Mortgage Trust
		725,000	3.96%, 03/10/2047		789,075
		286,972	5.44%, 03/10/2039		291,860
		95,000	Credit Suisse Commercial Mortgage Trust 5.54%, 01/15/2049(2)		96,528
			CSAIL Commercial Mortgage Trust
		2,300,000	3.50%, 06/15/2057		2,432,746
		1,500,000	3.72%, 08/15/2048		1,609,741
			FREMF Mortgage Trust
		153,000	3.48%, 11/25/2046(1)(2)		153,439
		165,000	4.38%, 06/25/2047(1)(2)		167,608
		200,000	4.69%, 10/25/2030(1)(2)		208,223
		720,752	4.77%, 01/25/2048(1)(2)		778,361
		400,000	JP Morgan Chase Commercial Mortgage Securities Trust 2.96%, 04/15/2046		414,046
			LB-UBS Commercial Mortgage Trust
		201,829	5.37%, 09/15/2039		203,379
		182,441	5.43%, 02/15/2040		185,885
		51,197	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.38%, 08/12/2048		52,059
		623,000	Morgan Stanley Bank of America Merrill Lynch Trust 3.31%, 04/15/2048		648,806
		373,821	Morgan Stanley Re-Remic Trust 5.99%, 08/15/2045(1)(2)		381,332
			WFRBS Commercial Mortgage Trust
		675,000	3.61%, 11/15/2047		720,824
		633,000	4.10%, 03/15/2047		698,726
					10,608,884
			Whole Loan Collateral CMO - 6.3%
			Connecticut Avenue Securities
		369,603	2.59%, 09/25/2028(2)		369,989
		420,000	3.04%, 05/25/2024(2)		390,869
		675,000	3.44%, 07/25/2024(2)		639,034
		550,000	4.44%, 05/25/2025(2)		546,227
		300,000	4.84%, 01/25/2024(2)		305,756
		600,000	5.44%, 07/25/2025(2)		617,331
		525,129	GSR Mortgage Loan Trust 3.01%, 01/25/2036(2)		479,929
		91,821	IndyMac Index Mortgage Loan Trust 3.16%, 06/25/2036(2)		74,221
			LSTAR Securities Investment Trust
		231,089	2.43%, 05/01/2020(1)(2)		225,562
		231,823	2.43%, 08/01/2020(1)(2)		226,359
		851,065	2.44%, 04/01/2020(1)(2)		826,597
		59,670	Morgan Stanley Dean Witter Capital I 1.94%, 03/25/2033(2)		51,173
		166,518	MortgageIT Trust 1.08%, 02/25/2035(2)		157,908
		209,323	Residential Accredit Loans, Inc. 3.78%, 09/25/2035(2)		171,646
		133,356	Residential Funding Mortgage Securities, Inc. 3.00%, 09/25/2035(2)		123,780

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

147

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 24.4% - (continued)
			Whole Loan Collateral CMO - 6.3% - (continued)
	$	69,449	Sequoia Mortgage Trust 0.90%, 02/20/2035(2)	$	65,176
			Springleaf Mortgage Loan Trust
		200,447	2.31%, 06/25/2058(1)(2)		200,470
		155,172	3.52%, 12/25/2065(1)(2)		155,475
		350,000	SPS Servicer Advance Receivables Trust 2.62%, 01/15/2047(1)		349,105
		575,826	Thornburg Mortgage Securities Trust 2.53%, 04/25/2045(2)		567,296
			Towd Point Mortgage Trust
		139,003	2.75%, 04/25/2055(1)(2)		139,135
		1,006,217	2.75%, 04/26/2055(1)(2)		1,005,976
		178,694	3.00%, 03/25/2054(1)(2)		180,306
					7,869,320
			Total Asset & Commercial Mortgage Backed Securities (cost $30,321,238)	$	30,570,083
U.S. GOVERNMENT AGENCIES - 88.8%
			FHLMC - 39.2%
		24,975	0.00%, 11/15/2036(3)(4)	$	22,628
		695,000	1.71%, 07/25/2041(2)(5)		64,453
		2,250,000	1.81%, 11/25/2040(2)(5)		219,991
		1,150,384	1.88%, 07/25/2028(2)		1,150,384
		250,000	2.94%, 08/25/2024(2)		254,440
		256,160	3.00%, 03/15/2033(5)		32,700
		379,919	3.00%, 06/01/2035		394,799
		585,875	3.00%, 11/01/2035		607,923
		821,834	3.00%, 04/01/2036		852,711
		684,319	3.00%, 04/01/2043		702,288
		1,472,326	3.00%, 12/01/2043		1,510,483
		838,801	3.00%, 08/01/2045		860,182
		290,713	3.00%, 09/01/2045		298,123
		425,880	3.00%, 10/01/2045		436,736
		985,622	3.00%, 12/01/2045		1,010,746
		3,425,000	3.00%, 05/01/2046(6)		3,509,019
		1,050,000	3.04%, 12/25/2027(2)		1,056,917
		775,000	3.09%, 03/25/2028(2)		788,917
		565,000	3.23%, 05/25/2028(2)		575,765
		4,545,738	3.50%, 01/01/2046		4,765,675
		1,586,911	3.50%, 02/01/2046		1,663,691
		6,979,510	3.50%, 03/01/2046		7,317,200
		4,874,929	3.50%, 04/01/2046		5,110,793
		925,000	3.50%, 05/01/2046(6)		968,883
		542,621	4.00%, 07/15/2027(5)		58,439
		5,200,000	4.00%, 05/01/2046(6)		5,552,625
		300,000	4.04%, 04/25/2024(2)		292,843
		1,837,549	4.50%, 07/01/2042		2,008,148
		3,750,000	4.50%, 05/01/2046(6)		4,078,341
		763,518	5.00%, 05/01/2039		845,107
		1,203,163	5.00%, 08/01/2039		1,324,987
		449,582	5.00%, 07/01/2041		494,967
		100,000	5.00%, 05/01/2046(6)		109,959
		88,316	5.50%, 08/15/2033		98,139
					49,039,002
			FNMA - 31.9%
		178,629	0.00%, 06/25/2036(3)(4)		158,848
		334,666	1.75%, 04/25/2055(2)(5)		21,460

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 88.8% - (continued)
			FNMA - 31.9% - (continued)
	$	786,023	1.85%, 06/25/2055(2)(5)	$	52,044
		1,267,972	1.94%, 08/25/2044(2)(5)		87,875
		335,000	2.00%, 02/25/2043		293,808
		50,000	2.44%, 01/01/2023		51,095
		250,265	2.48%, 08/01/2022		257,185
		70,959	2.50%, 06/25/2028(5)		6,548
		1,900,000	2.50%, 05/01/2031(6)		1,952,584
		1,800,000	2.50%, 06/01/2031(6)		1,846,441
		420,000	2.50%, 03/25/2043		388,243
		4,720	2.66%, 09/01/2022		4,896
		100,000	2.68%, 05/01/2025		102,741
		469,732	2.71%, 12/01/2027		475,177
		1,190,847	2.87%, 10/01/2025		1,241,539
		950,000	2.95%, 10/01/2025		994,379
		355,227	2.95%, 01/01/2028		364,938
		975,000	2.99%, 11/01/2025		1,023,196
		190,166	3.00%, 04/25/2028(5)		20,026
		2,307,702	3.00%, 03/01/2031		2,412,422
		1,150,000	3.00%, 05/01/2031(6)		1,201,196
		96,893	3.00%, 12/01/2035		100,625
		1,250,000	3.18%, 10/01/2025		1,329,304
		15,000	3.34%, 04/01/2024		16,105
		990,000	3.38%, 12/01/2029		1,041,137
		83,419	3.45%, 01/01/2024		89,872
		4,907	3.47%, 01/01/2024		5,306
		2,863,583	3.50%, 11/01/2026		3,032,563
		104,786	3.50%, 05/25/2030(5)		12,941
		1,678,300	3.50%, 01/01/2046		1,760,357
		1,482,769	3.50%, 02/01/2046		1,554,378
		3,075,852	3.50%, 03/01/2046		3,224,398
		249,379	3.54%, 02/01/2024		270,603
		14,469	3.67%, 08/01/2023		15,785
		5,000	3.76%, 03/01/2024		5,497
		5,000	3.86%, 12/01/2025		5,574
		14,464	3.87%, 10/01/2025		16,087
		14,719	3.89%, 05/01/2030		16,013
		15,286	3.93%, 10/01/2023		16,962
		112,037	3.96%, 05/01/2034		121,006
		10,000	3.97%, 05/01/2029		11,079
		700,000	4.00%, 05/01/2031(6)		729,074
		1,031,689	4.00%, 12/01/2040		1,107,119
		247,504	4.00%, 03/01/2041		265,219
		65,825	4.00%, 03/25/2042(5)		9,943
		592,075	4.00%, 12/01/2045		633,658
		598,360	4.00%, 02/01/2046		640,462
		8,125,000	4.00%, 05/01/2046(6)		8,679,625
		9,485	4.06%, 10/01/2028		10,858
		495,292	4.06%, 03/01/2030		563,512
		144,585	4.50%, 07/25/2027(5)		15,800
		166,949	4.50%, 08/01/2041		184,092
		56,615	4.50%, 09/01/2041		61,774
		425,000	4.50%, 05/01/2046(6)		462,735
		86,587	5.46%, 05/25/2042(2)(5)		10,342
		800,000	5.50%, 05/01/2046(6)		895,906
					39,872,352
			GNMA - 17.7%
		548,176	2.14%, 04/20/2040		482,971
		98,815	3.00%, 08/15/2045		102,321
		10,600,000	3.00%, 05/01/2046(6)		10,975,969
		3,075,000	3.50%, 05/01/2046(6)		3,247,849

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

148

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 88.8% - (continued)
			GNMA - 17.7% - (continued)
	$	2,600,280	4.00%, 04/16/2026(5)	$	296,985
		58,288	4.00%, 05/16/2042(5)		8,292
		83,799	4.00%, 01/20/2044(5)		18,830
		2,500,000	4.00%, 05/01/2046(6)		2,668,067
		251,437	4.50%, 09/16/2040		289,873
		100,020	4.50%, 09/20/2041		108,806
		60,417	4.50%, 05/20/2044		64,916
		114,980	4.50%, 10/20/2044		123,533
		275,000	4.50%, 05/01/2046(6)		294,927
		252,355	5.00%, 05/20/2034		283,447
		69,176	5.00%, 07/15/2039		77,865
		639,908	5.00%, 04/20/2041		829,798
		63,949	5.00%, 06/15/2041		71,142
		306,960	5.00%, 10/16/2041(5)		52,475
		63,083	5.00%, 03/15/2044		70,233
		600,000	5.00%, 05/01/2046(6)		661,336
		741,513	5.50%, 05/20/2038		834,856
		132,621	5.50%, 03/16/2039		148,526
		42,564	6.00%, 01/15/2039		47,985
		301,942	6.00%, 09/15/2040		340,324
					22,101,326
			Total U.S. Government Agencies (cost $110,160,355)	$	111,012,680
U.S. GOVERNMENT SECURITIES - 3.3%
			U.S. Treasury Securities - 3.3%
			U.S. Treasury Notes - 3.3%
		4,150,000	U.S. Treasury Notes 1.63%, 02/15/2026	$	4,078,023
					4,078,023
			Total U.S. Government Securities (cost $4,060,191)	$	4,078,023
			Total Long-Term Investments (cost $144,541,784)	$	145,660,786
SHORT-TERM INVESTMENTS - 21.6%
			Other Investment Pools & Funds - 21.6%
		26,981,505	Fidelity Money Market Class 1	$	26,981,505
			Total Short-Term Investments (cost $26,981,505)	$	26,981,505

Total Investments (cost $171,523,289)^	138.1	%	$	172,642,291
Other Assets and Liabilities	(38.1	)%		(47,664,381	)
Total Net Assets	100.0	%	$	124,977,910

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

149

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	1,245,746
Unrealized Depreciation		(126,744	)
Net Unrealized Appreciation	$	1,119,002

⁽¹⁾ Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $13,271,726, which represents 10.6% of total net assets.

⁽²⁾ Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾ Securities disclosed are principal-only strips.

⁽⁴⁾ Security is a zero-coupon bond.

⁽⁵⁾ Securities disclosed are interest-only strips.

⁽⁶⁾ Represents or includes a TBA transaction.

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future		8		06/21/2016	$	1,040,080	$	1,040,500	$	420
U.S. Treasury 5-Year Note Future		12		06/30/2016		1,441,896		1,450,969		9,073
U.S. Treasury Long Bond Future		3		06/21/2016		493,813		489,937		(3,876	)
U.S. Treasury Ultra Long Term Bond Future		28		06/21/2016		4,837,663		4,797,625		(40,038	)
Total									$	(34,421	)
Short position contracts:
U.S. Treasury 2-Year Note Future		19		06/30/2016	$	4,154,262	$	4,153,875	$	387
Total futures contracts									$	(34,034	)

TBA Sale Commitments Outstanding at April 30, 2016
Description	Principal Amount		Maturity Date	Market Value†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.00%	$	3,500,000	05/01/2046	$	(3,585,859	)	$	(15,039	)
FNMA, 3.00%		3,515,000	05/01/2046		(3,603,287	)		3,303
FNMA, 3.50%		1,570,000	05/01/2031		(1,659,907	)		(3,311	)
FNMA, 3.50%		10,900,000	05/01/2046		(11,422,860	)		(513	)
FNMA, 4.50%		2,225,000	05/01/2046		(2,422,556	)		(5,003	)
FNMA, 5.00%		2,200,000	05/01/2046		(2,434,868	)		(4,899	)
Total (proceeds $25,103,875)				$	(25,129,337	)	$	(25,462	)

At April 30, 2016, the aggregate market value of these securities represents (20.1)% of total net assets.

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

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

150

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations:
USD	United States Dollar
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
TBA	To Be Announced

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

151

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	30,570,083		$	—		$	30,570,083		$	—
U.S. Government Agencies		111,012,680			—			111,012,680			—
U.S. Government Securities		4,078,023			—			4,078,023			—
Short-Term Investments		26,981,505			26,981,505			—			—
Futures Contracts(2)		9,880			9,880			—			—
Total	$	172,652,171		$	26,991,385		$	145,660,786		$	—
Liabilities
Futures Contracts(2)	$	(43,914	)	$	(43,914	)	$	—		$	—
TBA Sale Commitments		(25,129,337	)		—			(25,129,337	)		—
Total	$	(25,173,251	)	$	(43,914	)	$	(25,129,337	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	104,992		$	104,992
Purchases		—			—
Sales		(105,000	)		(105,000	)
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		8			8
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	—		$	—

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $8.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

152

The Hartford Short Duration Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 12.9%
			Asset-Backed - Automobile - 1.7%
			AmeriCredit Automobile Receivables Trust
	$	1,290,000	1.60%, 07/08/2019	$	1,290,527
		380,000	1.81%, 10/08/2020		382,040
		2,000,000	2.72%, 09/09/2019		2,020,281
		395,000	CarMax Auto Owner Trust 1.50%, 08/15/2018		395,761
		382,474	Chesapeake Funding LLC 0.89%, 01/07/2025(1)(2)		382,260
		115,972	Chrysler Capital Auto Receivables Trust 0.91%, 04/16/2018(1)		115,954
			Credit Acceptance Automotive Loan Trust
		541,210	1.50%, 04/15/2021(1)		540,980
		1,380,000	1.55%, 10/15/2021(1)		1,380,211
		220,747	First Investors Auto Owner Trust 1.23%, 03/15/2019(1)		220,559
		1,905,000	GM Financial Automobile Leasing Trust 2.14%, 06/20/2019		1,893,961
		1,415,000	Honda Auto Receivables Owner Trust 1.46%, 10/15/2020		1,419,268
		1,595,000	M&T Bank Automotive Receivables Trust 1.57%, 08/15/2018(1)		1,597,743
		920,000	Prestige Automotive Receivables Trust 1.52%, 04/15/2020(1)		919,919
		1,960,000	Santander Drive Automotive Receivables Trust 3.64%, 05/15/2018		1,978,078
					14,537,542
			Asset-Backed - Credit Card - 0.2%
		455,000	American Express Credit Account Master Trust 0.98%, 05/15/2019		455,380
		1,645,000	Synchrony Credit Card Master Note Trust 2.04%, 03/15/2022		1,656,109
					2,111,489
			Asset-Backed - Finance & Insurance - 6.5%
			Ally Master Owner Trust
		3,900,000	1.43%, 06/17/2019		3,899,169
		2,695,000	1.54%, 09/15/2019		2,698,780
		3,000,000	American Tower Trust I 1.55%, 03/15/2043(1)		2,996,156
			Apidos CLO
		2,250,000	1.73%, 04/15/2025(1)(2)		2,221,002
		1,495,000	2.13%, 04/17/2026(1)(2)		1,492,258
			Carlyle Global Market Strategies Ltd.
		870,000	1.78%, 04/18/2025(1)(2)		861,176
		2,750,000	2.73%, 07/20/2023(1)(2)		2,736,390
		1,500,000	Cent CLO Ltd. 2.12%, 01/25/2026(1)(2)		1,485,636
			CIFC Funding Ltd.
		2,125,000	1.78%, 04/16/2025(1)(2)		2,095,692
		2,180,000	2.41%, 08/14/2024(1)(2)		2,148,453
		509,850	DB Master Finance LLC 3.26%, 02/20/2045(1)		503,375
		1,460,000	Dryden Senior Loan Fund 1.98%, 04/18/2026(1)(2)		1,452,875
		117,766	First Franklin Mortgage Loan Trust 1.08%, 05/25/2035(2)		117,472
		435,000	Ford Credit Floorplan Master Owner Trust A 1.40%, 02/15/2019		433,423
		1,700,000	Gramercy Park CLO Ltd. 2.53%, 07/17/2023(1)(2)		1,687,726

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 12.9% - (continued)
			Asset-Backed - Finance & Insurance - 6.5% - (continued)
	$	54,018	Hasco NIM Cayman Co. 6.25%, 12/26/2035*(1)(3)	$	—
		2,000,000	ING Investment Management CLO Ltd. 2.19%, 03/14/2022(1)(2)		1,976,014
		2,000,000	Limerock CLO 2.13%, 04/18/2026(1)(2)		1,984,362
		180,481	Long Beach Asset Holdings Corp. 5.78%, 04/25/2046*(1)(3)		—
		4,680,000	Magnetite CLO Ltd. 2.59%, 07/25/2026(1)(2)		4,595,170
		2,670,000	MMAF Equipment Finance LLC 1.59%, 02/08/2022(1)		2,660,853
		734,752	Nationstar HECM Loan Trust 2.98%, 02/25/2026(1)		734,826
		1,470,000	Neuberger Berman CLO Ltd. 2.10%, 04/15/2026(1)(2)		1,465,862
		2,500,000	Octagon Investment Partners Ltd. 1.75%, 07/17/2025(1)(2)		2,453,745
		1,540,000	Ocwen Master Advance Receivables Trust 3.21%, 11/15/2047(1)		1,540,253
		2,500,000	Race Point CLO Ltd. 2.48%, 05/24/2023(1)(2)		2,460,238
		2,060,000	SBA Tower Trust 2.90%, 10/15/2044(1)		2,066,924
		1,835,485	Springleaf Funding Trust 2.41%, 12/15/2022(1)		1,834,966
		46,563	Structured Asset Investment Loan Trust 1.01%, 04/25/2035(2)		46,555
		514,325	Structured Asset Securities Corp. 0.59%, 02/25/2036(2)		511,069
		4,035,000	Symphony CLO L.P. 2.19%, 01/09/2023(1)(2)		3,973,971
		1,455,000	Voya CLO Ltd. 2.13%, 04/18/2026(1)(2)		1,449,406
					56,583,797
			Asset-Backed - Home Equity - 0.5%
		909,433	Accredited Mortgage Loan Trust 1.12%, 01/25/2035(2)		893,768
		524,796	Aegis Asset Backed Securities Trust 1.54%, 09/25/2034(2)		519,800
		1,065,932	Home Equity Asset Trust 1.08%, 11/25/2034(2)		1,064,791
		1,395,474	Morgan Stanley Capital I Trust 1.20%, 01/25/2035(2)		1,376,753
		107,852	Renaissance Home Equity Loan Trust 9.79%, 04/25/2037*(1)(2)		1
		618,689	Residential Asset Securities Corp. 5.37%, 07/25/2034(2)		636,728
					4,491,841
			Commercial Mortgage - Backed Securities - 2.9%
		3,827,032	Bayview Commercial Asset Trust 0.00%, 01/25/2037(1)(2)(4)		383
		2,927,239	CBA Commercial Small Balance Commercial Mortgage 0.14%, 01/25/2039(1)(2)(4)		—
		2,683,293	CD Mortgage Trust 5.89%, 11/15/2044(2)		2,797,724
		586,469	Citigroup Commercial Mortgage Trust 0.69%, 09/10/2045		584,847

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

153

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 12.9% - (continued)
			Commercial Mortgage - Backed Securities - 2.9% - (continued)
	$	2,669,066	Citigroup/Deutsche Bank Commercial Mortgage Trust 5.32%, 12/11/2049	$	2,714,253
			COMM Mortgage Trust
		378,300	0.70%, 10/15/2045		377,431
		783,314	1.28%, 08/10/2046		781,784
		85,415	1.34%, 07/10/2045		85,402
		104,602	Commercial Mortgage Pass-Through Certificates 0.67%, 10/15/2045		104,468
		1,490,994	Credit Suisse Mortgage Capital Certificates 5.47%, 09/15/2039		1,495,205
			DBUBS Mortgage Trust
		1,192,724	1.10%, 11/10/2046(1)(2)(4)		30,374
		964,889	3.64%, 08/10/2044		965,268
		50,430	3.74%, 11/10/2046(1)		50,731
		2,320,000	FREMF Mortgage Trust 3.08%, 10/25/2047(1)(2)		2,340,549
		313,345	GS Mortgage Securities Corp. II 0.66%, 11/10/2045		312,889
		469,940	GS Mortgage Securities Trust 1.21%, 07/10/2046		469,089
		1,196,863	Hilton USA Trust 1.44%, 11/05/2030(1)(2)		1,196,095
			JP Morgan Chase Commercial Mortgage Securities Trust
		641,625	1.30%, 01/15/2046		640,926
		53,484	3.85%, 06/15/2043(1)		53,431
		1,719,454	3.91%, 05/05/2030(1)		1,840,577
		235,979	6.15%, 04/17/2045(2)		235,738
		81,374	Merrill Lynch Mortgage Trust 6.03%, 06/12/2050(2)		81,330
		563,165	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.38%, 08/12/2048		572,645
		119,570	Morgan Stanley Bank of America Merrill Lynch Trust 0.66%, 11/15/2045		119,366
		732,282	Morgan Stanley Capital I Trust 3.22%, 07/15/2049		733,930
		996,400	Morgan Stanley Reremic Trust 1.00%, 03/27/2051(1)		983,198
		821,302	UBS-Barclays Commercial Mortgage Trust 0.73%, 08/10/2049		817,782
			Wachovia Bank Commercial Mortgage Trust
		2,842,149	5.31%, 11/15/2048		2,888,449
		752,031	5.48%, 04/15/2047		753,293
		758,293	WF-RBS Commercial Mortgage Trust 0.67%, 11/15/2045		754,913
					24,782,070
			Whole Loan Collateral CMO - 1.1%
			Connecticut Avenue Securities
		1,288,282	1.39%, 05/25/2024(2)		1,277,954
		2,264,671	1.64%, 07/25/2024(2)		2,263,954
		1,015,305	New Residential Mortgage Loan Trust 3.75%, 03/25/2056(1)		1,046,262
		249,321	Springleaf Mortgage Loan Trust 1.27%, 06/25/2058(1)(2)		248,010

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 12.9% - (continued)
			Whole Loan Collateral CMO - 1.1% - (continued)
			Towd Point Mortgage Trust
	$	1,067,710	2.75%, 02/25/2055(1)(2)	$	1,061,407
		1,134,442	2.75%, 04/25/2055(1)(2)		1,135,520
		1,170,020	2.75%, 04/26/2055(1)(2)		1,169,740
		991,196	2.75%, 05/25/2055(1)(2)		991,960
					9,194,807
			Total Asset & Commercial Mortgage Backed Securities (cost $113,383,482)	$	111,701,546
CORPORATE BONDS - 56.6%
			Aerospace/Defense - 0.1%
		365,000	BAE Systems Holdings, Inc. 2.85%, 12/15/2020(1)	$	370,406
			Agriculture - 0.3%
		2,000,000	Imperial Brands Finance plc 2.05%, 02/11/2018(1)		2,011,236
			Reynolds American, Inc.
		180,000	2.30%, 08/21/2017		182,254
		644,000	3.25%, 06/12/2020		675,300
					2,868,790
			Auto Manufacturers - 4.2%
			American Honda Finance Corp.
		675,000	1.60%, 02/16/2018(1)		679,656
		2,500,000	1.70%, 02/22/2019		2,528,760
			Daimler Finance NA LLC
		2,000,000	1.88%, 01/11/2018(1)		2,013,480
		2,500,000	2.25%, 09/03/2019(1)		2,540,628
			Ford Motor Credit Co. LLC
		3,500,000	2.02%, 05/03/2019		3,500,000
		2,000,000	2.46%, 03/27/2020		2,013,202
		2,500,000	General Motors Co. 3.50%, 10/02/2018		2,579,647
		2,500,000	General Motors Financial Co., Inc. 3.20%, 07/13/2020		2,535,410
			Harley-Davidson Financial Services, Inc.
		840,000	2.40%, 09/15/2019(1)		855,583
		2,500,000	2.85%, 01/15/2021(1)		2,585,197
			Hyundai Capital America
		2,500,000	2.13%, 10/02/2017(1)		2,511,083
		2,490,000	2.60%, 03/19/2020(1)		2,503,063
			Nissan Motor Acceptance Corp.
		2,500,000	2.35%, 03/04/2019(1)		2,540,960
		1,250,000	2.55%, 03/08/2021(1)		1,279,410
		1,250,000	PACCAR Financial Corp. 1.65%, 02/25/2019		1,257,735
			Toyota Motor Credit Corp.
		1,500,000	2.00%, 10/24/2018		1,527,684
		2,000,000	2.13%, 07/18/2019		2,046,266
		750,000	Volkswagen Group of America Finance LLC 2.45%, 11/20/2019(1)		751,091
					36,248,855
			Auto Parts & Equipment - 0.2%
		500,000	Delphi Automotive plc 3.15%, 11/19/2020		509,309
		1,200,000	Johnson Controls, Inc. 1.40%, 11/02/2017		1,198,127
					1,707,436

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

154

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Beverages - 1.0%
	$	4,000,000	Anheuser-Busch InBev Finance, Inc. 2.65%, 02/01/2021	$	4,108,172
		1,210,000	Constellation Brands, Inc. 7.25%, 09/01/2016		1,229,662
		1,000,000	Pernod Ricard S.A. 2.95%, 01/15/2017(1)		1,010,680
		2,500,000	SABMiller Holdings, Inc. 1.33%, 08/01/2018(1)(2)		2,492,210
					8,840,724
			Biotechnology - 0.6%
		1,500,000	Amgen, Inc. 2.13%, 05/01/2020		1,510,254
		1,055,000	Biogen, Inc. 2.90%, 09/15/2020		1,093,281
		2,000,000	Celgene Corp. 2.88%, 08/15/2020		2,071,360
					4,674,895
			Chemicals - 0.4%
		1,310,000	CF Industries, Inc. 7.13%, 05/01/2020		1,505,129
		375,000	Ecolab, Inc. 1.45%, 12/08/2017		375,200
		1,820,000	Monsanto Co. 2.13%, 07/15/2019		1,845,671
					3,726,000
			Commercial Banks - 20.7%
		2,250,000	Abbey National Treasury Services plc 2.38%, 03/16/2020		2,262,310
			ABN Amro Bank N.V.
		1,000,000	2.45%, 06/04/2020(1)		1,012,568
		1,429,000	4.25%, 02/02/2017(1)		1,455,402
			Bank of America Corp.
		2,500,000	2.25%, 04/21/2020		2,493,727
		3,000,000	2.60%, 01/15/2019		3,052,152
		2,000,000	2.63%, 10/19/2020		2,018,074
		2,000,000	2.63%, 04/19/2021		2,013,340
		2,500,000	2.65%, 04/01/2019		2,550,925
		1,500,000	Bank of Montreal 2.38%, 01/25/2019		1,531,186
			Bank of New York Mellon Corp.
		1,750,000	2.20%, 05/15/2019		1,783,743
		1,500,000	2.30%, 09/11/2019		1,534,120
			Bank of Nova Scotia
		1,500,000	1.38%, 12/18/2017		1,502,493
		1,000,000	1.95%, 01/15/2019		1,010,039
		3,250,000	Bank of Tokyo-Mitsubishi UFJ Ltd. 2.35%, 09/08/2019(1)		3,281,990
		3,000,000	Banque Federative du Credit Mutuel S.A. 2.00%, 04/12/2019(1)		3,011,136
			Barclays plc
		2,500,000	2.75%, 11/08/2019		2,500,957
		1,850,000	2.88%, 06/08/2020		1,843,072
		2,625,000	3.25%, 01/12/2021		2,643,677
			BB&T Corp.
		1,245,000	1.49%, 06/15/2018(2)		1,245,392
		815,000	1.60%, 08/15/2017		818,850
			BNP Paribas S.A.
		1,500,000	2.38%, 05/21/2020		1,519,365
		2,000,000	2.70%, 08/20/2018		2,050,986

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Commercial Banks - 20.7% - (continued)
			BPCE S.A.
	$	1,390,000	2.50%, 12/10/2018	$	1,415,715
		1,650,000	2.50%, 07/15/2019		1,674,856
		1,190,000	Capital One Financial Corp. 2.45%, 04/24/2019		1,203,674
			CIT Group, Inc.
		2,500,000	4.25%, 08/15/2017		2,535,937
		1,250,000	5.00%, 05/15/2017		1,275,781
			Citigroup, Inc.
		2,000,000	2.40%, 02/18/2020		2,015,738
		965,000	2.50%, 07/29/2019		981,212
		3,000,000	2.55%, 04/08/2019		3,055,212
		1,500,000	2.65%, 10/26/2020		1,518,302
			Citizens Bank NA/Providence RI
		3,250,000	2.45%, 12/04/2019		3,274,073
		1,165,000	2.50%, 03/14/2019		1,178,165
		1,555,000	Compass Bank 2.75%, 09/29/2019		1,559,872
		1,650,000	Cooperatieve Rabobank UA 2.50%, 01/19/2021		1,675,570
		1,800,000	Credit Agricole S.A. 2.75%, 06/10/2020(1)		1,843,040
		2,000,000	Credit Suisse Group Funding Guernsey Ltd. 3.45%, 04/16/2021(1)		2,020,684
		1,250,000	Credit Suisse New York 1.70%, 04/27/2018		1,249,149
		1,250,000	Danske Bank A/S 2.80%, 03/10/2021(1)		1,281,095
		2,000,000	Deutsche Bank AG/London 1.88%, 02/13/2018		1,997,406
		2,600,000	Discover Bank/Greenwood 3.10%, 06/04/2020		2,648,698
		4,250,000	Fifth Third Bancorp 2.38%, 04/25/2019		4,319,203
			Goldman Sachs Group, Inc.
		2,000,000	1.72%, 11/15/2018(2)		2,004,992
		1,000,000	2.55%, 10/23/2019		1,015,253
		1,850,000	2.60%, 04/23/2020		1,872,544
		660,000	2.63%, 04/25/2021		663,671
		545,000	2.75%, 09/15/2020		553,177
		1,005,000	2.88%, 02/25/2021		1,021,132
		1,150,000	HSBC Holdings plc 3.40%, 03/08/2021		1,191,157
			HSBC USA, Inc.
		2,090,000	1.63%, 01/16/2018		2,089,469
		1,550,000	2.35%, 03/05/2020		1,563,804
		1,700,000	Huntington Bancshares Inc. 3.15%, 03/14/2021		1,742,007
		1,785,000	Huntington National Bank 2.20%, 04/01/2019		1,782,465
		2,395,000	ING Bank N.V. 2.50%, 10/01/2019(1)		2,430,412
		3,500,000	Intesa Sanpaolo S.p.A. 3.88%, 01/15/2019		3,625,629
			JP Morgan Chase & Co.
		1,100,000	1.63%, 05/15/2018		1,102,290
		3,000,000	1.70%, 03/01/2018		3,012,273
		3,000,000	2.25%, 01/23/2020		3,021,966
		3,000,000	2.55%, 03/01/2021		3,042,096
		1,500,000	2.75%, 06/23/2020		1,536,060

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

155

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Commercial Banks - 20.7% - (continued)
			KeyBank NA
	$	1,000,000	1.65%, 02/01/2018	$	1,001,249
		1,350,000	2.35%, 03/08/2019		1,366,320
		2,000,000	2.50%, 12/15/2019		2,028,106
			Lloyds Bank plc
		800,000	1.75%, 05/14/2018		800,505
		980,000	2.30%, 11/27/2018		993,059
		1,000,000	2.40%, 03/17/2020		1,011,933
			Manufacturers & Traders Trust Co.
		1,045,000	1.65%, 12/28/2020(2)		1,022,882
		2,500,000	2.25%, 07/25/2019		2,533,095
		1,500,000	Mizuho Financial Group, Inc. 2.63%, 04/12/2021(1)		1,500,794
			Morgan Stanley
		1,290,000	2.20%, 12/07/2018		1,301,320
		920,000	2.50%, 04/21/2021		921,739
		1,500,000	2.65%, 01/27/2020		1,521,752
		1,750,000	5.63%, 09/23/2019		1,947,802
		1,500,000	6.63%, 04/01/2018		1,636,314
		1,750,000	National Bank of Canada 2.10%, 12/14/2018		1,769,332
			PNC Bank NA
		1,750,000	2.25%, 07/02/2019		1,784,072
		1,500,000	2.45%, 11/05/2020		1,527,482
			Royal Bank of Canada
		2,000,000	1.63%, 04/15/2019		2,003,014
		1,250,000	2.00%, 12/10/2018		1,265,830
		1,500,000	2.50%, 01/19/2021		1,532,758
		850,000	Santander Bank NA 2.00%, 01/12/2018		846,574
		1,115,000	Santander Holdings USA, Inc. 2.65%, 04/17/2020		1,111,036
			Skandinaviska Enskilda Banken AB
		1,250,000	1.75%, 03/19/2018(1)		1,248,465
		1,400,000	2.63%, 11/17/2020(1)		1,428,188
		1,200,000	Societe Generale S.A. 2.63%, 10/01/2018		1,228,019
		3,000,000	Standard Chartered plc 2.40%, 09/08/2019(1)		2,992,899
		2,200,000	Sumitomo Mitsui Banking Corp. 2.65%, 07/23/2020		2,239,497
			SunTrust Banks, Inc.
		1,750,000	2.50%, 05/01/2019		1,779,801
		895,000	2.90%, 03/03/2021		910,492
			Svenska Handelsbanken AB
		2,000,000	2.25%, 06/17/2019		2,038,594
		1,500,000	2.45%, 03/30/2021		1,526,384
		1,800,000	Swedbank AB 1.75%, 03/12/2018(1)		1,800,700
			Toronto-Dominion Bank
		1,500,000	2.13%, 04/07/2021		1,504,349
		2,000,000	2.50%, 12/14/2020		2,041,330
			UBS Group Funding Jersey Ltd.
		1,000,000	2.95%, 09/24/2020(1)		1,008,955
		1,750,000	3.00%, 04/15/2021(1)		1,755,523
			Wells Fargo & Co.
		2,035,000	1.50%, 01/16/2018		2,043,750
		2,000,000	2.13%, 04/22/2019		2,036,132
		1,875,000	2.15%, 01/30/2020		1,896,465
		2,500,000	2.50%, 03/04/2021		2,539,885
					178,575,679

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Commercial Services - 0.6%
	$	195,000	Catholic Health Initiatives 1.60%, 11/01/2017	$	195,465
		1,870,000	ERAC USA Finance LLC 2.35%, 10/15/2019(1)		1,887,071
			Total System Services, Inc.
		2,075,000	2.38%, 06/01/2018		2,076,025
		540,000	3.80%, 04/01/2021		560,550
					4,719,111
			Construction Materials - 0.2%
		2,000,000	Fortune Brands Home & Security, Inc. 3.00%, 06/15/2020		2,033,942
			Diversified Financial Services - 3.4%
		1,665,000	AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 2.75%, 05/15/2017		1,665,000
		2,705,000	Air Lease Corp. 2.13%, 01/15/2018		2,671,187
		2,000,000	American Express Credit Corp. 2.25%, 08/15/2019		2,033,866
		2,500,000	Capital One Bank USA NA 2.30%, 06/05/2019		2,494,650
		1,150,000	Credit Agricole S.A. 2.38%, 07/01/2021(1)		1,151,320
		3,130,000	GE Capital International Funding Co. 2.34%, 11/15/2020(1)		3,202,353
		1,217,000	General Electric Co. 2.20%, 01/09/2020		1,249,490
		1,750,000	International Lease Finance Corp. 6.75%, 09/01/2016(1)		1,774,063
		2,025,000	LeasePlan Corp. N.V. 2.88%, 01/22/2019(1)		2,015,823
		2,500,000	Macquarie Group Ltd. 3.00%, 12/03/2018(1)		2,565,330
		1,700,000	National Rural Utilities Cooperative Finance Corp. 1.65%, 02/08/2019		1,713,342
		2,365,000	Protective Life Global Funding 1.72%, 04/15/2019(1)		2,368,455
		1,350,000	Societe Generale S.A. 2.50%, 04/08/2021(1)		1,360,303
			Synchrony Financial
		610,000	2.70%, 02/03/2020		610,071
		2,255,000	3.00%, 08/15/2019		2,287,997
					29,163,250
			Electric - 1.1%
		1,000,000	Ameren Illinois Co. 9.75%, 11/15/2018		1,193,815
		500,000	American Electric Power Co., Inc. 1.65%, 12/15/2017		499,476
		1,200,000	Commonwealth Edison Co. 6.95%, 07/15/2018		1,324,897
		2,500,000	Dominion Resources, Inc. 2.50%, 12/01/2019		2,543,817
		1,055,000	Eversource Energy 2.50%, 03/15/2021		1,076,007
		805,000	Exelon Corp. 2.85%, 06/15/2020		821,503
		1,520,000	NextEra Energy Capital Holdings, Inc. 2.30%, 04/01/2019		1,538,374
					8,997,889

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

156

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Electronics - 0.2%
	$	630,000	Arrow Electronics, Inc. 3.00%, 03/01/2018	$	638,672
		1,225,000	Thermo Fisher Scientific, Inc. 1.30%, 02/01/2017		1,224,906
					1,863,578
			Engineering & Construction - 0.3%
			SBA Tower Trust
		1,300,000	2.24%, 04/15/2043(1)		1,292,208
		1,310,000	2.93%, 12/15/2042(1)		1,312,737
					2,604,945
			Food - 1.2%
		330,000	JM Smucker Co. 2.50%, 03/15/2020		336,970
			Kraft Heinz Foods Co.
		2,000,000	2.00%, 07/02/2018(1)		2,020,182
		1,425,000	2.80%, 07/02/2020(1)		1,466,408
			Kroger Co.
		540,000	2.60%, 02/01/2021		555,814
		1,250,000	7.00%, 05/01/2018		1,374,721
		3,000,000	Mondelez International, Inc. 1.16%, 02/01/2019(2)		2,970,765
		1,195,000	Tyson Foods, Inc. 2.65%, 08/15/2019		1,226,721
		720,000	Wm Wrigley Jr Co. 1.40%, 10/21/2016(1)		721,548
					10,673,129
			Forest Products & Paper - 0.3%
		2,650,000	Georgia-Pacific LLC 2.54%, 11/15/2019(1)		2,695,554
			Healthcare-Products - 0.7%
		1,650,000	Becton Dickinson and Co. 2.68%, 12/15/2019		1,693,110
		1,680,000	Medtronic, Inc. 2.50%, 03/15/2020		1,736,960
		2,750,000	Zimmer Biomet Holdings, Inc. 2.00%, 04/01/2018		2,772,096
					6,202,166
			Healthcare-Services - 1.6%
		2,135,000	Aetna, Inc. 1.50%, 11/15/2017		2,142,665
			Anthem, Inc.
		4,000,000	2.25%, 08/15/2019		4,015,528
		1,000,000	2.38%, 02/15/2017		1,007,800
		1,810,000	Dignity Health 2.64%, 11/01/2019		1,851,657
		690,000	Humana, Inc. 2.63%, 10/01/2019		705,165
			Laboratory Corp. of America Holdings
		1,411,000	2.20%, 08/23/2017		1,420,008
		590,000	2.63%, 02/01/2020		595,977
			UnitedHealth Group, Inc.
		1,525,000	2.13%, 03/15/2021		1,539,114
		835,000	2.70%, 07/15/2020		870,109
					14,148,023
			Holding Companies-Diversified - 0.3%
		2,500,000	Hutchison Whampoa International Ltd. 1.63%, 10/31/2017(1)		2,499,518

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Home Furnishings - 0.3%
			Whirlpool Corp.
	$	1,235,000	1.35%, 03/01/2017	$	1,239,100
		1,400,000	2.40%, 03/01/2019		1,424,856
					2,663,956
			Housewares - 0.1%
		355,000	Newell Brands, Inc. 2.05%, 12/01/2017		357,561
			Insurance - 2.7%
		4,000,000	American International Group, Inc. 2.30%, 07/16/2019		4,048,464
		1,705,000	Berkshire Hathaway, Inc. 2.20%, 03/15/2021		1,750,815
		775,000	Chubb INA Holdings, Inc. 2.30%, 11/03/2020		793,038
			Marsh & McLennan Cos., Inc.
		985,000	2.35%, 09/10/2019		992,271
		770,000	2.55%, 10/15/2018		784,132
		2,300,000	MassMutual Global Funding II 2.00%, 04/15/2021(1)		2,308,595
		1,480,000	Metropolitan Life Global Funding 1.50%, 01/10/2018(1)		1,486,284
			Principal Life Global Funding
		2,000,000	1.50%, 04/18/2019(1)		1,996,114
		1,255,000	2.20%, 04/08/2020(1)		1,259,603
			Prudential Financial, Inc.
		2,000,000	1.40%, 08/15/2018(2)		1,995,336
		1,500,000	2.35%, 08/15/2019		1,516,064
		390,000	QBE Insurance Group Ltd. 2.40%, 05/01/2018(1)		392,296
		861,000	TIAA Asset Management Finance Co. LLC 2.95%, 11/01/2019(1)		878,229
		705,000	Trinity Acquisition plc 3.50%, 09/15/2021		719,380
		2,250,000	Voya Financial, Inc. 2.90%, 02/15/2018		2,288,462
					23,209,083
			Internet - 0.5%
		1,250,000	Amazon.com, Inc. 2.60%, 12/05/2019		1,301,153
		2,500,000	eBay, Inc. 2.50%, 03/09/2018		2,546,242
					3,847,395
			Iron/Steel - 0.6%
			Glencore Funding LLC
		3,000,000	2.50%, 01/15/2019(1)		2,865,000
		891,000	3.13%, 04/29/2019(1)		850,905
		1,720,000	Vale Overseas Ltd. 6.25%, 01/23/2017		1,756,997
					5,472,902
			Machinery-Diversified - 0.2%
		1,500,000	CNH Industrial Capital LLC 3.25%, 02/01/2017		1,501,875
			Media - 1.6%
		3,000,000	CBS Corp. 2.30%, 08/15/2019		3,040,857
		1,685,000	CCO Safari II LLC 3.58%, 07/23/2020(1)		1,749,134

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

157

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Media - 1.6% - (continued)
	$	400,000	Columbus International, Inc. 7.38%, 03/30/2021(1)	$	424,880
		2,195,000	Scripps Networks Interactive, Inc. 2.80%, 06/15/2020		2,219,962
		1,770,000	Sky plc 2.63%, 09/16/2019(1)		1,799,297
		2,000,000	Time Warner Cable, Inc. 5.85%, 05/01/2017		2,085,540
			Viacom, Inc.
		955,000	2.20%, 04/01/2019		957,020
		1,500,000	2.75%, 12/15/2019		1,514,988
					13,791,678
			Mining - 0.1%
		1,015,000	Freeport-McMoRan, Inc. 2.38%, 03/15/2018		974,400
			Miscellaneous Manufacturing - 0.4%
		1,500,000	Pentair Finance S.A. 2.90%, 09/15/2018		1,505,022
		1,500,000	Textron, Inc. 4.63%, 09/21/2016		1,520,094
					3,025,116
			Oil & Gas - 2.3%
			Anadarko Petroleum Corp.
		1,000,000	4.85%, 03/15/2021		1,043,081
		222,000	6.38%, 09/15/2017		235,710
			BP Capital Markets plc
		2,250,000	1.68%, 05/03/2019		2,253,546
		1,575,000	2.32%, 02/13/2020		1,599,715
		680,000	ConocoPhillips Co. 4.20%, 03/15/2021		726,736
		1,755,000	Exxon Mobil Corp. 2.22%, 03/01/2021		1,787,948
		1,150,000	Hess Corp. 1.30%, 06/15/2017		1,139,773
		685,000	Marathon Oil Corp. 2.70%, 06/01/2020		638,223
			Noble Energy, Inc.
		1,015,000	4.15%, 12/15/2021		1,035,800
		1,595,000	8.25%, 03/01/2019		1,784,564
		1,250,000	Petrobras Global Finance B.V. 2.00%, 05/20/2016		1,249,000
		455,000	Petroleos Mexicanos 5.50%, 02/04/2019(1)		475,703
		1,565,000	Pioneer Natural Resources Co. 3.45%, 01/15/2021		1,588,143
		1,250,000	Southwestern Energy Co. 3.30%, 01/23/2018		1,181,250
		2,000,000	Suncor Energy, Inc. 6.10%, 06/01/2018		2,144,546
		685,000	Total Capital Canada Ltd. 1.45%, 01/15/2018		686,316
					19,570,054
			Oil & Gas Services - 0.4%
		300,000	Halliburton Co. 2.70%, 11/15/2020		304,043
		2,500,000	Schlumberger Holdings Corp. 3.00%, 12/21/2020(1)		2,570,922
		925,000	Schlumberger Norge AS 1.25%, 08/01/2017(1)		923,302
					3,798,267

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Pharmaceuticals - 2.1%
	$	1,330,000	AbbVie, Inc. 2.50%, 05/14/2020	$	1,352,726
			Actavis Funding SCS
		490,000	2.45%, 06/15/2019		494,968
		3,855,000	3.00%, 03/12/2020		3,937,647
		715,000	Baxalta, Inc. 2.00%, 06/22/2018(1)		713,148
		1,300,000	Bayer US Finance LLC 2.38%, 10/08/2019(1)		1,337,417
			Cardinal Health, Inc.
		370,000	1.70%, 03/15/2018		371,374
		1,435,000	2.40%, 11/15/2019		1,454,021
			Express Scripts Holding Co.
		2,115,000	2.25%, 06/15/2019		2,139,625
		2,000,000	2.65%, 02/15/2017		2,022,522
		945,000	Mylan N.V. 3.75%, 12/15/2020(1)		977,667
		2,500,000	Mylan, Inc. 1.35%, 11/29/2016		2,495,427
		800,000	Perrigo Co. plc 1.30%, 11/08/2016		798,318
		285,000	Perrigo Finance Unlimited Co. 3.50%, 03/15/2021		291,649
					18,386,509
			Pipelines - 0.9%
		1,195,000	Columbia Pipeline Group, Inc. 2.45%, 06/01/2018(1)		1,193,537
		2,250,000	Enbridge, Inc. 1.08%, 06/02/2017(2)		2,183,339
			Enterprise Products Operating LLC
		1,195,000	2.55%, 10/15/2019		1,214,681
		1,700,000	2.85%, 04/15/2021		1,730,449
		1,435,000	Kinder Morgan, Inc. 3.05%, 12/01/2019		1,426,928
					7,748,934
			Real Estate - 0.1%
		1,100,000	WEA Finance LLC / Westfield UK & Europe Finance plc 3.25%, 10/05/2020(1)		1,130,490
			Real Estate Investment Trusts - 1.7%
		1,755,000	American Tower Corp. 3.30%, 02/15/2021		1,809,142
		240,000	Crown Castle International Corp. 3.40%, 02/15/2021		248,591
		2,580,000	ERP Operating L.P. 2.38%, 07/01/2019		2,631,014
		1,870,000	Scentre Group 2.38%, 11/05/2019(1)		1,870,879
			Simon Property Group L.P.
		1,000,000	2.50%, 09/01/2020		1,024,132
		860,000	2.50%, 07/15/2021		884,538
			Ventas Realty L.P.
		570,000	1.25%, 04/17/2017		568,860
		1,750,000	1.55%, 09/26/2016		1,752,553
		3,000,000	Ventas Realty L.P. / Ventas Capital Corp. 2.00%, 02/15/2018		3,008,538
		1,010,000	Welltower, Inc. 2.25%, 03/15/2018		1,019,036
					14,817,283

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

158

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Retail - 0.8%
	$	320,000	AutoZone, Inc. 1.63%, 04/21/2019	$	320,488
			CVS Health Corp.
		2,350,000	2.25%, 08/12/2019		2,407,676
		715,000	2.80%, 07/20/2020		742,502
		3,000,000	Home Depot, Inc. 2.00%, 04/01/2021		3,036,246
		550,000	McDonald’s Corp. 2.75%, 12/09/2020		570,906
					7,077,818
			Savings & Loans - 0.1%
		885,000	Nationwide Building Society 2.35%, 01/21/2020(1)		890,623
			Semiconductors - 0.4%
		3,450,000	TSMC Global Ltd. 1.63%, 04/03/2018(1)		3,429,845
			Software - 0.9%
		750,000	Fidelity National Information Services, Inc. 1.45%, 06/05/2017		748,619
			Hewlett Packard Enterprise Co.
		2,750,000	2.85%, 10/05/2018(1)		2,807,225
		1,250,000	3.60%, 10/15/2020(1)		1,296,591
		3,000,000	Oracle Corp. 2.25%, 10/08/2019		3,092,682
					7,945,117
			Telecommunications - 1.4%
		1,200,000	America Movil S.A.B. de C.V. 2.38%, 09/08/2016		1,205,564
			AT&T, Inc.
		915,000	1.75%, 01/15/2018		919,795
		2,681,000	2.40%, 03/15/2017		2,708,569
		2,790,000	2.45%, 06/30/2020		2,833,686
		2,180,000	Cisco Systems, Inc. 2.20%, 02/28/2021		2,224,537
		2,355,000	Verizon Communications, Inc. 3.65%, 09/14/2018		2,479,902
					12,372,053
			Toys/Games/Hobbies - 0.2%
		2,000,000	Mattel, Inc. 2.35%, 05/06/2019		2,030,662
			Transportation - 1.0%
		3,450,000	AP Moeller - Maersk A/S 2.55%, 09/22/2019(1)		3,466,446
		825,000	FedEx Corp. 2.30%, 02/01/2020		841,104
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		2,050,000	2.50%, 06/15/2019(1)		2,047,497
		45,000	2.88%, 07/17/2018(1)		45,357
		1,000,000	3.20%, 07/15/2020(1)		1,008,366
		1,075,000	Ryder System, Inc. 2.45%, 09/03/2019		1,080,949
					8,489,719
			Trucking & Leasing - 0.4%
		1,145,000	GATX Corp. 1.25%, 03/04/2017		1,139,458

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 56.6% - (continued)
			Trucking & Leasing - 0.4% - (continued)
	$	2,125,000	TTX Co. 2.25%, 02/01/2019(1)	$	2,147,893
					3,287,351
			Total Corporate Bonds (cost $482,586,413)	$	488,432,581
MUNICIPAL BONDS - 0.5%
			General - 0.3%
		2,500,000	Florida State Board of Administration Finance Corp. Rev 2.16%, 07/01/2019	$	2,534,025
		365,000	New Jersey Economic Development Auth 0.00%, 02/15/2018(5)		351,736
					2,885,761
			General Obligation - 0.0%
		265,000	Illinois State, GO 5.88%, 03/01/2019		286,619
			Pollution - 0.2%
		1,300,000	Gloucester County Improvement Auth 2.50%, 12/01/2029(2)		1,319,344
			Total Municipal Bonds (cost $4,440,732)	$	4,491,724
SENIOR FLOATING RATE INTERESTS - 16.2%(6)
			Advertising - 0.2%
		1,689,361	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	1,670,355
			Aerospace/Defense - 0.2%
		956,945	BE Aerospace, Inc. 4.00%, 12/16/2021		961,931
		501,438	Fly Funding II S.a.r.l. 3.50%, 08/09/2019		499,974
		656,553	Transdigm, Inc. 3.75%, 02/28/2020		655,404
					2,117,309
			Airlines - 0.7%
			American Airlines, Inc.
		1,275,000	0.00%, 04/28/2023(7)		1,267,987
		1,593,411	3.25%, 06/27/2020		1,582,862
		990,000	3.50%, 10/10/2021		986,783
		1,990,000	Delta Air Lines, Inc. 3.25%, 08/24/2022		1,987,055
					5,824,687
			Auto Manufacturers - 0.3%
			Chrysler Group LLC
		359,777	3.25%, 12/31/2018		359,327
		1,257,055	3.50%, 05/24/2017		1,257,369
		771,969	MPG Holdco I, Inc. 3.75%, 10/20/2021		765,763
					2,382,459
			Auto Parts & Equipment - 0.1%
		500,000	Goodyear Tire and Rubber Co. 3.75%, 04/30/2019		499,790
			Beverages - 0.1%
		656,444	Oak Tea, Inc. 4.25%, 07/02/2022		658,085

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

159

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 16.2%(6) - (continued)
			Biotechnology - 0.5%
	$	2,902,256	Alkermes, Inc. 3.50%, 09/25/2019	$	2,887,744
		1,510,125	RPI Finance Trust 3.25%, 11/09/2018		1,509,747
					4,397,491
			Chemicals - 0.4%
			Huntsman International LLC
		1,989,813	3.75%, 10/01/2021		1,993,136
		295,000	4.25%, 04/01/2023		296,661
		1,001,381	Ineos U.S. Finance LLC 3.75%, 05/04/2018		998,697
		234,413	PolyOne Corporation 3.75%, 11/11/2022		235,193
					3,523,687
			Commercial Services - 0.6%
		498,263	Bright Horizons Family Solutions, Inc. 3.75%, 01/30/2020		498,472
		665,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		667,494
		312,000	Pharmaceutical Product Development LLC 0.00%, 08/18/2022(7)		311,285
		1,102,066	Quikrete Holdings, Inc. 4.00%, 09/28/2020		1,100,347
		1,862,892	TransUnion LLC 3.50%, 04/09/2021		1,854,043
		794,696	Vantiv LLC 3.50%, 06/13/2021		797,676
					5,229,317
			Distribution/Wholesale - 0.1%
		497,500	Beacon Roofing Supply, Inc. 4.00%, 10/01/2022		497,913
			Diversified Financial Services - 0.2%
		685,000	Delos Finance S.a.r.l. 3.50%, 03/06/2021		687,226
		962,615	SAM Finance Lux S.a.r.l. 4.25%, 12/17/2020		966,832
					1,654,058
			Electric - 0.5%
		1,182,125	Calpine Corp. 4.00%, 10/09/2019		1,182,421
		2,312,885	NRG Energy, Inc. 2.75%, 07/02/2018		2,306,686
		1,205,338	Seadrill Partners Finco LLC 4.00%, 02/21/2021		591,616
					4,080,723
			Electronics - 0.2%
		1,024,769	CDW LLC 3.25%, 04/29/2020		1,023,877
		865,000	Sensus USA, Inc. 6.50%, 03/16/2023		856,350
					1,880,227
			Energy-Alternate Sources - 0.2%
		1,692,573	MEG Energy Corp. 3.75%, 03/31/2020		1,512,026

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 16.2%(6) - (continued)
			Entertainment - 0.2%
	$	502,543	Cedar Fair L.P. 3.25%, 03/06/2020	$	503,488
		1,065,475	Penn National Gaming, Inc. 3.25%, 10/30/2020		1,063,259
		525,831	Scientific Games International, Inc. 6.00%, 10/01/2021		517,039
					2,083,786
			Environmental Control - 0.1%
		524,378	ADS Waste Holdings, Inc. 3.75%, 10/09/2019		522,411
		590,949	US Ecology, Inc. 3.75%, 06/17/2021		590,211
					1,112,622
			Food - 0.8%
			Albertsons LLC
		1,994,850	5.50%, 08/25/2021		2,000,516
		374,063	5.50%, 12/21/2022		375,155
		452,344	B&G Foods, Inc. 3.76%, 11/02/2022		454,606
			JBS USA LLC
		1,048,898	3.75%, 09/18/2020		1,045,405
		738,150	4.00%, 10/30/2022		737,227
		568,575	Pinnacle Foods Finance LLC 3.75%, 01/13/2023		571,031
		1,170,000	Pinnacle Foods Group LLC 3.25%, 04/29/2020		1,168,046
		792,588	U.S. Foods, Inc. 4.50%, 03/31/2019		791,597
					7,143,583
			Food Service - 0.0%
		194	Aramark Services, Inc. 1.97%, 07/26/2016		191
			Healthcare-Products - 0.3%
		1,234,178	Alere, Inc. 4.25%, 06/18/2022		1,221,836
		1,573,599	Immucor, Inc. 5.00%, 08/17/2018		1,494,919
					2,716,755
			Healthcare-Services - 1.4%
		932,663	Acadia Healthcare Company, Inc. 4.50%, 02/16/2023		938,781
		1,216,498	American Renal Holdings, Inc. 4.50%, 09/20/2019		1,213,456
		1,070,925	Amsurg Corp. 3.50%, 07/16/2021		1,073,410
			Community Health Systems, Inc.
		762,418	3.75%, 12/31/2019		750,707
		301,619	4.00%, 01/27/2021		297,025
		1,483,575	DaVita HealthCare Partners, Inc. 3.50%, 06/24/2021		1,489,509
		1,052,363	Envision Healthcare Corp. 4.50%, 10/28/2022		1,054,425
		754,295	HCA Inc. 3.69%, 03/17/2023		759,115
		286,917	HCA, Inc. 3.38%, 05/01/2018		287,838
		1,638,445	IMS Health, Inc. 3.50%, 03/17/2021		1,637,855

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

160

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 16.2%(6) - (continued)
			Healthcare-Services - 1.4% - (continued)
	$	433,125	MPH Acquisition Holdings LLC 3.75%, 03/31/2021	$	430,851
		395,000	Surgery Center Holdings, Inc. 5.25%, 11/03/2020		395,743
		1,087,275	U.S. Renal Care, Inc. 5.25%, 12/31/2022		1,087,960
		630,000	Vizient, Inc. 6.25%, 02/13/2023		635,512
					12,052,187
			Household Products/Wares - 0.1%
		815,000	Galleria Co. 3.75%, 01/26/2023		815,513
			Insurance - 0.6%
			Asurion LLC
		963,251	5.00%, 05/24/2019		959,639
		2,978,322	5.00%, 08/04/2022		2,956,521
		1,735,703	HUB International Ltd. 4.25%, 10/02/2020		1,714,735
				5,630,895
			Internet - 0.1%
		450,667	Zayo Group LLC / Zayo Capital, Inc. 3.75%, 05/06/2021		450,423
			Leisure Time - 0.5%
		1,276,308	Aristocrat Leisure Ltd. 4.75%, 10/20/2021		1,281,323
		2,980,839	Delta 2 (LUX) S.a.r.l. 4.75%, 07/30/2021		2,925,485
					4,206,808
			Lodging - 0.3%
		1,364,786	Hilton Worldwide Finance LLC 3.50%, 10/26/2020		1,369,290
		815,339	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		803,109
		821,688	Station Casinos LLC 4.25%, 03/02/2020		822,715
					2,995,114
			Machinery-Diversified - 0.4%
		1,950,000	Gardner Denver, Inc. 4.25%, 07/30/2020		1,818,823
		1,475,633	Gates Global, Inc. 4.25%, 07/06/2021		1,410,809
					3,229,632
			Media - 1.1%
		1,285,425	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		1,273,381
			Charter Communications Operating LLC
		403,588	3.00%, 07/01/2020		402,579
		982,844	3.00%, 01/04/2021		979,974
		300,000	3.50%, 01/24/2023		301,179
		663,338	Gray Television, Inc. 4.25%, 06/13/2021		665,493
		1,191,013	Media General, Inc. 4.00%, 07/31/2020		1,190,274
		1,040,000	Neptune Finco Corp. 5.00%, 10/09/2022		1,043,255
		415,000	Numericable U.S. LLC 0.00%, 01/15/2024(7)		416,469

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 16.2%(6) - (continued)
			Media - 1.1% - (continued)
	$	1,940,219	Tribune Media Co. 3.75%, 12/27/2020	$	1,937,193
		1,363,476	Virgin Media Investment Holdings Ltd. 3.65%, 06/30/2023		1,360,067
					9,569,864
			Metal Fabricate/Hardware - 0.2%
		1,505,994	Rexnord LLC 4.00%, 08/21/2020		1,494,699
			Mining - 0.0%
		429,917	Minerals Technologies, Inc. 3.75%, 05/09/2021		428,842
			Oil & Gas - 0.3%
		2,007,000	Energy Transfer Equity L.P. 3.25%, 12/02/2019		1,881,281
		654,932	Fieldwood Energy LLC 3.88%, 10/01/2018		495,784
					2,377,065
			Oil & Gas Services - 0.2%
		1,789,822	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020		1,524,338
		277,163	Pacific Drilling S.A. 4.50%, 06/03/2018		79,338
					1,603,676
			Packaging & Containers - 0.4%
		1,818,255	Berry Plastics Holding Corp. 3.50%, 02/08/2020		1,816,510
		355,207	Exopack Holdings S.A. 4.50%, 05/08/2019		351,805
		390,063	Owens-Illinois, Inc. 3.50%, 09/01/2022		390,386
		874,077	Reynolds Group Holdings, Inc. 4.50%, 12/01/2018		875,720
					3,434,421
			Pharmaceuticals - 0.3%
		1,710,713	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		1,704,297
		980,000	Grifols Worldwide Operations USA, Inc. 3.44%, 02/27/2021		980,657
					2,684,954
			Provincial - 0.0%
		430,550	Seminole Tribe of Florida, Inc. 3.00%, 04/29/2020		430,283
			Real Estate - 0.3%
		2,130,000	MGM Growth Properties LLC 4.00%, 04/25/2023		2,141,097
		164,929	Realogy Corp. 3.75%, 03/05/2020		164,792
					2,305,889
			REITS - 0.0%
		305,000	Equinix, Inc. 4.00%, 01/08/2023		305,762
			Retail - 1.0%
		509,850	Bass Pro Group LLC 4.00%, 06/05/2020		501,407

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

161

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 16.2%(6) - (continued)
			Retail - 1.0% - (continued)
	$	1,913,211	BJ’s Wholesale Club, Inc. 4.50%, 09/26/2019	$	1,891,688
		723,115	Burger King 3.75%, 12/10/2021		724,359
		410,000	Coty, Inc. 3.75%, 10/27/2022		412,563
		529,932	Dollar Tree, Inc. 3.50%, 07/06/2022		532,030
			Michaels Stores, Inc.
		426,800	3.75%, 01/28/2020		427,103
		640,793	4.00%, 01/28/2020		643,036
		1,811,531	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		1,723,780
		699,833	PetSmart, Inc. 4.25%, 03/11/2022		697,474
		1,087,515	Serta Simmons Holdings LLC 4.25%, 10/01/2019		1,089,386
					8,642,826
			Semiconductors - 0.7%
		1,455,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		1,455,262
		701,627	Entegris, Inc. 3.50%, 04/30/2021		699,578
		1,012,463	NXP B.V. 3.75%, 12/07/2020		1,014,994
		755,000	ON Semiconductor Corp. 5.25%, 03/31/2023		757,990
		1,970,100	Sensata Technologies B.V. 3.00%, 10/14/2021		1,968,878
					5,896,702
			Software - 1.5%
		895,000	Activision Blizzard, Inc. 3.25%, 10/12/2020		899,332
		2,044,799	Emdeon Business Services LLC 3.75%, 11/02/2018		2,043,532
			First Data Corp.
		1,515,000	3.94%, 09/24/2018		1,515,955
		1,765,000	4.19%, 07/08/2022		1,765,441
		1,000,000	4.44%, 03/24/2021		1,002,080
		900,000	Global Payments, Inc. 3.94%, 04/22/2023		906,975
		779,054	Infor US, Inc. 3.75%, 06/03/2020		759,905
		1,002,188	Kronos, Inc. 4.50%, 10/30/2019		999,262
		1,693,627	Magic Newco LLC 5.00%, 12/12/2018		1,695,744
			SS&C Technologies, Inc.
		976,714	4.01%, 07/08/2022		979,156
		139,859	4.02%, 07/08/2022		140,208
					12,707,590
			Telecommunications - 1.1%
			Altice Financing S.A.
		272,938	5.25%, 02/04/2022		273,006
		997,050	5.50%, 07/02/2019		1,004,528
		303,475	CommScope, Inc. 3.83%, 12/29/2022		303,854
			Level 3 Financing, Inc.
		1,255,000	3.50%, 05/31/2022		1,255,226
		510,000	4.00%, 08/01/2019		511,275
		1,228,500	4.00%, 01/15/2020		1,231,878
		563,588	T-Mobile USA, Inc. 3.50%, 11/09/2022		566,760
		1,084,934	Telesat Canada 3.50%, 03/28/2019		1,083,122

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 16.2%(6) - (continued)
			Telecommunications - 1.1% - (continued)
	$	2,234,901	Univision Communications, Inc. 4.00%, 03/01/2020	$	2,230,915
		198,297	Zayo Group, LLC 4.50%, 05/06/2021		199,388
			Ziggo Financing Partnership
		323,330	3.60%, 01/15/2022		322,037
		196,596	3.65%, 01/15/2022		195,810
		305,074	3.65%, 01/15/2022		303,854
					9,481,653
			Trucking & Leasing - 0.0%
		176,762	AWAS Finance Luxembourg S.a.r.l. 4.00%, 06/10/2018		176,817
			Total Senior Floating Rate Interests (cost $141,351,828)	$	139,906,679
U.S. GOVERNMENT AGENCIES - 14.1%
			FHLMC - 3.4%
		15,000,000	0.88%, 03/07/2018	$	15,013,230
		465,624	1.29%, 04/25/2024(2)		465,194
		396,179	1.44%, 02/25/2024(2)		396,179
		11,843,897	1.79%, 07/25/2021(2)(4)		819,903
		13,168,711	2.12%, 08/25/2018(2)(4)		492,494
		10,000,000	3.00%, 04/01/2031		10,467,016
		1,706,492	3.50%, 04/01/2027		1,805,691
					29,459,707
			FNMA - 10.6%
		42,500,000	1.38%, 01/28/2019		42,964,525
		3,538,679	3.00%, 08/01/2027		3,708,468
		4,692,897	3.00%, 02/01/2030		4,905,853
		6,758,899	3.00%, 12/01/2030		7,065,607
		2,412,994	3.00%, 02/01/2031		2,522,492
		4,763,267	3.00%, 03/01/2031		4,979,417
		7,000,000	3.00%, 05/01/2031(8)		7,311,627
		3,060,470	3.50%, 11/01/2026		3,241,300
		6,628,158	3.50%, 12/01/2026		7,020,484
		1,149,728	3.50%, 12/01/2028		1,216,038
		5,600,000	3.50%, 05/01/2031(8)		5,920,687
					90,856,498
			GNMA - 0.1%
		411,006	5.00%, 08/20/2039		444,624
		386,242	6.50%, 05/16/2031		450,853
					895,477
			Total U.S. Government Agencies (cost $120,232,831)	$	121,211,682
			Total Long-Term Investments (cost $861,995,286)	$	865,744,212
SHORT-TERM INVESTMENTS - 1.3%
			Other Investment Pools & Funds - 1.3%
		11,018,721	Fidelity Money Market Class 1	$	11,018,721
			Total Short-Term Investments (cost $11,018,721)	$	11,018,721

Total Investments (cost $873,014,007) ^	101.6	%	$	876,762,933
Other Assets and Liabilities	(1.6	)%		(14,066,800	)
Total Net Assets	100.0	%	$	862,696,133

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

162

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$     8,186,513
Unrealized Depreciation		(4,437,587	)
Net Unrealized Appreciation	$	3,748,926

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

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $191,075,845, which represents 22.0% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $0, which represents 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⁾  Securities disclosed are interest-only strip.

⁽⁵⁾  Security is a zero-coupon bond.

⁽⁶⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽⁷⁾  All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁸⁾  Represents or includes a TBA transaction.

Futures Contracts Outstanding at April 30, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		495		06/30/2016	$	108,288,800	$	108,219,375	$	(69,425	)
Short position contracts:
U.S. Treasury 10-Year Note Future		34		06/21/2016	$	4,439,154	$	4,422,125	$	17,029
U.S. Treasury 5-Year Note Future		870		06/30/2016		105,473,912		105,195,235		278,677
U.S. Treasury Long Bond Future		10		06/21/2016		1,658,354		1,633,125		25,229
Total									$	320,935
Total futures contracts									$	251,510

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

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

163

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
TBA	To Be Announced
Municipal Abbreviations:
GO	General Obligation
Rev	Revenue

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

164

The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	111,701,546		$	—		$	111,701,546	$	—
Corporate Bonds		488,432,581			—			488,432,581		—
Municipal Bonds		4,491,724			—			4,491,724		—
Senior Floating Rate Interests		139,906,679			—			139,906,679		—
U.S. Government Agencies		121,211,682			—			121,211,682		—
Short-Term Investments		11,018,721			11,018,721			—		—
Futures Contracts(2)		320,935			320,935			—		—
Total	$	877,083,868		$	11,339,656		$	865,744,212	$	—
Liabilities
Futures Contracts(2)	$	(69,425	)	$	(69,425	)	$	—	$	—
Total	$	(69,425	)	$	(69,425	)	$	—	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

165

The Hartford Strategic Income Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.4%
			Asset-Backed - Finance & Insurance - 1.1%
	$	750,000	CIFC Funding 2012-II Ltd. 3.34%, 12/05/2024(1)(2)	$	736,332
		250,000	6.39%, 12/05/2024(1)(2)		226,042
		1,155,000	First Franklin Mortgage Loan Trust 0.68%, 04/25/2036(1)		732,273
		1,968,858	GSAMP Trust 0.53%, 01/25/2037(1)		1,164,018
		869,000	Sound Point CLO Ltd. 5.23%, 07/15/2025(1)(2)		715,143
		784,100	SpringCastle America Funding LLC 2.70%, 05/25/2023(2)		785,923
					4,359,731
			Asset-Backed - Home Equity - 1.6%
			GSAA Home Equity Trust
		1,231,129	0.51%, 12/25/2046(1)		598,505
		1,774,199	0.52%, 02/25/2037(1)		940,736
		517,457	0.54%, 03/25/2037(1)		269,078
		641,480	0.61%, 03/25/2047(1)		312,061
		1,465,825	0.62%, 11/25/2036(1)		741,398
		1,287,377	0.67%, 04/25/2047(1)		784,734
		584,402	5.88%, 09/25/2036(3)		290,740
		131,944	Morgan Stanley Asset-Backed Securities Capital I Inc. Trust 0.59%, 06/25/2036(1)		112,440
		2,839,976	Morgan Stanley Mortgage Loan Trust 0.61%, 11/25/2036(1)		1,224,575
		86,585	Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(3)		44,863
			Soundview Home Loan Trust
		1,565,937	0.68%, 07/25/2036(1)		953,625
		280,000	0.69%, 11/25/2036(1)		185,018
					6,457,773
			Commercial Mortgage - Backed Securities - 2.1%
		840,000	Banc of America Commercial Mortgage Trust 3.26%, 09/15/2048(1)(2)		452,908
		180,000	Citigroup Commercial Mortgage Trust 4.56%, 03/10/2047(1)(2)		112,998
		330,000	Commercial Mortgage Pass-Through Certificates 4.75%, 10/15/2045(1)(2)		269,752
		105,000	Commercial Mortgage Trust 4.73%, 10/15/2045(1)(2)		89,521
		1,795,000	GS Mortgage Securities Corp. II 5.02%, 11/10/2045(1)(2)		1,669,401
			GS Mortgage Securities Trust
		270,000	3.58%, 06/10/2047(2)		156,144
		465,167	3.67%, 04/10/2047(2)		344,075
		1,264,867	Hilton USA Trust 4.19%, 11/05/2030(1)(2)		1,259,775
		485,000	JP Morgan Chase Commercial Mortgage Securities Corp. 4.57%, 12/15/2047(1)(2)		382,539
			JP Morgan Chase Commercial Mortgage Securities Trust
		560,000	2.73%, 10/15/2045(1)(2)		396,609
		125,000	4.00%, 08/15/2046(1)(2)		100,239
		390,000	Morgan Stanley Bank of America Merrill Lynch Trust 4.50%, 08/15/2045(2)		274,121

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.4% - (continued)
			Commercial Mortgage - Backed Securities - 2.1% - (continued)
	$	365,000	Morgan Stanley Capital I Trust 5.35%, 07/15/2049(1)(2)	$	281,472
		240,000	UBS-Barclays Commercial Mortgage Trust 4.22%, 03/10/2046(1)(2)		164,629
		710,000	VNDO Mortgage Trust 4.08%, 12/13/2029(1)(2)		718,966
			WF-RBS Commercial Mortgage Trust
		665,000	3.02%, 11/15/2047(2)		323,431
		1,750,000	4.96%, 11/15/2045(1)(2)		1,394,758
		170,000	5.00%, 06/15/2044(1)(2)		145,434
		195,505	5.00%, 04/15/2045(1)(2)		131,751
					8,668,523
			Whole Loan Collateral CMO - 9.6%
			Adjustable Rate Mortgage Trust
		101,666	0.70%, 01/25/2036(1)		83,203
		118,644	0.94%, 01/25/2036(1)		101,651
			Alternative Loan Trust
		358,414	0.71%, 01/25/2036(1)		290,811
		635,156	0.76%, 11/25/2035(1)		519,980
		1,961,976	0.84%, 10/25/2036(1)		1,334,256
		820,536	5.50%, 12/25/2035		701,386
		1,256,517	5.75%, 05/25/2036		986,368
		983,011	6.00%, 05/25/2036		797,970
			American Home Mortgage Assets Trust
		411,344	0.56%, 03/25/2047(1)		296,295
		126,509	0.63%, 09/25/2046(1)		86,407
		750,016	1.32%, 10/25/2046(1)		522,970
			Banc of America Funding Trust
		538,322	0.63%, 10/20/2036(1)		430,917
		173,630	5.85%, 01/25/2037(3)		146,352
		298,694	Banc of America Mortgage Trust 2.86%, 09/25/2035(1)		272,079
			BCAP LLC Trust
		698,169	0.61%, 01/25/2037(1)		554,253
		680,990	0.62%, 03/25/2037(1)		568,311
			Bear Stearns Adjustable Rate Mortgage Trust
		676,282	2.66%, 10/25/2035(1)		650,236
		298,482	2.80%, 02/25/2036(1)		228,529
		220,126	Bear Stearns Alt-A Trust 0.76%, 08/25/2036(1)		162,772
		354,152	Bear Stearns Mortgage Funding Trust 0.62%, 10/25/2036(1)		270,960
		1,050,000	Chase Mortgage Finance Trust 5.50%, 11/25/2035		992,138
			CHL Mortgage Pass-Through Trust
		88,503	1.12%, 03/25/2035(1)		70,401
		137,635	2.68%, 03/20/2036(1)		122,083
		1,071,469	Countrywide Home Loans, Inc. 2.75%, 09/25/2047(1)		957,232
		355,977	Deutsche Alt-A Securities Mortgage Loan Trust 0.59%, 03/25/2037(1)		255,614
		518,157	DSLA Mortgage Loan Trust 1.27%, 03/19/2046(1)		371,485
		135,415	First Horizon Mortgage Pass-Through Trust 2.75%, 08/25/2037(1)		107,365
			GMAC Mortgage Corp. Loan Trust
		801,061	3.10%, 09/19/2035(1)		734,260
		120,916	3.31%, 04/19/2036(1)		102,826

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

166

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.4% - (continued)
			Whole Loan Collateral CMO - 9.6% - (continued)
			GSR Mortgage Loan Trust
	$	2,311,848	0.74%, 01/25/2037(1)	$	1,340,872
		1,122,787	2.96%, 04/25/2035(1)		1,064,993
		127,545	3.00%, 10/25/2035(1)		110,391
		1,575,292	3.01%, 01/25/2036(1)		1,439,702
			HarborView Mortgage Loan Trust
		298,739	0.63%, 01/19/2038(1)		237,575
		3,151,249	0.68%, 12/19/2036(1)		2,158,678
		771,463	0.77%, 09/19/2035(1)		616,330
		69,381	Impac CMB Trust 2.69%, 02/25/2036(1)		66,791
		1,595,572	Impac Secured Assets Corp. 0.72%, 08/25/2036(1)		1,161,970
			IndyMac Index Mortgage Loan Trust
		311,822	0.63%, 04/25/2037(1)		220,165
		231,268	0.68%, 07/25/2035(1)		199,568
		507,450	0.72%, 07/25/2035(1)		409,446
		706,826	0.73%, 01/25/2036(1)		448,589
		1,276,431	0.84%, 07/25/2046(1)		707,546
		1,576,107	2.96%, 04/25/2037(1)		1,003,008
			JP Morgan Mortgage Trust
		418,826	2.56%, 11/25/2035(1)		386,921
		313,055	2.74%, 09/25/2035(1)		296,822
		1,110,851	2.90%, 05/25/2036(1)		989,382
			Lehman XS Trust
		450,234	0.65%, 07/25/2046(1)		348,511
		169,577	0.68%, 06/25/2047(1)		113,345
		81,721	Luminent Mortgage Trust 0.64%, 10/25/2046(1)		68,921
		342,734	Merrill Lynch Mortgage Investors Trust 2.84%, 07/25/2035(1)		270,058
		1,821,809	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.18%, 06/25/2036(1)		1,354,466
		518,052	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		466,179
			Residential Accredit Loans, Inc.
		231,322	0.74%, 04/25/2036(1)		155,128
		226,309	1.18%, 09/25/2046(1)		157,031
		1,602,427	1.64%, 11/25/2037(1)		1,036,580
		96,211	6.00%, 12/25/2035		82,273
		1,066,398	Residential Asset Securitization Trust 0.89%, 03/25/2035(1)		824,278
			Residential Funding Mortgage Securities, Inc.
		1,131,373	2.92%, 08/25/2035(1)		845,127
		98,380	3.40%, 04/25/2037(1)		82,976
		62,991	Sequoia Mortgage Trust 2.69%, 07/20/2037(1)		50,182
		1,035,172	Springleaf Mortgage Loan Trust 3.52%, 12/25/2065(1)(2)		1,037,193
		1,751,198	Structured Adjustable Rate Mortgage Loan Trust 2.75%, 02/25/2036(1)		1,390,575
		1,519,144	Structured Asset Mortgage Investments II Trust 0.67%, 02/25/2036(1)		1,145,495
			WaMu Mortgage Pass-Through Certificates Trust
		169,385	0.86%, 06/25/2044(1)		150,497
		1,341,621	1.17%, 12/25/2046(1)		1,037,951
		70,196	1.38%, 08/25/2046(1)		57,374
		160,447	2.17%, 11/25/2046(1)		141,923

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.4% - (continued)
			Whole Loan Collateral CMO - 9.6% - (continued)
	$	1,387,457	2.22%, 06/25/2037(1)	$	1,178,687
		355,726	4.23%, 08/25/2036(1)		314,004
		972,072	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 1.04%, 07/25/2036(1)		538,906
		198,909	Wells Fargo Alternative Loan Trust 2.77%, 12/28/2037(1)		166,700
			Wells Fargo Commercial Mortgage Trust
		685,000	2.88%, 05/15/2048(1)(2)		342,205
		205,000	3.36%, 09/15/2058(2)		120,264
		309,357	Wells Fargo Mortgage Backed Securities Trust 2.74%, 09/25/2036(1)		289,024
					39,343,712
			Total Asset & Commercial Mortgage Backed Securities (cost $60,292,428)	$	58,829,739
CORPORATE BONDS - 25.3%
			Advertising - 0.0%
		45,000	Lamar Media Corp. 5.75%, 02/01/2026(2)	$	47,588
			Airlines - 0.0%
		55,000	AircastleLtd. 5.00%, 04/01/2023		55,999
			Apparel - 0.3%
		950,000	William Carter Co. 5.25%, 08/15/2021		989,900
			Auto Parts & Equipment - 0.0%
		150,000	ZF North America Capital, Inc. 4.75%, 04/29/2025(2)		152,062
			Chemicals - 0.3%
		545,000	Eagle Spinco, Inc. 4.63%, 02/15/2021		542,275
		845,000	NOVA Chemicals Corp. 5.00%, 05/01/2025(2)		828,100
					1,370,375
			Commercial Banks - 7.3%
	EUR	375,000	Allied Irish Banks plc 7.38%, 12/03/2020(1)(4)(5)		373,573
			Banco Bilbao Vizcaya Argentaria S.A.
		2,400,000	7.00%, 02/19/2019(1)(4)(5)		2,528,271
	$	1,200,000	9.00%, 05/09/2018(1)(4)(5)		1,239,900
	EUR	1,500,000	Banco Santander S.A. 6.25%, 09/11/2021(1)(4)(5)		1,493,604
		1,325,000	Bank of Ireland 7.38%, 06/18/2020(1)(4)(5)		1,462,194
		1,550,000	Barclays plc 8.00%, 12/15/2020(1)(4)		1,770,391
	$	830,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(2)(4)		848,675
			CIT Group, Inc.
		600,000	5.38%, 05/15/2020		629,250
		517,000	5.50%, 02/15/2019(2)		541,558
		310,000	Citigroup, Inc. 5.50%, 09/13/2025		343,425
	EUR	925,000	Cooperatieve Rabobank UA 5.50%, 06/29/2020(1)(4)(5)		1,014,475

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

167

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.3% - (continued)
			Commercial Banks - 7.3% - (continued)
			Credit Agricole S.A.
	EUR	1,050,000	6.50%, 06/23/2021(1)(4)(5)	$	1,172,245
	GBP	185,000	7.50%, 06/23/2026(1)(4)(5)		248,193
	$	900,000	8.13%, 12/23/2025(1)(2)(4)		929,250
		3,270,000	Credit Suisse Group AG 6.25%, 12/18/2024(1)(2)(4)		3,008,400
		895,000	Goldman Sachs Group, Inc. 5.15%, 05/22/2045		920,278
		2,025,000	ICICI Bank Ltd. 4.00%, 03/18/2026(2)		2,025,304
		1,625,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(2)(4)		1,503,125
	EUR	1,300,000	KBC Groep N.V. 5.63%, 03/19/2019(1)(4)(5)		1,432,744
	GBP	675,000	Lloyds Banking Group plc 7.00%, 06/27/2019(1)(4)(5)		955,231
	$	240,000	Radian Group, Inc. 7.00%, 03/15/2021		255,900
		1,690,000	Royal Bank of Scotland Group plc 7.50%, 08/10/2020(1)(4)		1,575,925
	GBP	200,000	Santander UK Group Holdings plc 7.38%, 06/24/2022(1)(4)(5)		277,423
	$	1,625,000	Societe Generale S.A. 8.25%, 11/29/2018(1)(4)(5)		1,661,562
			UBS Group AG
	EUR	425,000	5.75%, 02/19/2022(1)(4)(5)		487,912
	$	250,000	7.00%, 02/19/2025(1)(4)(5)		258,125
		975,000	7.13%, 02/19/2020(1)(4)(5)		989,625
					29,946,558
			Commercial Services - 0.2%
		470,000	Cardtronics, Inc. 5.13%, 08/01/2022		471,180
			United Rentals North America, Inc.
		200,000	4.63%, 07/15/2023		199,250
		280,000	5.50%, 07/15/2025		278,450
					948,880
			Construction Materials - 0.8%
		595,000	CRH America, Inc. 5.13%, 05/18/2045(2)		619,557
		1,180,000	Grupo Cementos de Chihuahua S.A.B. de C.V. 8.13%, 02/08/2020(2)		1,236,050
		440,000	Norbord, Inc. 6.25%, 04/15/2023(2)		444,400
			Standard Industries, Inc.
		755,000	5.38%, 11/15/2024(2)		787,087
		150,000	6.00%, 10/15/2025(2)		161,625
					3,248,719
			Diversified Financial Services - 0.7%
		970,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 4.50%, 05/15/2021		1,001,525
		160,000	Aircastle Ltd. 5.50%, 02/15/2022		170,200
			International Lease Finance Corp.
		390,000	5.88%, 04/01/2019		418,275
		100,000	5.88%, 08/15/2022		109,500
		80,000	6.25%, 05/15/2019		86,800

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.3% - (continued)
			Diversified Financial Services - 0.7% - (continued)
			Navient Corp.
	$	340,000	5.50%, 01/15/2019	$	337,450
		690,000	8.45%, 06/15/2018		738,300
					2,862,050
			Electric - 1.4%
		1,235,000	AES Corp. 8.00%, 06/01/2020		1,426,425
		1,270,000	Eskom Holdings SOC Ltd. 5.75%, 01/26/2021(5)		1,198,860
		645,000	NRG Energy, Inc. 6.25%, 07/15/2022		632,306
		2,390,000	Perusahaan Listrik Negara PT 5.50%, 11/22/2021(5)		2,569,250
					5,826,841
			Electrical Components & Equipment - 0.1%
		400,000	EnerSys 5.00%, 04/30/2023(2)		398,000
			Engineering & Construction - 0.3%
		1,355,000	SBA Tower Trust 3.60%, 04/15/2043(2)		1,352,972
			Entertainment - 0.1%
			GLP Capital L.P. / GLP Financing II, Inc.
		10,000	4.38%, 04/15/2021		10,225
		150,000	5.38%, 04/15/2026		156,375
					166,600
			Environmental Control - 0.2%
			Clean Harbors, Inc.
		60,000	5.13%, 06/01/2021		60,450
		601,000	5.25%, 08/01/2020		618,279
					678,729
			Food - 0.1%
		560,000	Minerva Luxembourg S.A. 7.75%, 01/31/2023(2)		569,100
			Forest Products & Paper - 0.2%
			Cascades, Inc.
		120,000	5.50%, 07/15/2022(2)		115,800
		255,000	5.75%, 07/15/2023(2)		242,887
		440,000	Clearwater Paper Corp. 5.38%, 02/01/2025(2)		437,800
					796,487
			Healthcare-Products - 0.1%
		455,000	Kinetic Concepts, Inc. / KCI USA, Inc. 7.88%, 02/15/2021(2)		491,969
			Healthcare-Services - 0.9%
		645,000	Community Health Systems, Inc. 5.13%, 08/01/2021		646,877
		50,000	HCA Holdings, Inc. 6.25%, 02/15/2021		54,325
			HCA, Inc.
		305,000	4.75%, 05/01/2023		312,625
		30,000	5.38%, 02/01/2025		30,675
		970,000	6.50%, 02/15/2020		1,074,275
		440,000	LifePoint Health, Inc. 5.88%, 12/01/2023		460,900

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

168

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.3% - (continued)
			Healthcare-Services - 0.9% - (continued)
	$	90,000	MEDNAX, Inc. 5.25%, 12/01/2023(2)	$	93,150
		1,080,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		1,144,800
					3,817,627
			Home Builders - 0.3%
		551,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022		567,640
		450,000	Meritage Homes Corp. 6.00%, 06/01/2025		459,000
		55,000	PulteGroup, Inc. 4.25%, 03/01/2021		55,963
					1,082,603
			Insurance - 0.8%
		1,330,000	AXA S.A. 6.46%, 12/29/2049(1)(2)(4)		1,361,853
	EUR	1,450,000	Mapfre S.A. 5.92%, 07/24/2037(1)		1,720,201
					3,082,054
			Iron/Steel - 0.5%
	$	900,000	ArcelorMittal 6.25%, 08/05/2020		922,500
			Steel Dynamics, Inc.
		290,000	5.13%, 10/01/2021		296,525
		155,000	5.50%, 10/01/2024		157,519
		880,000	United States Steel Corp. 7.38%, 04/01/2020		829,400
					2,205,944
			IT Services - 0.1%
		250,000	NCR Corp. 4.63%, 02/15/2021		247,500
			Lodging - 0.3%
		420,000	Choice Hotels International, Inc. 5.75%, 07/01/2022		451,500
		710,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		722,283
					1,173,783
			Machinery - Construction & Mining - 0.1%
		245,000	Oshkosh Corp. 5.38%, 03/01/2025		252,350
			Machinery-Diversified - 0.1%
		465,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		462,094
			Media - 1.7%
		335,000	Altice US FIinance I Corp. 5.50%, 05/15/2026(2)		338,350
			CCO Holdings LLC / CCO Holdings Capital Corp.
		30,000	5.13%, 02/15/2023		30,750
		770,000	5.25%, 09/30/2022		795,025
		70,000	5.75%, 09/01/2023		73,587
		10,000	5.75%, 01/15/2024		10,488
		15,000	6.63%, 01/31/2022		15,938

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.3% - (continued)
			Media - 1.7% - (continued)
			CCO Safari II LLC
	$	350,000	4.91%, 07/23/2025(2)	$	377,316
		195,000	6.48%, 10/23/2045(2)		230,368
		215,000	Columbus International, Inc. 7.38%, 03/30/2021(2)		228,373
			DISH DBS Corp.
		55,000	5.88%, 11/15/2024		51,618
		625,000	6.75%, 06/01/2021		643,881
		425,000	7.88%, 09/01/2019		468,562
		810,000	Liberty Interactive LLC 8.25%, 02/01/2030		840,375
		440,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(2)(4)		455,400
			Numericable-SFR S.A.
		235,000	4.88%, 05/15/2019(2)		243,695
		240,000	7.38%, 05/01/2026(2)		243,600
			TEGNA, Inc.
		220,000	4.88%, 09/15/2021(2)		224,400
		470,000	5.13%, 07/15/2020		489,387
		5,000	5.50%, 09/15/2024(2)		5,163
		30,000	6.38%, 10/15/2023		32,400
		300,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(2)		310,875
			Videotron Ltd.
		110,000	5.00%, 07/15/2022		114,125
		750,000	5.38%, 06/15/2024(2)		782,812
					7,006,488
			Mining - 0.2%
			Freeport-McMoRan, Inc.
		60,000	3.88%, 03/15/2023		50,250
		170,000	4.55%, 11/14/2024		143,013
		200,000	5.40%, 11/14/2034		152,980
		390,000	5.45%, 03/15/2043		292,500
		55,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024(2)		56,306
					695,049
			Multi-National - 0.0%
	INR	8,060,000	International Finance Corp. 7.10%, 03/21/2031		126,738
			Oil & Gas - 4.5%
			Anadarko Petroleum Corp.
	$	15,000	5.55%, 03/15/2026		16,078
		20,000	6.60%, 03/15/2046		22,637
		205,000	Antero Resources Corp. 5.63%, 06/01/2023		198,850
			Concho Resources, Inc.
		20,000	5.50%, 10/01/2022		20,175
		220,000	5.50%, 04/01/2023		221,650
		115,000	6.50%, 01/15/2022		119,600
			Continental Resources, Inc.
		15,000	3.80%, 06/01/2024		12,788
		50,000	4.50%, 04/15/2023		44,656
		45,000	4.90%, 06/01/2044		36,225
		205,000	5.00%, 09/15/2022		191,419
		2,476,000	Ecopetrol S.A. 5.88%, 05/28/2045		2,013,978
		181,000	Harvest Operations Corp. 6.88%, 10/01/2017		154,529

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

169

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.3% - (continued)
			Oil & Gas - 4.5% - (continued)
			Marathon Oil Corp.
	$	160,000	3.85%, 06/01/2025	$	142,954
		70,000	5.20%, 06/01/2045		59,317
		55,000	6.60%, 10/01/2037		52,689
		45,000	6.80%, 03/15/2032		43,919
		271,000	MEG Energy Corp. 7.00%, 03/31/2024(2)		212,735
		675,000	Pacific Exploration and Production Corp. 7.25%, 12/12/2021(2)		101,250
			Petrobras Global Finance B.V.
		1,145,000	4.38%, 05/20/2023		903,977
		1,335,000	5.38%, 01/27/2021		1,186,481
	GBP	325,000	5.38%, 10/01/2029		323,048
	$	410,000	6.75%, 01/27/2041		320,702
			Petroleos de Venezuela S.A.
		4,005,000	5.38%, 04/12/2027(5)		1,407,757
		2,355,000	5.50%, 04/12/2037(5)		829,902
		5,300,000	6.00%, 11/15/2026(5)		1,812,070
		5,858,000	Petroleos Mexicanos 5.50%, 06/27/2044		5,155,040
		455,000	Tesoro Corp. 5.13%, 04/01/2024		455,000
			WPX Energy, Inc.
		260,000	5.25%, 09/15/2024		218,920
		425,000	6.00%, 01/15/2022		382,500
		1,567,000	YPF S.A. 8.50%, 07/28/2025(5)		1,614,010
					18,274,856
			Packaging & Containers - 0.2%
		635,000	Graphic Packaging International, Inc. 4.88%, 11/15/2022		654,050
		215,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(2)		231,125
					885,175
			Pipelines - 1.0%
			DCP Midstream LLC
		55,000	5.35%, 03/15/2020(2)		52,250
		65,000	9.75%, 03/15/2019(2)		69,550
			DCP Midstream Operating L.P.
		70,000	2.70%, 04/01/2019		65,667
		40,000	3.88%, 03/15/2023		35,300
		145,000	4.95%, 04/01/2022		139,200
		100,000	5.60%, 04/01/2044		80,500
		1,255,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		1,264,412
		1,260,000	Energy Transfer Partners L.P. 5.95%, 10/01/2043		1,151,513
			MPLX L.P.
		210,000	4.88%, 12/01/2024(2)		204,681
		205,000	4.88%, 06/01/2025(2)		198,090
			Tesoro Logistics L.P.
		230,000	5.50%, 10/15/2019		234,600
		625,000	6.25%, 10/15/2022		640,625
					4,136,388
			REITS - 0.1%
		350,000	Equinix, Inc. 5.38%, 04/01/2023		365,750

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.3% - (continued)
			Retail - 0.1%
	$	425,000	Group 1 Automotive, Inc. 5.00%, 06/01/2022	$	420,750
			Savings & Loans - 0.3%
	GBP	750,000	Nationwide Building Society 6.88%, 06/20/2019(1)(4)(5)		1,035,591
			Semiconductors - 0.2%
			NXP B.V. / NXP Funding LLC
	$	200,000	4.13%, 06/15/2020(2)		205,500
		230,000	4.63%, 06/15/2022(2)		238,625
			Sensata Technologies B.V.
		265,000	5.00%, 10/01/2025(2)		266,325
		45,000	5.63%, 11/01/2024(2)		47,025
					757,475
			Shipbuilding - 0.0%
		60,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(2)		63,075
			Software - 0.2%
			First Data Corp.
		95,000	5.00%, 01/15/2024(2)		95,950
		530,000	5.38%, 08/15/2023(2)		547,887
			MSCI, Inc.
		45,000	5.25%, 11/15/2024(2)		47,025
		245,000	5.75%, 08/15/2025(2)		260,619
					951,481
			Telecommunications - 1.6%
		390,000	AT&T, Inc. 4.75%, 05/15/2046		392,973
		300,000	CommScope, Inc. 4.38%, 06/15/2020(2)		309,750
		365,000	Digicel Group Ltd. 7.13%, 04/01/2022(5)		297,019
		150,000	Frontier Communications Corp. 10.50%, 09/15/2022(2)		154,331
		1,040,000	Mobile Telesystems OJSC via MTS International Funding Ltd. 5.00%, 05/30/2023(2)		1,038,700
		380,000	Nokia Oyj 6.63%, 05/15/2039		408,500
			Sprint Communications, Inc.
		1,114,000	7.00%, 03/01/2020(2)		1,143,242
		476,000	9.00%, 11/15/2018(2)		503,370
			T-Mobile USA, Inc.
		85,000	6.13%, 01/15/2022		89,410
		400,000	6.46%, 04/28/2019		408,000
		40,000	6.63%, 11/15/2020		41,400
		750,000	6.63%, 04/28/2021		790,312
		195,000	6.73%, 04/28/2022		205,237
			Telecom Italia Capital S.A.
		70,000	6.00%, 09/30/2034		69,125
		30,000	6.38%, 11/15/2033		30,600
		145,000	7.72%, 06/04/2038		155,150
		550,000	Wind Acquisition Finance S.A. 4.75%, 07/15/2020(2)		524,975
					6,562,094
			Total Corporate Bonds (cost $107,796,451)	$	103,507,694

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

170

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 19.8%
			Argentina - 0.8%
			Argentine Republic Government International Bond
	EUR	1,235,000	2.26%, 12/31/2038(1)(3)	$	864,038
	$	1,020,000	7.63%, 04/22/2046(2)		1,003,170
		918,335	8.28%, 12/31/2033(6)		961,956
		325,045	Provincia de Buenos Aires 9.95%, 06/09/2021(2)		354,299
					3,183,463
			Australia - 0.1%
	AUD	280,000	Australia Government Bond 5.75%, 05/15/2021(5)		250,272
			Austria - 0.2%
			Austria Government Bond
	EUR	220,000	1.65%, 10/21/2024(2)(5)		279,722
		400,000	1.95%, 06/18/2019(2)(5)		490,778
					770,500
			Belgium - 0.3%
			Belgium Government Bond
		440,000	1.25%, 06/22/2018(5)		521,976
		295,000	2.60%, 06/22/2024(2)(5)		398,683
		225,000	3.75%, 09/28/2020(2)(5)		302,898
					1,223,557
			Brazil - 1.4%
			Brazil Notas do Tesouro Nacional
	BRL	11,868,588	6.00%, 08/15/2016(7)		3,417,124
		4,362,694	6.00%, 08/15/2022(7)		1,261,346
		1,574,000	10.00%, 01/01/2021		418,630
	$	850,000	Brazilian Government International Bond 5.00%, 01/27/2045		686,375
					5,783,475
			Canada - 0.2%
	CAD	775,000	Canadian Government Bond 1.75%, 09/01/2019		638,289
			Chile - 0.0%
	CLP	25,000,000	Bonos de la Tesoreria de la Republica en pesos 6.00%, 01/01/2020		41,072
			Colombia - 0.4%
			Colombian TES
	COP	1,734,557,643	3.00%, 03/25/2033(7)		529,695
		444,000,000	10.00%, 07/24/2024		175,517
		3,822,000,000	Empresa de Telecomunicaciones de Bogota 7.00%, 01/17/2023(5)		970,667
					1,675,879
			Croatia - 0.5%
	EUR	1,715,000	Croatia Government International Bond 3.00%, 03/11/2025(5)		1,860,664
			Denmark - 0.1%
			Denmark Government Bond
	DKK	1,745,000	4.00%, 11/15/2019		308,839
		105,000	4.50%, 11/15/2039		27,480
					336,319

Shares or Principal Amount					Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)
				Finland - 0.1%
				Finland Government Bond
	EUR		150,000	1.13%, 09/15/2018(2)(5)	$	178,078
			170,000	1.50%, 04/15/2023(2)(5)		213,071
						391,149
				France - 0.7%
				France Government Bond OAT
			455,000	0.01%, 05/25/2020(5)		525,420
			850,000	0.50%, 11/25/2019(5)		1,000,107
			810,000	1.00%, 11/25/2018(5)		959,953
			170,000	3.00%, 04/25/2022(5)		229,381
						2,714,861
				Ghana - 0.3%
		$	1,255,000	Republic of Ghana 10.75%, 10/14/2030(2)		1,234,669
				Hungary - 0.8%
				Hungary Government International Bond
			2,696,000	5.38%, 02/21/2023		2,970,803
			130,000	6.38%, 03/29/2021		148,005
						3,118,808
				Indonesia - 1.0%
				Indonesia Government International Bond
			775,000	6.63%, 02/17/2037(5)		917,416
			765,000	6.75%, 01/15/2044(5)		936,830
			1,610,000	7.75%, 01/17/2038(5)		2,107,221
	IDR		3,848,000,000	Indonesia Treasury Bond 8.38%, 09/15/2026		305,290
						4,266,757
				Ireland - 0.1%
				Ireland Government Bond
	EUR		160,000	3.40%, 03/18/2024(5)		220,635
			230,000	4.50%, 10/18/2018		294,503
						515,138
				Italy - 0.9%
				Italy Buoni Poliennali Del Tesoro
			610,000	1.15%, 05/15/2017		707,220
			1,300,000	1.50%, 08/01/2019		1,553,653
			415,000	3.75%, 09/01/2024		566,355
			540,000	4.75%, 09/01/2021		753,432
						3,580,660
				Japan - 1.5%
	JPY		165,000,000	Japan Government Five Year Bond 0.30%, 09/20/2018		1,571,020
			48,800,000	Japan Government Ten Year Bond 1.10%, 03/20/2021		487,913
			450,000,000	Japan Government Two Year Bond 0.10%, 08/15/2016		4,232,368
						6,291,301
				Malaysia - 0.2%
				Malaysia Government Bond
	MYR		1,095,000	3.80%, 09/30/2022		280,562
			365,000	3.96%, 09/15/2025		93,613
			1,620,000	4.26%, 09/15/2016		417,537
			325,000	5.73%, 07/30/2019		88,877
						880,589

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

171

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)
			Mexico - 0.3%
			Mexican Bonos
	MXN	3,969,600	6.50%, 06/09/2022	$	242,797
		1,749,000	8.00%, 06/11/2020		112,589
		5,319,200	10.00%, 12/05/2024		398,467
	$	520,000	Mexico Government International Bond 3.50%, 01/21/2021		538,200
					1,292,053
			Mongolia - 0.9%
		3,565,000	Mongolia Government International Bond 10.88%, 04/06/2021(2)		3,627,281
			Netherlands - 0.3%
			Netherlands Government Bond
	EUR	350,000	0.25%, 01/15/2020		409,677
		545,000	1.25%, 01/15/2019(2)(5)		652,092
		195,000	2.00%, 07/15/2024(2)(5)		255,143
					1,316,912
			Norway - 0.0%
	NOK	1,305,000	Norway Government Bond 3.75%, 05/25/2021(2)(5)		184,295
			Panama - 0.4%
	$	1,675,000	Panama Government International Bond 3.88%, 03/17/2028		1,716,875
			Peru - 0.1%
	PEN	135,000	Peru Government Bond 8.20%, 08/12/2026		47,195
	$	500,000	Peruvian Government International Bond 4.13%, 08/25/2027		534,250
					581,445
			Poland - 0.2%
			Poland Government Bond
	PLN	1,410,000	2.00%, 04/25/2021		365,049
		615,000	4.00%, 10/25/2023		174,368
		1,100,000	5.25%, 10/25/2017		303,858
					843,275
			Romania - 1.0%
			Romania Government Bond
	RON	280,000	5.75%, 04/29/2020		80,669
		4,600,000	5.85%, 04/26/2023		1,357,567
	EUR	2,078,000	Romanian Government International Bond 2.88%, 10/28/2024(5)		2,489,463
					3,927,699
			Russia - 1.6%
			Russian Foreign Bond - Eurobond
	$	2,000,000	4.88%, 09/16/2023(5)		2,128,740
		3,100,000	5.00%, 04/29/2020(5)		3,277,940
		1,000,000	5.88%, 09/16/2043(5)		1,078,120
					6,484,800
			Singapore - 0.0%
	SGD	130,000	Singapore Government Bond 3.00%, 09/01/2024		104,012
			South Africa - 0.1%
			South Africa Government Bond
	ZAR	5,140,000	7.00%, 02/28/2031		291,810
		790,000	8.00%, 01/31/2030		49,741
					341,551

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)
			Spain - 0.8%
			Spain Government Bond
	EUR	340,000	0.50%, 10/31/2017	$	392,677
		75,000	1.95%, 04/30/2026(2)(5)		88,572
		575,000	2.75%, 10/31/2024(2)(5)		729,703
		700,000	4.50%, 01/31/2018		865,248
		770,000	5.50%, 04/30/2021(2)(5)		1,097,721
					3,173,921
			Sweden - 0.1%
			Sweden Government Bond
	SEK	1,215,000	1.50%, 11/13/2023		162,601
		2,615,000	3.75%, 08/12/2017		344,117
					506,718
			Switzerland - 0.1%
			Switzerland Government Bond
	CHF	50,000	2.00%, 05/25/2022(5)		60,492
		145,000	3.00%, 01/08/2018(5)		160,977
					221,469
			Thailand - 0.1%
	THB	7,420,000	Thailand Government Bond 3.63%, 06/16/2023		240,138
			Tunisia - 0.1%
	$	560,000	Banque Centrale de Tunisie S.A. 5.75%, 01/30/2025(5)		503,787
			Turkey - 2.6%
			Turkey Government Bond
	TRY	9,795,187	2.50%, 05/04/2016(7)		3,492,030
		780,000	9.40%, 07/08/2020		282,952
			Turkey Government International Bond
	$	230,000	3.25%, 03/23/2023		219,457
		3,385,000	4.88%, 04/16/2043		3,173,437
		1,805,000	5.13%, 03/25/2022		1,916,910
		310,000	6.63%, 02/17/2045		366,234
		1,100,000	6.75%, 04/03/2018		1,185,758
					10,636,778
			United Arab Emirates - 0.3%
		1,020,000	Abu Dhabi Government International Bond 3.13%, 05/03/2026(2)		1,027,650
			United Kingdom - 0.2%
			United Kingdom Gilt
	GBP	120,000	1.50%, 01/22/2021(5)		179,484
		365,000	1.75%, 07/22/2019(5)		550,697
		170,000	2.00%, 07/22/2020(5)		259,800
					989,981
			Uruguay - 1.0%
			Uruguay Government International Bond
	UYU	71,772,478	3.70%, 06/26/2037(7)		1,855,873
		65,466,775	4.25%, 04/05/2027(7)		1,909,808
		14,075,369	4.38%, 12/15/2028(7)		411,141
					4,176,822
			Venezuela - 0.0%
	$	240,000	Venezuela Government International Bond 6.00%, 12/09/2020(5)		87,600
			Total Foreign Government Obligations (cost $81,704,457)	$	80,742,484

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

172

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 1.1%
			General - 0.9%
	$	915,000	Chicago Transit Auth 6.90%, 12/01/2040	$	1,123,739
			Puerto Rico Commonwealth Gov’t Employees Retirement System
		3,090,000	6.15%, 07/01/2038		927,000
		2,000,000	6.20%, 07/01/2039		600,000
		2,365,000	6.30%, 07/01/2043		709,500
		485,000	6.55%, 07/01/2058		145,500
					3,505,739
			Higher Education - 0.2%
		835,000	University of California 4.60%, 05/15/2031		940,010
			Total Municipal Bonds (cost $5,864,896)	$	4,445,749
SENIOR FLOATING RATE INTERESTS - 22.9%(8)
			Advertising - 0.1%
		591,030	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	584,381
			Aerospace/Defense - 0.6%
		732,188	Fly Funding II S.a.r.l. 3.50%, 08/09/2019		730,050
		1,653,170	Transdigm, Inc. 3.50%, 05/14/2022		1,634,274
					2,364,324
			Agriculture - 0.2%
		778,799	Pinnacle Operating Corp. 4.75%, 11/15/2018		684,370
			Airlines - 0.2%
		340,000	American Airlines, Inc. 0.00%, 04/28/2023(9)		338,130
		595,013	Delta Air Lines, Inc. 3.25%, 10/18/2018		596,583
					934,713
			Auto Manufacturers - 0.3%
		585,112	Chrysler Group LLC 3.50%, 05/24/2017		585,259
		441,663	Jaguar Holding Co. 4.25%, 08/18/2022		440,651
					1,025,910
			Biotechnology - 0.1%
		429,425	Alkermes, Inc. 3.50%, 09/25/2019		427,278
			Chemicals - 0.6%
		63,998	AIlnex (Luxembourg) & Cy SCA 4.50%, 10/03/2019		63,718
		33,205	AIlnex USA, Inc. 4.50%, 10/03/2019		33,061
		645,125	Chemours Co. 3.75%, 05/12/2022		626,739
			Ineos U.S. Finance LLC
		897,563	3.75%, 05/04/2018		895,157
		153,449	4.25%, 03/31/2022		152,395
		703,881	Nexeo Solutions LLC 5.00%, 09/08/2017		701,241
					2,472,311

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.9%(8) - (continued)
			Coal - 0.2%
	$	270,000	American Energy - Marcellus LLC 5.25%, 08/04/2020	$	71,820
			Arch Coal, Inc.
		275,000	5.00%, 01/31/2017(10)		270,187
		1,181,417	7.50%, 05/16/2018		493,242
					835,249
			Commercial Services - 0.4%
		767,985	Brickman Group Ltd. 4.00%, 12/18/2020		762,548
		200,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		200,750
		239,491	Moneygram International, Inc. 4.25%, 03/27/2020		225,720
		355,642	ON Assignment, Inc. 3.75%, 06/03/2022		356,265
		34,304	Pharmaceutical Product Development LLC 0.00%, 08/18/2022(9)		34,225
					1,579,508
			Distribution/Wholesale - 0.2%
		774,000	FPC Holdings, Inc. 5.25%, 11/19/2019		664,348
		305,251	PowerTeam Services LLC 4.25%, 05/06/2020		303,724
					968,072
			Diversified Financial Services - 0.3%
		899,640	SAM Finance Lux S.a.r.l. 4.25%, 12/17/2020		903,580
		570,111	Walter Investment Management Corp. 4.75%, 12/19/2020		499,383
					1,402,963
			Electric - 0.4%
		589,615	Calpine Corp. 4.00%, 10/09/2019		589,762
		415,000	Chief Exploration & Development LLC 7.50%, 05/16/2021		309,175
		235,000	Energy Future Intermediate Holding Co. LLC 4.25%, 12/19/2016		234,706
		988,610	Seadrill Partners Finco LLC 4.00%, 02/21/2021		485,240
		500,000	Texas Competitive Electric Holdings Co. LLC 4.91%, 10/10/2017(6)		169,065
					1,787,948
			Electronics - 0.6%
		1,489,835	CDW LLC 3.25%, 04/29/2020		1,488,539
		481,518	Ceridian LLC 4.50%, 09/15/2020		460,654
		455,000	Sensus USA, Inc. 6.50%, 03/16/2023		450,450
					2,399,643
			Entertainment - 0.1%
		355,500	Scientific Games International, Inc. 6.00%, 10/01/2021		349,556
			Environmental Control - 0.1%
		407,329	ADS Waste Holdings, Inc. 3.75%, 10/09/2019		405,802

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

173

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.9%(8) - (continued)
			Food - 1.2%
			Albertsons LLC
	$	1,470,150	5.50%, 08/25/2021	$	1,474,325
		339,150	5.50%, 12/21/2022		340,140
		200,568	B&G Foods, Inc. 3.76%, 11/02/2022		201,571
		477,600	Hostess Brands LLC 4.50%, 08/03/2022		478,995
		588,525	JBS USA LLC 4.00%, 10/30/2022		587,789
		1,769,324	U.S. Foods, Inc. 4.50%, 03/31/2019		1,767,112
					4,849,932
			Food Service - 0.1%
		368,438	Hearthside Food Solutions 4.50%, 06/02/2021		366,595
			Forest Products & Paper - 0.2%
		783,931	Wilsonart LLC 4.00%, 10/31/2019		781,642
			Healthcare-Products - 0.1%
		268,650	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		267,978
			Healthcare-Services - 1.1%
		259,350	Acadia Healthcare Company, Inc. 4.50%, 02/16/2023		261,051
		177,300	CDRH Parent, Inc. 5.25%, 07/01/2021		166,072
			Community Health Systems, Inc.
		264,007	3.75%, 12/31/2019		259,952
		773,590	4.00%, 01/27/2021		761,808
		473,813	Envision Healthcare Corp. 4.50%, 10/28/2022		474,741
		430,472	Medpace Holdings, Inc. 4.75%, 04/01/2021		431,010
		256,240	Opal Acquisition, Inc. 5.00%, 11/27/2020		224,210
		544,950	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		515,463
		261,688	Surgery Center Holdings, Inc. 5.25%, 11/03/2020		262,179
		783,038	U.S. Renal Care, Inc. 5.25%, 12/31/2022		783,531
		315,000	Vizient, Inc. 6.25%, 02/13/2023		317,756
					4,457,773
			Household Products/Wares - 0.1%
		260,000	Galleria Co. 3.75%, 01/26/2023		260,164
			Insurance - 1.2%
			Asurion LLC
		386,213	5.00%, 05/24/2019		384,765
		1,194,236	5.00%, 08/04/2022		1,185,494
		1,585,000	8.50%, 03/03/2021		1,519,334
		393,863	Evertec Group LLC 3.25%, 04/17/2020		382,047
		653,358	National Financial Partners Corp. 4.50%, 07/01/2020		645,870
		375,000	Sedgwick Claims Management Services, Inc. 6.75%, 02/28/2022		356,250

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.9%(8) - (continued)
			Insurance - 1.2% - (continued)
	$	406,429	USI, Inc. 4.25%, 12/27/2019	$	401,096
					4,874,856
			Internet - 0.2%
		740,040	Zayo Group LLC / Zayo Capital, Inc. 3.75%, 05/06/2021		739,640
			Leisure Time - 1.0%
		957,231	Aristocrat Leisure Ltd. 4.75%, 10/20/2021		960,993
			Delta 2 (LUX) S.a.r.l.
		2,253,002	4.75%, 07/30/2021		2,211,163
		810,000	7.75%, 07/31/2022		760,995
		388,685	Town Sports International LLC 4.50%, 11/15/2020		171,993
					4,105,144
			Lodging - 0.7%
		1,325,721	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(6)(9)		1,246,734
		451,950	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		402,236
			Four Seasons Holdings, Inc.
		298,730	3.50%, 06/27/2020		297,983
		275,000	6.25%, 12/27/2020		273,111
		182,112	Hilton Worldwide Finance LLC 3.50%, 10/26/2020		182,713
		463,543	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		456,590
					2,859,367
			Machinery-Construction & Mining - 0.3%
		982,500	American Rock Salt Holdings LLC 4.75%, 05/20/2021		904,883
		384,657	Neff Rental LLC 7.25%, 06/09/2021		357,731
					1,262,614
			Machinery-Diversified - 0.8%
		806,438	Brand Energy & Infrastructure Services, Inc. 4.75%, 11/26/2020		797,026
		399,750	Gardner Denver, Inc. 4.25%, 07/30/2020		372,859
		1,425,075	Gates Global, Inc. 4.25%, 07/06/2021		1,362,472
		622,400	MacDermaid, Inc. 5.50%, 06/07/2020		609,821
					3,142,178
			Media - 1.4%
		865,658	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		857,547
		363,738	AVSC Holding Corp. 4.50%, 01/24/2021		355,554
		975,000	Charter Communications Operating LLC 3.50%, 01/24/2023		978,832
		522,450	Getty Images, Inc. 4.75%, 10/18/2019		393,144
		546,178	ION Media Networks, Inc. 4.75%, 12/18/2020		545,495
		495,316	Media General, Inc. 4.00%, 07/31/2020		495,009

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

174

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.9%(8) - (continued)
			Media - 1.4% - (continued)
	$	415,000	Neptune Finco Corp. 5.00%, 10/09/2022	$	416,299
		160,000	Numericable U.S. LLC 0.00%, 01/15/2024(9)		160,566
		1,079,933	Tribune Media Co. 3.75%, 12/27/2020		1,078,249
		521,824	Virgin Media Investment Holdings Ltd. 3.65%, 06/30/2023		520,519
					5,801,214
			Metal Fabricate/Hardware - 0.2%
		814,125	Rexnord LLC 4.00%, 08/21/2020		808,019
			Mining - 0.2%
		125,550	Ardagh Holdings USA, Inc. 4.00%, 12/17/2019		125,236
		430,997	FMG Resources August 2006 Pty Ltd. 4.25%, 06/30/2019		405,556
		342,731	Minerals Technologies, Inc. 3.75%, 05/09/2021		341,874
					872,666
			Miscellaneous Manufacturing - 0.2%
			Husky Injection Molding Systems Ltd.
		107,790	4.25%, 06/30/2021		106,869
		120,960	7.25%, 06/30/2022		114,912
		777,550	Sram LLC 4.01%, 04/10/2020		680,356
					902,137
			Oil & Gas - 0.4%
		270,000	Callon Petroleum Co. 8.50%, 10/08/2021		271,012
		270,188	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		158,735
		32,586	NGPL Pipeco LLC 6.75%, 09/15/2017		32,423
		627,303	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		464,204
		305,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		152,500
		705,000	Templar Energy LLC 8.50%, 11/25/2020		69,323
		522,963	Western Refining, Inc. 4.25%, 11/12/2020		516,755
					1,664,952
			Oil & Gas Services - 0.2%
		894,413	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020		761,744
		291,313	Paragon Offshore Finance Co. 5.25%, 07/18/2021		75,197
					836,941
			Packaging & Containers - 0.9%
			Berry Plastics Holding Corp.
		444,710	3.75%, 01/06/2021		444,848
		775,945	4.00%, 10/01/2022		777,062
		292,382	Mauser U.S. Corp. 4.50%, 07/31/2021		284,195
		217,250	Owens-Illinois, Inc. 3.50%, 09/01/2022		217,430

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.9%(8) - (continued)
			Packaging & Containers - 0.9% - (continued)
	$	1,270,195	Reynolds Group Holdings, Inc. 4.50%, 12/01/2018	$	1,272,583
		667,593	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		660,917
					3,657,035
			Pharmaceuticals - 0.6%
		1,052,363	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		1,048,416
		853,869	PRA Holdings, Inc. 4.50%, 09/23/2020		857,071
		483,066	Valeant Pharmaceuticals International, Inc. 5.00%, 04/01/2022		470,506
					2,375,993
			Real Estate - 0.6%
			DTZ U.S. Borrower LLC
		545,875	4.25%, 11/04/2021		544,281
		265,000	9.25%, 11/04/2022		264,669
		815,000	MGM Growth Properties LLC 4.00%, 04/25/2023		819,246
			Realogy Corp.
		22,005	2.44%, 10/10/2016		21,785
		719,680	3.75%, 03/05/2020		719,082
					2,369,063
			REITS - 0.0%
		200,000	Equinix, Inc. 4.00%, 01/08/2023		200,500
			Retail - 1.6%
		951,346	BJ’s Wholesale Club, Inc. 4.50%, 09/26/2019		940,644
		130,000	Coty, Inc. 3.75%, 10/27/2022		130,813
		517,036	J Crew Group, Inc 4.00%, 03/05/2021		411,529
		903,900	Kate Spade & Co. 4.00%, 04/10/2021		900,890
			Michaels Stores, Inc.
		509,250	3.75%, 01/28/2020		509,612
		419,502	4.00%, 01/28/2020		420,970
		824,263	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		784,336
		975,038	Party City Holdings, Inc. 4.25%, 08/19/2022		970,572
		496,858	PetSmart, Inc. 4.25%, 03/11/2022		495,183
			Rite Aid Corp.
		745,000	4.88%, 06/21/2021		745,469
		325,000	5.75%, 08/21/2020		325,676
					6,635,694
			Semiconductors - 0.7%
		1,115,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		1,115,201
			NXP B.V.
		498,319	3.25%, 01/11/2020		496,007
		758,100	3.75%, 12/07/2020		759,995
		320,000	ON Semiconductor Corp. 5.25%, 03/31/2023		321,267
					2,692,470

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

175

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.9%(8) - (continued)
			Software - 2.4%
	$	595,500	Epicor Software Corp. 4.75%, 06/01/2022	$	570,936
			First Data Corp.
		500,000	3.94%, 09/24/2018		500,315
		760,000	4.19%, 07/08/2022		760,190
		2,465,219	4.44%, 03/24/2021		2,470,347
		310,000	Global Payments, Inc. 3.94%, 04/22/2023		312,403
		860,833	Infor US, Inc. 3.75%, 06/03/2020		839,674
			Kronos, Inc.
		1,927,683	4.50%, 10/30/2019		1,922,055
		668,024	9.75%, 04/30/2020		675,819
		868,527	Magic Newco LLC 5.00%, 12/12/2018		869,612
			SS&C Technologies, Inc.
		838,500	4.01%, 07/08/2022		840,596
		120,045	4.02%, 07/08/2022		120,345
					9,882,292
			Telecommunications - 1.9%
			Altice Financing S.A.
		99,250	5.25%, 02/04/2022		99,275
		1,883,598	5.50%, 07/02/2019		1,897,725
		149,250	CommScope, Inc. 3.83%, 12/29/2022		149,437
		879,542	Entravision Communications Corp. 3.50%, 05/31/2020		861,951
			Level 3 Financing, Inc.
		625,000	3.50%, 05/31/2022		625,112
		1,135,000	4.00%, 08/01/2019		1,137,837
		253,048	LTS Buyer LLC 4.00%, 04/13/2020		252,163
		149,843	Salem Communications Corp. 4.50%, 03/13/2020		143,849
		408,975	T-Mobile USA, Inc. 3.50%, 11/09/2022		411,277
		1,623,497	Univision Communications, Inc. 4.00%, 03/01/2020		1,619,568
		377,300	XO Communications LLC 4.25%, 03/17/2021		376,749
					7,574,943
			Transportation - 0.1%
			Kenan Advantage Group, Inc.
		33,367	1.50%, 01/31/2017(10)		33,242
		315,536	4.00%, 07/31/2022		314,352
					347,594
			Trucking & Leasing - 0.1%
		611,478	Consolidated Container Co. 5.00%, 07/03/2019		590,382
			Total Senior Floating Rate Interests (cost $97,259,726)	$	93,401,806
U.S. GOVERNMENT AGENCIES - 0.0%
			FHLMC - 0.0%
		5,419,927	0.48%, 10/25/2020(1)(11)	$	48,115

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 0.0% - (continued)
			FNMA - 0.0%
	$	356,960	5.50%, 06/25/42(11)	$	73,545
			Total U.S. Government Agencies (cost $109,782)	$	121,660
U.S. GOVERNMENT SECURITIES - 12.8%
			U.S. Treasury Securities - 12.8%
			U.S. Treasury Bonds - 0.7%
		1,190,000	3.00%, 11/15/2045	$	1,273,393
		1,335,000	3.75%, 11/15/2043(12)(13)		1,643,927
		50,000	5.38%, 02/15/2031(13)		71,145
					2,988,465
			U.S. Treasury Notes - 12.1%
		900,000	0.88%, 01/31/2018(12)(13)		902,004
		46,519,000	1.25%, 12/15/2018(13)		46,976,932
		80,000	1.88%, 09/30/2017(13)		81,331
		495,000	2.00%, 02/15/2025(13)		504,262
		910,000	2.13%, 08/15/2021(12)(13)		945,725
					49,410,254
			Total U.S. Government Securities (cost $51,673,157)	$	52,398,719
COMMON STOCKS - 0.2%
			Energy - 0.2%
		83,644,001	KCA Deutag*(2)(14)(15)	$	628,836
			Total Common Stocks (cost $1,133,543)	$	628,836
PREFERRED STOCKS - 0.1%
			Diversified Financials - 0.1%
		20,000	GMAC Capital Trust I Series 2	$	501,400
			Total Preferred Stocks (cost $513,939)	$	501,400
			Total Long-Term Investments (cost $406,348,379)	$	394,578,087
SHORT-TERM INVESTMENTS - 2.6%
			Other Investment Pools & Funds - 2.6%
		10,433,459	Fidelity Money Market Class 1	$	10,433,459
			Total Short-Term Investments (cost $10,433,459)	$	10,433,459

Total Investments Excluding Purchased Options (cost $416,781,838)	99.2	%	$	405,011,546
Total Purchased Options (cost $136,999)	0.0	%	$	122,961
Total Investments (cost $416,918,837)^	99.2	%	$	405,134,507
Other Assets and Liabilities	0.8	%		3,408,604
Total Net Assets	100.0	%	$	408,543,111

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

176

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	7,035,134
Unrealized Depreciation		(18,819,463	)
Net Unrealized Depreciation	$	(11,784,329	)

* Non-income producing.

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽²⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $53,587,336, which represents 13.1% of total net assets.

⁽³⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $52,507,934, which represents 12.9% of total net assets.

⁽⁶⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁷⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁸⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽⁹⁾  All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁰⁾  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2016, the aggregate value of the unfunded commitment was $303,429, which rounds to zero percent of total net assets.

⁽¹¹⁾  Securities disclosed are interest-only strip.

⁽¹²⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹³⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁴⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/ Par		Security	Cost
	03/2011		83,644,001	KCA Deutag	$	1,133,543

At April 30, 2016, the aggregate value of these securities was $628,836, which represents 0.2% of total net assets.

⁽¹⁵⁾  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of this security was $628,836, which represents 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.

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

177

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Option Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
USD Call/BRL Put		GSC		3.78 BRL per USD		06/30/16		USD	585,010		$	5,235		$	26,426		$	(21,191	)
Puts
CNH Put/JPY Call		GSC		16.76 JPY per CNH		07/21/16		CNH	4,071,000		$	24,288		$	15,458		$	8,830
USD Put/INR Call		GSC		66.35 INR per USD		05/04/16		USD	2,525,000			3,456			18,911			(15,455	)
USD Put/RUB Call		BOA		66.44 RUB per USD		05/12/16		USD	594,000			16,950			15,278			1,672
USD Put/RUB Call		GSC		66.02 RUB per USD		05/19/16		USD	594,000			15,598			15,444			154
USD Put/TRY Call		GSC		2.85 TRY per USD		05/05/16		USD	2,641,000			44,538			29,896			14,642
USD Put/ZAR Call		BOA		14.32 ZAR per USD		05/19/16		USD	691,000			11,877			14,615			(2,738	)
Total Puts									11,116,000		$	116,707		$	109,602		$	7,105
Total purchased option contracts									11,701,010		$	121,942		$	136,028		$	(14,086	)
Written option contracts:
Puts
USD Put/INR Call		BOA		66.35 USD per INR		05/04/16		USD	(1,262,000	)	$	(1,728	)	$	(2,688	)	$	960
Total written option contracts									(1,262,000	)	$	(1,728	)	$	(2,688	)	$	960

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate			Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
Interest Rate Swaption USD		GSC		0.79	%		01/11/17		USD	145,000	$	282	$	265	$	17
Interest Rate Swaption USD		DEUT		0.79	%		01/11/17		USD	380,000		737		706		31
Total Calls										525,000	$	1,019	$	971	$	48
Total purchased swaption contracts										525,000	$	1,019	$	971	$	48

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Calls
Credit Default Swaption ITRAXX.XOV.24		BOA		337.50 EUR		05/18/16		EUR	(26,495,000	)	$	(434,016	)	$	(350,109	)	$	(83,907	)
Credit Default Swaption ITRAXX.XOV.24		BNP		312.50 EUR		05/18/16		EUR	(26,495,000	)		(184,312	)		(251,212	)		66,900
Total Calls									(52,990,000	)	$	(618,328	)	$	(601,321	)	$	(17,007	)
Written swaption contracts:
Puts
Credit Default Swaption ITRAXX.XOV.24		BOA		337.50 EUR		05/18/16		EUR	(26,495,000	)	$	(109,471	)	$	(325,963	)	$	216,492
Credit Default Swaption ITRAXX.XOV.24		BNP		312.50 EUR		05/18/16		EUR	(26,495,000	)		(228,304	)		(149,531	)		(78,773	)
Total Puts									(52,990,000	)	$	(337,775	)	$	(475,494	)	$	137,719
Total written swaption contracts									(105,980,000	)	$	(956,103	)	$	(1,076,815	)	$	120,712

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

178

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
10-Year Mini JGB Future		10		06/10/2016	$	1,420,337	$	1,425,282	$	4,945
Australian 3-Year Bond Future		4		06/15/2016		340,129		340,809		680
Australian Dollar Future		52		06/13/2016		3,956,734		3,945,240		(11,494	)
Canadian Dollar Future		62		06/14/2016		4,771,435		4,943,880		172,445
Canadian Government 10-Year Bond Future		5		06/21/2016		556,045		554,555		(1,490	)
Euro-BOBL Future		18		06/08/2016		2,699,967		2,696,937		(3,030	)
Euro-BTP Future		8		06/08/2016		1,265,060		1,263,678		(1,382	)
Euro-Oat Future		9		06/08/2016		1,607,762		1,610,639		2,877
Euro-Schatz Future		4		06/08/2016		512,852		511,906		(946	)
Japan 10-Year Bond Future		4		06/13/2016		5,680,853		5,695,113		14,260
Long Gilt Future		17		06/28/2016		3,002,223		2,970,812		(31,411	)
U.S. Treasury 10-Year Note Future		853		06/21/2016		111,326,276		110,943,312		(382,964	)
U.S. Treasury 10-Year Ultra Future		33		06/21/2016		4,649,458		4,638,563		(10,895	)
U.S. Treasury 2-Year Note Future		103		06/30/2016		22,510,447		22,518,375		7,928
U.S. Treasury Long Bond Future		47		06/21/2016		7,759,956		7,675,688		(84,268	)
Total									$	(324,745	)
Short position contracts:
Australian 10-Year Bond Future		1		06/15/2016	$	98,553	$	99,335	$	(782	)
British Pound Future		18		06/13/2016		1,602,077		1,643,962		(41,885	)
Euro FX Future		41		06/13/2016		5,659,043		5,875,813		(216,770	)
Euro-Bund Future		17		06/08/2016		3,152,309		3,151,133		1,176
Japanese Yen Future		51		06/13/2016		5,646,410		5,978,475		(332,065	)
Swiss Franc Future		33		06/13/2016		4,169,785		4,308,150		(138,365	)
U.S. Treasury 5-Year Note Future		489		06/30/2016		59,135,198		59,126,977		8,221
U.S. Treasury Ultra Long Term Bond Future		1		06/21/2016		175,224		171,344		3,880
Total									$	(716,590	)
Total futures contracts									$	(1,041,335	)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1	BCLY		USD	62,833	(0.32)%		07/25/45	$	15,509	$	—	$	12,598	$	(2,911	)
ABX.HE.AA.06-1	JPM		USD	85,273	(0.32)%		07/25/45		22,544		—		17,098		(5,446	)
ABX.HE.AA.06-1	BCLY		USD	68,218	(0.32)%		07/25/45		38,544		—		13,678		(24,866	)
ABX.HE.AA.06-1	BCLY		USD	76,297	(0.32)%		07/25/45		43,109		—		15,298		(27,811	)
ABX.HE.AA.06-1	JPM		USD	605,888	(0.32)%		07/25/45		159,046		—		121,483		(37,563	)
ABX.HE.AAA.06-1	JPM		USD	98,794	(0.18)%		07/25/45		1,852		—		2,204		352
ABX.HE.AAA.06-1	MSC		USD	31,652	(0.18)%		07/25/45		641		—		706		65
ABX.HE.AAA.06-1	JPM		USD	7,673	(0.18)%		07/25/45		185		—		171		(14	)
ABX.HE.AAA.06-1	JPM		USD	38,367	(0.18)%		07/25/45		903		—		856		(47	)
ABX.HE.AAA.06-1	JPM		USD	40,285	(0.18)%		07/25/45		1,078		—		899		(179	)
ABX.HE.AAA.06-1	JPM		USD	13,428	(0.18)%		07/25/45		504		—		300		(204	)
ABX.HE.AAA.06-1	GSC		USD	29,734	(0.18)%		07/25/45		2,750		—		663		(2,087	)
ABX.HE.AAA.06-1	BCLY		USD	29,734	(0.18)%		07/25/45		3,425		—		663		(2,762	)
ABX.HE.AAA.06-1	MSC		USD	48,917	(0.18)%		07/25/45		5,442		—		1,091		(4,351	)
ABX.HE.AAA.06-1	GSC		USD	103,590	(0.18)%		07/25/45		9,323		—		2,311		(7,012	)
ABX.HE.AAA.06-2	BOA		USD	5,216	(0.11)%		05/25/46		1,187		—		617		(570	)
ABX.HE.AAA.06-2	JPM		USD	242,016	(0.11)%		05/25/46		31,800		—		28,610		(3,190	)
ABX.HE.AAA.06-2	JPM		USD	307,736	(0.11)%		05/25/46		59,564		—		36,379		(23,185	)
ABX.HE.AAA.06-2	CSI		USD	863,747	(0.11)%		05/25/46		260,204		—		102,109		(158,095	)

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

179

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
ABX.HE.AAA.07-1	MSC		USD	708,272	(0.09)%		08/25/37	$	163,205	$	—		$	177,002	$	13,797
ABX.HE.AAA.07-1	MSC		USD	586,419	(0.09)%		08/25/37		135,095		—			146,552		11,457
ABX.HE.AAA.07-1	GSC		USD	422,679	(0.09)%		08/25/37		100,263		—			105,630		5,367
ABX.HE.AAA.07-1	JPM		USD	266,554	(0.09)%		08/25/37		65,585		—			66,614		1,029
ABX.HE.AAA.07-1	CSI		USD	1,207,109	(0.09)%		08/25/37		329,236		—			301,665		(27,571	)
CMBX.NA.A.7	JPM		USD	755,000	(2.00)%		01/17/47		—		(15,148	)		48,980		64,128
CMBX.NA.A.7	JPM		USD	65,000	(2.00)%		01/17/47		—		(122	)		4,216		4,338
CMBX.NA.AA.2	CSI		USD	947,354	(0.15)%		03/15/49		281,342		—			328,590		47,248
CMBX.NA.AA.2	CSI		USD	630,120	(0.15)%		03/15/49		193,280		—			218,557		25,277
CMBX.NA.AA.2	CSI		USD	612,738	(0.15)%		03/15/49		202,431		—			212,449		10,018
CMBX.NA.AA.2	BOA		USD	656,194	(0.15)%		03/15/49		247,942		—			227,517		(20,425	)
CMBX.NA.AA.2	BOA		USD	790,910	(0.15)%		03/15/49		298,844		—			274,225		(24,619	)
CMBX.NA.AA.2	JPM		USD	1,277,624	(0.15)%		03/15/49		478,754		—			442,979		(35,775	)
CMBX.NA.AA.7	CSI		USD	1,025,000	(1.50)%		01/17/47		—		(240	)		41,948		42,188
CMBX.NA.AA.7	CSI		USD	775,000	(1.50)%		01/17/47		—		(6,853	)		31,716		38,569
CMBX.NA.AA.7	CSI		USD	810,000	(1.50)%		01/17/47		3,100		—			33,149		30,049
CMBX.NA.AA.7	CSI		USD	625,000	(1.50)%		01/17/47		2,825		—			25,578		22,753
CMBX.NA.AA.7	CSI		USD	620,000	(1.50)%		01/17/47		3,262		—			25,373		22,111
CMBX.NA.AA.7	MSC		USD	290,000	(1.50)%		01/17/47		—		(2,434	)		11,868		14,302
CMBX.NA.AA.7	CSI		USD	935,000	(1.50)%		01/17/47		28,669		—			38,264		9,595
CMBX.NA.AA.7	MSC		USD	400,000	(1.50)%		01/17/47		27,838		—			16,369		(11,469	)
CMBX.NA.AA.8	BCLY		USD	355,000	(1.50)%		10/17/57		15,659		—			22,145		6,486
CMBX.NA.AA.8	BCLY		USD	80,000	(1.50)%		10/17/57		3,961		—			4,991		1,030
CMBX.NA.AJ.2	CSI		USD	858,483	(1.09)%		03/15/49		67,855		—			103,113		35,258
CMBX.NA.AJ.2	DEUT		USD	1,037,940	(1.09)%		03/15/49		90,070		—			124,667		34,597
CMBX.NA.AJ.2	JPM		USD	121,255	(1.09)%		03/15/49		9,889		—			14,564		4,675
CMBX.NA.AJ.2	CSI		USD	101,854	(1.09)%		03/15/49		9,637		—			12,331		2,694
CMBX.NA.AJ.3	GSC		USD	479,942	(1.47)%		12/13/49		88,089		—			133,858		45,769
CMBX.NA.AJ.3	MLI		USD	455,455	(1.47)%		12/13/49		87,003		—			127,028		40,025
CMBX.NA.AJ.3	GSC		USD	381,994	(1.47)%		12/13/49		71,884		—			106,540		34,656
CMBX.NA.AJ.3	GSC		USD	9,795	(1.47)%		12/13/49		2,115		—			2,744		629
CMBX.NA.AJ.4	JPM		USD	1,416,749	(0.96)%		02/17/51		271,211		—			375,811		104,600
CMBX.NA.AJ.4	DEUT		USD	883,617	(0.96)%		02/17/51		165,278		—			234,391		69,113
CMBX.NA.AJ.4	CSI		USD	700,970	(0.96)%		02/17/51		126,079		—			185,942		59,863
CMBX.NA.AJ.4	CSI		USD	700,970	(0.96)%		02/17/51		127,735		—			185,942		58,207
CMBX.NA.AJ.4	CSI		USD	636,796	(0.96)%		02/17/51		136,212		—			168,919		32,707
CMBX.NA.AJ.4	GSC		USD	164,876	(0.96)%		02/17/51		27,131		—			43,735		16,604
CMBX.NA.AJ.4	MSC		USD	957,663	(0.96)%		02/17/51		374,389		—			254,033		(120,356	)
CMBX.NA.AM.2	CSI		USD	302,116	(0.50)%		03/15/49		1,038		—			1,693		655
CMBX.NA.AM.2	JPM		USD	363,356	(0.50)%		03/15/49		2,579		—			2,036		(543	)
CMBX.NA.AM.2	CSI		USD	1,036,994	(0.50)%		03/15/49		63,516		—			5,812		(57,704	)
CMBX.NA.AM.2	MSC		USD	1,980,086	(0.50)%		03/15/49		97,730		—			11,097		(86,633	)
CMBX.NA.AM.4	CSI		USD	65,000	(0.50)%		02/17/51		1,324		—			1,877		553
CMBX.NA.AM.4	CSI		USD	80,000	(0.50)%		02/17/51		2,193		—			2,310		117
CMBX.NA.AM.4	MSC		USD	445,000	(0.50)%		02/17/51		44,837		—			12,850		(31,987	)
CMBX.NA.AM.4	MSC		USD	230,000	(0.50)%		02/17/51		51,546		—			6,641		(44,905	)
CMBX.NA.AS.6	CSI		USD	1,700,000	(1.00)%		05/11/63		21,950		—			28,863		6,913
CMBX.NA.AS.6	CSI		USD	200,000	(1.00)%		05/11/63		1,610		—			3,395		1,785
CMBX.NA.AS.6	CSI		USD	425,000	(1.00)%		05/11/63		7,842		—			7,216		(626	)
CMBX.NA.AS.7	CSI		USD	1,080,000	(1.00)%		01/17/47		24,402		—			28,022		3,620
CMBX.NA.AS.7	GSC		USD	725,000	(1.00)%		01/17/47		16,313		—			18,811		2,498
CMBX.NA.AS.7	CSI		USD	95,000	(1.00)%		01/17/47		1,477		—			2,465		988
CMBX.NA.AS.7	CSI		USD	210,000	(1.00)%		01/17/47		5,626		—			5,449		(177	)
CMBX.NA.AS.8	DEUT		USD	340,000	(1.00)%		10/17/57		25,459		—			15,176		(10,283	)
CMBX.NA.BBB.7	DEUT		USD	275,000	(3.00)%		01/17/47		20,659		—			22,506		1,847
CMBX.NA.BBB.7	CSI		USD	275,000	(3.00)%		01/17/47		21,491		—			22,505		1,014

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

180

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.BBB.7	CSI		USD	540,000	(3.00)%		01/17/47	$	44,671	$	—		$	44,193		$	(478	)
CMBX.NA.BBB.7	DEUT		USD	280,000	(3.00)%		01/17/47		27,446		—			22,915			(4,531	)
CMBX.NA.BBB.7	GSC		USD	680,000	(3.00)%		01/17/47		65,236		—			55,650			(9,586	)
CMBX.NA.BBB.7	DEUT		USD	295,000	(3.00)%		01/17/47		37,723		—			24,142			(13,581	)
CMBX.NA.BBB.7	GSC		USD	265,000	(3.00)%		01/17/47		38,011		—			21,688			(16,323	)
CMBX.NA.BBB.7	MSC		USD	415,000	(3.00)%		01/17/47		51,673		—			33,963			(17,710	)
Total								$	5,569,830	$	(24,797	)	$	5,639,004		$	93,971
Sell protection:
CDX.EMS.25	BNP		USD	5,210,000	1.00%		06/20/21	$	—	$	(456,804	)	$	(431,766	)	$	25,038
CDX.EMS.25	GSC		USD	2,865,000	1.00%		06/20/21		—		(253,179	)		(237,430	)		15,749
CDX.EMS.25	BCLY		USD	1,778,000	1.00%		06/20/21		—		(162,824	)		(147,347	)		15,477
CDX.EMS.25	BCLY		USD	1,530,000	1.00%		06/20/21		—		(135,961	)		(126,795	)		9,166
CDX.EMS.25	BNP		USD	1,480,000	1.00%		06/20/21		—		(130,426	)		(122,651	)		7,775
CMBX.NA.A.2	MLI		USD	78,178	0.25%		03/15/49		—		(48,492	)		(50,910	)		(2,418	)
CMBX.NA.A.2	GSC		USD	104,237	0.25%		03/15/49		—		(63,884	)		(67,880	)		(3,996	)
CMBX.NA.A.2	MSC		USD	148,910	0.25%		03/15/49		—		(91,497	)		(96,972	)		(5,475	)
CMBX.NA.A.2	CSI		USD	312,711	0.25%		03/15/49		—		(196,247	)		(203,640	)		(7,393	)
CMBX.NA.A.2	BOA		USD	204,751	0.25%		03/15/49		—		(125,767	)		(133,336	)		(7,569	)
CMBX.NA.A.2	MLI		USD	253,147	0.25%		03/15/49		—		(156,803	)		(164,851	)		(8,048	)
CMBX.NA.A.2	MLI		USD	260,593	0.25%		03/15/49		—		(161,641	)		(169,701	)		(8,060	)
CMBX.NA.A.2	GSC		USD	290,375	0.25%		03/15/49		—		(179,579	)		(189,094	)		(9,515	)
CMBX.NA.A.2	MSC		USD	301,543	0.25%		03/15/49		—		(185,398	)		(196,367	)		(10,969	)
CMBX.NA.A.2	CSI		USD	394,612	0.25%		03/15/49		—		(245,096	)		(256,975	)		(11,879	)
CMBX.NA.A.2	BOA		USD	394,612	0.25%		03/15/49		—		(218,380	)		(256,890	)		(38,510	)
CMBX.NA.AAA.6	JPM		USD	4,995,000	0.50%		05/11/63		—		(164,554	)		(77,002	)		87,552
CMBX.NA.AAA.6	JPM		USD	4,088,000	0.50%		05/11/63		—		(130,408	)		(63,020	)		67,388
CMBX.NA.AAA.6	DEUT		USD	4,265,000	0.50%		05/11/63		—		(103,958	)		(65,749	)		38,209
CMBX.NA.AAA.6	CSI		USD	1,140,000	0.50%		05/11/63		—		(22,394	)		(17,574	)		4,820
CMBX.NA.BB.6	CSI		USD	1,700,000	5.00%		05/11/63		—		(199,694	)		(154,771	)		44,923
CMBX.NA.BB.6	MSC		USD	599,000	5.00%		05/11/63		—		(38,362	)		(54,504	)		(16,142	)
CMBX.NA.BB.8	GSC		USD	735,000	5.00%		10/17/57		—		(228,973	)		(161,405	)		67,568
CMBX.NA.BB.8	GSC		USD	425,000	5.00%		10/17/57		—		(144,132	)		(93,330	)		50,802
CMBX.NA.BB.8	MSC		USD	420,000	5.00%		10/17/57		—		(130,047	)		(92,231	)		37,816
CMBX.NA.BB.8	GSC		USD	420,000	5.00%		10/17/57		—		(127,150	)		(92,232	)		34,918
CMBX.NA.BB.8	CSI		USD	280,000	5.00%		10/17/57		—		(49,953	)		(61,488	)		(11,535	)
CMBX.NA.BB.8	CSI		USD	210,000	5.00%		10/17/57		—		(30,804	)		(46,115	)		(15,311	)
CMBX.NA.BB.8	CSI		USD	160,000	5.00%		10/17/57		—		(19,041	)		(35,136	)		(16,095	)
CMBX.NA.BB.8	GSC		USD	280,000	5.00%		10/17/57		—		(45,289	)		(61,487	)		(16,198	)
CMBX.NA.BB.8	CSI		USD	280,000	5.00%		10/17/57		—		(41,073	)		(61,488	)		(20,415	)
CMBX.NA.BB.8	CSI		USD	220,000	5.00%		10/17/57		—		(26,816	)		(48,311	)		(21,495	)
CMBX.NA.BB.8	JPM		USD	205,000	5.00%		10/17/57		—		(15,085	)		(45,018	)		(29,933	)
CMBX.NA.BB.8	MLI		USD	340,000	5.00%		10/17/57		—		(43,890	)		(74,663	)		(30,773	)
CMBX.NA.BB.8	GSC		USD	340,000	5.00%		10/17/57		—		(40,400	)		(74,664	)		(34,264	)
CMBX.NA.BB.8	BCLY		USD	340,000	5.00%		10/17/57		—		(39,486	)		(74,664	)		(35,178	)
CMBX.NA.BB.8	GSC		USD	310,000	5.00%		10/17/57		—		(31,968	)		(68,076	)		(36,108	)
CMBX.NA.BB.8	MSC		USD	355,000	5.00%		10/17/57		—		(41,184	)		(77,958	)		(36,774	)
CMBX.NA.BB.8	UBS		USD	365,000	5.00%		10/17/57		—		(42,403	)		(80,154	)		(37,751	)
CMBX.NA.BB.8	BCLY		USD	380,000	5.00%		10/17/57		—		(45,422	)		(83,448	)		(38,026	)
CMBX.NA.BB.8	CSI		USD	380,000	5.00%		10/17/57		—		(44,751	)		(83,447	)		(38,696	)
CMBX.NA.BB.8	MLI		USD	370,000	5.00%		10/17/57		—		(34,222	)		(81,252	)		(47,030	)
CMBX.NA.BB.8	CSI		USD	475,000	5.00%		10/17/57		—		(56,766	)		(104,309	)		(47,543	)
CMBX.NA.BB.8	CSI		USD	380,000	5.00%		10/17/57		—		(31,901	)		(83,448	)		(51,547	)
CMBX.NA.BB.8	CSI		USD	755,000	5.00%		10/17/57		—		(91,115	)		(165,798	)		(74,683	)
CMBX.NA.BB.8	BOA		USD	535,000	5.00%		10/17/57		—		(37,753	)		(117,485	)		(79,732	)
CMBX.NA.BB.8	BCLY		USD	550,000	5.00%		10/17/57		—		(33,498	)		(120,779	)		(87,281	)
CMBX.NA.BB.8	BCLY		USD	1,065,000	5.00%		10/17/57		—		(120,493	)		(233,873	)		(113,380	)
CMBX.NA.BB.8	CSI		USD	1,855,000	5.00%		10/17/57		—		(252,240	)		(407,357	)		(155,117	)

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

181

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.9		GSC		USD	415,000		5.00%		09/15/58	$	—	$	(116,762	)	$	(105,099	)	$	11,663
CMBX.NA.BB.9		GSC		USD	210,000		5.00%		09/15/58		—		(59,084	)		(53,182	)		5,902
CMBX.NA.BB.9		GSC		USD	210,000		5.00%		09/15/58		—		(58,574	)		(53,182	)		5,392
CMBX.NA.BB.9		MLI		USD	210,000		5.00%		09/17/58		—		(59,692	)		(53,183	)		6,509
CMBX.NA.BB.9		JPM		USD	220,000		5.00%		09/17/58		—		(60,852	)		(55,715	)		5,137
CMBX.NA.BB.9		MLI		USD	205,000		5.00%		09/17/58		—		(56,703	)		(51,917	)		4,786
PrimeX.ARM.2		MSC		USD	97,474		4.58%		12/25/37		—		(7,153	)		4,110			11,263
PrimeX.ARM.2		MSC		USD	892,657		4.58%		12/25/37		29,820		—			37,752			7,932
PrimeX.ARM.2		JPM		USD	270,465		4.58%		12/25/37		7,909		—		$	11,404			3,495
Total										$	37,729	$	(5,736,023	)	$	(6,333,853	)	$	(635,559	)
Total traded indices										$	5,607,559	$	(5,760,820	)	$	(694,849	)	$	(541,588	)
Credit default swaps on single-name issues:
Sell protection:
Brazil (Federated Republic of)		JPM		USD	2,000,000		1.00% /2.97%		09/20/20	$	—	$	(191,047	)	$	(158,876	)	$	32,171
Brazil (Federated Republic of)		BNP		USD	3,400,000		1.00% /3.33%		06/20/21		—		(510,794	)		(367,018	)		143,776
Brazilian Government International Bond		GSC		USD	1,150,000		1.00% /3.33%		06/20/21		—		(137,333	)		(124,139	)		13,194
Philippines Government International Bond		BCLY		USD	4,900,000		1.00% /0.99%		12/20/20		—		—			6,574			6,574
Republic of South Africa		GSC		USD	1,100,000		1.00% /2.63%		12/20/20		—		(104,723	)		(76,352	)		28,371
Total										$	—	$	(943,897	)	$	(719,811	)	$	224,086
Total single-name issues										$	—	$	(943,897	)	$	(719,811	)	$	224,086
Total OTC contracts										$	5,607,559	$	(6,704,717	)	$	(1,414,660	)	$	(317,502	)

^(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.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on April 30, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.25		USD	49,290,000		5.00	%		12/20/20	$	(271,203	)	$	1,585,706		$	1,856,909
CDX.NA.HY.26		USD	670,000		5.00	%		06/20/21		17,767			21,550			3,783
CDX.NA.HY.26		USD	13,940,000		(5.00	)%		06/20/21		(264,313	)		(448,370	)		(184,057	)
CDX.NA.IG.26		USD	13,890,000		1.00	%		06/20/21		132,869			160,373			27,504
ITRAXX.EUR.25		EUR	8,874,000		(1.00	)%		06/20/21		(134,361	)		(147,106	)		(12,745	)
ITRAXX.XOV.24		EUR	2,247,000		(5.00	)%		12/20/20		(116,305	)		(186,724	)		(70,419	)
Total									$	(635,546	)	$	985,429		$	1,620,975
Credit default swaps on indices:
Sell protection:
ITRAXX.EUR.24		EUR	3,137,000		(1.00	)%		12/20/20	$	18,758		$	(47,596	)	$	(66,354	)
Total									$	(616,788	)	$	937,833		$	1,554,621

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

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

182

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Cross Currency Swap Contracts Outstanding at April 30, 2016
Receive	Pay	Maturity Date(1)		Counter- party		Notional Amount of Currency Received			Notional Amount of Currency Delivered			Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.300% based on the notional amount of currency delivered		09/21/21		GSC		USD	1,374,309		CNY	8,955,000	$	—	$	(9,215	)	$	(6,676	)	$	2,539
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.210% based on the notional amount of currency delivered		09/21/21		DEUT		USD	400,061		CNY	2,615,000		—		(3,538	)		(3,208	)		330
Fixed Rate equal to 3.210% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		09/21/21		DEUT		CNY	2,615,000		USD	400,061		3,538		—			3,066			(472	)
Fixed Rate equal to 3.300% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		09/21/21		GSC		CNY	8,955,000		USD	1,374,309		9,215		—			(62,571	)		(71,786	)
Total												$	12,753	$	(12,753	)	$	(69,389	)	$	(69,389	)

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counter-party	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.90% Fixed	CPURNSA		USD	29,286,000		07/15/24	$	—	$	—		$	65,274		$	65,274
BOA	3M NZD Bank Bill	2.62% Fixed		NZD	75,000		09/19/20		—		(9	)		(41	)		(32	)
DEUT	3M NZD Bank Bill	2.62% Fixed		NZD	80,000		09/19/20		—		(24	)		(44	)		(20	)
GSC	3M NZD Bank Bill	2.62% Fixed		NZD	70,000		09/19/20		—		(6	)		(39	)		(33	)
GSC	3M NZD Bank Bill	2.62% Fixed		NZD	85,000		09/19/20		—		(12	)		(48	)		(36	)
GSC	0.17% Fixed	3M SEK STIBOR		SEK	425,989,000		04/21/18		—		—			(4,410	)		(4,410	)
JPM	3M NZD Bank Bill	2.62% Fixed		NZD	70,000		09/19/20		—		(9	)		(39	)		(30	)
Total								$	—	$	(60	)	$	60,653		$	60,713

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2016
Payments made by Fund	Payments received by Fund			Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
6M GBP LIBOR		0.94	% Fixed		GBP	35,481,000		04/21/18	$	—	$	—	$	(7,190	)	$	(7,190	)
6M GBP LIBOR		1.30	% Fixed		GBP	1,075,000		06/20/20		1,783		—	$	1,469			(314	)
Total									$	1,783	$	—	$	(5,721	)	$	(7,504	)

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

183

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Total Return Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party		Notional Amount			Payments received (paid) by the Fund			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
iBoxx USD Liquid High Yield		GSC		USD	19,299,000		(3M LIBOR	)		06/20/16	$	—	$	—	$	—	$	0
iShares iBoxx $ High Yield Corporate Bond ETF		BOA		USD	13,623,384		(1M LIBOR - 0.25	%)		07/28/16		—		—		22,784		22,784
Total											$	—	$	—	$	22,784	$	22,784

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		05/31/16	RBS	$	106,716	$	106,313	$	(403	)
AUD	Buy		05/31/16	RBS		46,294		45,563		(731	)
AUD	Buy		05/31/16	HSBC		254,175		249,835		(4,340	)
AUD	Buy		05/31/16	NAB		256,661		252,114		(4,547	)
AUD	Buy		05/31/16	GSC		513,587		504,228		(9,359	)
AUD	Sell		05/31/16	GSC		54,143		53,156		987
AUD	Sell		05/31/16	NAB		27,058		26,579		479
AUD	Sell		05/31/16	HSBC		26,267		25,819		448
AUD	Sell		05/31/16	HSBC		256,121		255,911		210
AUD	Sell		05/31/16	GSC		49,487		49,359		128
BRL	Sell		07/05/16	GSC		855,549		920,728		(65,179	)
BRL	Sell		08/17/16	MSC		3,113,898		3,300,106		(186,208	)
CAD	Buy		05/31/16	SSG		356,933		359,452		2,519
CAD	Buy		05/31/16	RBS		51,332		51,806		474
CAD	Buy		05/31/16	RBS		31,934		31,880		(54	)
CAD	Sell		05/31/16	SSG		159,868		160,996		(1,128	)
CHF	Sell		05/31/16	JPM		56,482		57,407		(925	)
CNH	Buy		10/21/16	SCB		19,626		20,620		994
CNH	Buy		10/21/16	JPM		27,661		28,255		594
CNH	Buy		10/21/16	SCB		9,758		10,233		475
CNH	Buy		10/21/16	SCB		19,173		19,550		377
CNH	Buy		10/21/16	BCLY		8,016		8,248		232
CNH	Sell		10/21/16	DEUT		6,776		6,720		56
CNH	Sell		10/21/16	HSBC		42,050		42,002		48
CNH	Sell		10/21/16	JPM		27,661		27,645		16
CNH	Sell		10/21/16	UBS		10,326		10,538		(212	)
CNY	Buy		07/20/16	CBK		397,239		398,215		976
CNY	Buy		07/28/16	JPM		849,418		818,505		(30,913	)
CNY	Sell		07/28/16	GSC		66,160		66,864		(704	)
CNY	Sell		07/28/16	DEUT		742,033		751,641		(9,608	)
COP	Buy		06/15/16	CIB		1,476,207		1,597,781		121,574
COP	Buy		06/15/16	BOA		330,825		350,920		20,095
COP	Buy		06/15/16	CBK		169,717		186,475		16,758
COP	Sell		06/15/16	SSG		2,812,164		3,152,573		(340,409	)
EUR	Buy		05/31/16	SSG		7,040,695		7,142,310		101,615
EUR	Buy		05/31/16	RBS		1,223,856		1,243,486		19,630
EUR	Buy		05/31/16	SSG		12,427		12,606		179
EUR	Buy		06/15/16	CIB		2,243,474		2,291,057		47,583
EUR	Buy		06/15/16	UBS		1,277,168		1,314,090		36,922
EUR	Buy		06/15/16	UBS		1,865,495		1,883,987		18,492
EUR	Buy		06/15/16	CBK		1,512,776		1,528,518		15,742
EUR	Buy		09/21/16	CBK		18,220,605		18,395,552		174,947
EUR	Buy		03/15/17	CBK		438,450		457,574		19,124
EUR	Buy		03/15/17	UBS		280,922		283,812		2,890
EUR	Buy		03/15/17	BOA		240,640		243,267		2,627
EUR	Buy		03/15/17	BOA		177,515		179,555		2,040
EUR	Sell		05/11/16	GSC		842,904		847,609		(4,705	)
EUR	Sell		05/31/16	RBS		74,510		74,494		16
EUR	Sell		05/31/16	GSC		51,341		51,574		(233	)

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

184

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		05/31/16	RBC	$	33,975	$	34,382	$	(407	)
EUR	Sell		05/31/16	BCLY		590,271		599,394		(9,123	)
EUR	Sell		05/31/16	SSG		11,698,717		11,867,559		(168,842	)
EUR	Sell		06/15/16	CIB		1,496,772		1,528,518		(31,746	)
EUR	Sell		03/15/17	JPM		1,609,499		1,644,949		(35,450	)
EUR	Sell		03/15/17	BOA		2,014,909		2,079,354		(64,445	)
EUR	Sell		03/15/17	BOA		1,080,446		1,164,206		(83,760	)
EUR	Sell		03/15/17	BOA		5,927,233		6,150,023		(222,790	)
GBP	Buy		05/31/16	CBK		1,902,108		1,911,329		9,221
GBP	Buy		05/31/16	RBS		130,512		131,513		1,001
GBP	Sell		05/31/16	CBK		200,681		201,654		(973	)
GBP	Sell		05/31/16	UBS		178,286		179,735		(1,449	)
GBP	Sell		05/31/16	CBK		2,440,166		2,451,996		(11,830	)
GBP	Sell		06/15/16	WEST		297,181		305,421		(8,240	)
HUF	Buy		05/18/16	HSBC		147,634		148,252		618
IDR	Buy		05/18/16	GSC		512,686		599,034		86,348
IDR	Buy		09/21/16	GSC		1,925,065		1,931,426		6,361
IDR	Sell		05/18/16	BCLY		277,035		302,429		(25,394	)
IDR	Sell		05/18/16	JPM		270,950		296,605		(25,655	)
IDR	Sell		09/21/16	SCB		478,265		482,857		(4,592	)
IDR	Sell		09/21/16	DEUT		477,564		482,856		(5,292	)
IDR	Sell		09/21/16	HSBC		960,405		965,713		(5,308	)
JPY	Buy		05/31/16	TDB		10,016,890		10,481,032		464,142
JPY	Buy		05/31/16	RBS		762,416		794,728		32,312
JPY	Buy		05/31/16	JPM		47,749		49,846		2,097
JPY	Sell		05/31/16	RBS		142,135		142,957		(822	)
JPY	Sell		05/31/16	TDB		94,380		98,753		(4,373	)
JPY	Sell		05/31/16	UBS		468,515		489,835		(21,320	)
JPY	Sell		08/15/16	MSC		4,013,494		4,247,395		(233,901	)
MXN	Buy		05/31/16	GSC		96,522		98,913		2,391
MXN	Buy		05/31/16	UBS		46,453		47,516		1,063
MXN	Buy		05/31/16	GSC		51,203		51,572		369
MXN	Buy		05/31/16	GSC		12,553		12,864		311
MXN	Buy		06/15/16	RBC		315,184		318,969		3,785
MXN	Buy		06/15/16	SSG		63,138		63,991		853
MXN	Sell		06/15/16	SCB		366,073		382,959		(16,886	)
MYR	Sell		05/31/16	HSBC		227,168		226,733		435
MYR	Sell		05/31/16	HSBC		94,265		94,217		48
NOK	Buy		05/31/16	JPM		34,141		34,770		629
NZD	Sell		05/31/16	BOA		13,038		13,245		(207	)
NZD	Sell		05/31/16	SSG		13,036		13,245		(209	)
NZD	Sell		05/31/16	GSC		48,014		48,796		(782	)
NZD	Sell		05/31/16	BNP		86,697		87,832		(1,135	)
NZD	Sell		05/31/16	BNP		105,275		106,653		(1,378	)
PEN	Buy		06/15/16	SSG		289,125		297,152		8,027
PEN	Sell		06/15/16	SSG		6,671		6,967		(296	)
PEN	Sell		06/15/16	CIB		78,381		82,694		(4,313	)
PEN	Sell		06/15/16	JPM		197,037		207,491		(10,454	)
PHP	Buy		07/20/16	CBK		12,030		11,891		(139	)
PLN	Sell		05/31/16	CBK		24,080		24,609		(529	)
PLN	Sell		05/31/16	UBS		63,265		64,928		(1,663	)
RON	Sell		06/15/16	JPM		1,408,749		1,443,427		(34,678	)
RUB	Buy		05/18/16	JPM		277,566		279,520		1,954
RUB	Sell		05/18/16	HSBC		138,910		139,760		(850	)
SEK	Buy		05/31/16	JPM		235,434		238,350		2,916
SEK	Sell		05/31/16	JPM		49,254		49,864		(610	)
SEK	Sell		05/31/16	JPM		220,658		223,391		(2,733	)
SGD	Buy		05/31/16	JPM		109,298		109,955		657
SGD	Sell		05/31/16	JPM		11,077		11,144		(67	)
TRY	Buy		06/15/16	BOA		1,252,897		1,302,012		49,115
TRY	Sell		05/04/16	CSFB		3,399,522		3,519,937		(120,415	)

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

185

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
TRY	Sell		06/15/16	BOA	$	1,251,908	$	1,302,012	$	(50,104	)
UYU	Sell		06/15/16	HSBC		1,291,976		1,291,976		—
UYU	Sell		06/30/16	HSBC		143,918		143,918		—
UYU	Sell		06/30/16	HSBC		616,717		616,717		—
UYU	Sell		06/30/16	HSBC		620,877		620,877		—
UYU	Sell		06/30/16	HSBC		1,244,024		1,244,024		—
ZAR	Buy		05/31/16	CBK		47,032		47,801		769
ZAR	Buy		06/15/16	BNP		260,346		273,802		13,456
ZAR	Sell		06/15/16	GSC		238,905		273,802		(34,897	)
Total									$	(609,590	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
NAB	National Australia Bank Limited
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
WEST	Westpac International
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CLP	Chilean Peso
CNH	Chinese Renminbi
CNY	Chinese Yuan
COP	Colombian Peso
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
MXN	Mexican Peso
MYR	Malaysian Ringgit

Currency Abbreviations: - (continued)
NOK	Norwegian Krone
NZD	New Zealand Dollar
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
SEK	Swedish Krona
SGD	Singapore Dollar
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
UYU	Uruguayan Peso
ZAR	South African Rand
Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.EUR	Markit i Traxx - Europe
ITRAXX.XOV	Markit i Traxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
iBoxx	Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
ETF	Exchange Traded Fund
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
STIBOR	Stockholm Interbank Offered Rate

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

186

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1 (1)			Level 2 (1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	58,829,739		$	—		$	58,829,739		$	—
Corporate Bonds		103,507,694			—			103,507,694			—
Foreign Government Obligations		80,742,484			—			80,742,484			—
Municipal Bonds		4,445,749			—			4,445,749			—
Senior Floating Rate Interests		93,401,806			—			93,401,806			—
U.S. Government Agencies		121,660			—			121,660			—
U.S. Government Securities		52,398,720			—			52,398,720			—
Common Stocks
Energy		628,836			—			—			628,836
Preferred Stocks		501,400			501,400			—			—
Short-Term Investments		10,433,459			10,433,459			—			—
Purchased Options		122,961			—			122,961			—
Foreign Currency Contracts (2)		1,298,125			—			1,298,125			—
Futures Contracts (2)		216,412			216,412			—			—
Swaps - Credit Default (2)		3,611,108			—			3,611,108			—
Swaps - Cross Currency (2)		2,869			—			2,869			—
Swaps - Interest Rate (2)		65,274			—			65,274			—
Swaps - Total Return (2)		22,784			—			22,784			—
Total	$	410,351,080		$	11,151,271		$	398,570,973		$	628,836
Liabilities
Foreign Currency Contracts (2)	$	(1,907,715	)	$	—		$	(1,907,715	)	$	—
Futures Contracts (2)		(1,257,747	)		(1,257,747	)		—			—
Swaps - Credit Default (2)		(2,373,989	)		—			(2,373,989	)		—
Swaps - Cross Currency (2)		(72,258	)		—			(72,258	)		—
Swaps - Interest Rate(2)		(12,065	)		—			(12,065	)		—
Written Options		(957,831	)		—			(957,831	)		—
Total	$	(6,581,605	)	$	(1,257,747	)	$	(5,323,858	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Common Stocks		Total
Beginning balance	$	388,108	$	388,108
Purchases		—		—
Sales		—		—
Accrued discounts/(premiums)		—		—
Total realized gain/(loss)		—		—
Net change in unrealized appreciation/depreciation		240,728		240,728
Transfers into Level 3(1)		—		—
Transfers out of Level 3(1)		—		—
Ending balance	$	628,836	$	628,836

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $240,728.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

187

The Hartford Total Return Bond Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5%
			Asset-Backed - Automobile - 1.2%
	$	2,030,000	AmeriCredit Automobile Receivables Trust 2.72%, 09/09/2019	$	2,050,585
			First Investors Automotive Owner Trust
		873,451	1.49%, 01/15/2020(1)		872,324
		3,440,000	1.67%, 11/16/2020(1)		3,425,699
		585,541	1.81%, 10/15/2018(1)		585,447
		930,000	2.39%, 11/16/2020(1)		925,972
		650,000	GM Financial Automobile Leasing Trust 1.96%, 03/20/2018(1)		649,323
			Santander Drive Auto Receivables Trust
		980,000	1.82%, 05/15/2019		980,877
		2,415,000	2.36%, 04/15/2020		2,430,132
			Santander Drive Automotive Receivables Trust
		1,198,377	1.55%, 10/15/2018		1,199,090
		4,500,000	1.83%, 01/15/2020		4,488,775
		715,000	2.25%, 06/17/2019		719,020
		4,275,000	Westlake Automobile Receivables Trust 1.58%, 04/15/2020(1)		4,273,237
					22,600,481
			Asset-Backed - Finance & Insurance - 13.3%
		4,200,000	American Money Management Corp. 2.09%, 07/27/2026(1)(2)		4,178,773
			Apidos CLO
		2,935,000	2.08%, 01/19/2025(1)(2)		2,923,374
		4,775,000	2.13%, 04/17/2026(1)(2)		4,766,243
		1,445,000	2.18%, 01/16/2027(1)(2)		1,445,657
		1,510,000	2.48%, 07/15/2023(1)(2)		1,478,725
			Ares CLO Ltd.
		2,924,524	1.48%, 04/20/2023(1)(2)		2,916,400
		3,580,000	1.88%, 07/28/2025(1)(2)		3,563,829
		4,460,000	2.15%, 04/17/2026(1)(2)		4,453,292
			Atlas Senior Loan Fund Ltd.
		3,775,000	2.17%, 10/15/2026(1)(2)		3,765,098
		1,905,000	2.18%, 07/16/2026(1)(2)		1,895,353
		1,740,000	Atrium CDO Corp. 2.07%, 11/16/2022(1)(2)		1,716,385
		3,420,000	Atrium XI 2.79%, 10/23/2025(1)(2)		3,383,563
		1,755,000	Avalon IV Capital Ltd. 2.14%, 04/17/2023(1)(2)		1,739,993
		4,375,000	Avery Point IV CLO Ltd. 2.16%, 04/25/2026(1)(2)		4,346,759
		1,030,000	Babson CLO Ltd. 2.12%, 07/20/2025(1)(2)		1,022,719
		601,250	Cal Funding II Ltd. 3.47%, 10/25/2027(1)		576,146
		4,630,000	Carlyle Global Market Strategies Ltd. 2.10%, 04/27/2027(1)(2)		4,615,147
			Cent CLO Ltd.
		3,995,000	2.12%, 01/25/2026(1)(2)		3,956,744
		4,475,000	2.12%, 04/17/2026(1)(2)		4,448,154
		2,865,000	2.12%, 07/27/2026(1)(2)		2,851,566
		1,810,000	2.68%, 04/17/2026(1)(2)		1,763,114
			CIFC Funding Ltd.
		4,175,000	2.11%, 05/24/2026(1)(2)		4,144,372
		4,745,000	2.13%, 04/18/2025(1)(2)		4,726,945
		3,940,000	2.41%, 08/14/2024(1)(2)		3,882,984
		453,326	Consumer Credit Origination Loan Trust 2.82%, 03/15/2021(1)		453,470

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Asset-Backed - Finance & Insurance - 13.3% - (continued)
			Dryden Senior Loan Fund
	$	4,695,000	1.98%, 04/18/2026(1)(2)	$	4,672,088
		3,970,000	2.06%, 07/15/2027(1)(2)		3,947,724
		4,800,000	2.11%, 07/15/2026(1)(2)		4,796,160
		2,250,478	First Franklin Mortgage Loan Trust 0.68%, 04/25/2036(2)		1,426,809
		1,015,000	Flatiron CLO Ltd. 2.53%, 07/17/2026(1)(2)		986,538
		695,000	Ford Credit Floorplan Master Owner Trust A 1.40%, 02/15/2019		692,480
		6,637,000	Galaxy CLO Ltd. 1.88%, 04/15/2025(1)(2)		6,561,949
		4,250,000	Gramercy Park CLO Ltd. 1.93%, 07/17/2023(1)(2)		4,235,576
		2,525,000	Green Tree Agency Advance Funding Trust I 3.10%, 10/15/2048(1)		2,524,520
		2,910,000	Highbridge Loan Management Ltd. 2.07%, 05/05/2027(1)(2)		2,890,829
		1,565,000	ING Investment Management CLO Ltd. 2.19%, 03/14/2022(1)(2)		1,546,231
		615,000	LCM L.P. 2.22%, 04/15/2022(1)(2)		607,670
		4,765,000	Limerock CLO 2.13%, 04/18/2026(1)(2)		4,727,742
			Madison Park Funding Ltd.
		4,825,000	1.92%, 10/23/2025(1)(2)		4,780,890
		2,800,000	2.08%, 01/19/2025(1)(2)		2,785,482
		4,525,000	2.13%, 07/20/2026(1)(2)		4,521,380
		415,000	2.50%, 04/22/2022(1)(2)		413,638
		3,370,000	3.03%, 01/27/2026(1)(2)		3,388,589
			Magnetite CLO Ltd.
		3,890,000	2.06%, 07/25/2026(1)(2)		3,884,157
		2,895,000	2.11%, 04/15/2026(1)(2)		2,889,679
		3,170,000	2.13%, 04/15/2027(1)(2)		3,165,229
		3,115,000	2.59%, 07/25/2026(1)(2)		3,058,538
		4,100,000	5.13%, 01/15/2025(1)(2)		4,109,045
		2,725,841	Nationstar HECM Loan Trust 2.98%, 02/25/2026(1)		2,726,113
			Neuberger Berman CLO Ltd.
		3,795,000	2.09%, 08/04/2025(1)(2)		3,782,552
		3,510,000	2.10%, 04/15/2026(1)(2)		3,500,119
		1,395,000	Oak Hill Credit Partners X Ltd. 2.10%, 07/20/2026(1)(2)		1,386,352
		4,495,000	Oaktree EIF II Ltd. 2.17%, 02/15/2026(1)(2)		4,488,240
		4,015,000	OCP CLO Ltd. 2.16%, 04/17/2027(1)(2)		4,002,429
		2,385,000	Octagon Investment Partners Ltd. 1.75%, 07/17/2025(1)(2)		2,340,873
		4,000,000	Ocwen Master Advance Receivables Trust 2.54%, 09/17/2046(1)		3,998,180
		5,829,000	OHA Credit Partners VIII Ltd. 1.75%, 04/20/2025(1)(2)		5,736,978
		5,360,000	OHA Loan Funding Ltd. 2.12%, 02/15/2027(1)(2)		5,354,136
		6,305,000	OneMain Financial Issuance Trust 4.10%, 03/20/2028(1)		6,438,761
			OZLM Funding Ltd.
		4,470,000	2.07%, 04/30/2027(1)(2)		4,438,934
		4,595,000	2.18%, 04/17/2026(1)(2)		4,568,037
		5,355,000	Race Point CLO Ltd. 2.14%, 04/15/2027(1)(2)		5,313,991

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

188

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Asset-Backed - Finance & Insurance - 13.3% - (continued)
	$	2,710,000	SBA Tower Trust 2.90%, 10/15/2044(1)(3)	$	2,719,109
		3,320,000	Seneca Park CLO Ltd. 2.11%, 07/17/2026(1)(2)		3,305,588
		3,430,000	Shackleton CLO Ltd. 2.11%, 07/17/2026(1)(2)		3,419,964
			Sound Point CLO Ltd.
		3,768,000	2.01%, 01/21/2026(1)(2)		3,741,718
		4,385,000	2.16%, 04/15/2027(1)(2)		4,372,810
		1,410,000	5.23%, 07/15/2025(1)(2)		1,160,360
		2,230,890	SpringCastle America Funding LLC 2.70%, 05/25/2023(1)		2,236,077
		2,941,095	Springleaf Funding Trust 2.41%, 12/15/2022(1)		2,940,263
		4,090,000	Symphony CLO L.P. 2.19%, 01/09/2023(1)(2)		4,028,139
			Symphony CLO Ltd.
		970,000	1.59%, 07/23/2023(1)(2)		968,180
		3,950,000	2.11%, 07/14/2026(1)(2)		3,944,055
		2,740,000	Thacher Park CLO Ltd. 2.10%, 10/20/2026(1)(2)		2,732,701
		4,500,000	Tremen Park Ltd. 2.13%, 04/20/2027(1)(2)		4,479,840
			Voya CLO Ltd.
		1,500,000	2.08%, 07/17/2026(1)(2)		1,492,893
		4,220,000	2.11%, 04/18/2027(1)(2)		4,197,807
		4,690,000	2.13%, 04/18/2026(1)(2)		4,671,967
		1,505,000	2.73%, 04/18/2027(1)(2)		1,492,879
					257,607,793
			Asset-Backed - Home Equity - 1.4%
			GSAA Home Equity Trust
		673,169	0.51%, 12/25/2046(2)		327,257
		6,582,410	0.52%, 02/25/2037(2)		3,490,198
		1,254,053	0.53%, 12/25/2036(2)		595,695
		4,058,078	0.54%, 03/25/2037(2)		2,110,204
		2,713,008	0.62%, 11/25/2036(2)		1,372,208
		944,531	0.66%, 05/25/2047(2)		659,771
		591,757	0.74%, 03/25/2036(2)		392,914
		631,786	5.88%, 09/25/2036(3)		314,314
		1,727,932	5.99%, 06/25/2036(2)		850,452
		246,677	Morgan Stanley Asset-Backed Securities Capital I Inc. Trust 0.59%, 06/25/2036(2)		210,214
		1,565,289	Morgan Stanley Mortgage Loan Trust 0.61%, 11/25/2036(2)		674,940
		13,030,000	NRZ Advance Receivables Trust 3.30%, 08/17/2048(1)		13,108,388
		793,697	Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(3)		411,243
			Soundview Home Loan Trust
		3,500,000	0.62%, 07/25/2037(2)		2,173,324
		830,000	0.68%, 07/25/2036(2)		505,454
		1,485,000	0.69%, 11/25/2036(2)		981,258
					28,177,834
			Commercial Mortgage - Backed Securities - 11.5%
			Banc of America Commercial Mortgage Trust
		1,970,000	3.26%, 09/15/2048(1)(2)		1,062,177
		345,000	3.71%, 09/15/2048		367,590
		2,290,338	5.49%, 02/10/2051		2,365,471
		235,953	5.93%, 02/10/2051(2)		245,966

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Commercial Mortgage - Backed Securities - 11.5% - (continued)
	$	1,229,621	Bear Stearns Commercial Mortgage Securities Trust 5.33%, 02/11/2044	$	1,254,705
			Bear Stearns Commercial Mortgage Securities, Inc.
		510,000	5.31%, 10/12/2042(2)		504,382
		2,197,350	5.69%, 06/11/2050(2)		2,285,870
		28,236	5.89%, 04/12/2038(2)		28,233
		2,386,124	5.91%, 06/11/2040(2)		2,460,750
			Citigroup Commercial Mortgage Trust
		15,104,615	1.28%, 07/10/2047(2)(4)		974,412
		16,344,385	1.31%, 04/10/2048(2)(4)		1,168,114
		300,000	2.94%, 04/10/2048		303,997
		2,055,000	3.11%, 04/10/2048(1)		1,410,719
		445,000	3.19%, 04/10/2048		458,973
		1,025,100	3.62%, 07/10/2047		1,097,566
		1,045,000	3.76%, 06/10/2048		1,124,660
		795,000	3.82%, 11/10/2048		855,545
		130,000	3.86%, 05/10/2047		141,487
		2,100,000	4.02%, 03/10/2047		2,306,549
		415,000	4.56%, 03/10/2047(1)(2)		260,524
		305,000	5.06%, 03/10/2047(1)(2)		257,076
		1,990,000	5.90%, 12/10/2049(2)		2,062,756
		3,982,478	Citigroup/Deutsche Bank Commercial Mortgage Trust 5.32%, 12/11/2049		4,049,899
		575,000	Cobalt CMBS Commercial Mortgage Trust 5.25%, 08/15/2048		571,233
		4,397,769	Commercial Mortgage Loan Trust 6.30%, 12/10/2049(2)		4,594,107
			Commercial Mortgage Pass-Through Certificates
		6,023,306	0.86%, 02/10/2047(2)		224,991
		360,000	4.24%, 02/10/2047(2)		402,974
		735,000	4.75%, 10/15/2045(1)(2)		600,811
			Commercial Mortgage Trust
		3,325,968	2.11%, 07/10/2046(1)(2)(4)		226,048
		1,635,158	2.85%, 10/15/2045		1,691,913
		525,000	3.10%, 03/10/2046		549,030
		225,000	3.18%, 02/10/2048		234,510
		1,015,000	3.21%, 03/10/2046		1,068,694
		335,000	3.29%, 12/10/2044		354,402
		1,270,000	3.35%, 02/10/2048		1,329,025
		3,050,000	3.42%, 03/10/2031(1)		3,224,291
		810,000	3.46%, 08/10/2055(2)		570,582
		1,220,000	3.50%, 05/10/2048		1,289,344
		1,820,000	3.53%, 12/10/2047		1,940,748
		885,000	3.61%, 06/10/2046(2)		953,484
		1,200,000	3.61%, 10/10/2048		1,273,099
		455,000	3.62%, 07/10/2050		484,838
		1,695,000	3.62%, 10/10/2048(1)(2)		1,202,330
		1,540,000	3.70%, 08/10/2055		1,653,343
		290,000	3.80%, 08/10/2047		314,467
		740,000	3.90%, 07/10/2050		803,923
		2,360,000	3.96%, 03/10/2047		2,568,575
		1,425,000	4.02%, 07/10/2045		1,571,233
		2,350,000	4.05%, 04/10/2047		2,589,541
		420,000	4.07%, 02/10/2047(2)		465,250
		660,000	4.21%, 08/10/2046(2)		737,272
		630,000	4.73%, 10/15/2045(1)(2)		537,125
		387,118	5.44%, 03/10/2039		393,712

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

189

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Commercial Mortgage - Backed Securities - 11.5% - (continued)
	$	3,698,226	5.74%, 12/10/2049	$	3,859,412
			Community or Commercial Mortgage Trust
		1,425,000	3.69%, 08/10/2047		1,523,479
		1,630,000	4.01%, 04/10/2047		1,789,025
		2,060,000	4.38%, 07/10/2045(2)		2,311,190
		1,923,679	Credit Suisse Commercial Mortgage Trust 5.89%, 06/15/2039(2)		1,978,478
			Credit Suisse First Boston Mortgage Securities Corp.
		16,608	4.77%, 07/15/2037		16,603
		909,055	4.88%, 04/15/2037		845,792
			CSAIL Commercial Mortgage Trust
		44,304,574	1.04%, 06/15/2057(2)(4)		2,433,340
		1,520,639	1.11%, 04/15/2050(2)(4)		89,482
		5,935,245	1.22%, 11/15/2048(2)(4)		395,851
		1,405,000	3.51%, 08/15/2048(2)		1,014,873
		5,337,000	3.72%, 08/15/2048		5,727,457
		2,385,000	3.81%, 11/15/2048		2,573,456
		4,504,793	DBUBS Mortgage Trust 1.10%, 11/10/2046(1)(2)(4)		114,721
		1,710,000	Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028(1)		1,927,773
			FREMF Mortgage Trust
		2,495,000	3.08%, 10/25/2047(1)(2)		2,517,099
		2,710,000	5.42%, 09/25/2043(1)(2)		2,978,431
		475,704	GE Business Loan Trust 1.43%, 05/15/2034(1)(2)		388,601
		605,000	GE Commercial Mortgage Corp. 5.61%, 12/10/2049(2)		590,342
			GS Mortgage Securities Trust
		26,948,520	0.31%, 07/10/2046(2)(4)		209,487
		3,694,776	1.78%, 08/10/2044(1)(2)(4)		186,360
		75,000	2.94%, 02/10/2046		77,658
		2,010,000	2.95%, 11/05/2034(1)		2,064,144
		565,000	3.27%, 11/10/2048		429,770
		1,895,000	3.38%, 05/10/2050		1,983,870
		635,000	3.58%, 06/10/2047(1)		367,228
		695,000	3.67%, 04/10/2047(1)		514,078
		3,305,000	3.86%, 06/10/2047		3,589,812
		2,090,000	4.00%, 04/10/2047		2,288,159
		1,145,000	4.07%, 01/10/2047		1,257,113
		725,000	4.66%, 11/10/2047(1)(2)		569,237
		1,310,000	5.03%, 04/10/2047(1)(2)		1,024,039
			Hilton USA Trust
		3,260,000	2.66%, 11/05/2030(1)		3,274,060
		462,424	3.19%, 11/05/2030(1)(2)		462,127
		730,000	JP Morgan Chase Commercial Mortgage Securities Corp. 4.57%, 12/15/2047(1)(2)		575,780
			JP Morgan Chase Commercial Mortgage Securities Trust
		5,623,899	1.94%, 02/12/2051(2)		5,421,752
		1,325,000	2.73%, 10/15/2045(1)(2)		938,405
		1,435,000	2.83%, 10/15/2045		1,480,456
		1,282,222	3.91%, 05/05/2030(1)		1,372,545
		380,000	4.00%, 08/15/2046(1)(2)		304,728
		2,740,000	4.17%, 12/15/2046		3,046,413
		625,001	4.81%, 10/15/2045(1)(2)		566,533
		4,627,427	5.34%, 05/15/2047		4,697,272
		1,160,000	5.50%, 08/15/2046(1)(2)		1,181,014

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Commercial Mortgage - Backed Securities - 11.5% - (continued)
	$	1,009,450	5.72%, 02/15/2051	$	1,044,962
		931,826	6.07%, 02/12/2051		972,646
			JPMBB Commercial Mortgage Securities Trust
		15,339,818	1.02%, 09/15/2047(2)(4)		622,531
		5,120,189	1.10%, 05/15/2048(2)(4)		235,344
		1,235,032	3.18%, 02/15/2048		1,274,617
		1,200,000	3.60%, 11/15/2048		1,270,164
		520,061	3.61%, 05/15/2048		554,440
		1,930,000	3.78%, 08/15/2047		2,091,032
		1,665,000	3.80%, 09/15/2047		1,805,052
		860,000	3.88%, 10/15/2048(1)(2)		613,729
		2,085,000	4.00%, 04/15/2047		2,290,784
		1,250,000	4.20%, 01/15/2047		1,396,341
			LB-UBS Commercial Mortgage Trust
		344,611	5.43%, 02/15/2040		351,116
		3,290,245	5.86%, 07/15/2040(2)		3,361,197
		814,295	6.25%, 04/15/2041(2)		861,332
		100,138	Lehman Brothers Small Balance Commercial 5.11%, 09/25/2030(1)(2)		99,752
			Merrill Lynch/Countrywide Commercial Mortgage Trust
		2,952,347	5.38%, 08/12/2048		3,002,050
		1,040,000	5.42%, 08/12/2048		1,062,982
		2,091,087	5.70%, 09/12/2049		2,168,994
		2,630,609	5.81%, 06/12/2050(2)		2,721,706
			Morgan Stanley Bank of America Merrill Lynch Trust
		4,422,984	1.28%, 10/15/2048(2)(4)		329,835
		9,643,011	1.31%, 12/15/2047(2)(4)		590,942
		410,000	2.92%, 02/15/2046		422,503
		1,290,000	3.06%, 10/15/2048(1)		874,408
		730,000	3.13%, 12/15/2048		760,465
		880,000	3.18%, 08/15/2045		921,089
		1,030,166	3.53%, 12/15/2047		1,092,265
		2,315,000	3.74%, 08/15/2047		2,493,539
		775,000	4.06%, 02/15/2047		852,211
		195,000	4.26%, 10/15/2046		218,301
		775,000	4.50%, 08/15/2045(1)		544,727
			Morgan Stanley Capital I Trust
		19,068,119	0.64%, 09/15/2047(1)(2)(4)		336,159
		2,605,000	3.47%, 08/11/2029(1)		2,750,874
		860,000	5.35%, 07/15/2049(1)(2)		663,194
		425,000	5.40%, 10/12/2052(1)(2)		394,751
		2,116,607	5.57%, 12/15/2044		2,194,942
		3,450,000	5.69%, 04/15/2049(2)		3,533,514
		1,755,520	5.81%, 12/12/2049		1,830,064
		600,000	6.46%, 01/11/2043(1)(2)		577,102
			Morgan Stanley Re-Remic Trust
		1,860,868	5.99%, 08/12/2045(1)(2)		1,905,861
		1,500,268	5.99%, 08/15/2045(1)(2)		1,530,411
			SFAVE Commercial Mortgage Securities Trust
		885,000	3.87%, 01/05/2043(1)(2)		844,457
		1,965,000	4.14%, 01/05/2043(1)(2)		1,883,261
			UBS-Barclays Commercial Mortgage Trust
		1,200,000	3.09%, 08/10/2049		1,248,873
		2,380,000	3.19%, 03/10/2046		2,486,276
		4,725,120	3.24%, 04/10/2046		4,953,789
		485,000	4.22%, 03/10/2046(1)(2)		332,687

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

190

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Commercial Mortgage - Backed Securities - 11.5% - (continued)
	$	587,378	Wachovia Bank Commercial Mortgage Trust 5.31%, 11/15/2048	$	596,946
			Wells Fargo Commercial Mortgage Trust
		13,015,309	1.34%, 05/15/2048(2)(4)		943,714
		1,665,000	2.92%, 10/15/2045		1,724,300
		1,695,000	3.82%, 08/15/2050		1,838,484
		395,000	4.24%, 05/15/2048(2)		302,661
		430,000	4.37%, 06/15/2048(2)		322,544
		60,000	4.94%, 10/15/2045(1)(2)		57,237
			WF-RBS Commercial Mortgage Trust
		2,275,166	1.58%, 03/15/2047(2)(4)		152,360
		870,000	2.87%, 11/15/2045		898,018
		1,170,000	2.88%, 12/15/2045		1,207,783
		1,545,000	3.02%, 11/15/2047(1)		751,430
		305,000	3.07%, 03/15/2045		317,694
		605,000	3.63%, 11/15/2047		647,237
		635,000	3.67%, 11/15/2044		682,256
		3,515,000	3.68%, 08/15/2047		3,778,773
		3,230,281	4.00%, 05/15/2047		3,544,023
		3,255,000	4.05%, 03/15/2047		3,577,898
		2,130,000	4.90%, 06/15/2044(1)(2)		2,399,136
		345,000	5.00%, 06/15/2044(1)(2)		295,146
		400,505	5.00%, 04/15/2045(1)(2)		269,900
		960,000	5.75%, 04/15/2045(1)(2)		947,444
		2,084,636	WFRBS Commercial Mortgage Trust 4.10%, 03/15/2047		2,301,089
					224,349,105
			Whole Loan Collateral CMO - 5.1%
			Adjustable Rate Mortgage Trust
		242,976	0.70%, 01/25/2036(2)		198,849
		1,075,399	0.71%, 11/25/2035(2)		970,432
		1,371,931	0.94%, 01/25/2036(2)		1,175,442
			Alternative Loan Trust
		3,327,875	0.71%, 01/25/2036(2)		2,700,181
		1,276,285	0.76%, 11/25/2035(2)		1,044,849
		219,484	0.84%, 10/25/2036(2)		149,262
		1,008,217	5.75%, 05/25/2036		791,452
		368,324	6.00%, 05/25/2036		298,991
		233,251	6.00%, 12/25/2036		172,532
			American Home Mortgage Assets Trust
		725,114	0.63%, 09/25/2046(2)		495,261
		928,357	1.32%, 10/25/2046(2)		647,324
			Banc of America Funding Trust
		152,251	0.63%, 10/20/2036(2)		121,874
		198,319	0.67%, 02/20/2047(2)		162,346
		2,287,462	0.74%, 05/20/2047(2)		1,858,039
		2,819,131	5.77%, 05/25/2037(2)		2,477,065
		126,648	5.85%, 01/25/2037(3)		106,751
			BCAP LLC Trust
		524,676	0.61%, 01/25/2037(2)		416,523
		1,384,554	0.62%, 03/25/2037(2)		1,155,462
			Bear Stearns Adjustable Rate Mortgage Trust
		1,223,162	2.66%, 10/25/2035(2)		1,176,054
		782,412	2.80%, 02/25/2036(2)		599,042
			Bear Stearns Alt-A Trust
		238,994	0.76%, 08/25/2036(2)		176,723
		437,363	0.82%, 05/25/2036(2)		359,823
		3,085,208	0.94%, 01/25/2036(2)		2,455,061

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Whole Loan Collateral CMO - 5.1% - (continued)
	$	1,667,942	Bear Stearns Mortgage Funding Trust 0.62%, 10/25/2036(2)	$	1,276,134
		998,624	Chase Mortgage Finance Trust 2.67%, 12/25/2035(2)		904,979
			CHL Mortgage Pass-Through Trust
		1,577,489	1.12%, 03/25/2035(2)		1,254,847
		600,030	2.66%, 06/20/2035(2)		577,067
		352,690	2.68%, 03/20/2036(2)		312,837
			Countrywide Home Loans, Inc.
		1,241,836	2.62%, 11/20/2035(2)		1,105,865
		2,271,515	2.75%, 09/25/2047(2)		2,029,332
		876,584	2.95%, 04/20/2036(2)		729,722
		1,473,976	CS First Boston Mortgage Securities Corp. 5.50%, 06/25/2035		1,373,006
			DSLA Mortgage Loan Trust
		265,441	0.80%, 01/19/2045(2)		225,655
		939,301	1.27%, 03/19/2046(2)		673,417
			GMAC Mortgage Corp. Loan Trust
		1,101,874	3.10%, 09/19/2035(2)		1,009,989
		176,823	3.31%, 04/19/2036(2)		150,369
			GSR Mortgage Loan Trust
		4,223,820	0.74%, 01/25/2037(2)		2,449,816
		245,009	0.94%, 11/25/2035(2)		162,600
		345,991	2.85%, 10/25/2035(2)		303,832
		3,209,222	3.01%, 01/25/2036(2)		2,932,994
			HarborView Mortgage Loan Trust
		1,703,666	0.63%, 01/19/2038(2)		1,354,852
		1,771,732	0.68%, 12/19/2036(2)		1,213,677
		971,629	1.14%, 01/19/2035(2)		639,614
		434,486	1.44%, 10/25/2037(2)		368,607
			IndyMac Index Mortgage Loan Trust
		1,554,081	0.63%, 04/25/2037(2)		1,097,272
		762,765	0.68%, 07/25/2035(2)		658,213
		1,467,479	0.72%, 07/25/2035(2)		1,184,064
		783,338	0.73%, 01/25/2036(2)		497,147
		614,421	2.78%, 08/25/2035(2)		457,243
		843,543	2.79%, 01/25/2036(2)		783,994
		1,724,520	2.96%, 04/25/2037(2)		1,097,455
			JP Morgan Mortgage Trust
		1,057,299	2.74%, 09/25/2035(2)		1,002,476
		263,673	2.80%, 04/25/2037(2)		230,879
		735,909	2.90%, 05/25/2036(2)		650,734
		955,845	Lehman XS Trust 0.65%, 07/25/2046(2)		739,886
			LSTAR Securities Investment Trust
		4,584,445	2.43%, 01/01/2020(1)(2)		4,517,971
		5,381,318	2.43%, 10/01/2020(1)(2)		5,282,140
		6,267,943	2.44%, 04/01/2020(1)(2)		6,087,740
		537,027	Luminent Mortgage Trust 0.64%, 10/25/2046(2)		452,911
		527,188	Merrill Lynch Mortgage Investors Trust 2.84%, 07/25/2035(2)		415,398
		1,795,223	Morgan Stanley Mortgage Loan Trust 3.00%, 05/25/2036(2)		1,273,557
		223,244	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.18%, 06/25/2036(2)		165,976
		2,882,007	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		2,593,428

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

191

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.5% - (continued)
			Whole Loan Collateral CMO - 5.1% - (continued)
			Residential Accredit Loans, Inc.
	$	247,052	0.66%, 02/25/2046(2)	$	109,127
		2,151,293	0.74%, 04/25/2036(2)		1,442,692
		336,320	1.18%, 09/25/2046(2)		233,366
		2,394,432	1.64%, 11/25/2037(2)		1,548,913
		1,842,121	6.00%, 12/25/2035		1,575,258
		823,517	Residential Asset Securitization Trust 0.89%, 03/25/2035(2)		636,543
		823,383	Residential Funding Mortgage Securities, Inc. 2.92%, 08/25/2035(2)		615,061
		363,246	Sequoia Mortgage Trust 2.69%, 07/20/2037(2)		289,380
		2,860,171	Springleaf Mortgage Loan Trust 3.52%, 12/25/2065(1)(2)		2,865,755
		602,284	Structured Adjustable Rate Mortgage Loan Trust 0.74%, 09/25/2034(2)		461,457
		3,755,000	Structured Agency Credit Risk Debt Notes 2.09%, 04/25/2024(2)		3,728,974
		610,618	Structured Asset Mortgage Investments II Trust 0.67%, 02/25/2036(2)		460,431
			Towd Point Mortgage Trust
		2,058,139	2.75%, 04/25/2055(1)(2)		2,060,093
		755,501	3.00%, 03/25/2054(1)(2)		762,318
			WaMu Mortgage Pass-Through Certificates Trust
		1,258,405	0.86%, 06/25/2044(2)		1,118,084
		704,616	1.36%, 07/25/2046(2)		563,155
		383,928	1.38%, 08/25/2046(2)		313,802
		377,759	2.17%, 11/25/2046(2)		334,147
		419,322	2.20%, 12/25/2036(2)		358,185
		1,756,943	2.22%, 06/25/2037(2)		1,492,577
			Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
		519,984	0.53%, 02/25/2037(2)		330,260
		256,882	0.60%, 02/25/2037(2)		184,749
		1,980,078	1.04%, 07/25/2036(2)		1,097,734
		973,815	1.21%, 11/25/2046(2)		665,010
		887,691	Wells Fargo Alternative Loan Trust 2.77%, 12/28/2037(2)		743,951
			Wells Fargo Commercial Mortgage Trust
		30,537,980	1.34%, 09/15/2057(2)(4)		2,141,265
		2,115,000	2.88%, 05/15/2048(1)(2)		1,056,589
		1,090,000	3.36%, 09/15/2058(1)		639,455
		675,000	3.84%, 09/15/2058		730,537
					98,505,901
			Whole Loan Collateral PAC - 0.0%
		189,701	Alternative Loan Trust 0.94%, 12/25/2035(2)		131,021
			Total Asset & Commercial Mortgage Backed Securities (cost $630,943,351)	$	631,372,135
CORPORATE BONDS - 33.3%
			Advertising - 0.1%
	$	70,000	Lamar Media Corp. 5.75%, 02/01/2026(1)	$	74,025

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Advertising - 0.1% - (continued)
	$	1,605,000	Omnicom Group, Inc. 3.60%, 04/15/2026	$	1,671,036
					1,745,061
			Aerospace/Defense - 0.2%
		470,000	BAE Systems Holdings, Inc. 2.85%, 12/15/2020(1)		476,961
		530,000	BAE Systems plc 4.75%, 10/11/2021(1)		584,529
			Lockheed Martin Corp.
		955,000	2.50%, 11/23/2020		982,488
		1,395,000	4.70%, 05/15/2046		1,604,034
					3,648,012
			Agriculture - 0.4%
		534,000	Altria Group, Inc. 10.20%, 02/06/2039		975,791
		1,680,000	BAT International Finance plc 2.75%, 06/15/2020(1)		1,735,422
			Imperial Tobacco Finance plc
		1,345,000	2.05%, 07/20/2018(1)		1,352,957
		760,000	2.95%, 07/21/2020(1)		783,296
		1,040,000	3.75%, 07/21/2022(1)		1,095,676
		1,935,000	Reynolds American, Inc. 3.25%, 06/12/2020		2,029,047
					7,972,189
			Airlines - 0.0%
		195,000	AircastleLtd. 5.00%, 04/01/2023		198,541
			Apparel - 0.1%
		1,375,000	William Carter Co. 5.25%, 08/15/2021		1,432,750
			Auto Manufacturers - 1.7%
		5,450,000	Daimler Finance North America LLC 1.65%, 03/02/2018(1)		5,457,603
			Ford Motor Credit Co. LLC
		6,510,000	1.46%, 03/27/2017		6,514,479
		700,000	2.24%, 06/15/2018		704,687
		2,275,000	3.20%, 01/15/2021		2,343,691
		1,370,000	4.25%, 02/03/2017		1,399,143
			General Motors Co.
		1,420,000	6.60%, 04/01/2036		1,661,585
		330,000	6.75%, 04/01/2046		398,235
			General Motors Financial Co., Inc.
		1,900,000	2.40%, 04/10/2018		1,911,746
		3,150,000	3.50%, 07/10/2019		3,257,273
		3,640,000	4.75%, 08/15/2017		3,780,864
		2,395,000	5.25%, 03/01/2026		2,627,351
		2,715,000	Volkswagen Group of America Finance LLC 1.60%, 11/20/2017(1)		2,706,130
					32,762,787
			Auto Parts & Equipment - 0.0%
			ZF North America Capital, Inc.
		190,000	4.50%, 04/29/2022(1)		194,508
		165,000	4.75%, 04/29/2025(1)		167,269
					361,777
			Beverages - 1.6%
			Anheuser-Busch InBev Finance, Inc.
		3,725,000	1.90%, 02/01/2019		3,778,387
		605,000	2.15%, 02/01/2019		617,943

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

192

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Beverages - 1.6% - (continued)
	$	9,320,000	3.30%, 02/01/2023	$	9,713,229
		2,905,000	4.70%, 02/01/2036		3,177,004
		10,530,000	4.90%, 02/01/2046		11,941,631
			Anheuser-Busch InBev Worldwide, Inc.
		1,025,000	2.50%, 07/15/2022		1,032,708
		1,445,000	3.75%, 07/15/2042		1,405,728
					31,666,630
			Biotechnology - 0.1%
		755,000	Celgene Corp. 4.63%, 05/15/2044		777,582
		675,000	Gilead Sciences, Inc. 3.25%, 09/01/2022		715,205
					1,492,787
			Commercial Banks - 10.8%
	EUR	930,000	Allied Irish Banks plc 7.38%, 12/03/2020(2)(5)(6)		926,460
			Banco Bilbao Vizcaya Argentaria S.A.
		2,200,000	7.00%, 02/19/2019(2)(5)(6)		2,317,582
	$	2,800,000	9.00%, 05/09/2018(2)(5)(6)		2,893,100
			Banco Santander S.A.
	EUR	3,000,000	6.25%, 03/12/2019(2)(5)(6)		3,010,051
		700,000	6.25%, 09/11/2021(2)(5)(6)		697,015
			Bank of America Corp.
	$	1,915,000	2.63%, 04/19/2021		1,927,773
		980,000	3.50%, 04/19/2026		990,505
		2,575,000	4.00%, 01/22/2025		2,578,881
		5,805,000	4.20%, 08/26/2024		5,911,922
		990,000	5.00%, 01/21/2044		1,103,491
		4,630,000	6.05%, 05/16/2016		4,638,200
		2,235,000	7.75%, 05/14/2038		3,109,716
	EUR	2,450,000	Bank of Ireland 7.38%, 06/18/2020(2)(5)(6)		2,703,679
	$	1,715,000	Bank of New York Mellon Corp. 2.60%, 08/17/2020		1,768,052
		5,535,000	Bank of Nova Scotia 4.50%, 12/16/2025		5,704,194
		6,900,000	Barclays Bank plc 6.05%, 12/04/2017(1)		7,304,933
			Barclays plc
	EUR	2,025,000	8.00%, 12/15/2020(2)(5)		2,312,930
	$	455,000	8.25%, 12/15/2018(2)(5)		456,153
		2,265,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(2)(5)		2,315,962
			BPCE S.A.
		1,305,000	5.15%, 07/21/2024(1)		1,341,931
		1,900,000	5.70%, 10/22/2023(1)		2,020,411
		1,750,000	Capital One Financial Corp. 6.15%, 09/01/2016		1,778,170
			Capital One NA/Mclean VA
		7,075,000	1.65%, 02/05/2018		7,045,936
		2,200,000	2.35%, 08/17/2018		2,220,319
			CIT Group, Inc.
		40,000	5.00%, 05/15/2017		40,825
		1,614,000	5.50%, 02/15/2019(1)		1,690,665
		485,000	6.63%, 04/01/2018(1)		511,069
			Citigroup, Inc.
		1,255,000	1.85%, 11/24/2017		1,259,459
		1,890,000	2.70%, 03/30/2021		1,913,719
		2,425,000	4.30%, 11/20/2026		2,482,206

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Commercial Banks - 10.8% - (continued)
	$	1,850,000	4.40%, 06/10/2025	$	1,909,409
		6,405,000	4.45%, 09/29/2027		6,525,491
		1,820,000	4.60%, 03/09/2026		1,891,207
		1,135,000	4.65%, 07/30/2045		1,213,788
		435,000	5.50%, 09/13/2025		481,903
		1,425,000	6.68%, 09/13/2043		1,764,828
			Credit Agricole S.A.
		200,000	4.38%, 03/17/2025(1)		199,352
	EUR	1,440,000	6.50%, 06/23/2021(2)(5)(6)		1,607,651
	GBP	750,000	7.50%, 06/23/2026(2)(5)(6)		1,006,189
	$	2,025,000	8.13%, 12/23/2025(1)(2)(5)		2,090,812
		5,840,000	Credit Suisse Group AG 6.25%, 12/18/2024(1)(2)(5)		5,372,800
		3,425,000	Credit Suisse Group Funding Guernsey Ltd. 3.13%, 12/10/2020(1)		3,430,843
		800,000	Credit Suisse Group Guernsey I Ltd. 7.88%, 02/24/2041(2)(6)		807,170
			Goldman Sachs Group, Inc.
		360,000	1.80%, 04/23/2020(2)		360,008
		460,000	2.00%, 04/25/2019		461,411
		1,725,000	2.38%, 01/22/2018		1,746,820
		1,695,000	2.75%, 09/15/2020		1,720,430
		2,045,000	2.88%, 02/25/2021		2,077,826
		860,000	4.75%, 10/21/2045		915,191
		2,105,000	5.15%, 05/22/2045		2,164,454
		2,696,000	6.00%, 06/15/2020		3,070,779
		1,410,000	6.25%, 02/01/2041		1,795,457
		1,700,000	6.45%, 05/01/2036		1,990,834
		5,105,000	6.75%, 10/01/2037		6,188,674
			HSBC Holdings plc
		2,870,000	3.40%, 03/08/2021		2,972,714
		3,800,000	4.25%, 08/18/2025		3,831,844
	EUR	1,775,000	5.25%, 09/16/2022(2)(5)(6)		1,847,002
	$	800,000	5.25%, 03/14/2044		851,694
		700,000	6.50%, 09/15/2037		844,659
		1,285,000	6.80%, 06/01/2038		1,606,340
		1,125,000	HSBC USA, Inc. 2.75%, 08/07/2020		1,145,069
			Intesa Sanpaolo S.p.A.
		2,710,000	5.71%, 01/15/2026(1)		2,633,562
		3,825,000	7.70%, 09/17/2025(1)(2)(5)		3,538,125
			JP Morgan Chase & Co.
		455,000	2.55%, 10/29/2020		461,465
		530,000	2.75%, 06/23/2020		542,741
		5,915,000	4.25%, 10/01/2027		6,173,403
		2,800,000	4.35%, 08/15/2021		3,065,079
		415,000	5.60%, 07/15/2041		514,834
		1,060,000	6.00%, 01/15/2018		1,138,854
	EUR	1,030,000	KBC Groep N.V. 5.63%, 03/19/2019(2)(5)(6)		1,135,174
			Morgan Stanley
	$	1,975,000	2.13%, 04/25/2018		1,992,587
		465,000	2.45%, 02/01/2019		472,085
		1,175,000	2.50%, 01/24/2019		1,194,702
		4,630,000	2.50%, 04/21/2021		4,638,751
		2,600,000	3.95%, 04/23/2027		2,596,194
		2,710,000	4.00%, 07/23/2025		2,851,183
		460,000	4.35%, 09/08/2026		475,328
		310,000	4.88%, 11/01/2022		337,282
		4,950,000	5.55%, 04/27/2017		5,158,098
		505,000	7.30%, 05/13/2019		581,617

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

193

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Commercial Banks - 10.8% - (continued)
	$	355,000	Radian Group, Inc. 7.00%, 03/15/2021	$	378,519
			Royal Bank of Scotland Group plc
		1,095,000	6.13%, 12/15/2022		1,170,749
		2,455,000	7.50%, 08/10/2020(2)(5)		2,289,287
		520,000	8.00%, 08/10/2025(2)(5)		498,387
		7,600,000	Santander Issuances SAU 5.18%, 11/19/2025		7,551,748
	GBP	755,000	Santander UK Group Holdings plc 7.38%, 06/24/2022(2)(5)(6)		1,047,274
	$	3,040,000	Societe Generale S.A. 8.25%, 11/29/2018(2)(5)(6)		3,108,400
		3,080,000	SunTrust Banks, Inc. 3.50%, 01/20/2017		3,123,893
			UBS Group AG
	EUR	800,000	5.75%, 02/19/2022(2)(5)(6)		918,422
	$	2,765,000	7.13%, 02/19/2020(2)(5)(6)		2,806,475
		720,000	UniCredit S.p.A. 8.00%, 06/03/2024(2)(5)(6)		602,100
			Wells Fargo & Co.
		1,190,000	3.00%, 04/22/2026		1,187,033
		3,000,000	4.90%, 11/17/2045		3,243,792
		50,000	5.38%, 11/02/2043		56,962
		3,130,000	5.61%, 01/15/2044		3,666,579
					210,018,642
			Commercial Services - 0.1%
		1,055,000	Cardtronics, Inc. 5.13%, 08/01/2022		1,057,648
			United Rentals North America, Inc.
		425,000	4.63%, 07/15/2023		423,406
		290,000	5.50%, 07/15/2025		288,395
					1,769,449
			Construction Materials - 0.2%
		1,800,000	CRH America, Inc. 5.13%, 05/18/2045(1)		1,874,290
		690,000	Norbord, Inc. 6.25%, 04/15/2023(1)		696,900
			Standard Industries, Inc.
		665,000	5.38%, 11/15/2024(1)		693,263
		695,000	6.00%, 10/15/2025(1)		748,862
					4,013,315
			Diversified Financial Services - 0.9%
		125,000	Aircastle Ltd. 5.50%, 02/15/2022		132,969
		1,905,000	Bear Stearns Cos LLC 5.55%, 01/22/2017		1,960,519
		1,555,000	Intercontinental Exchange, Inc. 2.75%, 12/01/2020		1,601,631
			International Lease Finance Corp.
		2,600,000	5.88%, 04/01/2019		2,788,500
		1,025,000	6.75%, 09/01/2016(1)		1,039,094
			Navient Corp.
		1,095,000	5.50%, 01/15/2019		1,086,788
		395,000	7.25%, 01/25/2022		389,075
		945,000	8.45%, 06/15/2018		1,011,150
		2,690,000	Synchrony Financial 2.60%, 01/15/2019		2,709,486

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Diversified Financial Services - 0.9% - (continued)
			Visa, Inc.
	$	1,740,000	2.80%, 12/14/2022	$	1,814,982
		2,315,000	4.30%, 12/14/2045		2,544,150
					17,078,344
			Electric - 0.5%
		275,000	AES Corp. 5.50%, 03/15/2024		278,437
		1,465,000	Duke Energy Carolinas LLC 4.25%, 12/15/2041		1,594,516
		1,435,000	Duke Energy Progress LLC 4.38%, 03/30/2044		1,599,368
		360,000	EDP Finance B.V. 5.25%, 01/14/2021(1)		379,159
		2,375,000	Electricite de France S.A. 4.95%, 10/13/2045(1)		2,578,027
			Exelon Corp.
		370,000	2.45%, 04/15/2021		374,144
		1,880,000	2.85%, 06/15/2020		1,918,542
		495,000	Oncor Electric Delivery Co. LLC 7.00%, 09/01/2022		619,474
		675,000	Pacific Gas & Electric Co. 8.25%, 10/15/2018		784,356
					10,126,023
			Electrical Components & Equipment - 0.0%
		705,000	EnerSys 5.00%, 04/30/2023(1)		701,475
			Engineering & Construction - 0.3%
			SBA Tower Trust
		2,400,000	2.93%, 12/15/2042(1)		2,405,015
		3,435,000	3.60%, 04/15/2043(1)		3,429,858
					5,834,873
			Entertainment - 0.0%
			GLP Capital L.P. / GLP Financing II, Inc.
		15,000	4.38%, 04/15/2021		15,338
		230,000	5.38%, 04/15/2026		239,775
					255,113
			Environmental Control - 0.1%
			Clean Harbors, Inc.
		150,000	5.13%, 06/01/2021		151,125
		1,035,000	5.25%, 08/01/2020		1,064,756
					1,215,881
			Food - 0.3%
			Kraft Heinz Foods Co.
		1,205,000	2.00%, 07/02/2018(1)		1,217,160
		815,000	2.80%, 07/02/2020(1)		838,682
		750,000	Minerva Luxembourg S.A. 7.75%, 01/31/2023(1)		762,187
		1,600,000	Sigma Alimentos S.A. de CV 4.13%, 05/02/2026(1)		1,603,776
		1,640,000	Sysco Corp. 2.50%, 07/15/2021		1,659,954
					6,081,759
			Forest Products & Paper - 0.1%
			Cascades, Inc.
		265,000	5.50%, 07/15/2022(1)		255,725
		270,000	5.75%, 07/15/2023(1)		257,175

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

194

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Forest Products & Paper - 0.1% - (continued)
	$	1,045,000	Clearwater Paper Corp. 5.38%, 02/01/2025(1)	$	1,039,775
					1,552,675
			Gas - 0.0%
		75,000	Southern Star Central Corp. 5.13%, 07/15/2022(1)		71,438
			Healthcare-Products - 0.4%
		140,000	Hologic, Inc. 5.25%, 07/15/2022(1)		146,650
		695,000	Kinetic Concepts, Inc. / KCI USA, Inc. 7.88%, 02/15/2021(1)		751,469
			Medtronic, Inc.
		1,125,000	2.50%, 03/15/2020		1,163,143
		1,353,000	4.38%, 03/15/2035		1,506,764
		1,740,000	Thermo Fisher Scientific, Inc. 3.00%, 04/15/2023		1,763,513
		3,645,000	Zimmer Biomet Holdings, Inc. 1.45%, 04/01/2017		3,647,785
					8,979,324
			Healthcare-Services - 1.1%
			Anthem, Inc.
		4,575,000	3.50%, 08/15/2024		4,694,426
		1,300,000	4.63%, 05/15/2042		1,352,344
		505,000	Community Health Systems, Inc. 5.13%, 08/01/2021		506,470
			HCA, Inc.
		690,000	6.50%, 02/15/2020		764,175
		1,336,000	7.50%, 11/15/2095		1,295,920
		695,000	LifePoint Health, Inc. 5.88%, 12/01/2023		728,013
		150,000	MEDNAX, Inc. 5.25%, 12/01/2023(1)		155,250
		2,625,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		2,782,500
			UnitedHealth Group, Inc.
		2,345,000	1.70%, 02/15/2019		2,372,565
		3,545,000	2.13%, 03/15/2021		3,577,809
		1,745,000	3.35%, 07/15/2022		1,851,031
		1,620,000	3.75%, 07/15/2025		1,756,675
		590,000	4.75%, 07/15/2045		681,701
					22,518,879
			Holding Companies-Diversified - 0.2%
		4,025,000	Hutchison Whampoa International Ltd. 2.00%, 11/08/2017(1)		4,043,543
			Home Builders - 0.1%
		850,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022		875,670
		515,000	Meritage Homes Corp. 6.00%, 06/01/2025		525,300
		80,000	PulteGroup, Inc. 4.25%, 03/01/2021		81,400
					1,482,370
			Insurance - 0.3%
		1,135,000	American International Group, Inc. 4.70%, 07/10/2035		1,155,329
			CNO Financial Group, Inc.
		25,000	4.50%, 05/30/2020		25,750
		120,000	5.25%, 05/30/2025		123,526

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Insurance - 0.3% - (continued)
	$	1,855,000	Manulife Financial Corp. 4.15%, 03/04/2026	$	1,930,586
		1,535,000	Marsh & McLennan Cos., Inc. 3.50%, 03/10/2025		1,561,230
		1,497,000	Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039(1)		2,198,232
					6,994,653
			Iron/Steel - 0.1%
			ArcelorMittal
		535,000	5.13%, 06/01/2020		526,975
		160,000	6.13%, 06/01/2025		156,400
			Steel Dynamics, Inc.
		300,000	5.13%, 10/01/2021		306,750
		325,000	5.50%, 10/01/2024		330,281
		820,000	United States Steel Corp. 7.38%, 04/01/2020		772,850
					2,093,256
			IT Services - 0.1%
		1,955,000	Apple, Inc. 3.45%, 02/09/2045		1,781,419
			Lodging - 0.1%
		1,085,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		1,103,770
			Machinery - Construction & Mining - 0.0%
		255,000	Oshkosh Corp. 5.38%, 03/01/2025		262,650
			Machinery-Diversified - 0.1%
		995,000	Case New Holland Industrial, Inc. 7.88%, 12/01/2017		1,059,675
			Media - 2.9%
			21st Century Fox America, Inc.
		1,090,000	3.70%, 10/15/2025		1,167,204
		2,150,000	6.15%, 03/01/2037		2,625,247
		750,000	6.20%, 12/15/2034		922,823
		1,028,000	8.00%, 10/17/2016		1,060,291
		500,000	Altice US FIinance I Corp. 5.50%, 05/15/2026(1)		505,000
		575,000	CBS Corp. 4.00%, 01/15/2026		609,765
			CCO Holdings LLC / CCO Holdings Capital Corp.
		35,000	5.13%, 02/15/2023		35,875
		140,000	5.25%, 09/30/2022		144,550
		170,000	5.75%, 09/01/2023		178,713
			CCO Safari II LLC
		2,085,000	3.58%, 07/23/2020(1)		2,164,359
		2,920,000	4.46%, 07/23/2022(1)		3,104,658
		3,410,000	4.91%, 07/23/2025(1)		3,676,140
		4,520,000	6.48%, 10/23/2045(1)		5,339,801
		1,015,000	CCOH Safari LLC 5.75%, 02/15/2026(1)		1,047,987
		325,000	Columbus International, Inc. 7.38%, 03/30/2021(1)		345,215
			Comcast Corp.
		4,135,000	2.75%, 03/01/2023		4,273,642
		1,740,000	4.75%, 03/01/2044		2,014,160
		95,000	5.70%, 07/01/2019		107,613

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

195

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Media - 2.9% - (continued)
			Cox Communications, Inc.
	$	685,000	3.25%, 12/15/2022(1)	$	673,705
		1,200,000	3.85%, 02/01/2025(1)		1,166,980
			DISH DBS Corp.
		755,000	5.88%, 11/15/2024		708,567
		1,200,000	7.88%, 09/01/2019		1,323,000
		1,295,000	Grupo Televisa S.A.B. 6.13%, 01/31/2046		1,399,895
		1,265,000	Liberty Interactive LLC 8.25%, 02/01/2030		1,312,437
		1,379,000	NBC Universal Media LLC 5.95%, 04/01/2041		1,801,698
			Numericable-SFR S.A.
		280,000	4.88%, 05/15/2019(1)		290,360
		240,000	7.38%, 05/01/2026(1)		243,600
			Sky plc
		565,000	2.63%, 09/16/2019(1)		574,352
		1,295,000	3.13%, 11/26/2022(1)		1,311,693
			TEGNA, Inc.
		1,670,000	5.13%, 10/15/2019		1,728,450
		1,020,000	5.13%, 07/15/2020		1,062,075
			Time Warner Cable, Inc.
		1,175,000	4.50%, 09/15/2042		1,100,735
		165,000	5.88%, 11/15/2040		177,698
		125,000	6.75%, 06/15/2039		147,988
		150,000	7.30%, 07/01/2038		184,400
		2,145,000	8.75%, 02/14/2019		2,530,521
		3,190,000	Time Warner Entertainment Co., L.P. 8.38%, 07/15/2033		4,221,541
			Time Warner, Inc.
		1,125,000	3.60%, 07/15/2025		1,175,151
		575,000	4.85%, 07/15/2045		619,509
		1,445,000	6.10%, 07/15/2040		1,748,246
		345,000	6.20%, 03/15/2040		413,374
		1,100,000	6.50%, 11/15/2036		1,341,963
		330,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(1)		341,963
					56,922,944
			Mining - 0.1%
		250,000	Anglo American Capital plc 4.13%, 04/15/2021(1)		230,232
			Freeport-McMoRan, Inc.
		85,000	3.88%, 03/15/2023		71,188
		250,000	4.55%, 11/14/2024		210,313
		280,000	5.40%, 11/14/2034		214,172
		575,000	5.45%, 03/15/2043		431,250
		80,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024(1)		81,900
		605,000	Rio Tinto Finance USA Ltd. 3.75%, 06/15/2025		620,152
					1,859,207
			Miscellaneous Manufacturing - 0.1%
		2,013,000	General Electric Co. 5.00%, 01/21/2021(2)(5)		2,091,004
			Oil & Gas - 2.7%
			Anadarko Petroleum Corp.
		470,000	4.85%, 03/15/2021		490,248
		2,490,000	5.55%, 03/15/2026		2,668,961

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Oil & Gas - 2.7% - (continued)
	$	170,000	6.38%, 09/15/2017	$	180,499
		2,510,000	6.60%, 03/15/2046		2,840,916
		280,000	6.95%, 06/15/2019		308,494
		220,000	Antero Resources Corp. 5.63%, 06/01/2023		213,400
			BP Capital Markets plc
		710,000	2.52%, 01/15/2020		726,696
		1,915,000	2.75%, 05/10/2023		1,913,056
			Cenovus Energy, Inc.
		465,000	3.00%, 08/15/2022		417,118
		1,490,000	5.20%, 09/15/2043		1,234,840
		4,225,000	5.70%, 10/15/2019		4,380,839
		215,000	6.75%, 11/15/2039		208,787
		535,000	Concho Resources, Inc. 5.50%, 04/01/2023		539,013
			ConocoPhillips Co.
		1,910,000	4.20%, 03/15/2021		2,041,272
		1,810,000	4.95%, 03/15/2026		2,000,736
			Continental Resources, Inc.
		25,000	3.80%, 06/01/2024		21,313
		85,000	4.50%, 04/15/2023		75,916
		55,000	4.90%, 06/01/2044		44,275
		310,000	5.00%, 09/15/2022		289,463
			Devon Energy Corp.
		1,750,000	3.25%, 05/15/2022		1,584,580
		1,225,000	4.00%, 07/15/2021		1,161,594
		390,000	Devon Financing Corp. LLC 7.88%, 09/30/2031		417,544
		1,930,000	Ecopetrol S.A. 5.88%, 05/28/2045		1,569,862
		740,000	EOG Resources, Inc. 4.15%, 01/15/2026		791,394
			Exxon Mobil Corp.
		2,150,000	2.22%, 03/01/2021		2,190,364
		1,810,000	2.73%, 03/01/2023		1,852,350
		885,000	3.04%, 03/01/2026		916,595
		1,121,000	Harvest Operations Corp. 6.88%, 10/01/2017		957,054
			Hess Corp.
		705,000	5.60%, 02/15/2041		692,318
		936,000	6.00%, 01/15/2040		929,099
		1,945,000	Kerr-McGee Corp. 6.95%, 07/01/2024		2,153,049
			Marathon Oil Corp.
		2,035,000	2.70%, 06/01/2020		1,896,036
		230,000	3.85%, 06/01/2025		205,496
		105,000	5.20%, 06/01/2045		88,975
		75,000	6.60%, 10/01/2037		71,849
		65,000	6.80%, 03/15/2032		63,438
		1,220,000	Noble Energy, Inc. 4.15%, 12/15/2021		1,245,001
			Petrobras Global Finance B.V.
	GBP	1,415,000	5.38%, 10/01/2029		1,406,500
	$	1,975,000	6.75%, 01/27/2041		1,544,845
			Petroleos Mexicanos
		1,440,000	5.50%, 02/04/2019(1)		1,505,520
		640,000	5.50%, 06/27/2044		563,200
		690,000	6.38%, 02/04/2021(1)		745,048
		2,350,000	6.63%, 06/15/2035		2,385,250
			Pioneer Natural Resources Co.
		210,000	3.45%, 01/15/2021		213,105
		450,000	3.95%, 07/15/2022		466,328

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

196

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Oil & Gas - 2.7% - (continued)
	$	2,040,000	4.45%, 01/15/2026	$	2,156,741
		290,000	6.65%, 03/15/2017		301,565
			QEP Resources, Inc.
		20,000	5.38%, 10/01/2022		18,950
		25,000	6.80%, 03/01/2020		23,375
		170,000	SM Energy Co. 6.13%, 11/15/2022		153,850
			Statoil ASA
		300,000	3.70%, 03/01/2024		317,567
		1,855,000	3.95%, 05/15/2043		1,840,967
		105,000	Tesoro Corp. 5.13%, 04/01/2024		105,000
		95,000	WPX Energy, Inc. 5.25%, 09/15/2024		79,990
					53,210,241
			Oil & Gas Services - 0.1%
		1,050,000	Halliburton Co. 2.70%, 11/15/2020		1,064,149
			Packaging & Containers - 0.1%
		690,000	Graphic Packaging International, Inc. 4.88%, 11/15/2022		710,700
		300,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1)		322,500
					1,033,200
			Pharmaceuticals - 1.1%
			Actavis Funding SCS
		5,710,000	2.35%, 03/12/2018		5,772,519
		5,225,000	3.00%, 03/12/2020		5,337,019
		1,860,000	3.45%, 03/15/2022		1,905,471
		710,000	4.55%, 03/15/2035		710,248
		855,000	Cardinal Health, Inc. 1.95%, 06/15/2018		863,948
		2,240,000	EMD Finance LLC 2.95%, 03/19/2022(1)		2,287,374
			Mylan N.V.
		1,020,000	3.00%, 12/15/2018(1)		1,037,597
		1,170,000	3.75%, 12/15/2020(1)		1,210,444
		1,125,000	Perrigo Co. plc 1.30%, 11/08/2016		1,122,635
		740,000	Perrigo Finance Unlimited Co. 3.50%, 03/15/2021		757,264
		195,000	Quintiles Transnational Corp. 4.88%, 05/15/2023(1)		199,631
					21,204,150
			Pipelines - 1.0%
			DCP Midstream LLC
		60,000	5.35%, 03/15/2020(1)		57,000
		70,000	9.75%, 03/15/2019(1)		74,900
			DCP Midstream Operating L.P.
		195,000	2.70%, 04/01/2019		182,930
		100,000	3.88%, 03/15/2023		88,250
		200,000	4.95%, 04/01/2022		192,000
		100,000	5.60%, 04/01/2044		80,500
		2,133,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		2,148,997
			Energy Transfer Partners L.P.
		570,000	4.75%, 01/15/2026		552,995
		2,615,000	5.95%, 10/01/2043		2,389,846

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Pipelines - 1.0% - (continued)
			Enterprise Products Operating LLC
	$	1,485,000	2.85%, 04/15/2021	$	1,511,598
		925,000	3.95%, 02/15/2027		957,930
			Kinder Morgan Energy Partners L.P.
		520,000	5.30%, 09/15/2020		548,748
		180,000	6.50%, 04/01/2020		195,737
		360,000	6.85%, 02/15/2020		397,238
		2,050,000	Kinder Morgan, Inc. 5.05%, 02/15/2046		1,820,138
		555,000	Magellan Midstream Partners L.P. 5.00%, 03/01/2026		612,630
			MPLX L.P.
		475,000	4.88%, 12/01/2024(1)		462,969
		240,000	4.88%, 06/01/2025(1)		231,910
		1,375,000	Regency Energy Partners L.P. 5.88%, 03/01/2022		1,405,119
		1,080,000	Sunoco Logistics Partners Operations L.P. 4.25%, 04/01/2024		1,047,291
			Tesoro Logistics L.P.
		515,000	5.50%, 10/15/2019		525,300
		480,000	6.25%, 10/15/2022		492,000
			Williams Partners L.P.
		3,610,000	3.60%, 03/15/2022		3,259,169
		1,255,000	4.30%, 03/04/2024		1,134,677
					20,369,872
			Real Estate - 0.1%
		2,230,000	ProLogis L.P. 3.35%, 02/01/2021		2,334,103
			Real Estate Investment Trusts - 1.2%
			American Tower Corp.
		2,160,000	3.40%, 02/15/2019		2,228,057
		1,125,000	4.50%, 01/15/2018		1,176,007
		3,170,000	Brandywine Operating Partnership L.P. 3.95%, 02/15/2023		3,160,677
			Crown Castle International Corp.
		240,000	3.40%, 02/15/2021		248,591
		940,000	3.70%, 06/15/2026		954,446
			Equinix, Inc.
		560,000	4.88%, 04/01/2020		582,960
		95,000	5.38%, 04/01/2023		99,275
			HCP, Inc.
		1,950,000	4.00%, 06/01/2025		1,929,445
		1,605,000	4.25%, 11/15/2023		1,636,026
			Kimco Realty Corp.
		2,115,000	3.13%, 06/01/2023		2,103,784
		1,085,000	3.40%, 11/01/2022		1,110,720
			Liberty Property L.P.
		950,000	3.38%, 06/15/2023		944,471
		860,000	4.13%, 06/15/2022		904,956
		1,865,000	Realty Income Corp. 3.25%, 10/15/2022		1,879,709
		785,000	UDR, Inc. 3.70%, 10/01/2020		823,829
		1,110,000	Ventas Realty L.P. / Ventas Capital Corp. 3.25%, 08/15/2022		1,115,924
		2,700,000	Welltower, Inc. 4.50%, 01/15/2024		2,848,608
					23,747,485

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

197

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Retail - 0.8%
	$	540,000	AutoZone, Inc. 1.63%, 04/21/2019	$	540,824
			CVS Health Corp.
		3,010,000	2.80%, 07/20/2020		3,125,777
		1,605,000	3.88%, 07/20/2025		1,732,471
		2,370,000	5.13%, 07/20/2045		2,769,696
			Group 1 Automotive, Inc.
		666,000	5.00%, 06/01/2022		659,340
		35,000	5.25%, 12/15/2023(1)		34,825
		260,000	Home Depot, Inc. 4.20%, 04/01/2043		282,889
			Lowe’s Cos., Inc.
		2,675,000	2.50%, 04/15/2026		2,648,825
		2,200,000	3.70%, 04/15/2046		2,177,872
		835,000	McDonald’s Corp. 2.75%, 12/09/2020		866,740
					14,839,259
			Savings & Loans - 0.1%
	GBP	755,000	Nationwide Building Society 6.88%, 06/20/2019(2)(5)(6)		1,042,495
			Semiconductors - 0.1%
			NXP B.V. / NXP Funding LLC
	$	210,000	4.13%, 06/15/2020(1)		215,775
		250,000	4.63%, 06/15/2022(1)		259,375
		350,000	Sensata Technologies B.V. 5.00%, 10/01/2025(1)		351,750
		211,000	Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026(1)		225,242
					1,052,142
			Shipbuilding - 0.0%
		100,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(1)		105,125
			Software - 0.2%
			First Data Corp.
		125,000	5.00%, 01/15/2024(1)		126,250
		695,000	5.38%, 08/15/2023(1)		718,456
		112,000	6.75%, 11/01/2020(1)		117,600
		1,930,000	Hewlett Packard Enterprise Co. 2.45%, 10/05/2017(1)		1,951,591
			MSCI, Inc.
		360,000	5.25%, 11/15/2024(1)		376,200
		180,000	5.75%, 08/15/2025(1)		191,475
		170,000	Open Text Corp. 5.63%, 01/15/2023(1)		174,250
					3,655,822
			Telecommunications - 2.0%
		340,000	Altice Financing S.A. 6.63%, 02/15/2023(1)		336,192
			AT&T, Inc.
		1,865,000	3.60%, 02/17/2023		1,946,025
		1,545,000	3.80%, 03/15/2022		1,636,456
		835,000	4.50%, 05/15/2035		839,798
		4,450,000	4.75%, 05/15/2046		4,483,918
		155,000	5.80%, 02/15/2019		172,176
		2,425,000	Cisco Systems, Inc. 2.20%, 02/28/2021		2,474,543

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 33.3% - (continued)
			Telecommunications - 2.0% - (continued)
	$	350,000	CommScope, Inc. 4.38%, 06/15/2020(1)	$	361,375
		1,830,000	Digicel Group Ltd. 7.13%, 04/01/2022(6)		1,489,162
		210,000	Frontier Communications Corp. 10.50%, 09/15/2022(1)		216,063
		935,000	GTH Finance B.V. 7.25%, 04/26/2023(1)		935,589
		4,500,000	GTP Acquisition Partners I LLC 3.48%, 06/15/2050(1)		4,560,750
		545,000	Inmarsat Finance plc 4.88%, 05/15/2022(1)		517,750
		650,000	Nokia Oyj 6.63%, 05/15/2039		698,750
			Sprint Communications, Inc.
		1,645,000	7.00%, 03/01/2020(1)		1,688,181
		862,000	9.00%, 11/15/2018(1)		911,565
			T-Mobile USA, Inc.
		1,035,000	6.46%, 04/28/2019		1,055,700
		955,000	6.63%, 04/28/2021		1,006,331
			Telecom Italia Capital S.A.
		105,000	6.00%, 09/30/2034		103,688
		45,000	6.38%, 11/15/2033		45,900
		215,000	7.72%, 06/04/2038		230,050
			Verizon Communications, Inc.
		4,236,000	4.27%, 01/15/2036		4,259,556
		465,000	4.40%, 11/01/2034		473,901
		2,629,000	4.52%, 09/15/2048		2,667,891
		5,314,000	4.67%, 03/15/2055		5,139,063
		870,000	Wind Acquisition Finance S.A. 4.75%, 07/15/2020(1)		830,415
					39,080,788
			Transportation - 0.7%
		725,000	Canadian Pacific Railway Co. 9.45%, 08/01/2021		950,110
			FedEx Corp.
		605,000	3.25%, 04/01/2026		627,103
		1,205,000	4.55%, 04/01/2046		1,283,343
		3,850,000	Kansas City Southern 3.00%, 05/15/2023(1)		3,768,757
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		565,000	2.50%, 06/15/2019(1)		564,310
		3,700,000	2.88%, 07/17/2018(1)		3,729,330
		915,000	4.88%, 07/11/2022(1)		986,689
		1,095,000	Ryder System, Inc. 2.55%, 06/01/2019		1,103,757
					13,013,399
			Total Corporate Bonds (cost $634,787,340)	$	646,944,445
FOREIGN GOVERNMENT OBLIGATIONS - 2.5%
			Argentina - 0.2%
			Argentine Republic Government International Bond
	EUR	2,925,000	2.26%, 12/31/2038(3)	$	2,046,405
	$	1,800,000	7.63%, 04/22/2046(1)		1,770,300
					3,816,705

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

198

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 2.5% - (continued)
			Brazil - 0.7%
			Brazil Notas do Tesouro Nacional
	BRL	34,704,026	6.00%, 08/15/2016(7)	$	9,991,751
		12,272,223	6.00%, 08/15/2022(7)		3,548,158
					13,539,909
			Colombia - 0.1%
	COP	4,542,945,593	Colombian TES 3.00%, 03/25/2033(7)		1,387,314
			Mexico - 0.1%
	$	2,550,000	Mexico Government International Bond 5.75%, 10/12/2110		2,626,500
			Romania - 0.2%
	RON	12,350,000	Romania Government Bond 5.85%, 04/26/2023		3,644,773
			Slovenia - 0.2%
	$	3,300,000	Slovenia Government International Bond 5.50%, 10/26/2022(6)		3,725,535
			Tunisia - 0.1%
		1,865,000	Banque Centrale de Tunisie S.A. 5.75%, 01/30/2025(6)		1,677,791
			Turkey - 0.5%
	TRY	26,897,657	Turkey Government Bond 2.50%, 05/04/2016(7)		9,589,140
			United Arab Emirates - 0.2%
	$	2,890,000	Abu Dhabi Government International Bond 3.13%, 05/03/2026(1)		2,911,675
			Uruguay - 0.2%
			Uruguay Government International Bond
	UYU	61,565,239	3.70%, 06/26/2037(7)		1,591,937
		85,887,699	4.25%, 04/05/2027(7)		2,505,531
		19,915,072	4.38%, 12/15/2028(7)		581,718
					4,679,186
			Venezuela - 0.0%
	$	745,000	Venezuela Government International Bond 6.00%, 12/09/2020(6)		271,925
			Total Foreign Government Obligations (cost $48,890,194)	$	47,870,453
MUNICIPAL BONDS - 1.1%
			Development - 0.1%
			State of California
		1,300,000	7.50%, 04/01/2034		1,937,130
		345,000	7.60%, 11/01/2040		544,717
		80,000	7.63%, 03/01/2040		123,602
					2,605,449
			General - 0.4%
		2,705,000	Chicago Transit Auth 6.90%, 12/01/2040		3,322,092
			Puerto Rico Commonwealth Gov’t Employees Retirement System
		5,400,000	6.15%, 07/01/2038		1,620,000
		1,225,000	6.20%, 07/01/2039		367,500
		3,350,000	6.30%, 07/01/2043		1,005,000
		975,000	6.55%, 07/01/2058		292,500
					6,607,092

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 1.1% - (continued)
			General Obligation - 0.4%
	$	4,035,000	California State, GO Taxable 7.55%, 04/01/2039	$	6,257,357
		875,000	Illinois State, GO 5.10%, 06/01/2033		846,370
					7,103,727
			Higher Education - 0.1%
		2,365,000	University of California 4.60%, 05/15/2031		2,662,422
			Utility - Electric - 0.1%
		1,285,000	Municipal Electric Auth Georgia 6.64%, 04/01/2057		1,647,884
			Total Municipal Bonds (cost $20,938,827)	$	20,626,574
SENIOR FLOATING RATE INTERESTS - 5.0%(8)
			Advertising - 0.0%
		477,749	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	472,375
			Aerospace/Defense - 0.1%
		956,945	BE Aerospace, Inc. 4.00%, 12/16/2021		961,931
		1,485,721	Transdigm, Inc. 3.50%, 05/14/2022		1,468,740
					2,430,671
			Agriculture - 0.0%
		286,573	Pinnacle Operating Corp. 4.75%, 11/15/2018		251,826
			Airlines - 0.0%
		425,000	American Airlines, Inc. 0.00%, 04/28/2023(9)		422,662
		440,213	Delta Air Lines, Inc. 3.25%, 10/18/2018		441,375
					864,037
			Auto Manufacturers - 0.1%
			Chrysler Group LLC
		627,451	3.25%, 12/31/2018		626,666
		793,532	3.50%, 05/24/2017		793,731
		461,513	Jaguar Holding Co. 4.25%, 08/18/2022		460,456
		337,002	MPG Holdco I, Inc. 3.75%, 10/20/2021		334,292
					2,215,145
			Auto Parts & Equipment - 0.1%
		206,232	Affinia Group Intermediate Holdings, Inc. 6.00%, 04/27/2020		205,975
		334,050	CS Intermediate Holdco 2 LLC 4.00%, 04/04/2021		333,529
		900,224	Tower Automotive Holdings USA LLC 4.00%, 04/23/2020		897,973
					1,437,477
			Chemicals - 0.2%
		201,594	AIlnex (Luxembourg) & Cy SCA 4.50%, 10/03/2019		200,713
		104,597	AIlnex USA, Inc. 4.50%, 10/03/2019		104,140

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

199

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.0%(8) - (continued)
			Chemicals - 0.2% - (continued)
	$	694,750	Chemours Co. 3.75%, 05/12/2022	$	674,950
		339,476	Huntsman International, LLC 3.51%, 04/19/2019		338,841
			Ineos U.S. Finance LLC
		1,443,777	3.75%, 05/04/2018		1,439,908
		430,648	4.25%, 03/31/2022		427,689
		273,062	Nexeo Solutions LLC 5.00%, 09/08/2017		272,038
		685,225	Univar, Inc. 4.25%, 07/01/2022		676,536
					4,134,815
			Coal - 0.1%
		325,000	American Energy - Marcellus LLC 5.25%, 08/04/2020		86,450
			Arch Coal, Inc.
		425,000	5.00%, 01/31/2017(10)		417,562
		1,810,165	7.50%, 05/16/2018		755,744
					1,259,756
			Commercial Services - 0.1%
		200,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		200,750
		417,588	Moneygram International, Inc. 4.25%, 03/27/2020		393,577
		394,206	ON Assignment, Inc. 3.75%, 06/03/2022		394,896
		35,846	Pharmaceutical Product Development LLC 0.00%, 08/18/2022(9)		35,764
		1,113,373	ServiceMaster Co. 4.25%, 07/01/2021		1,116,858
					2,141,845
			Distribution/Wholesale - 0.0%
		330,438	ABC Supply Co., Inc. 3.50%, 04/16/2020		330,851
			Diversified Financial Services - 0.0%
		325,000	Delos Finance S.a.r.l. 3.50%, 03/06/2021		326,056
		459,662	Walter Investment Management Corp. 4.75%, 12/19/2020		402,637
					728,693
			Electric - 0.1%
		1,001,890	Calpine Corp. 3.25%, 01/31/2022		987,693
		330,000	Chief Exploration & Development LLC 7.50%, 05/16/2021		245,850
		280,000	Energy Future Intermediate Holding Co. LLC 4.25%, 12/19/2016		279,650
		1,005,994	Seadrill Partners Finco LLC 4.00%, 02/21/2021		493,772
		350,000	Texas Competitive Electric Holdings Co. LLC 4.91%, 10/10/2017(11)		118,345
					2,125,310
			Electronics - 0.1%
		1,497,505	CDW LLC 3.25%, 04/29/2020		1,496,202

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.0%(8) - (continued)
			Electronics - 0.1% - (continued)
	$	715,000	Sensus USA, Inc. 6.50%, 03/16/2023	$	707,850
					2,204,052
			Entertainment - 0.0%
		312,638	Eldorado Resorts LLC 4.25%, 07/23/2022		311,856
		266,625	Scientific Games International, Inc. 6.00%, 10/01/2021		262,167
					574,023
			Food - 0.3%
			Albertsons LLC
		990,000	5.50%, 08/25/2021		992,812
		359,100	5.50%, 12/21/2022		360,148
		1,097,600	Aramark Services, Inc. 3.25%, 02/24/2021		1,097,600
		268,846	B&G Foods, Inc. 3.76%, 11/02/2022		270,190
		507,450	Hostess Brands LLC 4.50%, 08/03/2022		508,932
		1,102,238	JBS USA LLC 4.00%, 10/30/2022		1,100,860
		449,474	U.S. Foods, Inc. 4.50%, 03/31/2019		448,912
					4,779,454
			Food Service - 0.0%
		284,925	Hearthside Food Solutions 4.50%, 06/02/2021		283,500
			Forest Products & Paper - 0.0%
		309,600	Wilsonart LLC 4.00%, 10/31/2019		308,696
			Healthcare-Products - 0.1%
		661,500	Mallinckrodt International Finance S.A. 3.25%, 03/19/2021		646,206
		288,550	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		287,829
					934,035
			Healthcare-Services - 0.5%
		433,913	Acadia Healthcare Company, Inc. 4.50%, 02/16/2023		436,759
		1,002,725	American Renal Holdings, Inc. 4.50%, 09/20/2019		1,000,218
		442,125	Amsurg Corp. 3.50%, 07/16/2021		443,151
		187,150	CDRH Parent, Inc. 5.25%, 07/01/2021		175,298
			Community Health Systems, Inc.
		1,141,706	3.75%, 12/31/2018		1,135,997
		210,515	3.75%, 12/31/2019		207,282
		590,805	4.00%, 01/27/2021		581,807
		859,688	DaVita HealthCare Partners, Inc. 3.50%, 06/24/2021		863,126
		568,575	Envision Healthcare Corp. 4.50%, 10/28/2022		569,689
		950,625	HCA, Inc. 3.38%, 05/01/2018		953,676
		452,084	IMS Health, Inc. 3.50%, 03/17/2021		451,921

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

200

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.0%(8) - (continued)
			Healthcare-Services - 0.5% - (continued)
	$	675,551	MPH Acquisition Holdings LLC 3.75%, 03/31/2021	$	672,005
		686,608	Opal Acquisition, Inc. 5.00%, 11/27/2020		600,782
		279,775	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		264,636
		256,750	Surgery Center Holdings, Inc. 5.25%, 11/03/2020		257,233
		932,663	U.S. Renal Care, Inc. 5.25%, 12/31/2022		933,250
		350,000	Vizient, Inc. 6.25%, 02/13/2023		353,062
					9,899,892
			Household Products/Wares - 0.0%
		335,000	Galleria Co. 3.75%, 01/26/2023		335,211
			Insurance - 0.4%
			Asurion LLC
		457,866	5.00%, 05/24/2019		456,149
		1,415,526	5.00%, 08/04/2022		1,405,164
		1,430,000	8.50%, 03/03/2021		1,370,755
		928,738	Evertec Group LLC 3.25%, 04/17/2020		900,875
		196,359	National Financial Partners Corp. 4.50%, 07/01/2020		194,108
			Sedgwick Claims Management Services, Inc.
		1,713,772	3.75%, 03/01/2021		1,679,497
		580,000	6.75%, 02/28/2022		551,000
		1,025,635	USI, Inc. 4.25%, 12/27/2019		1,012,179
					7,569,727
			Internet - 0.1%
		313,353	Lands’ End, Inc. 4.25%, 04/04/2021		260,606
		1,127,179	Zayo Group LLC / Zayo Capital, Inc. 3.75%, 05/06/2021		1,126,570
					1,387,176
			Leisure Time - 0.2%
		549,000	Aristocrat Leisure Ltd. 4.75%, 10/20/2021		551,158
			Delta 2 (LUX) S.a.r.l.
		2,125,000	4.75%, 07/30/2021		2,085,539
		755,000	7.75%, 07/31/2022		709,322
					3,346,019
			Lodging - 0.2%
		2,096,286	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(9)(12)		1,971,389
		329,138	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		292,932
		528,125	Hilton Worldwide Finance LLC 3.50%, 10/26/2020		529,868
		521,486	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		513,664
		167,341	Station Casinos LLC 4.25%, 03/02/2020		167,550
					3,475,403

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.0%(8) - (continued)
			Machinery-Construction & Mining - 0.1%
	$	1,086,591	American Rock Salt Holdings LLC 4.75%, 05/20/2021	$	1,000,750
		463,295	Neff Rental LLC 7.25%, 06/09/2021		430,864
					1,431,614
			Machinery-Diversified - 0.1%
		931,979	Gates Global, Inc. 4.25%, 07/06/2021		891,037
			Media - 0.4%
		591,792	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		586,247
		771,725	AVSC Holding Corp. 4.50%, 01/24/2021		754,361
			Charter Communications Operating LLC
		1,342,050	3.00%, 07/01/2020		1,338,695
		481,388	3.00%, 01/04/2021		479,982
		565,000	3.50%, 01/24/2023		567,220
		557,152	Media General, Inc. 4.00%, 07/31/2020		556,806
		750,000	Neptune Finco Corp. 5.00%, 10/09/2022		752,348
		205,000	Numericable U.S. LLC 0.00%, 01/15/2024(9)		205,726
		1,171,364	Tribune Media Co. 3.75%, 12/27/2020		1,169,536
		989,782	Virgin Media Investment Holdings Ltd. 3.65%, 06/30/2023		987,308
					7,398,229
			Metal Fabricate/Hardware - 0.0%
		853,125	Rexnord LLC 4.00%, 08/21/2020		846,727
			Mining - 0.1%
		195,300	Ardagh Holdings USA, Inc. 4.00%, 12/17/2019		194,812
		633,500	FMG Resources August 2006 Pty Ltd. 4.25%, 06/30/2019		596,104
		267,571	Minerals Technologies, Inc. 3.75%, 05/09/2021		266,902
					1,057,818
			Miscellaneous Manufacturing - 0.0%
		151,885	Husky Injection Molding Systems Ltd. 4.25%, 06/30/2021		150,588
			Oil & Gas - 0.0%
		255,450	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		150,077
		646,774	Fieldwood Energy LLC 3.88%, 10/01/2018		489,608
		350,000	Templar Energy LLC 8.50%, 11/25/2020		34,416
					674,101
			Packaging & Containers - 0.2%
			Berry Plastics Holding Corp.
		1,503,500	3.50%, 02/08/2020		1,502,057
		473,688	4.00%, 10/01/2022		474,369
		279,661	Mauser U.S. Corp. 4.50%, 07/31/2021		271,830

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

201

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.0%(8) - (continued)
			Packaging & Containers - 0.2% - (continued)
	$	296,250	Owens-Illinois, Inc. 3.50%, 09/01/2022	$	296,496
		1,464,724	Reynolds Group Holdings, Inc. 4.50%, 12/01/2018		1,467,478
		486,111	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		481,250
					4,493,480
			Pharmaceuticals - 0.1%
		1,182,038	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		1,177,605
		574,724	Valeant Pharmaceuticals International, Inc. 5.00%, 04/01/2022		559,781
					1,737,386
			Pipelines - 0.1%
		650,588	Energy Transfer Equity L.P. 4.00%, 12/02/2019		617,519
		358,900	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		340,955
					958,474
			Real Estate - 0.1%
			DTZ U.S. Borrower LLC
		818,813	4.25%, 11/04/2021		816,422
		235,000	9.25%, 11/04/2022		234,706
		930,000	MGM Growth Properties LLC 4.00%, 04/25/2023		934,845
					1,985,973
			REITS - 0.0%
		185,000	Equinix, Inc. 4.00%, 01/08/2023		185,463
			Retail - 0.2%
		396,000	Bass Pro Group LLC 4.00%, 06/05/2020		389,442
		312,597	Burger King 3.75%, 12/10/2021		313,134
		165,000	Coty, Inc. 3.75%, 10/27/2022		166,031
		264,966	Dollar Tree, Inc. 3.50%, 07/06/2022		266,015
			Michaels Stores, Inc.
		840,109	3.75%, 01/28/2020		840,705
		487,648	4.00%, 01/28/2020		489,355
		673,803	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		641,164
		671,588	Party City Holdings, Inc. 4.25%, 08/19/2022		668,512
		525,174	PetSmart, Inc. 4.25%, 03/11/2022		523,404
		115,000	Rite Aid Corp. 5.75%, 08/21/2020		115,239
					4,413,001
			Semiconductors - 0.2%
		1,065,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		1,065,192
		568,816	Lattice Semiconductor Corp. 5.25%, 03/10/2021		540,375

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.0%(8) - (continued)
			Semiconductors - 0.2% - (continued)
			NXP B.V.
	$	696,735	3.25%, 01/11/2020	$	693,502
		693,263	3.75%, 12/07/2020		694,996
		465,000	ON Semiconductor Corp. 5.25%, 03/31/2023		466,841
					3,460,906
			Software - 0.5%
		158,800	Epicor Software Corp. 4.75%, 06/01/2022		152,249
			First Data Corp.
		840,000	4.19%, 07/08/2022		840,210
		3,805,886	4.44%, 03/24/2021		3,813,803
		335,000	Global Payments, Inc. 3.94%, 04/22/2023		337,596
		558,964	Hyland Software, Inc. 4.75%, 07/01/2022		556,309
		1,006,745	Infor US, Inc. 3.75%, 06/03/2020		981,999
			Kronos, Inc.
		1,198,313	4.50%, 10/30/2019		1,194,814
		314,334	9.75%, 04/30/2020		318,002
			SS&C Technologies, Inc.
		681,857	4.01%, 07/08/2022		683,562
		96,153	4.02%, 07/08/2022		96,393
		721,186	Verint Systems, Inc. 3.50%, 09/06/2019		721,186
					9,696,123
			Telecommunications - 0.2%
		461,513	Altice Financing S.A. 5.25%, 02/04/2022		461,628
		238,800	CommScope, Inc. 3.83%, 12/29/2022		239,099
		1,690,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		1,690,304
		317,551	LTS Buyer LLC 4.00%, 04/13/2020		316,440
		413,963	T-Mobile USA, Inc. 3.50%, 11/09/2022		416,293
			Ziggo Financing Partnership
		509,489	3.60%, 01/15/2022		507,451
		309,788	3.65%, 01/15/2022		308,548
		480,723	3.65%, 01/15/2022		478,800
					4,418,563
			Transportation - 0.0%
			Kenan Advantage Group, Inc.
		33,367	1.50%, 01/31/2017(10)		33,242
		389,683	4.00%, 07/31/2022		388,222
					421,464
			Trucking & Leasing - 0.0%
		500,698	Consolidated Container Co. 5.00%, 07/03/2019		483,424
			Total Senior Floating Rate Interests (cost $101,427,774)	$	98,194,360

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

202

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 44.7%
			FHLMC - 19.6%
	$	196,044	0.00%, 11/15/2036(13)(14)	$	177,617
		27,755,239	0.48%, 10/25/2020(2)(4)		246,394
		13,018,826	2.12%, 08/25/2018(2)(4)		486,888
		1,865,000	2.28%, 10/25/2027(2)		1,852,576
		2,996,000	2.64%, 03/25/2025(2)		3,022,187
		1,925,000	2.84%, 01/25/2025(2)		1,955,011
		2,250,000	2.94%, 08/25/2024(2)		2,289,957
		2,131,187	3.00%, 08/01/2029		2,242,672
		9,340,000	3.00%, 05/01/2031(15)		9,767,595
		953,527	3.00%, 03/15/2033(4)		121,722
		7,271,985	3.00%, 04/01/2036		7,545,199
		123,000,000	3.00%, 05/01/2046(15)		126,017,338
		7,300,000	3.04%, 12/25/2027(2)		7,348,091
		2,150,000	3.09%, 03/25/2028(2)		2,188,607
		7,448,000	3.29%, 04/25/2028(2)		7,583,172
		4,400,000	3.50%, 05/01/2031(15)		4,649,562
		4,323,341	3.50%, 08/01/2034		4,561,200
		102,100,000	3.50%, 05/01/2046(15)		106,943,777
		4,643,728	4.00%, 08/01/2025		4,950,426
		4,218,750	4.00%, 07/15/2027(4)		454,348
		4,060,720	4.00%, 05/01/2042		4,345,850
		990,731	4.00%, 08/01/2042		1,063,523
		1,599,262	4.00%, 09/01/2042		1,715,789
		495,570	4.00%, 07/01/2044		533,101
		2,725,270	4.00%, 01/01/2046		2,915,414
		1,582,582	4.00%, 02/01/2046		1,691,787
		26,600,000	4.00%, 05/01/2046(15)		28,403,812
		951,365	4.50%, 03/15/2041		1,128,042
		7,933,540	4.50%, 05/01/2042		8,667,803
		19,300,000	4.50%, 05/01/2046(15)		20,989,864
		3,517,020	4.75%, 07/15/2039		3,843,385
		18,957	5.50%, 11/01/2037		21,236
		1,739	5.50%, 02/01/2038		1,966
		85,788	5.50%, 04/01/2038		96,418
		75,518	5.50%, 06/01/2038		84,838
		4,569,101	5.50%, 08/01/2038		5,123,234
		223,125	5.50%, 05/01/2040		250,669
		940,037	5.50%, 08/01/2040		1,054,584
		814,529	5.50%, 06/01/2041		916,385
		381,048	6.00%, 01/01/2023		416,501
		82,160	6.00%, 11/01/2032		93,681
		181,987	6.00%, 11/01/2033		209,712
		148,076	6.00%, 02/01/2034		170,548
		236,604	6.00%, 07/01/2034		272,656
		78,000	6.00%, 08/01/2034		89,886
		110,989	6.00%, 09/01/2034		127,433
		44,174	6.00%, 01/01/2035		50,404
		65,633	6.00%, 03/01/2035		75,632
		49,402	6.00%, 05/01/2038		55,937
		522,958	6.00%, 06/01/2038		595,099
		200,000	6.00%, 05/01/2046(15)		226,771
		1,233,420	6.50%, 07/15/2036		1,402,089
					381,038,388
			FNMA - 16.2%
		168,503	0.00%, 03/25/2036(13)(14)		148,580
		1,471,735	0.00%, 06/25/2036(13)(14)		1,308,764
		5,454,664	1.75%, 04/25/2055(2)(4)		349,770
		3,463,007	1.85%, 06/25/2055(2)		229,291
		5,529,767	1.94%, 08/25/2044(2)		383,234
		60,000	2.44%, 01/01/2023		61,313

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 44.7% - (continued)
			FNMA - 16.2% - (continued)
	$	1,101,841	2.50%, 06/25/2028(4)	$	101,672
		16,975,000	2.50%, 05/01/2031(15)		17,444,793
		16,900,000	2.50%, 06/01/2031(15)		17,336,030
		544,450	2.50%, 01/01/2043		541,783
		3,050,792	2.50%, 02/01/2043		3,035,846
		2,315,160	2.50%, 03/01/2043		2,303,818
		1,393,676	2.50%, 04/01/2043		1,386,848
		539,458	2.50%, 06/01/2043		536,815
		905,234	2.50%, 08/01/2043		900,799
		4,225,000	2.65%, 06/01/2025		4,332,965
		5,600,000	2.69%, 04/01/2025		5,761,342
		2,168,356	2.78%, 02/01/2027		2,239,912
		2,205,000	2.82%, 07/01/2025		2,291,192
		7,030,808	3.00%, 01/25/2028(4)		677,013
		3,103,008	3.00%, 04/25/2028(4)		326,775
		1,502,856	3.00%, 01/01/2030		1,571,053
		97,668	3.00%, 11/01/2030		102,100
		1,089,180	3.00%, 01/01/2031		1,138,606
		3,450,390	3.00%, 02/01/2031		3,607,740
		4,890,540	3.00%, 04/01/2031		5,112,465
		22,469,000	3.00%, 05/01/2031(15)		23,469,277
		103,825,000	3.00%, 05/01/2046(15)		106,432,783
		285,000	3.16%, 12/01/2026		302,048
		1,465,000	3.21%, 05/01/2023		1,562,108
		263,883	3.24%, 12/01/2026		281,927
		485,465	3.26%, 05/01/2024		519,255
		684,652	3.30%, 12/01/2026		733,646
		255,000	3.34%, 04/01/2024		273,777
		568,553	3.41%, 11/01/2024		612,707
		1,926,376	3.42%, 04/01/2024		2,075,451
		98,140	3.45%, 01/01/2024		105,732
		101,679	3.47%, 01/01/2024		109,945
		1,656,980	3.50%, 05/25/2030(4)		204,631
		4,650,111	3.50%, 01/01/2046		4,878,975
		5,528,544	3.50%, 02/01/2046		5,800,646
		10,525,000	3.50%, 05/01/2046(15)		11,029,873
		250,947	3.67%, 08/01/2023		273,759
		70,000	3.70%, 10/01/2023		76,719
		95,000	3.76%, 03/01/2024		104,444
		140,000	3.86%, 12/01/2025		156,078
		70,000	3.86%, 11/01/2023		77,609
		236,246	3.87%, 10/01/2025		262,747
		309,109	3.89%, 05/01/2030		336,272
		325,000	3.93%, 10/01/2023		360,635
		136,393	3.96%, 05/01/2034		147,312
		85,000	3.97%, 05/01/2029		94,175
		1,402,384	4.00%, 06/01/2025		1,495,845
		5,223,889	4.00%, 10/01/2040		5,595,942
		2,059,804	4.00%, 11/01/2040		2,207,213
		1,561,352	4.00%, 12/01/2040		1,672,935
		770,358	4.00%, 02/01/2041		825,496
		1,827,404	4.00%, 03/01/2041		1,957,637
		783,323	4.00%, 03/25/2042(4)		118,319
		611,862	4.00%, 08/01/2042		656,333
		1,679,747	4.00%, 09/01/2042		1,801,485
		454,752	4.00%, 11/25/2042(4)		68,663
		796,228	4.00%, 04/01/2045		850,559
		1,114,844	4.00%, 05/01/2045		1,193,141
		796,624	4.00%, 06/01/2045		852,573
		2,991,801	4.00%, 02/01/2046		3,202,310
		13,400,000	4.00%, 05/01/2046(15)		14,314,705

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

203

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 44.7% - (continued)
			FNMA - 16.2% - (continued)
	$	1,230,428	4.02%, 11/01/2028	$	1,373,220
		199,181	4.06%, 10/01/2028		228,024
		742,290	4.50%, 08/01/2024		797,532
		72,399	4.50%, 04/01/2025		76,947
		1,120,336	4.50%, 07/25/2027(4)		122,428
		381,196	4.50%, 08/01/2040		417,443
		4,611,752	4.50%, 10/01/2040		5,032,159
		2,089,374	4.50%, 10/01/2041		2,277,728
		1,862,598	4.50%, 09/01/2043		2,025,979
		14,000,000	4.50%, 05/01/2046(15)		15,243,046
		15,042	5.00%, 04/01/2018		15,521
		35,018	5.00%, 05/01/2018		36,192
		241,407	5.00%, 06/01/2018		249,059
		18,562	5.00%, 07/01/2018		19,142
		63,592	5.00%, 12/01/2019		65,992
		287,756	5.00%, 01/01/2022		302,575
		583,272	5.00%, 04/25/2038		632,680
		674,703	5.46%, 05/25/2042(2)(4)		80,588
		3,858	5.50%, 01/01/2017		3,894
		13,146	5.50%, 11/01/2018		13,510
		78,744	5.50%, 08/01/2019		82,681
		79,645	5.50%, 09/01/2019		83,453
		107,097	5.50%, 10/01/2019		111,367
		17,321	5.50%, 05/01/2020		18,210
		739,903	5.50%, 06/01/2022		804,561
		281,871	5.50%, 06/01/2033		318,703
		1,023,778	5.50%, 07/01/2033		1,156,021
		91,338	5.50%, 08/01/2033		103,189
		3,827,335	5.50%, 11/01/2035		4,330,033
		1,009,044	5.50%, 04/01/2036		1,137,093
		801,615	5.50%, 04/25/2037		903,418
		1,872,148	5.50%, 11/01/2037		2,104,036
		2,087,674	5.50%, 06/25/2042(4)		430,129
		11,962	6.00%, 05/01/2017		11,987
		17,216	6.00%, 11/01/2031		19,602
		219,949	6.00%, 12/01/2032		255,282
		359,286	6.00%, 03/01/2033		415,620
		949,778	6.00%, 02/01/2037		1,084,710
		658,114	6.00%, 12/01/2037		750,492
		324,294	6.00%, 03/01/2038		370,421
		235,616	6.00%, 10/01/2038		268,277
		16,823	7.00%, 10/01/2037		17,401
		2,550	7.50%, 12/01/2029		2,706
		17,562	7.50%, 03/01/2030		20,323
		25,925	7.50%, 09/01/2031		27,916
					314,167,496
			GNMA - 8.9%
		277,224	3.00%, 11/15/2042		287,572
		286,973	3.00%, 06/15/2043		297,198
		239,534	3.00%, 07/15/2043		248,032
		319,252	3.00%, 10/15/2044		330,578
		334,451	3.00%, 02/15/2045		346,317
		208,517	3.00%, 03/15/2045		215,914
		987,239	3.00%, 04/15/2045		1,022,263
		274,573	3.00%, 06/15/2045		284,314
		9,203,294	3.00%, 07/15/2045		9,529,801
		24,350,000	3.00%, 05/01/2046(15)		25,213,665
		860,838	3.50%, 05/15/2042		912,238
		2,129,295	3.50%, 12/15/2042		2,255,986
		1,505,279	3.50%, 03/15/2043		1,594,625

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 44.7% - (continued)
			GNMA - 8.9% - (continued)
	$	1,663,068	3.50%, 04/15/2043	$	1,760,728
		5,620,445	3.50%, 05/15/2043		5,946,794
		8,200,000	3.50%, 05/01/2046(15)		8,660,930
		4,486,944	4.00%, 09/20/2040		4,829,985
		619,629	4.00%, 10/20/2040		669,689
		1,052,283	4.00%, 12/20/2040		1,131,364
		495,450	4.00%, 05/16/2042(4)		70,480
		335,194	4.00%, 01/20/2044(4)		75,321
		62,470,000	4.00%, 05/01/2046(15)		66,669,646
		78,217	4.50%, 07/15/2033		85,984
		194,454	4.50%, 05/15/2040		215,765
		762,468	4.50%, 06/15/2041		839,214
		2,773,200	4.50%, 10/20/2044		2,979,507
		8,825,000	4.50%, 05/01/2046(15)		9,464,468
		1,598,718	5.00%, 06/15/2041		1,778,557
		2,113,497	5.00%, 10/16/2041(4)		361,305
		2,586,417	5.00%, 03/15/2044		2,879,564
		5,200,000	5.00%, 05/01/2046(15)		5,731,579
		743,756	5.50%, 05/15/2033		854,744
		64,622	5.50%, 06/15/2035		73,537
		119,511	5.50%, 04/15/2038		133,853
		965,177	5.50%, 03/16/2039		1,080,930
		2,800,000	5.50%, 05/01/2046(15)		3,125,172
		81,772	6.00%, 02/15/2029		92,204
		187,399	6.00%, 11/15/2032		216,760
		240,780	6.00%, 02/15/2033		272,940
		76,882	6.00%, 07/15/2033		87,882
		145,085	6.00%, 10/15/2034		163,661
		709,850	6.00%, 03/15/2036		818,686
		7,907	6.00%, 05/15/2036		9,108
		216,952	6.00%, 10/15/2036		247,693
		102,405	6.00%, 01/15/2037		118,024
		235,550	6.00%, 02/15/2037		269,749
		441,258	6.00%, 06/15/2037		504,626
		137,644	6.00%, 11/15/2037		155,098
		1,304	6.00%, 03/15/2038		1,470
		120,443	6.00%, 06/15/2038		136,818
		287,292	6.00%, 08/15/2038		323,988
		283,606	6.00%, 10/15/2038		320,034
		370,281	6.00%, 11/15/2038		421,477
		233,125	6.00%, 12/15/2038		267,602
		182,809	6.00%, 01/15/2039		206,013
		6,259	6.00%, 03/15/2039		7,062
		956,618	6.00%, 04/15/2039		1,101,033
		533,364	6.00%, 08/15/2039		601,367
		39,500	6.00%, 09/15/2039		45,157
		135,029	6.00%, 11/15/2039		152,151
		99,536	6.00%, 03/15/2040		112,232
		30,745	6.00%, 06/15/2040		34,694
		276,748	6.00%, 12/15/2040		311,927
		993,890	6.00%, 06/15/2041		1,120,305
		2,200,000	6.00%, 05/01/2046(15)		2,476,633
		16,868	6.50%, 09/15/2028		19,307
		2,971	6.50%, 10/15/2028		3,401
		5,590	6.50%, 12/15/2028		6,398
		72,631	6.50%, 05/15/2029		86,221
		105,759	6.50%, 08/15/2031		121,157
		16,941	6.50%, 09/15/2031		19,391
		63,321	6.50%, 10/15/2031		72,480
		187,807	6.50%, 11/15/2031		214,971
		55,906	6.50%, 01/15/2032		64,323

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

204

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 44.7% - (continued)
			GNMA - 8.9% - (continued)
	$	34,119	6.50%, 03/15/2032	$	39,130
		8,174	6.50%, 04/15/2032		9,356
		50,214	6.50%, 07/15/2032		57,476
					173,267,624
			Total U.S. Government Agencies (cost $863,166,972)	$	868,473,508
U.S. GOVERNMENT SECURITIES - 8.6%
			U.S. Treasury Securities - 8.6%
			U.S. Treasury Bonds - 6.7%
		68,137,149	0.25%, 01/15/2025(7)	$	68,981,777
		16,530,000	2.50%, 02/15/2045(16)		15,969,534
		7,800,000	2.50%, 02/15/2046		7,537,054
		6,525,000	2.88%, 08/15/2045		6,808,172
		3,440,000	3.00%, 11/15/2044(16)		3,681,739
		9,045,000	3.00%, 05/15/2045(16)		9,677,092
		10,790,000	3.13%, 08/15/2044(16)		11,835,702
		530,000	3.38%, 05/15/2044(16)		609,148
		3,560,000	3.63%, 02/15/2044		4,282,153
					129,382,371
			U.S. Treasury Notes - 1.9%
		275,000	0.63%, 07/31/2017(16)		274,882
		2,050,000	0.88%, 04/30/2017(16)		2,055,525
		91,000	1.50%, 12/31/2018(16)		92,504
		29,413,000	2.25%, 11/15/2025(16)		30,530,929
		4,700,000	3.13%, 04/30/2017(16)(17)		4,815,479
					37,769,319
			Total U.S. Government Securities (cost $162,244,077)	$	167,151,690
PREFERRED STOCKS - 0.1%
			Banks - 0.0%
		469	U.S. Bancorp Series A		382,233
			Diversified Financials - 0.1%
		20,000	Citigroup Capital XIII		523,000
		2,700	Discover Financial Services Series B		71,415
					594,415
			Total Preferred Stocks (cost $956,685)	$	976,648
			Total Long-Term Investments (cost $2,463,355,220)	$	2,481,609,813

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 4.0%
		Other Investment Pools & Funds - 4.0%
	78,370,034	Federated Prime Obligations Fund	$	78,370,034
		Total Short-Term Investments (cost $78,370,034)	$	78,370,034

Total Investments Excluding Purchased Options (cost $2,541,725,254)	131.8	%	$	2,559,979,847
Total Purchased Options (cost $419,068)	0.1	%	$	382,366
Total Investments (cost $2,542,144,322)^	131.9	%	$	2,560,362,213
Other Assets and Liabilities	(31.9	)%		(618,522,537	)
Total Net Assets	100.0	%	$	1,941,839,676

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

205

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	45,201,260
Unrealized Depreciation		(26,983,369	)
Net Unrealized Appreciation	$	18,217,891

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $483,916,164, which represents 24.9% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾ Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁴⁾ Securities disclosed are interest-only strip.

⁽⁵⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁶⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $35,640,652, which represents 1.8% of total net assets.

⁽⁷⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁸⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽⁹⁾ All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁰⁾  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2016, the aggregate value of the unfunded commitment was $450,804, which rounds to zero percent of total net assets.

⁽¹¹⁾  The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽¹²⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹³⁾  Securities disclosed are principal-only strip.

⁽¹⁴⁾ Security is a zero-coupon bond.

⁽¹⁵⁾  Represents or includes a TBA transaction.

⁽¹⁶⁾ This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

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

206

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Option Contracts Outstanding at April 30, 2016
Description	Counter- party	Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts			Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
USD Call/BRL Put	GSC		3.78 BRL per USD		06/30/16	USD	1,640,457		$	14,680		$	74,099		$	(59,419	)
Puts
CNH Put/JPY Call	GSC		16.76 JPY per CNH		07/21/16	CNH	12,804,000		$	76,390		$	48,617		$	27,773
USD Put/INR Call	GSC		66.35 INR per USD		05/04/16	USD	7,891,000			10,803			59,104			(48,301	)
USD Put/RUB Call	BOA		66.44 RUB per USD		05/12/16	USD	1,880,000			53,646			48,354			5,292
USD Put/RUB Call	GSC		66.02 RUB per USD		05/19/16	USD	1,879,000			49,341			48,854			487
USD Put/TRY Call	GSC		2.85 TRY per USD		05/05/16	USD	8,311,000			140,157			94,081			46,076
USD Put/ZAR Call	BOA		14.32 ZAR per USD		05/19/16	USD	2,173,000			37,349			45,958			(8,609	)
Total Puts							34,938,000		$	367,686		$	344,968		$	22,718
Total purchased option contracts							36,578,457		$	382,366		$	419,067		$	(36,701	)
Written option contracts:
Puts
USD Put/INR Call	BOA		66.35 USD per INR		05/04/16	USD	(3,945,000	)	$	(5,401	)	$	(8,403	)	$	3,002
Total written option contracts							(3,945,000	)	$	(5,401	)	$	(8,403	)	$	3,002

Futures Contracts Outstanding at April 30, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		233		06/30/2016	$	50,921,832	$	50,939,625	$	17,793
U.S. Treasury 5-Year Note Future		3,026		06/30/2016		366,954,358		365,885,955		(1,068,403	)
U.S. Treasury Long Bond Future		233		06/21/2016		38,177,209		38,051,812		(125,397	)
Total									$	(1,176,007	)
Short position contracts:
U.S. 10-Year Ultra Future		11		06/21/2016	$	1,542,398	$	1,546,187	$	(3,789	)
U.S. Treasury 10-Year Note Future		1,821		06/21/2016		237,408,622		236,843,813		564,809
U.S. Treasury Ultra Long Term Bond Future		28		06/21/2016		4,812,216		4,797,625		14,591
Total									$	575,611
Total futures contracts									$	(600,396	)

TBA Sale Commitments Outstanding at April 30, 2016

Description	Principal Amount		Maturity Date		Market Value†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.00%	$	26,700,000		06/01/2046	$	(27,253,705)		$	28,651
FHLMC, 5.00%		1,075,000		05/01/2046		(1,182,064	)		(3,763	)
FHLMC, 5.50%		1,800,000		05/01/2046		(2,003,176	)		(3,207	)
FNMA, 3.50%		2,400,000		05/01/2031		(2,537,437	)		(5,063	)
FNMA, 4.00%		15,300,000		05/01/2046		(16,344,402	)		(4,481	)
FNMA, 4.50%		12,500,000		05/01/2046		(13,609,863	)		(24,698	)
FNMA, 5.50%		5,700,000		05/01/2046		(6,383,333	)		(5,568	)
FNMA, 6.00%		2,000,000		05/01/2046		(2,279,610	)		703
Total (proceeds $71,576,164)					$	(71,593,590	)	$	(17,426	)

At April 30, 2016, the aggregate market value of these securities represents (3.7)% of total net assets.

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

207

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1	BCLY		USD	116,689	(0.32)%		07/25/45	$	65,931	$	—		$	23,397	$	(42,534	)
ABX.HE.AA.06-1	BCLY		USD	130,154	(0.32)%		07/25/45		73,538		—			26,096		(47,442	)
ABX.HE.AA.06-1	BCLY		USD	808,748	(0.32)%		07/25/45		245,657		—			162,157		(83,500	)
ABX.HE.AAA.06-1	CSI		USD	52,754	(0.18)%		07/25/45		791		—			1,177		386
ABX.HE.AAA.06-1	JPM		USD	1,918	(0.18)%		07/25/45		46		—			43		(3	)
ABX.HE.AAA.06-1	JPM		USD	1,918	(0.18)%		07/25/45		47		—			43		(4	)
ABX.HE.AAA.06-1	JPM		USD	5,755	(0.18)%		07/25/45		216		—			128		(88	)
ABX.HE.AAA.06-1	MSC		USD	11,510	(0.18)%		07/25/45		374		—			257		(117	)
ABX.HE.AAA.06-1	BCLY		USD	73,468	(0.18)%		07/25/45		6,842		—			1,640		(5,202	)
ABX.HE.AAA.06-1	GSC		USD	98,794	(0.18)%		07/25/45		8,891		—			2,204		(6,687	)
ABX.HE.AAA.06-1	BCLY		USD	78,652	(0.18)%		07/25/45		9,061		—			1,755		(7,306	)
ABX.HE.AAA.06-2	JPM		USD	227,412	(0.11)%		05/25/46		29,881		—			26,884		(2,997	)
ABX.HE.AAA.07-1	MSC		USD	1,111,911	(0.09)%		08/25/37		256,154		—			277,875		21,721
ABX.HE.AAA.07-1	GSC		USD	833,934	(0.09)%		08/25/37		197,817		—			208,406		10,589
ABX.HE.AAA.07-1	MSC		USD	411,255	(0.09)%		08/25/37		99,776		—			102,776		3,000
ABX.HE.AAA.07-1	GSC		USD	190,396	(0.09)%		08/25/37		44,933		—			47,582		2,649
ABX.HE.AAA.07-1	JPM		USD	60,927	(0.09)%		08/25/37		14,715		—			15,226		511
ABX.HE.AAA.07-1	JPM		USD	57,119	(0.09)%		08/25/37		14,054		—			14,274		220
ABX.HE.AAA.07-1	JPM		USD	60,927	(0.09)%		08/25/37		16,618		—			15,226		(1,392	)
ABX.HE.AAA.07-1	CSI		USD	1,808,760	(0.09)%		08/25/37		493,335		—			452,022		(41,313	)
ABX.HE.PENAAA.06-2	BCLY		USD	84,497	(0.11)%		05/25/46		13,836		—			9,989		(3,847	)
ABX.HE.PENAAA.06-2	JPM		USD	717,703	(0.11)%		05/25/46		169,333		—			84,844		(84,489	)
ABX.HE.PENAAA.06-2	MSC		USD	716,659	(0.11)%		05/25/46		173,790		—			84,721		(89,069	)
ABX.HE.PENAAA.06-2	JPM		USD	750,041	(0.11)%		05/25/46		196,886		—			88,667		(108,219	)
ABX.HE.PENAAA.06-2	GSC		USD	1,367,599	(0.11)%		05/25/46		341,900		—			161,673		(180,227	)
CDX.EM.25	BCLY		USD	39,914,000	(1.00)%		06/20/21		3,311,640		—			3,307,772		(3,868	)
CMBX.NA.A.7	JPM		USD	1,520,000	(2.00)%		01/17/47		—		(30,497	)		98,608		129,105
CMBX.NA.A.7	BCLY		USD	420,000	(2.00)%		01/17/47		—		(2,371	)		27,247		29,618
CMBX.NA.A.7	JPM		USD	30,000	(2.00)%		01/17/47		—		(56	)		1,946		2,002
CMBX.NA.A.7	JPM		USD	35,000	(2.00)%		01/17/47		485		—			2,270		1,785
CMBX.NA.AA.2	CSI		USD	1,364,537	(0.15)%		03/15/49		405,235		—			473,114		67,879
CMBX.NA.AA.2	GSC		USD	1,807,794	(0.15)%		03/15/49		562,208		—			626,800		64,592
CMBX.NA.AA.2	CSI		USD	173,826	(0.15)%		03/15/49		51,922		—			60,292		8,370
CMBX.NA.AA.2	CSI		USD	143,407	(0.15)%		03/15/49		44,664		—			49,722		5,058
CMBX.NA.AA.2	GSC		USD	551,899	(0.15)%		03/15/49		191,385		—			191,355		(30	)
CMBX.NA.AA.2	GSC		USD	404,146	(0.15)%		03/15/49		141,918		—			140,178		(1,740	)
CMBX.NA.AA.2	BOA		USD	1,438,413	(0.15)%		03/15/49		543,502		—			498,914		(44,588	)
CMBX.NA.AA.2	BOA		USD	1,729,572	(0.15)%		03/15/49		653,515		—			599,902		(53,613	)
CMBX.NA.AA.7	CSI		USD	2,935,000	(1.50)%		01/17/47		—		(14,808	)		120,112		134,920
CMBX.NA.AA.7	CSI		USD	1,185,000	(1.50)%		01/17/47		—		(10,479	)		48,495		58,974
CMBX.NA.AA.7	CSI		USD	1,170,000	(1.50)%		01/17/47		4,477		—			47,881		43,404
CMBX.NA.AA.7	CSI		USD	1,185,000	(1.50)%		01/17/47		5,355		—			48,495		43,140
CMBX.NA.AA.7	CSI		USD	1,185,000	(1.50)%		01/17/47		6,234		—			48,495		42,261
CMBX.NA.AA.7	MSC		USD	760,000	(1.50)%		01/17/47		—		(8,722	)		31,102		39,824
CMBX.NA.AA.7	MSC		USD	805,000	(1.50)%		01/17/47		—		(6,755	)		32,944		39,699
CMBX.NA.AA.7	CSI		USD	700,000	(1.50)%		01/17/47		—		(7,494	)		28,647		36,141
CMBX.NA.AA.7	BOA		USD	350,000	(1.50)%		01/17/47		—		(3,747	)		14,324		18,071
CMBX.NA.AA.7	CSI		USD	220,000	(1.50)%		01/17/47		—		(52	)		9,003		9,055
CMBX.NA.AA.7	CSI		USD	180,000	(1.50)%		01/17/47		—		(1,075	)		7,367		8,442
CMBX.NA.AA.7	CSI		USD	230,000	(1.50)%		01/17/47		3,342		—			9,413		6,071
CMBX.NA.AA.7	MSC		USD	850,000	(1.50)%		01/17/47		59,157		—			34,786		(24,371	)
CMBX.NA.AA.8	BCLY		USD	925,000	(1.50)%		10/17/57		40,801		—			57,702		16,901
CMBX.NA.AJ.2	GSC		USD	2,953,764	(1.09)%		03/15/49		213,175		—			354,779		141,604
CMBX.NA.AJ.2	CSI		USD	1,712,116	(1.09)%		03/15/49		135,327		—			205,643		70,316
CMBX.NA.AJ.2	DEUT		USD	1,935,225	(1.09)%		03/15/49		167,935		—			232,441		64,506

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

208

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.AJ.2	GSC		USD	785,730	(1.09)%		03/15/49	$	56,707	$	—		$	94,375	$	37,668
CMBX.NA.AJ.2	CBK		USD	805,131	(1.09)%		03/15/49		67,312		—			96,705		29,393
CMBX.NA.AJ.2	DEUT		USD	155,206	(1.09)%		03/15/49		11,519		—			18,642		7,123
CMBX.NA.AJ.2	JPM		USD	63,052	(1.09)%		03/15/49		5,143		—			7,573		2,430
CMBX.NA.AJ.2	DEUT		USD	63,052	(1.09)%		03/15/49		5,380		—			7,574		2,194
CMBX.NA.AJ.3	MLI		USD	1,116,599	(1.47)%		12/13/49		213,298		—			311,425		98,127
CMBX.NA.AJ.3	GSC		USD	950,089	(1.47)%		12/13/49		174,380		—			264,984		90,604
CMBX.NA.AJ.3	GSC		USD	1,395,749	(1.47)%		12/13/49		301,369		—			389,281		87,912
CMBX.NA.AJ.3	GSC		USD	910,910	(1.47)%		12/13/49		171,424		—			254,057		82,633
CMBX.NA.AJ.4	MSC		USD	4,057,726	(0.96)%		02/17/51		728,779		—			1,076,366		347,587
CMBX.NA.AJ.4	CSI		USD	1,406,876	(0.96)%		02/17/51		253,048		—			373,193		120,145
CMBX.NA.AJ.4	MSC		USD	1,239,038	(0.96)%		02/17/51		208,641		—			328,671		120,030
CMBX.NA.AJ.4	GSC		USD	1,056,391	(0.96)%		02/17/51		173,901		—			280,222		106,321
CMBX.NA.AJ.4	DEUT		USD	1,273,593	(0.96)%		02/17/51		238,223		—			337,838		99,615
CMBX.NA.AJ.4	CBK		USD	944,828	(0.96)%		02/17/51		171,610		—			250,628		79,018
CMBX.NA.AJ.4	MSC		USD	368,256	(0.96)%		02/17/51		71,414		—			97,685		26,271
CMBX.NA.AJ.4	MSC		USD	1,851,152	(0.96)%		02/17/51		723,691		—			491,043		(232,648	)
CMBX.NA.AM.2	MSC		USD	2,367,938	(0.50)%		03/15/49		11,528		—			13,270		1,742
CMBX.NA.AM.2	JPM		USD	179,637	(0.50)%		03/15/49		1,275		—			1,007		(268	)
CMBX.NA.AM.2	JPM		USD	187,802	(0.50)%		03/15/49		2,863		—			1,053		(1,810	)
CMBX.NA.AM.2	JPM		USD	436,844	(0.50)%		03/15/49		5,432		—			2,448		(2,984	)
CMBX.NA.AM.2	JPM		USD	257,207	(0.50)%		03/15/49		8,115		—			1,441		(6,674	)
CMBX.NA.AM.2	MSC		USD	473,588	(0.50)%		03/15/49		23,374		—			2,654		(20,720	)
CMBX.NA.AM.2	DEUT		USD	2,449,591	(0.50)%		03/15/49		140,851		—			13,727		(127,124	)
CMBX.NA.AM.2	CSI		USD	2,449,591	(0.50)%		03/15/49		150,037		—			13,728		(136,309	)
CMBX.NA.AM.4	CBK		USD	520,000	(0.50)%		02/17/51		11,623		—			15,015		3,392
CMBX.NA.AM.4	CSI		USD	40,000	(0.50)%		02/17/51		1,097		—			1,155		58
CMBX.NA.AM.4	JPM		USD	40,000	(0.50)%		02/17/51		1,868		—			1,155		(713	)
CMBX.NA.AM.4	JPM		USD	100,000	(0.50)%		02/17/51		4,063		—			2,887		(1,176	)
CMBX.NA.AM.4	JPM		USD	60,000	(0.50)%		02/17/51		4,667		—			1,732		(2,935	)
CMBX.NA.AM.4	MSC		USD	105,000	(0.50)%		02/17/51		10,579		—			3,032		(7,547	)
CMBX.NA.AM.4	MSC		USD	1,105,000	(0.50)%		02/17/51		247,644		—			31,907		(215,737	)
CMBX.NA.AS.6	CSI		USD	1,330,000	(1.00)%		05/11/63		—		(2,595	)		22,581		25,176
CMBX.NA.AS.6	CSI		USD	3,165,000	(1.00)%		05/11/63		40,865		—			53,735		12,870
CMBX.NA.AS.6	CSI		USD	245,000	(1.00)%		05/11/63		1,026		—			4,160		3,134
CMBX.NA.AS.6	CSI		USD	100,000	(1.00)%		05/11/63		805		—			1,698		893
CMBX.NA.AS.6	CSI		USD	105,000	(1.00)%		05/11/63		1,612		—			1,783		171
CMBX.NA.AS.7	CSI		USD	660,000	(1.00)%		01/17/47		3,419		—			17,125		13,706
CMBX.NA.AS.7	CSI		USD	780,000	(1.00)%		01/17/47		13,106		—			20,237		7,131
CMBX.NA.AS.7	CSI		USD	1,560,000	(1.00)%		01/17/47		35,247		—			40,475		5,228
CMBX.NA.AS.7	CBK		USD	1,445,000	(1.00)%		01/17/47		32,513		—			37,492		4,979
CMBX.NA.AS.7	CSI		USD	120,000	(1.00)%		01/17/47		944		—			3,113		2,169
CMBX.NA.AS.7	CSI		USD	50,000	(1.00)%		01/17/47		778		—			1,298		520
CMBX.NA.AS.7	CSI		USD	50,000	(1.00)%		01/17/47		1,122		—			1,298		176
CMBX.NA.AS.8	DEUT		USD	730,000	(1.00)%		10/17/57		54,661		—			32,582		(22,079	)
CMBX.NA.BBB.6	GSC		USD	1,645,000	(3.00)%		05/11/63		105,733		—			94,619		(11,114	)
CMBX.NA.BBB.7	DEUT		USD	590,000	(3.00)%		01/17/47		44,322		—			48,285		3,963
CMBX.NA.BBB.7	CSI		USD	590,000	(3.00)%		01/17/47		46,109		—			48,285		2,176
CMBX.NA.BBB.7	CSI		USD	1,160,000	(3.00)%		01/17/47		95,960		—			94,933		(1,027	)
CMBX.NA.BBB.7	DEUT		USD	600,000	(3.00)%		01/17/47		58,813		—			49,103		(9,710	)
CMBX.NA.BBB.7	CSI		USD	1,695,000	(3.00)%		01/17/47		156,391		—			138,716		(17,675	)
CMBX.NA.BBB.7	GSC		USD	1,635,000	(3.00)%		01/17/47		156,855		—			133,806		(23,049	)
CMBX.NA.BBB.7	DEUT		USD	625,000	(3.00)%		01/17/47		79,922		—			51,149		(28,773	)
CMBX.NA.BBB.7	GSC		USD	595,000	(3.00)%		01/17/47		85,344		—			48,693		(36,651	)
CMBX.NA.BBB.7	MSC		USD	885,000	(3.00)%		01/17/47		110,194		—			72,427		(37,767	)
Total								$	14,343,295	$	(88,651	)	$	15,022,877	$	768,233

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

209

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection:
CMBX.NA.A.2	JPM		USD	22,337	0.25%		03/15/49	$	—	$	(14,079	)	$	(14,541	)	$	(462	)
CMBX.NA.A.2	DEUT		USD	26,059	0.25%		03/15/49		—		(15,632	)		(16,964	)		(1,332	)
CMBX.NA.A.2	BOA		USD	52,119	0.25%		03/15/49		—		(32,185	)		(33,940	)		(1,755	)
CMBX.NA.A.2	MLI		USD	204,751	0.25%		03/15/49		—		(127,003	)		(133,335	)		(6,332	)
CMBX.NA.A.2	MSC		USD	308,989	0.25%		03/15/49		—		(190,489	)		(201,215	)		(10,726	)
CMBX.NA.A.2	MSC		USD	342,493	0.25%		03/15/49		—		(210,443	)		(223,035	)		(12,592	)
CMBX.NA.A.2	GSC		USD	342,493	0.25%		03/15/49		—		(209,907	)		(223,035	)		(13,128	)
CMBX.NA.A.2	BOA		USD	469,067	0.25%		03/15/49		—		(288,121	)		(305,359	)		(17,238	)
CMBX.NA.A.2	MLI		USD	677,541	0.25%		03/15/49		—		(420,266	)		(441,075	)		(20,809	)
CMBX.NA.A.2	MLI		USD	666,373	0.25%		03/15/49		—		(412,762	)		(433,805	)		(21,043	)
CMBX.NA.A.2	GSC		USD	711,046	0.25%		03/15/49		—		(439,739	)		(462,885	)		(23,146	)
CMBX.NA.A.2	MSC		USD	684,987	0.25%		03/15/49		—		(421,151	)		(445,921	)		(24,770	)
CMBX.NA.A.2	CSI		USD	1,031,203	0.25%		03/15/49		—		(640,486	)		(671,306	)		(30,820	)
CMBX.NA.A.2	BOA		USD	796,669	0.25%		03/15/49		—		(440,881	)		(518,626	)		(77,745	)
CMBX.NA.A.6	GSC		USD	1,210,000	2.00%		05/11/63		15,795		—			(57,320	)		(73,115	)
CMBX.NA.AAA.6	JPM		USD	20,169,000	0.50%		05/11/63		—		(834,030	)		(310,922	)		523,108
CMBX.NA.AAA.6	CSI		USD	7,485,000	0.50%		05/11/63		—		(336,077	)		(115,388	)		220,689
CMBX.NA.AAA.6	JPM		USD	5,465,000	0.50%		05/11/63		—		(174,335	)		(84,247	)		90,088
CMBX.NA.AAA.6	UBS		USD	4,450,000	0.50%		05/11/63		—		(144,587	)		(68,600	)		75,987
CMBX.NA.AAA.6	MLI		USD	3,920,000	0.50%		05/11/63		—		(129,807	)		(60,430	)		69,377
CMBX.NA.AAA.6	MLI		USD	3,825,000	0.50%		05/11/63		—		(128,275	)		(58,965	)		69,310
CMBX.NA.AAA.6	MLI		USD	4,011,000	0.50%		05/11/63		—		(129,810	)		(61,833	)		67,977
CMBX.NA.AAA.6	UBS		USD	3,295,000	0.50%		05/11/63		—		(87,785	)		(50,795	)		36,990
CMBX.NA.AAA.6	MLI		USD	1,915,000	0.50%		05/11/63		—		(65,910	)		(29,522	)		36,388
CMBX.NA.AAA.6	MLI		USD	4,600,000	0.50%		05/11/63		—		(106,936	)		(70,913	)		36,023
CMBX.NA.AAA.6	CSI		USD	1,115,000	0.50%		05/11/63		—		(41,369	)		(17,189	)		24,180
CMBX.NA.AAA.6	GSC		USD	1,230,000	0.50%		05/11/63		—		(39,783	)		(18,962	)		20,821
CMBX.NA.AAA.6	DEUT		USD	1,050,000	0.50%		05/11/63		—		(35,852	)		(16,187	)		19,665
CMBX.NA.AAA.6	CSI		USD	2,200,000	0.50%		05/11/63		—		(52,502	)		(33,915	)		18,587
CMBX.NA.AAA.6	CSI		USD	2,200,000	0.50%		05/11/63		—		(52,437	)		(33,914	)		18,523
CMBX.NA.AAA.6	MSC		USD	2,105,000	0.50%		05/11/63		—		(49,615	)		(32,451	)		17,164
CMBX.NA.AAA.6	MSC		USD	895,000	0.50%		05/11/63		—		(30,560	)		(13,798	)		16,762
CMBX.NA.AAA.6	MSC		USD	665,000	0.50%		05/11/63		—		(22,412	)		(10,252	)		12,160
CMBX.NA.AAA.6	MLI		USD	1,434,000	0.50%		05/11/63		—		(34,180	)		(22,107	)		12,073
CMBX.NA.AAA.6	GSC		USD	550,000	0.50%		05/11/63		—		(18,768	)		(8,479	)		10,289
CMBX.NA.AAA.6	MSC		USD	890,000	0.50%		05/11/63		—		(21,213	)		(13,720	)		7,493
CMBX.NA.AAA.6	GSC		USD	410,000	0.50%		05/11/63		—		(13,697	)		(6,320	)		7,377
CMBX.NA.AAA.6	CBK		USD	1,240,000	0.50%		05/11/63		—		(24,843	)		(19,115	)		5,728
CMBX.NA.AAA.6	GSC		USD	11,600,000	0.50%		05/11/63		—		(136,046	)		(178,824	)		(42,778	)
CMBX.NA.BB.6	CSI		USD	3,615,000	5.00%		05/11/63		—		(424,643	)		(329,116	)		95,527
CMBX.NA.BB.6	CSI		USD	1,237,000	5.00%		05/11/63		20,587		—			(112,555	)		(133,142	)
CMBX.NA.BB.8	GSC		USD	1,775,000	5.00%		10/17/57		—		(601,962	)		(389,788	)		212,174
CMBX.NA.BB.8	MSC		USD	1,775,000	5.00%		10/17/57		—		(549,604	)		(389,788	)		159,816
CMBX.NA.BB.8	GSC		USD	1,775,000	5.00%		10/17/57		—		(537,360	)		(389,788	)		147,572
CMBX.NA.BB.8	CSI		USD	115,000	5.00%		10/17/57		—		(8,181	)		(25,254	)		(17,073	)
CMBX.NA.BB.8	CSI		USD	600,000	5.00%		10/17/57		—		(107,042	)		(131,760	)		(24,718	)
CMBX.NA.BB.8	GSC		USD	465,000	5.00%		10/17/57		—		(75,947	)		(102,114	)		(26,167	)
CMBX.NA.BB.8	CSI		USD	440,000	5.00%		10/17/57		—		(64,543	)		(96,624	)		(32,081	)
CMBX.NA.BB.8	GSC		USD	600,000	5.00%		10/17/57		—		(97,048	)		(131,759	)		(34,711	)
CMBX.NA.BB.8	MLI		USD	400,000	5.00%		10/17/57		—		(48,757	)		(87,840	)		(39,083	)
CMBX.NA.BB.8	CSI		USD	425,000	5.00%		10/17/57		—		(50,577	)		(93,330	)		(42,753	)
CMBX.NA.BB.8	CSI		USD	595,000	5.00%		10/17/57		—		(87,279	)		(130,661	)		(43,382	)
CMBX.NA.BB.8	CSI		USD	565,000	5.00%		10/17/57		—		(68,869	)		(124,073	)		(55,204	)
CMBX.NA.BB.8	CSI		USD	375,000	5.00%		10/17/57		—		(23,174	)		(82,350	)		(59,176	)
CMBX.NA.BB.8	CSI		USD	460,000	5.00%		10/17/57		—		(33,850	)		(101,016	)		(67,166	)
CMBX.NA.BB.8	JPM		USD	460,000	5.00%		10/17/57		—		(33,850	)		(101,016	)		(67,166	)

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

210

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party	Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.8	MLI		USD	885,000	5.00%		10/17/57	$	—	$	(114,244	)	$	(194,345	)	$	(80,101	)
CMBX.NA.BB.8	GSC		USD	885,000	5.00%		10/17/57		—		(105,158	)		(194,345	)		(89,187	)
CMBX.NA.BB.8	BCLY		USD	885,000	5.00%		10/17/57		—		(102,779	)		(194,345	)		(91,566	)
CMBX.NA.BB.8	BCLY		USD	925,000	5.00%		10/17/57		—		(110,566	)		(203,129	)		(92,563	)
CMBX.NA.BB.8	CSI		USD	925,000	5.00%		10/17/57		—		(108,934	)		(203,129	)		(94,195	)
CMBX.NA.BB.8	MSC		USD	925,000	5.00%		10/17/57		—		(107,310	)		(203,129	)		(95,819	)
CMBX.NA.BB.8	MLI		USD	905,000	5.00%		10/17/57		—		(83,704	)		(198,737	)		(115,033	)
CMBX.NA.BB.8	CSI		USD	1,175,000	5.00%		10/17/57		—		(140,422	)		(258,029	)		(117,607	)
CMBX.NA.BB.8	CSI		USD	925,000	5.00%		10/17/57		—		(77,654	)		(203,129	)		(125,475	)
CMBX.NA.BB.8	BOA		USD	1,100,000	5.00%		10/17/57		—		(77,623	)		(241,559	)		(163,936	)
CMBX.NA.BB.8	CSI		USD	1,850,000	5.00%		10/17/57		—		(223,261	)		(406,258	)		(182,997	)
CMBX.NA.BB.8	BCLY		USD	1,120,000	5.00%		10/17/57		—		(59,754	)		(245,951	)		(186,197	)
CMBX.NA.BB.8	BCLY		USD	1,255,000	5.00%		10/17/57		—		(76,436	)		(275,597	)		(199,161	)
CMBX.NA.BB.8	BCLY		USD	2,025,000	5.00%		10/17/57		—		(229,106	)		(444,688	)		(215,582	)
CMBX.NA.BB.9	GSC		USD	885,000	5.00%		09/15/58		—		(248,998	)		(224,126	)		24,872
CMBX.NA.BB.9	GSC		USD	440,000	5.00%		09/15/58		—		(123,796	)		(111,430	)		12,366
CMBX.NA.BB.9	GSC		USD	440,000	5.00%		09/15/58		—		(122,727	)		(111,430	)		11,297
CMBX.NA.BB.9	MLI		USD	440,000	5.00%		09/17/58		—		(125,068	)		(111,430	)		13,638
CMBX.NA.BB.9	JPM		USD	470,000	5.00%		09/17/58		—		(130,001	)		(119,027	)		10,974
CMBX.NA.BB.9	MLI		USD	435,000	5.00%		09/17/58		—		(120,320	)		(110,164	)		10,156
PrimeX.ARM.2	MSC		USD	1,717,595	4.58%		12/25/37		—		(126,050	)		72,640			198,690
PrimeX.ARM.2	JPM		USD	143,646	4.58%		12/25/37		4,374		—			6,075			1,701
PrimeX.ARM.2	JPM		USD	60,537	4.58%		12/25/37		1,750		—			2,561			811
PrimeX.ARM.2	MSC		USD	85,162	4.58%		12/25/37		2,845		—			3,602			757
PrimeX.ARM.2	JPM		USD	58,484	4.58%		12/25/37		1,710		—			2,466			756
PrimeX.ARM.2	JPM		USD	46,172	4.58%		12/25/37		1,228		—			1,946			718
Total								$	48,289	$	(12,000,570	)	$	(12,502,729	)	$	(550,448	)
Total traded indices								$	14,391,584	$	(12,089,221	)	$	2,520,148		$	217,785
Credit default swaps on single-name issues:
Buy protection:
Marathon Oil Corp.	JPM		USD	165,000	(1.00)%/3.61%		06/20/20	$	36,410	$	—		$	16,000		$	(20,410	)
Credit default swaps on single-name issues:
Sell protection:
Brazilian Government International Bond	GSC		USD	2,820,000	1.00%/3.33%		06/20/21	$	—	$	(336,763	)	$	(304,409	)	$	32,354
Republic of South Africa	GSC		USD	2,695,000	1.00%/2.63%		12/20/20		—		(256,572	)		(187,064	)		69,508
Total								$	—	$	(593,335	)	$	(491,473	)	$	101,862
Total single-name issues								$	36,410	$	(593,335	)	$	(475,473	)	$	81,452
Total OTC contracts								$	14,427,994	$	(12,682,556	)	$	2,044,675		$	299,237

^(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.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on April 30, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

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

211

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Notional Amount(a)		(Pay)/Receive Fixed Rate			Expiration Date	Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26	USD	52,443,000		(5.00	)%	06/20/21	$	(1,016,836	)	$	(1,686,793	)	$	(669,957	)
CDX.NA.IG.26	USD	34,764,000		(1.00	)%	06/20/21		332,543			401,381			68,838
ITRAXX.EUR.25	EUR	26,519,000		(1.00	)%	06/20/21		(439,781	)		(439,596	)		185
ITRAXX.XOV.24	EUR	3,350,000		(5.00	)%	12/20/20		(184,418	)		(278,414	)		(93,996	)
Total							$	(1,308,492	)	$	(2,003,422	)	$	(694,930	)

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

Cross Currency Swap Contracts Outstanding at April 30, 2016
Receive	Pay	Maturity Date(1)	Counter- party		Notional Amount of Currency Received		Notional Amount of Currency Delivered		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.300% based on the notional amount of currency delivered	09/21/21		GSC		USD  4,048,496		CNY  26,380,000	$	—	$	(27,146	)	$	(19,667	)	$	7,479
Fixed Rate equal to 3.300% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	09/21/21		GSC		CNY  26,380,000		USD 4,048,496		27,146		—			(184,325	)		(211,471	)
Total									$	27,146	$	(27,146	)	$	(203,992	)	$	(203,992	)

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BOA	1.81% Fixed	CPURNSA		USD	29,435,000		09/22/25	$	—	$	—	$	(70,005	)	$	(70,005	)
BOA	1.82% Fixed	CPURNSA		USD	22,955,000		09/22/25		—		—		(67,514	)		(67,514	)
Total								$	—	$	—	$	(137,519	)	$	(137,519	)

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
3M USD LIBOR	1.63% Fixed	USD	68,288,000		06/15/26	$	—	$	—	$	584,418	$	584,418

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

212

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
BRL	Sell		07/05/16	GSC	$	2,394,743	$	2,577,184	$	(182,441	)
BRL	Sell		08/17/16	MSC		9,105,732		9,650,246		(544,514	)
CNY	Buy		07/28/16	JPM		1,674,111		1,613,185		(60,926	)
CNY	Sell		07/28/16	GSC		299,620		302,809		(3,189	)
CNY	Sell		07/28/16	DEUT		1,293,627		1,310,377		(16,750	)
EUR	Buy		03/15/17	CBK		1,320,900		1,378,513		57,613
EUR	Buy		03/15/17	UBS		934,495		944,108		9,613
EUR	Buy		03/15/17	BOA		796,404		805,098		8,694
EUR	Buy		03/15/17	BOA		606,985		613,960		6,975
EUR	Sell		05/11/16	GSC		1,993,353		2,004,481		(11,128	)
EUR	Sell		05/31/16	SSG		16,940,826		17,185,325		(244,499	)
EUR	Sell		03/15/17	BOA		3,472,479		3,741,679		(269,200	)
GBP	Sell		05/31/16	CBK		2,988,404		3,002,892		(14,488	)
GBP	Sell		06/15/16	WEST		1,309,588		1,345,899		(36,311	)
IDR	Buy		05/18/16	GSC		1,617,735		1,890,198		272,463
IDR	Buy		09/21/16	GSC		5,409,450		5,427,325		17,875
IDR	Sell		05/18/16	BCLY		876,134		956,442		(80,308	)
IDR	Sell		05/18/16	JPM		852,988		933,755		(80,767	)
IDR	Sell		09/21/16	SCB		1,343,929		1,356,831		(12,902	)
IDR	Sell		09/21/16	DEUT		1,341,960		1,356,832		(14,872	)
IDR	Sell		09/21/16	HSBC		2,698,748		2,713,663		(14,915	)
MXN	Buy		06/15/16	RBC		1,008,612		1,020,723		12,111
MXN	Buy		06/15/16	SSG		205,454		208,229		2,775
MXN	Sell		06/15/16	SCB		1,174,764		1,228,953		(54,189	)
PEN	Buy		06/15/16	SSG		956,970		983,537		26,567
PEN	Sell		06/15/16	SSG		21,752		22,718		(966	)
PEN	Sell		06/15/16	CIB		259,546		273,827		(14,281	)
PEN	Sell		06/15/16	JPM		652,380		686,991		(34,611	)
RON	Sell		06/15/16	JPM		3,782,286		3,875,392		(93,106	)
THB	Buy		06/15/16	MSC		2,776,550		2,810,435		33,885
THB	Buy		06/15/16	BOA		1,702,459		1,722,505		20,046
THB	Sell		06/15/16	SCB		4,437,542		4,532,941		(95,399	)
TRY	Buy		06/15/16	BOA		3,858,854		4,010,127		151,273
TRY	Sell		05/04/16	CSFB		9,335,115		9,665,775		(330,660	)
TRY	Sell		06/15/16	BOA		3,855,810		4,010,127		(154,317	)
UYU	Sell		06/30/16	HSBC		221,424		221,424		—
UYU	Sell		06/30/16	HSBC		1,015,030		1,015,030		—
UYU	Sell		06/30/16	HSBC		1,021,858		1,021,858		—
UYU	Sell		06/30/16	HSBC		2,047,451		2,047,451		—
ZAR	Buy		06/15/16	BNP		912,964		960,151		47,187
ZAR	Sell		06/15/16	GSC		837,775		960,150		(122,375	)
Total									$	(1,820,037)

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

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

213

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
WEST	Westpac International
Currency Abbreviations:
BRL	Brazilian Real
CNH	Chinese Renminbi
CNY	Chinese Yuan
COP	Colombian Peso
EUR	Euro
GBP	British Pound
IDR	Indonesian Rupiah
MXN	Mexican Peso
PEN	Peruvian Nuevo Sol
RON	New Romanian Leu
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
UYU	Uruguayan Peso
ZAR	South African Rand

Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
ABX.HE.PEN	Markit Asset Backed Security Home Equity Penultimate
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.EUR	Markit i Traxx - Europe
ITRAXX.XOV	Markit i Traxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
Other Abbreviations:
CDO	Collateralized Debt Obligation
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EM	Emerging Markets
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OTC	Over-the-Counter
PAC	Planned Amortization Class
TBA	To Be Announced
Municipal Abbreviations:
GO	General Obligation

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

214

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	631,372,135		$	—		$	631,372,135		$	—
Corporate Bonds		646,944,445			—			646,944,445			—
Foreign Government Obligations		47,870,453			—			47,870,453			—
Municipal Bonds		20,626,574			—			20,626,574			—
Senior Floating Rate Interests		98,194,360			—			98,194,360			—
U.S. Government Agencies		868,473,508			—			868,473,508			—
U.S. Government Securities		167,151,690			—			167,151,690			—
Preferred Stocks		976,648			976,648			—			—
Short-Term Investments		78,370,034			78,370,034			—			—
Purchased Options		382,366			—			382,366			—
Foreign Currency Contracts(2)		667,077			—			667,077			—
Futures Contracts(2)		597,193			597,193			—			—
Swaps - Credit Default(2)		5,034,837			—			5,034,837			—
Swaps - Cross Currency(2)		7,479			—			7,479			—
Swaps - Interest Rate(2)		584,418			—			584,418			—
Total	$	2,567,253,217		$	79,943,875		$	2,487,309,342		$	—
Liabilities
Foreign Currency Contracts(2)	$	(2,487,114	)	$	—		$	(2,487,114	)	$	—
Futures Contracts(2)		(1,197,589	)		(1,197,589	)		—			—
Swaps - Credit Default(2)		(5,430,531	)		—			(5,430,531	)		—
Swaps - Cross Currency(2)		(211,471	)		—			(211,471	)		—
Swaps - Interest Rate(2)		(137,519	)		—			(137,519	)		—
TBA Sale Commitments		(71,593,590	)		—			(71,593,590	)		—
Written Options		(5,401	)		—			(5,401	)		—
Total	$	(81,063,215	)	$	(1,197,589	)	$	(79,865,626	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	2,775,058		$	2,775,058
Purchases		—			—
Sales		—			—
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		—			—
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		(2,775,058	)		(2,775,058	)
Ending balance	$	—		$	—

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $0.

⁽¹⁾ Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

215

The Hartford Unconstrained Bond Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.5%
			Asset-Backed - Finance & Insurance - 15.4%
			Apidos CLO
	$	415,000	2.06%, 07/18/2027(1)(2)	$	412,654
		390,000	2.18%, 01/16/2027(1)(2)		390,177
			Atlas Senior Loan Fund Ltd.
		395,000	2.17%, 10/15/2026(1)(2)		393,964
		335,000	2.18%, 07/16/2026(1)(2)		333,304
		270,000	Avery Point VI CLO Ltd. 2.07%, 08/05/2027(1)(2)		268,900
		425,000	Babson CLO Ltd. 2.06%, 04/20/2027(1)(2)		423,833
		270,000	Carlyle Global Market Strategies Ltd. 2.10%, 04/27/2027(1)(2)		269,134
			Cent CLO Ltd.
		500,000	1.87%, 08/01/2024(1)(2)		499,158
		275,000	2.12%, 04/17/2026(1)(2)		273,350
		395,000	CIFC Funding Ltd. 2.11%, 05/24/2026(1)(2)		392,102
			Dryden Senior Loan Fund
		300,000	1.91%, 11/15/2023(1)(2)		299,679
		275,000	2.97%, 11/09/2025(1)(2)		274,785
		20,561	Equity One Mortgage Pass-Through Trust 5.46%, 12/25/2033(2)		11,456
			Galaxy CLO Ltd.
		400,000	1.88%, 04/15/2025(1)(2)		395,477
		315,000	2.19%, 01/24/2027(1)(2)		314,277
		250,000	2.73%, 07/15/2026(1)(2)		247,515
		205,000	Green Tree Agency Advance Funding Trust I 3.10%, 10/15/2048(1)		204,961
		160,639	GSAMP Trust 0.53%, 01/25/2037(2)		94,972
		45,000	HSI Asset Securitization Corp. Trust 0.71%, 02/25/2036(2)		39,222
		45,120	Long Beach Asset Holdings Corp. 5.78%, 04/25/2046(1)(3)(4)		—
			Madison Park Funding Ltd.
		250,000	1.92%, 10/23/2025(1)(2)		247,715
		250,000	2.78%, 07/20/2026(1)(2)		247,621
		325,000	3.03%, 01/27/2026(1)(2)		326,793
			Magnetite CLO Ltd.
		480,000	2.06%, 07/25/2026(1)(2)		479,279
		500,000	5.13%, 01/15/2025(1)(2)		501,103
		126,994	Nationstar HECM Loan Trust 2.98%, 02/25/2026(1)		127,007
		400,000	Neuberger Berman CLO Ltd. 2.09%, 08/04/2025(1)(2)		398,688
		275,000	Oaktree EIF II Ltd. 2.17%, 02/15/2026(1)(2)		274,586
		375,000	OCP CLO Ltd. 2.16%, 04/17/2027(1)(2)		373,826
			Ocwen Master Advance Receivables Trust
		488,000	3.03%, 09/17/2046(1)		487,166
		465,000	3.52%, 09/17/2046(1)		464,374
		200,000	OHA Credit Partners VII Ltd. 2.04%, 11/20/2023(1)(2)		200,465
		288,000	OHA Credit Partners VIII Ltd. 1.75%, 04/20/2025(1)(2)		283,453
		345,000	OHA Loan Funding Ltd. 2.12%, 02/15/2027(1)(2)		344,623
		420,000	OneMain Financial Issuance Trust 4.10%, 03/20/2028(1)		428,910

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.5% - (continued)
			Asset-Backed - Finance & Insurance - 15.4% - (continued)
	$	360,000	OZLM Funding Ltd. 2.07%, 04/30/2027(1)(2)	$	357,498
		325,000	Race Point CLO Ltd. 2.14%, 04/15/2027(1)(2)		322,511
		262,951	Securitized Asset Backed Receivables LLC 0.53%, 07/25/2036(2)		122,140
			Sound Point CLO Ltd.
		250,000	2.01%, 01/21/2026(1)(2)		248,256
		270,000	2.16%, 04/15/2027(1)(2)		269,249
		250,000	5.23%, 07/15/2025(1)(2)		205,738
		212,466	SpringCastle America Funding LLC 2.70%, 05/25/2023(1)		212,960
		395,000	Symphony CLO Ltd. 2.08%, 10/17/2026(1)(2)		392,048
		270,000	Venture CLO Ltd. 2.12%, 07/15/2027(1)(2)		268,768
			Voya CLO Ltd.
		255,000	2.11%, 04/18/2027(1)(2)		253,659
		350,000	3.03%, 10/14/2026(1)(2)		350,793
					13,728,149
			Asset-Backed - Home Equity - 3.0%
		64,546	Asset Backed Funding Certificates 0.66%, 01/25/2037(2)		39,410
			GSAA Home Equity Trust
		127,266	0.51%, 12/25/2046(2)		61,869
		431,562	0.52%, 02/25/2037(2)		228,828
		139,799	0.54%, 03/25/2037(2)		72,695
		31,445	0.61%, 03/25/2047(2)		15,297
		298,708	0.62%, 11/25/2036(2)		151,083
		162,793	0.68%, 11/25/2036(2)		92,886
		29,588	0.74%, 03/25/2036(2)		19,646
		141,298	0.76%, 04/25/2047(2)		86,924
		63,179	5.88%, 09/25/2036(5)		31,431
		365,733	5.99%, 06/25/2036(2)		180,006
		28,683	Morgan Stanley Asset-Backed Securities Capital I Inc. Trust 0.59%, 06/25/2036(2)		24,444
		482,136	Morgan Stanley Mortgage Loan Trust 0.61%, 11/25/2036(2)		207,893
		22,008	Nationstar NIM Ltd. 9.79%, 03/25/2037(1)(3)(4)		—
		905,000	NRZ Advance Receivables Trust 3.30%, 08/17/2048(1)		910,444
		23,757	Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(5)		13,753
			Soundview Home Loan Trust
		685,063	0.68%, 07/25/2036(2)		417,190
		160,000	0.69%, 11/25/2036(2)		105,725
					2,659,524
			Commercial Mortgage - Backed Securities - 4.4%
		235,000	Banc of America Commercial Mortgage Trust 3.26%, 09/15/2048(1)(2)		126,706
		100,000	Bear Stearns Commercial Mortgage Securities, Inc. 5.31%, 10/12/2042(2)		98,898
			Citigroup Commercial Mortgage Trust
		40,000	4.56%, 03/10/2047(1)(2)		25,111
		30,000	5.06%, 03/10/2047(1)(2)		25,286
		40,000	Cobalt CMBS Commercial Mortgage Trust 5.25%, 08/15/2048		39,738

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

216

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.5% - (continued)
			Commercial Mortgage - Backed Securities - 4.4% - (continued)
	$	100,000	Commercial Mortgage Pass-Through Certificates 4.75%, 10/15/2045(1)(2)	$	81,743
			Commercial Mortgage Trust
		518,675	2.11%, 07/10/2046(1)(2)(6)		35,252
		15,000	3.96%, 03/10/2047		16,326
		65,000	4.73%, 10/15/2045(1)(2)		55,418
			Credit Suisse First Boston Mortgage Securities Corp.
		2,053	4.77%, 07/15/2037		2,053
		122,185	4.88%, 04/15/2037		113,682
		395,000	GS Mortgage Securities Corp. II 5.02%, 11/10/2045(1)(2)		367,361
			GS Mortgage Securities Trust
		4,736,817	0.31%, 07/10/2046(2)(6)		36,822
		443,373	1.78%, 08/10/2044(1)(2)(6)		22,363
		90,000	3.58%, 06/10/2047(1)		52,048
		100,166	3.67%, 04/10/2047(1)		74,091
		175,000	5.03%, 04/10/2047(1)(2)		136,799
			Hilton USA Trust
		90,671	3.19%, 11/05/2030(1)(2)		90,613
		285,615	4.19%, 11/05/2030(1)(2)		284,465
		110,923	JP Morgan Chase Commercial Mortgage Securities Corp. 4.57%, 12/15/2047(1)(2)		87,489
			JP Morgan Chase Commercial Mortgage Securities Trust
		190,000	2.73%, 10/15/2045(1)(2)		134,564
		100,000	4.81%, 10/15/2045(1)(2)		90,645
		765,000	5.50%, 08/15/2046(1)(2)		778,858
		1,762,173	JPMBB Commercial Mortgage Securities Trust 1.02%, 09/15/2047(2)(6)		71,514
		130,000	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.42%, 08/12/2048		132,873
		105,000	Morgan Stanley Bank of America Merrill Lynch Trust 4.50%, 08/15/2045(1)		73,802
			Morgan Stanley Capital I Trust
		100,000	5.35%, 07/15/2049(1)(2)		77,116
		50,000	5.40%, 10/12/2052(1)(2)		46,450
		65,000	UBS-Barclays Commercial Mortgage Trust 4.22%, 03/10/2046(1)(2)		44,587
		160,000	VNDO Mortgage Trust 4.08%, 12/13/2029(1)(2)		162,021
		15,000	Wells Fargo Commercial Mortgage Trust 4.24%, 05/15/2048(2)		11,493
			WF-RBS Commercial Mortgage Trust
		235,599	3.02%, 11/15/2047(1)		114,586
		375,000	4.96%, 11/15/2045(1)(2)		298,877
		45,000	5.00%, 06/15/2044(1)(2)		38,497
		55,215	5.00%, 04/15/2045(1)(2)		37,209
		65,000	5.75%, 04/15/2045(1)(2)		64,150
					3,949,506
			Other ABS - 0.2%
		205,000	SPS Servicer Advance Receivables Trust 2.92%, 07/15/2047(1)		205,197
			Whole Loan Collateral CMO - 11.4%
			Adjustable Rate Mortgage Trust
		27,521	0.70%, 01/25/2036(2)		22,523

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.5% - (continued)
			Whole Loan Collateral CMO - 11.4% - (continued)
	$	71,393	0.71%, 11/25/2035(2)	$	64,424
		118,115	0.94%, 01/25/2036(2)		101,199
			Alternative Loan Trust
		139,376	0.76%, 11/25/2035(2)		114,102
		526,472	0.84%, 10/25/2036(2)		358,031
		244,380	5.50%, 12/25/2035		208,894
		326,394	5.75%, 05/25/2036		256,220
		280,512	6.00%, 05/25/2036		227,709
			American Home Mortgage Assets Trust
		80,480	0.56%, 03/25/2047(2)		57,971
		168,792	1.32%, 10/25/2046(2)		117,695
			Banc of America Funding Trust
		23,405	0.63%, 10/20/2036(2)		18,736
		42,897	5.85%, 01/25/2037(5)		36,158
		84,597	Banc of America Mortgage Trust 2.86%, 09/25/2035(2)		77,059
			BCAP LLC Trust
		156,703	0.61%, 01/25/2037(2)		124,401
		194,626	0.62%, 03/25/2037(2)		162,423
			Bear Stearns Alt-A Trust
		338,995	0.76%, 08/25/2036(2)		250,668
		171,786	0.94%, 01/25/2036(2)		136,699
		114,243	Bear Stearns Mortgage Funding Trust 0.62%, 10/25/2036(2)		87,407
		350,000	Chase Mortgage Finance Trust 5.50%, 11/25/2035		330,713
			CHL Mortgage Pass-Through Trust
		77,805	1.12%, 03/25/2035(2)		61,891
		43,011	2.68%, 03/20/2036(2)		38,151
		245,724	Countrywide Home Loans, Inc. 2.75%, 09/25/2047(2)		219,526
		81,646	Deutsche Alt-A Securities Mortgage Loan Trust 0.59%, 03/25/2037(2)		58,627
		425,413	DSLA Mortgage Loan Trust 1.27%, 03/19/2046(2)		304,993
		190,969	First Horizon Mortgage Pass-Through Trust 2.75%, 08/25/2037(2)		151,413
			GMAC Mortgage Corp. Loan Trust
		88,084	3.10%, 09/19/2035(2)		80,738
		24,703	3.31%, 04/19/2036(2)		21,007
			GSR Mortgage Loan Trust
		155,143	0.74%, 01/25/2037(2)		89,983
		335,857	2.96%, 04/25/2035(2)		318,569
		85,030	3.00%, 10/25/2035(2)		73,594
			HarborView Mortgage Loan Trust
		201,436	0.63%, 01/19/2038(2)		160,193
		754,001	0.68%, 12/19/2036(2)		516,508
		170,808	0.77%, 09/19/2035(2)		136,460
		11,567	1.14%, 01/19/2035(2)		7,615
		25,974	1.44%, 10/25/2037(2)		22,035
		295,904	3.02%, 01/19/2035(2)		272,346
			IndyMac Index Mortgage Loan Trust
		45,264	0.63%, 04/25/2037(2)		31,959
		113,490	0.72%, 07/25/2035(2)		91,572
		177,314	0.73%, 01/25/2036(2)		112,533
		284,610	0.84%, 07/25/2046(2)		157,764
			JP Morgan Mortgage Trust
		120,839	2.56%, 11/25/2035(2)		111,633
		88,601	2.74%, 09/25/2035(2)		84,006
		113,142	2.80%, 04/25/2037(2)		99,070
		421,942	2.90%, 05/25/2036(2)		377,262

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

217

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.5% - (continued)
			Whole Loan Collateral CMO - 11.4% - (continued)
	$	98,714	Lehman XS Trust 0.65%, 07/25/2046(2)	$	76,411
			LSTAR Securities Investment Trust
		219,149	2.43%, 01/01/2020(1)(2)		215,971
		453,880	2.43%, 10/01/2020(1)(2)		445,515
		534,589	2.44%, 04/01/2020(1)(2)		519,219
		64,210	Luminent Mortgage Trust 0.64%, 10/25/2046(2)		54,152
		81,010	Merrill Lynch Mortgage Investors Trust 2.84%, 07/25/2035(2)		63,832
		77,771	Morgan Stanley Mortgage Loan Trust 3.00%, 05/25/2036(2)		55,172
		502,010	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.18%, 06/25/2036(2)		373,231
		100,884	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		90,782
			Residential Accredit Loans, Inc.
		50,291	1.18%, 09/25/2046(2)		34,896
		364,690	1.64%, 11/25/2037(2)		235,911
		50,396	6.00%, 12/25/2035		43,096
		71,157	Residential Asset Securitization Trust 0.89%, 03/25/2035(2)		55,001
			Residential Funding Mortgage Securities, Inc.
		295,528	2.92%, 08/25/2035(2)		220,757
		10,357	3.40%, 04/25/2037(2)		8,735
		83,987	Sequoia Mortgage Trust 2.69%, 07/20/2037(2)		66,909
		501,805	Structured Adjustable Rate Mortgage Loan Trust 2.75%, 02/25/2036(2)		398,469
		395,977	Structured Asset Mortgage Investments II Trust 0.67%, 02/25/2036(2)		298,582
			WaMu Mortgage Pass-Through Certificates Trust
		54,152	0.86%, 06/25/2044(2)		48,114
		43,152	2.17%, 11/25/2046(2)		38,170
		39,559	2.20%, 12/25/2036(2)		33,791
		156,843	2.22%, 06/25/2037(2)		133,243
		104,415	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 0.53%, 02/25/2037(2)		66,317
		44,385	Wells Fargo Alternative Loan Trust 2.77%, 12/28/2037(2)		37,198
			Wells Fargo Commercial Mortgage Trust
		265,000	2.88%, 05/15/2048(1)(2)		132,386
		115,000	3.36%, 09/15/2058(1)		67,465
					10,165,805
			Whole Loan Collateral PAC - 0.1%
		74,526	Alternative Loan Trust 0.94%, 12/25/2035(2)		51,473
			Total Asset & Commercial Mortgage Backed Securities (cost $31,318,673)	$	30,759,654
CORPORATE BONDS - 18.6%
			Advertising - 0.0%
		5,000	Lamar Media Corp. 5.75%, 02/01/2026(1)	$	5,288

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.6% - (continued)
			Apparel - 0.1%
	$	120,000	William Carter Co. 5.25%, 08/15/2021	$	125,040
			Beverages - 0.3%
		225,000	Anheuser-Busch InBev Finance, Inc. 4.90%, 02/01/2046		255,163
			Chemicals - 0.1%
		30,000	Eagle Spinco, Inc. 4.63%, 02/15/2021		29,850
		95,000	NOVA Chemicals Corp. 5.00%, 05/01/2025(1)		93,100
					122,950
			Commercial Banks - 7.3%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	400,000	7.00%, 02/19/2019(2)(7)(8)		421,379
	$	200,000	9.00%, 05/09/2018(2)(7)(8)		206,650
	EUR	400,000	Banco Santander S.A. 6.25%, 03/12/2019(2)(7)(8)		401,340
		200,000	Bank of Ireland 7.38%, 06/18/2020(2)(7)(8)		220,708
			Barclays plc
		200,000	8.00%, 12/15/2020(2)(7)		228,438
	$	200,000	8.25%, 12/15/2018(2)(7)		200,507
	EUR	300,000	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 8.13%, 10/30/2023(8)		418,156
	$	200,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(2)(7)		204,500
		104,000	CIT Group, Inc. 5.50%, 02/15/2019(1)		108,940
		190,000	Citigroup, Inc. 5.50%, 09/13/2025		210,486
			Credit Agricole S.A.
	EUR	225,000	6.50%, 06/23/2021(2)(7)(8)		251,195
	$	200,000	8.13%, 12/23/2025(1)(2)(7)		206,500
		200,000	8.13%, 09/19/2033(1)(2)		219,418
		775,000	Credit Suisse Group AG 6.25%, 12/18/2024(2)(7)(8)		713,000
		245,000	Goldman Sachs Group, Inc. 5.15%, 05/22/2045		251,920
			Intesa Sanpaolo S.p.A.
		205,000	5.71%, 01/15/2026(1)		199,218
		475,000	7.70%, 09/17/2025(1)(2)(7)		439,375
	EUR	125,000	KBC Groep N.V. 5.63%, 03/19/2019(2)(7)(8)		137,764
	$	20,000	Radian Group, Inc. 7.00%, 03/15/2021		21,325
			Royal Bank of Scotland Group plc
		60,000	6.13%, 12/15/2022		64,151
		560,000	7.50%, 08/10/2020(2)(7)		522,200
			Societe Generale S.A.
	EUR	150,000	6.75%, 04/07/2021(2)(7)(8)		167,678
	$	275,000	8.25%, 11/29/2018(2)(7)(8)		281,187
			UBS Group AG
		200,000	7.00%, 02/19/2025(2)(7)(8)		206,500
		200,000	7.13%, 02/19/2020(2)(7)(8)		203,000
					6,505,535
			Commercial Services - 0.1%
		55,000	Cardtronics, Inc. 5.13%, 08/01/2022		55,138

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

218

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.6% - (continued)
			Commercial Services - 0.1% - (continued)
	$	40,000	United Rentals North America, Inc. 4.63%, 07/15/2023	$	39,850
					94,988
			Construction Materials - 0.7%
		200,000	CRH America, Inc. 5.13%, 05/18/2045(1)		208,254
		260,000	Grupo Cementos de Chihuahua S.A.B. de C.V. 8.13%, 02/08/2020(1)		272,350
		60,000	Norbord, Inc. 6.25%, 04/15/2023(1)		60,600
			Standard Industries, Inc.
		35,000	5.38%, 11/15/2024(1)		36,488
		80,000	6.00%, 10/15/2025(1)		86,200
					663,892
			Diversified Financial Services - 0.5%
		150,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 4.50%, 05/15/2021		154,875
		35,000	Aircastle Ltd. 5.50%, 02/15/2022		37,231
		65,000	International Lease Finance Corp. 5.88%, 04/01/2019		69,713
			Navient Corp.
		120,000	5.50%, 01/15/2019		119,100
		30,000	8.45%, 06/15/2018		32,100
					413,019
			Electric - 0.2%
		110,000	AES Corp. 8.00%, 06/01/2020		127,050
		60,000	NRG Energy, Inc. 6.25%, 07/15/2022		58,819
					185,869
			Engineering & Construction - 0.3%
		310,000	SBA Tower Trust 3.60%, 04/15/2043(1)		309,536
			Entertainment - 0.0%
		10,000	GLP Capital L.P. / GLP Financing II, Inc. 5.38%, 04/15/2026		10,425
			Environmental Control - 0.2%
		130,000	Clean Harbors, Inc. 5.25%, 08/01/2020		133,737
			Forest Products & Paper - 0.2%
			Cascades, Inc.
		20,000	5.50%, 07/15/2022(1)		19,300
		55,000	5.75%, 07/15/2023(1)		52,387
		65,000	Clearwater Paper Corp. 5.38%, 02/01/2025(1)		64,675
					136,362
			Healthcare-Products - 0.1%
		25,000	Hologic, Inc. 5.25%, 07/15/2022(1)		26,188
		60,000	Kinetic Concepts, Inc. / KCI USA, Inc. 7.88%, 02/15/2021(1)		64,875
					91,063

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.6% - (continued)
			Healthcare-Services - 0.6%
	$	90,000	Community Health Systems, Inc. 5.13%, 08/01/2021	$	90,262
		165,000	HCA, Inc. 6.50%, 02/15/2020		182,737
		60,000	LifePoint Health, Inc. 5.88%, 12/01/2023		62,850
		15,000	MEDNAX, Inc. 5.25%, 12/01/2023(1)		15,525
		135,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		143,100
					494,474
			Home Builders - 0.2%
		67,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022		69,023
		60,000	Meritage Homes Corp. 6.00%, 06/01/2025		61,200
		5,000	PulteGroup, Inc. 4.25%, 03/01/2021		5,088
					135,311
			Insurance - 2.7%
	EUR	325,000	Achmea B.V. 6.00%, 04/04/2043(2)(8)		403,968
		300,000	Assicurazioni Generali S.p.A. 7.75%, 12/12/2042(2)(8)		417,371
	$	295,000	AXA S.A. 6.46%, 12/14/2018(1)(2)(7)		302,065
		20,000	CNO Financial Group, Inc. 5.25%, 05/30/2025		20,588
	EUR	400,000	Credit Agricole Assurances S.A. 4.25%, 01/13/2025(2)(7)(8)		446,740
		400,000	Intesa Sanpaolo Vita S.p.A. 4.75%, 12/17/2024(2)(7)(8)		462,428
		300,000	Mapfre S.A. 5.92%, 07/24/2037(2)		355,904
					2,409,064
			Iron/Steel - 0.3%
	$	135,000	ArcelorMittal 6.25%, 08/05/2020		138,375
			Steel Dynamics, Inc.
		45,000	5.13%, 10/01/2021		46,012
		20,000	5.50%, 10/01/2024		20,325
			United States Steel Corp.
		25,000	6.88%, 04/01/2021		21,813
		75,000	7.38%, 04/01/2020		70,687
					297,212
			Lodging - 0.1%
		90,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		91,557
			Machinery - Construction & Mining - 0.1%
		50,000	Oshkosh Corp. 5.38%, 03/01/2025		51,500
			Machinery-Diversified - 0.1%
		35,000	Case New Holland Industrial, Inc. 7.88%, 12/01/2017		37,275
		45,000	CNH Industrial Capital LLC 3.38%, 07/15/2019		44,325
					81,600

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

219

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.6% - (continued)
			Media - 1.1%
	$	100,000	CCO Holdings LLC / CCO Holdings Capital Corp. 5.25%, 09/30/2022	$	103,250
			CCO Safari II LLC
		40,000	4.91%, 07/23/2025(1)		43,122
		175,000	6.48%, 10/23/2045(1)		206,740
			DISH DBS Corp.
		56,000	5.88%, 07/15/2022		54,460
		95,000	6.75%, 06/01/2021		97,870
		120,000	Liberty Interactive LLC 8.25%, 02/01/2030		124,500
			TEGNA, Inc.
		80,000	4.88%, 09/15/2021(1)		81,600
		115,000	5.13%, 07/15/2020		119,744
			Videotron Ltd.
		45,000	5.00%, 07/15/2022		46,687
		80,000	5.38%, 06/15/2024(1)		83,500
					961,473
			Mining - 0.1%
			Freeport-McMoRan, Inc.
		5,000	3.88%, 03/15/2023		4,188
		20,000	4.55%, 11/14/2024		16,825
		15,000	5.40%, 11/14/2034		11,473
		35,000	5.45%, 03/15/2043		26,250
		5,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024(1)		5,119
					63,855
			Multi-National - 0.0%
	INR	1,760,000	International Finance Corp. 7.10%, 03/21/2031		27,675
			Oil & Gas - 0.6%
	$	30,000	Antero Resources Corp. 5.63%, 06/01/2023		29,100
			Concho Resources, Inc.
		20,000	5.50%, 04/01/2023		20,150
		25,000	6.50%, 01/15/2022		26,000
		40,000	Continental Resources, Inc. 5.00%, 09/15/2022		37,350
		165,000	Ecopetrol S.A. 5.88%, 05/28/2045		134,211
		21,000	Harvest Operations Corp. 6.88%, 10/01/2017		17,929
			Marathon Oil Corp.
		15,000	3.85%, 06/01/2025		13,402
		5,000	5.20%, 06/01/2045		4,237
		5,000	6.60%, 10/01/2037		4,790
		5,000	6.80%, 03/15/2032		4,880
		50,000	MEG Energy Corp. 7.00%, 03/31/2024(1)		39,250
	GBP	100,000	Petrobras Global Finance B.V. 5.38%, 10/01/2029		99,399
	$	45,000	Tesoro Corp. 5.13%, 04/01/2024		45,000
			WPX Energy, Inc.
		35,000	5.25%, 09/15/2024		29,470
		55,000	6.00%, 01/15/2022		49,500
					554,668
			Packaging & Containers - 0.1%
		65,000	Graphic Packaging International, Inc. 4.88%, 11/15/2022		66,950

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.6% - (continued)
			Packaging & Containers - 0.1% - (continued)
	$	30,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1)	$	32,250
					99,200
			Pipelines - 0.8%
			DCP Midstream LLC
		10,000	5.35%, 03/15/2020(1)		9,500
		15,000	9.75%, 03/15/2019(1)		16,050
			DCP Midstream Operating L.P.
		10,000	2.70%, 04/01/2019		9,381
		5,000	3.88%, 03/15/2023		4,412
		21,000	4.95%, 04/01/2022		20,160
		15,000	5.60%, 04/01/2044		12,075
		130,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		130,975
		345,000	Energy Transfer Partners L.P. 5.95%, 10/01/2043		315,295
			MPLX L.P.
		40,000	4.88%, 12/01/2024(1)		38,987
		40,000	4.88%, 06/01/2025(1)		38,652
		125,000	Tesoro Logistics L.P. 6.25%, 10/15/2022		128,125
					723,612
			Retail - 0.1%
		80,000	Group 1 Automotive, Inc. 5.00%, 06/01/2022		79,200
			Savings & Loans - 0.4%
	GBP	250,000	Nationwide Building Society 6.88%, 06/20/2019(2)(7)(8)		345,197
			Semiconductors - 0.1%
			Sensata Technologies B.V.
	$	55,000	5.00%, 10/01/2025(1)		55,275
		5,000	5.63%, 11/01/2024(1)		5,225
					60,500
			Shipbuilding - 0.0%
		10,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(1)		10,513
			Software - 0.1%
			First Data Corp.
		15,000	5.00%, 01/15/2024(1)		15,150
		65,000	5.38%, 08/15/2023(1)		67,194
		25,000	MSCI, Inc. 5.75%, 08/15/2025(1)		26,594
					108,938
			Telecommunications - 1.0%
		110,000	AT&T, Inc. 4.75%, 05/15/2046		110,838
		200,000	Digicel Group Ltd. 7.13%, 04/01/2022(8)		162,750
		20,000	Frontier Communications Corp. 10.50%, 09/15/2022(1)		20,577
		240,000	Mobile Telesystems OJSC via MTS International Funding Ltd. 5.00%, 05/30/2023(1)		239,700
		55,000	Nokia Oyj 6.63%, 05/15/2039		59,125
			Sprint Communications, Inc.
		132,000	7.00%, 03/01/2020(1)		135,465
		53,000	9.00%, 11/15/2018(1)		56,048

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

220

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.6% - (continued)
			Telecommunications - 1.0% - (continued)
	$	125,000	T-Mobile USA, Inc. 6.63%, 11/15/2020	$	129,375
			Telecom Italia Capital S.A.
		6,000	6.00%, 09/30/2034		5,925
		15,000	7.72%, 06/04/2038		16,050
					935,853
			Total Corporate Bonds (cost $17,185,733)	$	16,584,269
FOREIGN GOVERNMENT OBLIGATIONS - 4.9%
			Argentina - 0.4%
			Argentine Republic Government International Bond
	EUR	270,000	2.26%, 12/31/2038(5)	$	188,899
	$	150,000	7.63%, 04/22/2046(1)		147,525
					336,424
			Brazil - 1.2%
			Brazil Notas do Tesouro Nacional
	BRL	2,587,845	6.00%, 08/15/2016(9)		745,075
		944,678	6.00%, 08/15/2022(9)		273,126
		343,000	10.00%, 01/01/2021		91,226
					1,109,427
			Chile - 0.0%
	CLP	5,000,000	Bonos de la Tesoreria de la Republica en pesos 6.00%, 01/01/2020		8,214
			Colombia - 0.2%
			Colombian TES
	COP	475,780,662	3.00%, 03/25/2033(9)		145,293
		96,800,000	10.00%, 07/24/2024		38,266
					183,559
			Hungary - 0.0%
	$	30,000	Hungary Government International Bond 6.38%, 03/29/2021		34,155
			Indonesia - 0.1%
	IDR	839,000,000	Indonesia Treasury Bond 8.38%, 09/15/2026		66,564
			Malaysia - 0.1%
	MYR	240,000	Malaysia Government Bond 3.80%, 09/30/2022		61,493
			Mexico - 0.1%
	MXN	1,159,500	Mexican Bonos 10.00%, 12/05/2024		86,860
			Peru - 0.0%
	PEN	30,000	Peru Government Bond 8.20%, 08/12/2026		10,488
			Poland - 0.1%
	PLN	305,000	Poland Government Bond 2.00%, 04/25/2021		78,964
			Romania - 0.4%
			Romania Government Bond
	RON	60,000	5.75%, 04/29/2020		17,286
		1,020,000	5.85%, 04/26/2023		301,026
					318,312

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)
			South Africa - 0.1%
	ZAR	1,120,000	South Africa Government Bond 7.00%, 02/28/2031	$	63,585
			Thailand - 0.1%
	THB	1,615,000	Thailand Government Bond 3.63%, 06/16/2023		52,267
			Tunisia - 0.2%
	$	200,000	Banque Centrale de Tunisie S.A. 5.75%, 01/30/2025(8)		179,924
			Turkey - 0.9%
			Turkey Government Bond
	TRY	2,115,462	2.50%, 05/04/2016(9)		754,172
		170,000	9.40%, 07/08/2020		61,669
					815,841
			United Arab Emirates - 0.2%
	$	225,000	Abu Dhabi Government International Bond 3.13%, 05/03/2026(1)		226,688
			Uruguay - 0.8%
			Uruguay Government International Bond
	UYU	5,329,888	3.70%, 06/26/2037(9)		137,819
		18,737,256	4.25%, 04/05/2027(9)		546,606
					684,425
			Venezuela - 0.0%
	$	55,000	Venezuela Government International Bond 6.00%, 12/09/2020(8)		20,075
			Total Foreign Government Obligations (cost $4,552,679)	$	4,337,265
MUNICIPAL BONDS - 1.2%
			General - 0.9%
		250,000	Chicago Transit Auth 6.90%, 12/01/2040	$	307,033
			Puerto Rico Commonwealth Gov’t Employees Retirement System
		555,000	6.15%, 07/01/2038		166,500
		530,000	6.20%, 07/01/2039		159,000
		530,000	6.30%, 07/01/2043		159,000
		120,000	6.55%, 07/01/2058		36,000
					827,533
			Higher Education - 0.3%
		190,000	University of California 4.60%, 05/15/2031		213,894
			Total Municipal Bonds (cost $1,399,043)	$	1,041,427
SENIOR FLOATING RATE INTERESTS - 15.6%(10)
			Advertising - 0.1%
		128,056	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	126,616
			Aerospace/Defense - 0.5%
		220,488	Fly Funding II S.a.r.l. 3.50%, 08/09/2019		219,844
		198,096	Transdigm, Inc. 3.50%, 05/14/2022		195,832
					415,676

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

221

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 15.6%(10) - (continued)
			Agriculture - 0.1%
	$	99,260	Pinnacle Operating Corp. 4.75%, 11/15/2018	$	87,225
			Biotechnology - 0.1%
		96,500	Alkermes, Inc. 3.50%, 09/25/2019		96,018
			Chemicals - 0.6%
		73,598	AIlnex (Luxembourg) & Cy SCA 4.50%, 10/03/2019		73,276
		38,186	AIlnex USA, Inc. 4.50%, 10/03/2019		38,019
		49,625	Chemours Co. 3.75%, 05/12/2022		48,211
		174,497	Ineos U.S. Finance LLC 3.75%, 05/04/2018		174,029
		194,383	Nexeo Solutions LLC 5.00%, 09/08/2017		193,654
					527,189
			Coal - 0.2%
			Arch Coal, Inc.
		65,000	5.00%, 01/31/2017(11)		63,862
		275,041	7.50%, 05/16/2018		114,830
					178,692
			Commercial Services - 0.1%
		99,170	Moneygram International, Inc. 4.25%, 03/27/2020		93,468
			Distribution/Wholesale - 0.2%
		154,800	FPC Holdings, Inc. 5.25%, 11/19/2019		132,870
		91,120	PowerTeam Services LLC 4.25%, 05/06/2020		90,664
					223,534
			Diversified Financial Services - 0.1%
		94,709	Walter Investment Management Corp. 4.75%, 12/19/2020		82,959
			Electric - 0.3%
		102,290	Calpine Corp. 4.00%, 10/09/2019		102,315
		100,000	Chief Exploration & Development LLC 7.50%, 05/16/2021		74,500
		150,286	Seadrill Partners Finco LLC 4.00%, 02/21/2021		73,765
		100,000	Texas Competitive Electric Holdings Co. LLC 4.91%, 10/10/2017(12)		33,813
					284,393
			Electronics - 0.6%
		337,112	CDW LLC 3.25%, 04/29/2020		336,818
		121,442	Ceridian LLC 4.50%, 09/15/2020		116,180
		130,000	Sensus USA, Inc. 6.50%, 03/16/2023		128,700
					581,698
			Energy-Alternate Sources - 0.1%
		105,832	EMG Utica LLC 4.75%, 03/27/2020		93,662

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 15.6%(10) - (continued)
			Entertainment - 0.1%
	$	133,313	Scientific Games International, Inc. 6.00%, 10/01/2021	$	131,084
			Food - 0.6%
		178,200	Albertsons LLC 5.50%, 08/25/2021		178,706
		149,625	JBS USA LLC 4.00%, 10/30/2022		149,438
		218,813	U.S. Foods, Inc. 4.50%, 03/31/2019		218,539
					546,683
			Healthcare-Services - 0.9%
		120,368	Catalent Pharma Solutions, Inc. 4.25%, 05/20/2021		120,876
			Community Health Systems, Inc.
		51,766	3.75%, 12/31/2019		50,971
		95,248	4.00%, 01/27/2021		93,797
		104,738	Envision Healthcare Corp. 4.50%, 10/28/2022		104,943
		99,340	Medpace Holdings, Inc. 4.75%, 04/01/2021		99,464
		102,550	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021(13)		97,001
		174,563	U.S. Renal Care, Inc. 5.25%, 12/31/2022		174,672
		100,000	Vizient, Inc. 6.25%, 02/13/2023		100,875
					842,599
			Household Products/Wares - 0.1%
		60,000	Galleria Co. 3.75%, 01/26/2023		60,038
			Insurance - 1.3%
			Asurion LLC
		114,129	5.00%, 05/24/2019		113,701
		353,535	5.00%, 08/04/2022		350,947
		205,000	8.50%, 03/03/2021		196,507
		106,975	Evertec Group LLC 3.25%, 04/17/2020		103,766
			Sedgwick Claims Management Services, Inc.
		252,338	3.75%, 03/01/2021		247,291
		140,000	6.75%, 02/28/2022		133,000
					1,145,212
			Leisure Time - 0.5%
		126,692	Aristocrat Leisure Ltd. 4.75%, 10/20/2021		127,190
			Delta 2 (LUX) S.a.r.l.
		200,000	4.75%, 07/30/2021		196,286
		130,000	7.75%, 07/31/2022		122,135
					445,611
			Lodging - 0.7%
		486,554	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(4)		457,565
		98,250	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		87,443
		91,053	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		89,687
					634,695

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

222

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 15.6%(10) - (continued)
			Machinery - Construction & Mining - 0.2%
	$	216,150	American Rock Salt Holdings LLC 4.75%, 05/20/2021	$	199,074
			Machinery-Diversified - 0.2%
		184,454	Gates Global, Inc. 4.25%, 07/06/2021		176,351
			Media - 0.9%
		133,148	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		131,901
		125,000	Charter Communications Operating LLC 3.50%, 01/24/2023		125,491
		125,775	Getty Images, Inc. 4.75%, 10/18/2019		94,646
		94,863	ION Media Networks, Inc. 4.75%, 12/18/2020		94,744
		125,000	Neptune Finco Corp. 5.00%, 10/09/2022		125,391
		198,500	Tribune Media Co. 3.75%, 12/27/2020		198,190
					770,363
			Metal Fabricate/Hardware - 0.2%
		190,125	Rexnord LLC 4.00%, 08/21/2020		188,699
			Mining - 0.1%
		87,186	Minerals Technologies, Inc. 3.75%, 05/09/2021		86,968
			Miscellaneous Manufacturing - 0.3%
		277,265	Sram LLC 4.01%, 04/10/2020		242,607
			Oil & Gas - 0.3%
		17,289	NGPL Pipeco LLC 6.75%, 09/15/2017		17,203
		217,143	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		160,686
		100,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		50,000
		100,000	Templar Energy LLC 8.50%, 11/25/2020		9,833
					237,722
			Packaging & Containers - 0.7%
		157,896	Berry Plastics Holding Corp. 4.00%, 10/01/2022		158,123
		315,241	Reynolds Group Holdings, Inc. 4.50%, 12/01/2018		315,834
		139,352	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		137,958
					611,915
			Pharmaceuticals - 0.3%
		159,600	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		159,001
		155,220	PRA Holdings, Inc. 4.50%, 09/23/2020		155,802
					314,803
			Pipelines - 0.1%
		97,000	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		92,150

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 15.6%(10) - (continued)
			Real Estate - 0.4%
	$	99,250	DTZ U.S. Borrower LLC 4.25%, 11/04/2021	$	98,960
		105,000	MGM Growth Properties LLC 4.00%, 04/25/2023		105,547
			Realogy Corp.
		4,126	2.44%, 10/10/2016		4,085
		134,940	3.75%, 03/05/2020		134,828
					343,420
			Retail - 0.6%
		30,000	Coty, Inc. 3.75%, 10/27/2022		30,187
		111,550	Michaels Stores, Inc. 3.75%, 01/28/2020		111,629
		151,513	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		144,173
		188,720	Party City Holdings, Inc. 4.25%, 08/19/2022		187,856
		73,016	PetSmart, Inc. 4.25%, 03/11/2022		72,770
					546,615
			Semiconductors - 0.4%
		195,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		195,035
		149,625	NXP B.V. 3.75%, 12/07/2020		149,999
					345,034
			Software - 2.1%
		198,500	Epicor Software Corp. 4.75%, 06/01/2022		190,312
		605,462	First Data Corp. 4.44%, 03/24/2021		606,722
		193,903	Infor US, Inc. 3.75%, 06/03/2020		189,137
			Kronos, Inc.
		311,400	4.50%, 10/30/2019		310,490
		129,617	9.75%, 04/30/2020		131,129
		284,684	Magic Newco LLC 5.00%, 12/12/2018		285,040
			SS&C Technologies, Inc.
		105,964	4.01%, 07/08/2022		106,229
		14,569	4.02%, 07/08/2022		14,605
					1,833,664
			Telecommunications - 1.2%
		156,400	Altice Financing S.A. 5.50%, 07/02/2019		157,573
		84,167	Entravision Communications Corp. 3.50%, 05/31/2020		82,483
		320,000	Level 3 Financing, Inc. 4.00%, 08/01/2019		320,800
		190,709	Salem Communications Corp. 4.50%, 03/13/2020		183,080
		295,581	Univision Communications, Inc. 4.00%, 03/01/2020		294,972
					1,038,908
			Transportation - 0.1%
			Kenan Advantage Group, Inc.
		5,720	1.50%, 01/31/2017(11)		5,699
		59,980	4.00%, 07/31/2022		59,755
					65,454

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

223

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 15.6%(10) - (continued)
			Trucking & Leasing - 0.3%
	$	274,421	Consolidated Container Co. 5.00%, 07/03/2019	$	264,954
			Total Senior Floating Rate Interests (cost $14,637,437)	$	13,955,753
U.S. GOVERNMENT AGENCIES - 20.7%
			FHLMC - 4.8%
		13,208	0.01%, 11/15/2036(14)	$	11,966
		157,866	3.00%, 08/01/2029		166,124
		74,204	3.00%, 03/15/2033(6)		9,473
		378,000	3.04%, 12/25/2027(2)		380,490
		570,000	3.29%, 04/25/2028(2)		580,345
		384,084	3.50%, 08/01/2034		405,215
		278,134	4.00%, 07/15/2027(6)		29,954
		324,858	4.00%, 05/01/2042		347,668
		87,417	4.00%, 08/01/2042		93,840
		141,111	4.00%, 09/01/2042		151,393
		70,795	4.00%, 07/01/2044		76,157
		48,001	4.00%, 06/01/2045		51,393
		182,052	4.00%, 01/01/2046		194,754
		105,719	4.00%, 02/01/2046		113,014
		68,849	4.50%, 03/15/2041		81,635
		236,208	4.75%, 07/15/2039		258,127
		22,079	5.50%, 08/15/2033		24,535
		491,288	5.50%, 12/01/2037		551,761
		553,067	5.50%, 01/01/2039		621,303
		83,011	6.50%, 07/15/2036		94,362
					4,243,509
			FNMA - 12.3%
		98,314	0.01%, 06/25/2036(14)		87,427
		374,508	1.75%, 04/25/2055(2)(6)		24,015
		5,000	2.44%, 01/01/2023		5,109
		70,959	2.50%, 06/25/2028(6)		6,548
		395,000	2.65%, 06/01/2025		405,094
		700,000	2.69%, 04/01/2025		720,168
		234,282	2.78%, 02/01/2027		242,013
		205,000	2.82%, 07/01/2025		213,013
		493,288	3.00%, 01/25/2028(6)		47,500
		206,013	3.00%, 04/25/2028(6)		21,695
		30,000	3.16%, 12/01/2026		31,794
		50,000	3.21%, 05/01/2023		53,314
		25,075	3.24%, 12/01/2026		26,789
		48,547	3.26%, 05/01/2024		51,925
		195,615	3.30%, 12/01/2026		209,613
		25,083	3.34%, 04/01/2024		26,930
		9,814	3.45%, 01/01/2024		10,573
		9,749	3.47%, 01/01/2024		10,541
		126,454	3.50%, 05/25/2030(6)		15,617
		319,144	3.50%, 01/01/2046		334,851
		370,215	3.50%, 02/01/2046		388,436
		5,000,000	3.50%, 05/01/2046(15)		5,239,844
		24,261	3.67%, 08/01/2023		26,467
		5,000	3.70%, 10/01/2023		5,480
		10,000	3.76%, 03/01/2024		10,994
		15,000	3.86%, 12/01/2025		16,723
		5,000	3.86%, 11/01/2023		5,543
		24,107	3.87%, 10/01/2025		26,811
		34,345	3.89%, 05/01/2030		37,364
		35,000	3.93%, 10/01/2023		38,838

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 20.7% - (continued)
			FNMA - 12.3% - (continued)
	$	9,742	3.96%, 05/01/2034	$	10,522
		10,000	3.97%, 05/01/2029		11,079
		348,313	4.00%, 10/01/2040		373,113
		140,887	4.00%, 11/01/2040		150,970
		104,301	4.00%, 12/01/2040		111,755
		51,461	4.00%, 02/01/2041		55,145
		122,074	4.00%, 03/01/2041		130,773
		65,825	4.00%, 03/25/2042(6)		9,943
		61,186	4.00%, 08/01/2042		65,633
		112,210	4.00%, 09/01/2042		120,342
		64,212	4.00%, 04/01/2045		68,594
		89,906	4.00%, 05/01/2045		96,221
		64,244	4.00%, 06/01/2045		68,756
		144,756	4.02%, 11/01/2028		161,555
		18,970	4.06%, 10/01/2028		21,717
		72,298	4.50%, 07/25/2027(6)		7,900
		326,083	4.50%, 10/01/2040		355,809
		147,732	4.50%, 10/01/2041		161,049
		131,700	4.50%, 09/01/2043		143,253
		43,893	5.46%, 05/25/2042(2)(6)		5,243
		128,929	5.50%, 04/25/2035		144,187
		53,223	5.50%, 04/25/2037		59,982
		239,776	5.50%, 06/25/2042(6)		49,402
		218,594	6.00%, 09/01/2039		248,895
					10,972,867
			GNMA - 3.6%
		290,331	3.00%, 07/15/2045		300,631
		691,713	3.00%, 08/15/2045		716,253
		96,069	3.00%, 08/20/2045		99,638
		288,639	3.00%, 09/20/2045		299,363
		58,288	4.00%, 05/16/2042(6)		8,292
		650,130	4.50%, 09/20/2041		707,240
		127,897	5.00%, 06/15/2041		142,284
		176,125	5.00%, 10/16/2041(6)		30,109
		252,333	5.00%, 03/15/2044		280,933
		2,920	6.00%, 08/15/2032		3,298
		183,538	6.00%, 06/15/2036		208,391
		69,988	6.00%, 08/15/2036		80,325
		42,481	6.00%, 12/15/2038		47,876
		132,231	6.00%, 01/15/2039		149,051
		138,802	6.00%, 12/15/2040		156,446
					3,230,130
			Total U.S. Government Agencies (cost $18,204,502)	$	18,446,506
U.S. GOVERNMENT SECURITIES - 4.1%
			U.S. Treasury Securities - 4.1%
			U.S. Treasury Bonds - 1.0%
		60,413	0.75%, 02/15/2045(9)	$	58,724
		21,940	2.13%, 02/15/2040(9)		28,117
		32,481	2.13%, 02/15/2041(9)		41,971
		35,272	2.38%, 01/15/2027(9)		43,259
		46,408	0.63%, 02/15/2043(9)		43,821
		57,713	0.75%, 02/15/2042(9)		56,225
		93,597	1.38%, 02/15/2044(9)		105,136
		88,051	2.38%, 01/15/2025(9)		105,171
		185,531	2.50%, 01/15/2029(9)		233,991
		6,679	3.38%, 04/15/2032(9)		9,716

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

224

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 4.1% - (continued)
			U.S. Treasury Securities - 4.1% - (continued)
	$	36,649	3.63%, 04/15/2028(9)	$	50,627
		79,327	3.88%, 04/15/2029(9)		113,914
					890,672
			U.S. Treasury Notes - 3.1%
		68,898	0.13%, 04/15/2017(9)		69,538
		205,144	0.13%, 04/15/2018(9)		208,592
		166,960	0.13%, 04/15/2019(9)		170,549
		106,311	0.13%, 04/15/2020(9)		108,551
		136,185	0.13%, 01/15/2022(9)		138,421
		159,813	0.13%, 07/15/2022(9)		162,857
		274,268	0.13%, 01/15/2023(9)		277,182
		230,667	0.13%, 07/15/2024(9)		232,509
		122,262	0.38%, 07/15/2023(9)		126,234
		19,997	0.38%, 07/15/2025(9)		20,535
		185,152	0.63%, 07/15/2021(9)		194,494
		218,477	0.63%, 01/15/2024(9)		228,385
		27,000	1.00%, 05/31/2018(16)		27,109
		48,775	1.13%, 01/15/2021(9)		52,122
		71,470	1.38%, 07/15/2018(9)(16)		75,280
		93,199	1.38%, 01/15/2020(9)		99,628
		49,696	2.13%, 01/15/2019(9)		53,538
		530,000	3.25%, 03/31/2017(17)(18)		542,732
					2,788,256
			Total U.S. Government Securities (cost $3,610,347)	$	3,678,928
			Total Long-Term Investments (cost $90,908,414)	$	88,803,802
SHORT-TERM INVESTMENTS - 5.6%
			Other Investment Pools & Funds - 5.6%
		4,990,227	Fidelity Money Market Class 1	$	4,990,227
			Total Short-Term Investments (cost $4,990,227)	$	4,990,227

Total Investments Excluding Purchased Options (cost $95,898,641)	105.2	%	$	93,794,029
Total Purchased Options (cost $29,578)	0.0	%	$	26,489
Total Investments (cost $95,928,219)^	105.2	%	$	93,820,518
Other Assets and Liabilities	(5.2	)%		(4,630,888	)
Total Net Assets	100.0	%	$	89,189,630

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

225

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation	$	1,245,452
Unrealized Depreciation		(3,353,153	)
Net Unrealized Depreciation	$	(2,107,701	)

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $23,978,169, which represents 26.9% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2016, the aggregate fair value of these securities was $0, which represents 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⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁵⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁶⁾  Securities disclosed are interest-only strip.

⁽⁷⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁸⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $6,067,010, which represents 6.8% of total net assets.

⁽⁹⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁰⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽¹¹⁾  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2016, the aggregate value of the unfunded commitment was $69,561, which rounds to zero percent of total net assets.

⁽¹²⁾  The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽¹³⁾  All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁴⁾  Securities disclosed are principal-only strip.

⁽¹⁵⁾  Represents or includes a TBA transaction.

⁽¹⁶⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

⁽¹⁸⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

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

226

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Option Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
USD Call/BRL Put		GSC		3.78 BRL per USD		06/30/16		USD	128,000		$	1,145		$	5,781		$	(4,636	)
Puts
CNH Put/JPY Call		GSC		16.76 JPY per CNH		07/21/16		CNH	888,000		$	5,298		$	3,372		$	1,926
USD Put/INR Call		GSC		66.35 INR per USD		05/04/16		USD	547,000			749			4,097			(3,348	)
USD Put/RUB Call		BOA		66.44 RUB per USD		05/12/16		USD	130,000			3,710			3,344			366
USD Put/RUB Call		GSC		66.02 RUB per USD		05/19/16		USD	130,000			3,414			3,380			34
USD Put/TRY Call		GSC		2.85 TRY per USD		05/05/16		USD	570,000			9,612			6,452			3,160
USD Put/ZAR Call		BOA		14.32 ZAR per USD		05/19/16		USD	149,000			2,561			3,152			(591	)
Total Puts									2,414,000		$	25,344		$	23,797		$	1,547
Total purchased option contracts									2,542,000		$	26,489		$	29,578		$	(3,089	)
Written option contracts:
Puts
USD Put/INR Call		BOA		66.35 USD per INR		05/04/16		USD	(274,000	)	$	(375	)	$	(583	)	$	208
Total written option contracts									(274,000	)	$	(375	)	$	(583	)	$	208

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Calls
Credit Default Swaption ITRAXX.XOV.24		BOA		337.50 EUR		05/18/16		EUR	(5,710,000	)	$	(93,536	)	$	(75,453	)	$	(18,083	)
Credit Default Swaption ITRAXX.XOV.24		BNP		312.50 EUR		05/18/16		EUR	(5,710,000	)		(39,721	)		(51,680	)		11,959
Total Calls									(11,420,000	)	$	(133,257	)	$	(127,133	)	$	(6,124	)
Written swaption contracts:
Puts
Credit Default Swaption ITRAXX.XOV.24		BOA		337.50 EUR		05/18/16		EUR	(5,710,000	)	$	(23,592	)	$	(70,249	)	$	46,657
Credit Default Swaption ITRAXX.XOV.24		BNP		312.50 EUR		05/18/16		EUR	(5,710,000	)		(49,202	)		(31,654	)		(17,548	)
Total Puts									(11,420,000	)	$	(72,794	)	$	(101,903	)	$	29,109
Total written swaption contracts									(22,840,000	)	$	(206,051	)	$	(229,036	)	$	22,985

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Ultra Future		21		06/21/2016	$	2,955,568	$	2,951,812	$	(3,756	)
U.S. Treasury 2-Year Note Future		22		06/30/2016		4,808,070		4,809,750		1,680
U.S. Treasury 5-Year Note Future		1		06/30/2016		121,166		120,914		(252	)
U.S. Treasury Long Bond Future		3		06/21/2016		491,913		489,938		(1,975	)
U.S. Treasury Ultra Long Term Bond Future		8		06/21/2016		1,383,044		1,370,750		(12,294	)
Total									$	(16,597	)
Short position contracts:
Euro-BOBL Future		2		06/08/2016	$	299,086	$	299,660	$	(574	)
Euro-Bund Future		8		06/08/2016		1,488,784		1,482,886		5,898
U.S. Treasury 10-Year Note Future		115		06/21/2016		15,005,126		14,957,187		47,939
Total									$	53,263
Total futures contracts									$	36,666

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

227

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1		JPM		USD	116,689		(0.32	)%		07/25/45	$	30,631	$	—		$	23,397	$	(7,234	)
ABX.HE.AAA.06-1		JPM		USD	26,857		(0.18	)%		07/25/45		504		—			600		96
ABX.HE.AAA.06-1		MSC		USD	5,755		(0.18	)%		07/25/45		117		—			129		12
ABX.HE.AAA.06-1		JPM		USD	1,918		(0.18	)%		07/25/45		46		—			42		(4	)
ABX.HE.AAA.06-1		JPM		USD	6,571		(0.18	)%		07/25/45		155		—			147		(8	)
ABX.HE.AAA.06-1		JPM		USD	959		(0.18	)%		07/25/45		36		—			21		(15	)
ABX.HE.AAA.06-1		JPM		USD	4,796		(0.18	)%		07/25/45		128		—			107		(21	)
ABX.HE.AAA.06-1		MSC		USD	14,387		(0.18	)%		07/25/45		427		—			321		(106	)
ABX.HE.AAA.06-1		BOA		USD	9,592		(0.18	)%		07/25/45		522		—			214		(308	)
ABX.HE.AAA.06-1		BCLY		USD	6,000		(0.18	)%		07/25/45		559		—			134		(425	)
ABX.HE.AAA.06-1		MSC		USD	8,633		(0.18	)%		07/25/45		877		—			193		(684	)
ABX.HE.AAA.06-1		GSC		USD	17,265		(0.18	)%		07/25/45		1,554		—			385		(1,169	)
ABX.HE.AAA.06-2		JPM		USD	40,684		(0.11	)%		05/25/46		5,346		—			4,810		(536	)
ABX.HE.AAA.06-2		JPM		USD	38,597		(0.11	)%		05/25/46		7,471		—			4,563		(2,908	)
ABX.HE.AAA.07-1		MSC		USD	277,978		(0.09	)%		08/25/37		64,054		—			69,469		5,415
ABX.HE.AAA.07-1		MSC		USD	159,932		(0.09	)%		08/25/37		36,844		—			39,968		3,124
ABX.HE.AAA.07-1		GSC		USD	106,622		(0.09	)%		08/25/37		25,292		—			26,646		1,354
ABX.HE.AAA.07-1		MSC		USD	91,390		(0.09	)%		08/25/37		22,172		—			22,839		667
ABX.HE.AAA.07-1		JPM		USD	38,079		(0.09	)%		08/25/37		9,369		—			9,516		147
ABX.HE.AAA.07-1		CSI		USD	270,362		(0.09	)%		08/25/37		73,741		—			67,566		(6,175	)
ABX.HE.PENAAA.06-2		BCLY		USD	22,950		(0.11	)%		05/25/46		6,563		—			2,713		(3,850	)
ABX.HE.PENAAA.06-2		MSC		USD	137,699		(0.11	)%		05/25/46		30,122		—			16,279		(13,843	)
ABX.HE.PENAAA.06-2		GSC		USD	127,267		(0.11	)%		05/25/46		31,817		—			15,045		(16,772	)
ABX.HE.PENAAA.06-2		JPM		USD	133,526		(0.11	)%		05/25/46		35,051		—			15,785		(19,266	)
CDX.EM.25		BCLY		USD	1,718,000		(1.00	)%		06/20/21		142,541		—			142,375		(166	)
CMBX.NA.A.7		JPM		USD	205,000		(2.00	)%		01/17/47		—		(4,113	)		13,299		17,412
CMBX.NA.A.7		JPM		USD	45,000		(2.00	)%		01/17/47		—		(84	)		2,920		3,004
CMBX.NA.A.7		BCLY		USD	10,000		(2.00	)%		01/17/47		—		(56	)		649		705
CMBX.NA.AA.2		CSI		USD	208,592		(0.15	)%		03/15/49		61,947		—			72,323		10,376
CMBX.NA.AA.2		CSI		USD	195,555		(0.15	)%		03/15/49		59,983		—			67,828		7,845
CMBX.NA.AA.2		GSC		USD	165,135		(0.15	)%		03/15/49		51,355		—			57,277		5,922
CMBX.NA.AA.2		MSC		USD	99,950		(0.15	)%		03/15/49		39,728		—			34,654		(5,074	)
CMBX.NA.AA.2		BOA		USD	169,481		(0.15	)%		03/15/49		64,038		—			58,763		(5,275	)
CMBX.NA.AA.2		BOA		USD	199,900		(0.15	)%		03/15/49		75,532		—			69,335		(6,197	)
CMBX.NA.AA.2		JPM		USD	252,048		(0.15	)%		03/15/49		94,448		—			87,390		(7,058	)
CMBX.NA.AA.7		CSI		USD	315,000		(1.50	)%		01/17/47		—		(74	)		12,891		12,965
CMBX.NA.AA.7		CSI		USD	260,000		(1.50	)%		01/17/47		—		(1,312	)		10,640		11,952
CMBX.NA.AA.7		CSI		USD	185,000		(1.50	)%		01/17/47		—		(1,636	)		7,571		9,207
CMBX.NA.AA.7		CSI		USD	180,000		(1.50	)%		01/17/47		689		—			7,366		6,677
CMBX.NA.AA.7		CSI		USD	170,000		(1.50	)%		01/17/47		768		—			6,957		6,189
CMBX.NA.AA.7		MSC		USD	120,000		(1.50	)%		01/17/47		—		(1,007	)		4,911		5,918
CMBX.NA.AA.7		MSC		USD	105,000		(1.50	)%		01/17/47		—		(1,205	)		4,297		5,502
CMBX.NA.AA.7		CSI		USD	70,000		(1.50	)%		01/17/47		—		(749	)		2,865		3,614
CMBX.NA.AA.7		MSC		USD	110,000		(1.50	)%		01/17/47		7,655		—			4,501		(3,154	)
CMBX.NA.AA.8		BCLY		USD	120,000		(1.50	)%		10/17/57		5,293		—			7,486		2,193
CMBX.NA.AJ.2		DEUT		USD	300,712		(1.09	)%		03/15/49		26,095		—			36,119		10,024
CMBX.NA.AJ.2		CSI		USD	237,659		(1.09	)%		03/15/49		18,785		—			28,546		9,761
CMBX.NA.AJ.2		GSC		USD	97,004		(1.09	)%		03/15/49		7,001		—			11,651		4,650
CMBX.NA.AJ.2		JPM		USD	87,303		(1.09	)%		03/15/49		7,121		—			10,486		3,365
CMBX.NA.AJ.2		GSC		USD	24,251		(1.09	)%		03/15/49		2,026		—			2,912		886
CMBX.NA.AJ.3		GSC		USD	161,613		(1.47	)%		12/13/49		29,663		—			45,075		15,412
CMBX.NA.AJ.3		MLI		USD	161,613		(1.47	)%		12/13/49		30,872		—			45,075		14,203
CMBX.NA.AJ.3		GSC		USD	102,845		(1.47	)%		12/13/49		19,351		—			28,684		9,333
CMBX.NA.AJ.3		GSC		USD	68,563		(1.47	)%		12/13/49		14,804		—			19,209		4,405
CMBX.NA.AJ.4		JPM		USD	434,404		(0.96	)%		02/17/51		83,159		—			115,232		32,073

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

228

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.AJ.4		MSC		USD	360,358		(0.96	)%		02/17/51	$	64,721	$	—		$	95,589		$	30,868
CMBX.NA.AJ.4		CSI		USD	202,393		(0.96	)%		02/17/51		36,403		—			53,687			17,284
CMBX.NA.AJ.4		DEUT		USD	197,456		(0.96	)%		02/17/51		36,934		—			52,378			15,444
CMBX.NA.AJ.4		MSC		USD	130,321		(0.96	)%		02/17/51		21,944		—			34,570			12,626
CMBX.NA.AJ.4		CSI		USD	24,682		(0.96	)%		02/17/51		4,491		—			6,548			2,057
CMBX.NA.AJ.4		MSC		USD	222,138		(0.96	)%		02/17/51		86,843		—			58,926			(27,917	)
CMBX.NA.AM.2		MSC		USD	208,215		(0.50	)%		03/15/49		1,014		—			1,167			153
CMBX.NA.AM.2		DEUT		USD	4,083		(0.50	)%		03/15/49		235		—			23			(212	)
CMBX.NA.AM.2		JPM		USD	253,124		(0.50	)%		03/15/49		1,797		—			1,419			(378	)
CMBX.NA.AM.2		CSI		USD	285,786		(0.50	)%		03/15/49		17,504		—			1,601			(15,903	)
CMBX.NA.AM.2		MSC		USD	387,852		(0.50	)%		03/15/49		19,143		—			2,174			(16,969	)
CMBX.NA.AM.4		GSC		USD	40,000		(0.50	)%		02/17/51		894		—			1,155			261
CMBX.NA.AM.4		CSI		USD	55,000		(0.50	)%		02/17/51		1,508		—			1,588			80
CMBX.NA.AM.4		GSC		USD	160,000		(0.50	)%		02/17/51		25,100		—			4,620			(20,480	)
CMBX.NA.AS.6		CSI		USD	455,000		(1.00	)%		05/11/63		5,875		—			7,725			1,850
CMBX.NA.AS.6		CSI		USD	145,000		(1.00	)%		05/11/63		1,167		—			2,461			1,294
CMBX.NA.AS.6		CSI		USD	40,000		(1.00	)%		05/11/63		—		(78	)		679			757
CMBX.NA.AS.7		CSI		USD	60,000		(1.00	)%		01/17/47		311		—			1,557			1,246
CMBX.NA.AS.7		CSI		USD	240,000		(1.00	)%		01/17/47		5,423		—			6,227			804
CMBX.NA.AS.7		CSI		USD	70,000		(1.00	)%		01/17/47		1,088		—			1,816			728
CMBX.NA.AS.7		GSC		USD	195,000		(1.00	)%		01/17/47		4,388		—			5,060			672
CMBX.NA.AS.7		CSI		USD	10,000		(1.00	)%		01/17/47		168		—			259			91
CMBX.NA.AS.8		DEUT		USD	95,000		(1.00	)%		10/17/57		7,113		—			4,240			(2,873	)
CMBX.NA.BBB.7		DEUT		USD	75,000		(3.00	)%		01/17/47		5,634		—			6,138			504
CMBX.NA.BBB.7		CSI		USD	75,000		(3.00	)%		01/17/47		5,861		—			6,138			277
CMBX.NA.BBB.7		CSI		USD	150,000		(3.00	)%		01/17/47		12,409		—			12,276			(133	)
CMBX.NA.BBB.7		DEUT		USD	80,000		(3.00	)%		01/17/47		7,842		—			6,547			(1,295	)
CMBX.NA.BBB.7		GSC		USD	110,000		(3.00	)%		01/17/47		10,553		—			9,002			(1,551	)
CMBX.NA.BBB.7		DEUT		USD	80,000		(3.00	)%		01/17/47		10,230		—			6,547			(3,683	)
CMBX.NA.BBB.7		GSC		USD	75,000		(3.00	)%		01/17/47		10,758		—			6,138			(4,620	)
CMBX.NA.BBB.7		MSC		USD	115,000		(3.00	)%		01/17/47		14,319		—			9,411			(4,908	)
Total											$	1,647,922	$	(10,314	)	$	1,747,842		$	110,234
Sell protection:
CMBX.NA.A.2		BOA		USD	7,446		0.25	%		03/15/49	$	—	$	(4,598	)	$	(4,849	)	$	(251	)
CMBX.NA.A.2		MLI		USD	26,059		0.25	%		03/15/49		—		(16,164	)		(16,970	)		(806	)
CMBX.NA.A.2		MSC		USD	48,396		0.25	%		03/15/49		—		(29,736	)		(31,515	)		(1,779	)
CMBX.NA.A.2		GSC		USD	48,396		0.25	%		03/15/49		—		(29,661	)		(31,516	)		(1,855	)
CMBX.NA.A.2		BOA		USD	67,010		0.25	%		03/15/49		—		(41,160	)		(43,637	)		(2,477	)
CMBX.NA.A.2		MLI		USD	85,623		0.25	%		03/15/49		—		(53,036	)		(55,758	)		(2,722	)
CMBX.NA.A.2		MLI		USD	89,346		0.25	%		03/15/49		—		(55,420	)		(58,183	)		(2,763	)
CMBX.NA.A.2		GSC		USD	104,237		0.25	%		03/15/49		—		(64,464	)		(67,880	)		(3,416	)
CMBX.NA.A.2		MSC		USD	100,514		0.25	%		03/15/49		—		(61,799	)		(65,455	)		(3,656	)
CMBX.NA.A.2		CSI		USD	134,019		0.25	%		03/15/49		—		(83,240	)		(87,274	)		(4,034	)
CMBX.NA.A.2		BOA		USD	107,960		0.25	%		03/15/49		—		(59,746	)		(70,282	)		(10,536	)
CMBX.NA.AAA.6		MSC		USD	8,000,000		0.50	%		05/11/63		—		(190,986	)		(123,327	)		67,659
CMBX.NA.AAA.6		JPM		USD	975,000		0.50	%		05/11/63		—		(32,120	)		(15,030	)		17,090
CMBX.NA.AAA.6		DEUT		USD	875,000		0.50	%		05/11/63		—		(21,328	)		(13,489	)		7,839
CMBX.NA.AAA.6		GSC		USD	1,035,000		0.50	%		05/11/63		—		(12,139	)		(15,956	)		(3,817	)
CMBX.NA.BB.6		CSI		USD	25,000		5.00	%		05/11/63		—		(2,938	)		(2,267	)		671
CMBX.NA.BB.6		MSC		USD	607,000		5.00	%		05/11/63		—		(38,875	)		(55,263	)		(16,388	)
CMBX.NA.BB.8		GSC		USD	210,000		5.00	%		10/17/57		—		(65,421	)		(46,116	)		19,305
CMBX.NA.BB.8		GSC		USD	125,000		5.00	%		10/17/57		—		(42,392	)		(27,450	)		14,942
CMBX.NA.BB.8		MSC		USD	130,000		5.00	%		10/17/57		—		(40,253	)		(28,548	)		11,705
CMBX.NA.BB.8		GSC		USD	130,000		5.00	%		10/17/57		—		(39,356	)		(28,548	)		10,808

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

229

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.8		CSI		USD	75,000		5.00	%		10/17/57	$	—	$	(13,380	)	$	(16,470	)	$	(3,090	)
CMBX.NA.BB.8		GSC		USD	60,000		5.00	%		10/17/57		—		(9,800	)		(13,176	)		(3,376	)
CMBX.NA.BB.8		GSC		USD	75,000		5.00	%		10/17/57		—		(12,131	)		(16,470	)		(4,339	)
CMBX.NA.BB.8		MLI		USD	50,000		5.00	%		10/17/57		—		(6,095	)		(10,980	)		(4,885	)
CMBX.NA.BB.8		CSI		USD	75,000		5.00	%		10/17/57		—		(11,002	)		(16,470	)		(5,468	)
CMBX.NA.BB.8		CSI		USD	75,000		5.00	%		10/17/57		—		(9,142	)		(16,470	)		(7,328	)
CMBX.NA.BB.8		MLI		USD	115,000		5.00	%		10/17/57		—		(14,845	)		(25,254	)		(10,409	)
CMBX.NA.BB.8		GSC		USD	115,000		5.00	%		10/17/57		—		(13,665	)		(25,254	)		(11,589	)
CMBX.NA.BB.8		BCLY		USD	115,000		5.00	%		10/17/57		—		(13,356	)		(25,254	)		(11,898	)
CMBX.NA.BB.8		MSC		USD	120,000		5.00	%		10/17/57		—		(13,921	)		(26,352	)		(12,431	)
CMBX.NA.BB.8		GSC		USD	110,000		5.00	%		10/17/57		—		(11,343	)		(24,156	)		(12,813	)
CMBX.NA.BB.8		UBS		USD	125,000		5.00	%		10/17/57		—		(14,522	)		(27,450	)		(12,928	)
CMBX.NA.BB.8		BCLY		USD	135,000		5.00	%		10/17/57		—		(16,137	)		(29,646	)		(13,509	)
CMBX.NA.BB.8		CSI		USD	135,000		5.00	%		10/17/57		—		(15,898	)		(29,645	)		(13,747	)
CMBX.NA.BB.8		CSI		USD	165,000		5.00	%		10/17/57		—		(19,719	)		(36,234	)		(16,515	)
CMBX.NA.BB.8		MLI		USD	130,000		5.00	%		10/17/57		—		(12,024	)		(28,548	)		(16,524	)
CMBX.NA.BB.8		BCLY		USD	105,000		5.00	%		10/17/57		—		(5,602	)		(23,058	)		(17,456	)
CMBX.NA.BB.8		CSI		USD	135,000		5.00	%		10/17/57		—		(11,333	)		(29,646	)		(18,313	)
CMBX.NA.BB.8		BOA		USD	145,000		5.00	%		10/17/57		—		(10,232	)		(31,842	)		(21,610	)
CMBX.NA.BB.8		CSI		USD	265,000		5.00	%		10/17/57		—		(31,981	)		(58,194	)		(26,213	)
CMBX.NA.BB.8		BCLY		USD	180,000		5.00	%		10/17/57		—		(10,963	)		(39,528	)		(28,565	)
CMBX.NA.BB.8		BCLY		USD	355,000		5.00	%		10/17/57		—		(40,164	)		(77,957	)		(37,793	)
CMBX.NA.BB.9		GSC		USD	115,000		5.00	%		09/15/58		—		(32,356	)		(29,124	)		3,232
CMBX.NA.BB.9		GSC		USD	55,000		5.00	%		09/15/58		—		(15,475	)		(13,929	)		1,546
CMBX.NA.BB.9		GSC		USD	55,000		5.00	%		09/15/58		—		(15,341	)		(13,929	)		1,412
CMBX.NA.BB.9		MLI		USD	55,000		5.00	%		09/17/58		—		(15,634	)		(13,929	)		1,705
CMBX.NA.BB.9		JPM		USD	60,000		5.00	%		09/17/58		—		(16,596	)		(15,195	)		1,401
CMBX.NA.BB.9		MLI		USD	55,000		5.00	%		09/17/58		—		(15,213	)		(13,929	)		1,284
PrimeX.ARM.2		MSC		USD	234,964		4.58	%		12/25/37		—		(18,375	)		9,937			28,312
PrimeX.ARM.2		JPM		USD	83,109		4.58	%		12/25/37		2,430		—			3,504			1,074
PrimeX.ARM.2		MSC		USD	29,345		4.58	%		12/25/37		980		—			1,241			261
Total											$	3,410	$	(1,431,077	)	$	(1,602,720	)	$	(175,053	)
Total traded indices											$	1,651,332	$	(1,441,391	)	$	145,122		$	(64,819	)
Credit default swaps on single-name issues:
Sell protection:
Brazilian Government International Bond		GSC		USD	250,000		1.00%/3.33	%		06/20/21	$	—	$	(29,855	)	$	(26,987	)	$	2,868
Republic of South Africa		GSC		USD	235,000		1.00%/2.63	%		12/20/20		—		(22,372	)		(16,311	)		6,061
Total											$	—	$	(52,227	)	$	(43,298	)	$	8,929
Total single-name issues											$	—	$	(52,227	)	$	(43,298	)	$	8,929
Total OTC contracts											$	1,651,332	$	(1,493,618	)	$	101,824		$	(55,890	)

^(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.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on April 30, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

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

230

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26		USD	9,212,000		(5.00	)%		06/20/21	$	(179,038	)	$	(296,298	)	$	(117,260	)
CDX.NA.IG.26		USD	3,232,000		1.00	%		06/20/21		30,917			37,317			6,400
ITRAXX.EUR.25		EUR	1,937,000		(1.00	)%		06/20/21		(29,375	)		(32,110	)		(2,735	)
ITRAXX.XOV.24		EUR	489,000		(5.00	)%		12/20/20		(25,311	)		(40,636	)		(15,325	)
Total									$	(202,807	)	$	(331,727	)	$	(128,920	)
Credit default swaps on indices:
Sell protection:
ITRAXX.EUR.24		EUR	692,000		(1.00	)%		12/20/20	$	4,138		$	(10,499	)	$	(14,637	)
Total									$	(198,669	)	$	(342,226	)	$	(143,557	)

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

Cross Currency Swap Contracts Outstanding at April 30, 2016
Receive	Pay	Maturity Date(1)		Counter- party		Notional Amount of Currency Received			Notional Amount of Currency Delivered			Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.30% based on the notional amount of currency delivered		09/21/21		GSC		USD	297,729		CNY	1,940,000	$	—	$	(1,996	)	$	(1,446	)	$	550
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.21% based on the notional amount of currency delivered		09/21/21		DEUT		USD	87,203		CNY	570,000		—		(771	)		(699	)		72
Fixed Rate equal to 3.21% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		09/21/21		DEUT		CNY	570,000		USD	87,203		771		—			668			(103	)
Fixed Rate equal to 3.30% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		09/21/21		GSC		CNY	1,940,000		USD	297,729		1,996		—			(13,556	)		(15,552	)
Total												$	2,767	$	(2,767	)	$	(15,033	)	$	(15,033	)

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.89% Fixed	CPURNSA		USD	6,321,000		07/15/24	$	—	$	—	$	14,088		$	14,088
GSC	0.00% Fixed	3M SEK STIBOR		SEK	86,471,000		04/21/18		—		—		(895	)		(895	)
JPM	0.00% Fixed	3M SEK STIBOR		SEK	57,478,000		04/28/18		—		—		(262	)		(262	)
Total								$	—	$	—	$	12,931		$	12,931

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

231

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
6M GBP LIBOR	0.94% Fixed	GBP	7,416,000		04/21/18	$	—	$	—	$	(1,503	)	$	(1,503	)
6M GBP LIBOR	0.98% Fixed	GBP	4,941,000		04/26/18		—		—		1,559			1,559
Total						$	—	$	—	$	56		$	56

OTC Total Return Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party		Notional Amount			Payments received (paid) by the Fund			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
iShares iBoxx $ High Yield Corporate Bond ETF		BOA		USD	4,320,859		(1M LIBOR - 0.25	%)		07/28/16	$	—	$	—	$	7,226	$	7,226

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		05/31/16	HSBC	$	272,717	$	268,061	$	(4,656	)
AUD	Buy		05/31/16	NAB		274,442		269,580		(4,862)
AUD	Buy		05/31/16	GSC		549,167		539,159		(10,008	)
BRL	Sell		07/05/16	GSC		185,126		199,230		(14,104	)
BRL	Sell		08/17/16	MSC		678,721		719,308		(40,587	)
CAD	Buy		05/31/16	SSG		1,338,300		1,347,743		9,443
CHF	Sell		05/31/16	JPM		1,131,691		1,150,229		(18,538	)
CNY	Buy		07/20/16	CBK		86,656		86,869		213
CNY	Buy		07/28/16	JPM		181,050		174,461		(6,589	)
CNY	Sell		07/28/16	GSC		36,502		36,890		(388	)
CNY	Sell		07/28/16	DEUT		135,812		137,570		(1,758	)
EUR	Buy		06/15/16	SCB		13,564		13,760		196
EUR	Buy		03/15/17	CBK		127,650		133,218		5,568
EUR	Buy		03/15/17	BOA		114,590		115,841		1,251
EUR	Buy		03/15/17	UBS		85,996		86,881		885
EUR	Buy		03/15/17	UBS		728,177		715,900		(12,277	)
EUR	Sell		05/11/16	GSC		182,249		183,266		(1,017	)
EUR	Sell		05/31/16	RBS		62,039		63,034		(995	)
EUR	Sell		05/31/16	SSG		5,471,452		5,550,419		(78,967	)
EUR	Sell		06/15/16	CIB		309,909		316,482		(6,573	)
EUR	Sell		03/15/17	BOA		106,639		110,050		(3,411	)
EUR	Sell		03/15/17	BOA		583,903		605,851		(21,948	)
EUR	Sell		03/15/17	BOA		311,771		335,941		(24,170	)
GBP	Sell		05/31/16	CBK		780,911		784,697		(3,786	)
GBP	Sell		06/15/16	WEST		93,847		96,449		(2,602	)
HUF	Buy		05/18/16	HSBC		33,985		34,127		142
IDR	Buy		05/18/16	GSC		139,223		162,671		23,448
IDR	Buy		09/21/16	GSC		419,343		420,729		1,386
IDR	Sell		05/18/16	BCLY		75,234		82,130		(6,896	)
IDR	Sell		05/18/16	JPM		73,575		80,542		(6,967	)
IDR	Sell		09/21/16	SCB		104,182		105,182		(1,000	)
IDR	Sell		09/21/16	DEUT		104,029		105,182		(1,153	)
IDR	Sell		09/21/16	HSBC		209,208		210,364		(1,156	)
JPY	Sell		05/31/16	TDB		1,572,273		1,645,126		(72,853	)
MXN	Buy		06/15/16	RBC		63,060		63,817		757
MXN	Buy		06/15/16	SSG		12,959		13,134		175
MXN	Sell		06/15/16	SCB		73,558		76,951		(3,393	)
PEN	Buy		06/15/16	SSG		76,334		78,453		2,119
PEN	Sell		06/15/16	SSG		2,030		2,120		(90	)

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

232

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
PEN	Sell		06/15/16	CIB	$	20,672	$	21,809	$	(1,137	)
PEN	Sell		06/15/16	JPM		51,776		54,523		(2,747	)
PHP	Buy		07/20/16	CBK		2,578		2,548		(30	)
RON	Sell		06/15/16	JPM		312,445		320,136		(7,691	)
RUB	Buy		05/18/16	JPM		60,393		60,818		425
RUB	Sell		05/18/16	HSBC		30,224		30,409		(185	)
THB	Buy		06/15/16	MSC		356,378		360,727		4,349
THB	Buy		06/15/16	BOA		218,513		221,086		2,573
THB	Sell		06/15/16	SCB		569,569		581,814		(12,245	)
TRY	Buy		06/15/16	BOA		336,143		349,320		13,177
TRY	Sell		05/04/16	CSFB		734,194		760,200		(26,006	)
TRY	Sell		06/15/16	BOA		335,878		349,320		(13,442	)
UYU	Sell		06/30/16	HSBC		33,591		33,591		—
UYU	Sell		06/30/16	HSBC		149,404		149,404		—
UYU	Sell		06/30/16	HSBC		150,405		150,405		—
UYU	Sell		06/30/16	HSBC		301,360		301,360		—
ZAR	Buy		06/15/16	BNP		56,700		59,631		2,931
ZAR	Sell		06/15/16	GSC		52,031		59,631		(7,600	)
Total									$	(352,789	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
NAB	National Australia Bank Limited
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
WEST	Westpac International

Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CLP	Chilean Peso
CNH	Chinese Renminbi
CNY	Chinese Yuan
COP	Colombian Peso
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
MXN	Mexican Peso
MYR	Malaysian Ringgit
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
SEK	Swedish Krona
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
UYU	Uruguayan Peso
ZAR	South African Rand

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

233

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments) - (continued)
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
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.EUR	Markit i Traxx - Europe
ITRAXX.XOV	Markit i Traxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
iBoxx	Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets

Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EM	Emerging Markets
ETF	Exchange Traded Fund
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PAC	Planned Amortization Class
STIBOR	Stockholm Interbank Offered Rate
TBA	To Be Announced

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

234

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	30,759,654		$	—		$	30,759,654		$	—
Corporate Bonds		16,584,269			—			16,584,269			—
Foreign Government Obligations		4,337,265			—			4,337,265			—
Municipal Bonds		1,041,427			—			1,041,427			—
Senior Floating Rate Interests		13,955,753			—			13,955,753			—
U.S. Government Agencies		18,446,506			—			18,446,506			—
U.S. Government Securities		3,678,928			—			3,678,928			—
Short-Term Investments		4,990,227			4,990,227			—			—
Purchased Options		26,489			—			26,489			—
Foreign Currency Contracts(2)		69,038			—			69,038			—
Futures Contracts(2)		55,517			55,517			—			—
Swaps - Credit Default(2)		516,979			—			516,979			—
Swaps - Cross Currency(2)		622			—			622			—
Swaps - Interest Rate(2)		15,647			—			15,647			—
Swaps - Total Return(2)		7,226			—			7,226			—
Total	$	94,485,547		$	5,045,744		$	89,439,803		$	—
Liabilities
Foreign Currency Contracts(2)	$	(421,827	)	$	—		$	(421,827	)	$	—
Futures Contracts(2)		(18,851	)		(18,851	)		—			—
Swaps - Credit Default(2)		(716,426	)		—			(716,426	)		—
Swaps - Cross Currency(2)		(15,655	)		—			(15,655	)		—
Swaps - Interest Rate(2)		(2,660	)		—			(2,660	)		—
Written Options		(206,426	)		—			(206,426	)		—
Total	$	(1,381,845	)	$	(18,851	)	$	(1,362,994	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	204,262		$	204,262
Purchases		—			—
Sales		—			—
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		—			—
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		(204,262	)		(204,262	)
Ending balance	$	—		$	—

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $0.

⁽¹⁾ Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

235

The Hartford World Bond Fund

Schedule of Investments

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1%
			Bermuda - 0.0%
	$	429,000	Cal Funding II Ltd. 3.47%, 10/25/2027(1)	$	411,088
			Cayman Islands - 2.9%
		5,000,000	A Voce CLO Ltd. 2.09%, 07/15/2026(1)(2)		4,938,738
		4,615,000	American Money Management Corp. 2.09%, 07/27/2026(1)(2)		4,591,676
			Apidos CLO
		2,900,000	1.73%, 04/15/2025(1)(2)		2,862,625
		3,380,000	2.05%, 07/22/2026(1)(2)		3,358,615
		3,840,000	2.08%, 01/19/2025(1)(2)		3,824,790
			Ares CLO Ltd.
		1,995,303	1.48%, 04/20/2023(1)(2)		1,989,760
		3,845,000	2.15%, 04/17/2026(1)(2)		3,839,217
		2,725,000	Babson CLO Ltd. 1.73%, 04/20/2025(1)(2)		2,676,767
			Carlyle Global Market Strategies Ltd.
		3,390,000	1.75%, 07/15/2025(1)(2)		3,344,062
		875,000	1.78%, 04/18/2025(1)(2)		866,126
			Cent CLO Ltd.
		2,335,000	2.10%, 11/07/2026(1)(2)		2,328,838
		3,970,000	2.12%, 01/25/2026(1)(2)		3,931,983
		2,780,000	2.12%, 07/27/2026(1)(2)		2,766,965
		4,555,000	CIFC Funding Ltd. 2.13%, 04/18/2025(1)(2)		4,537,668
			Dryden Senior Loan Fund
		3,990,000	1.98%, 04/18/2026(1)(2)		3,970,529
		7,900,000	2.11%, 07/15/2026(1)(2)		7,893,680
		2,455,000	Eaton Vance CLO Ltd. 2.08%, 07/15/2026(1)(2)		2,434,255
		250,000	Galaxy CLO Ltd. 2.19%, 01/24/2027(1)(2)		249,426
		4,130,000	Limerock CLO 2.13%, 04/18/2026(1)(2)		4,097,708
			Madison Park Funding Ltd.
		3,735,000	1.92%, 10/23/2025(1)(2)		3,700,855
		2,390,000	2.08%, 01/19/2025(1)(2)		2,377,608
		3,760,000	2.13%, 07/20/2026(1)(2)		3,756,992
			Neuberger Berman CLO Ltd.
		4,245,000	2.09%, 08/04/2025(1)(2)		4,231,076
		3,030,000	2.10%, 04/15/2026(1)(2)		3,021,471
		650,000	Oaktree EIF II Ltd. 2.17%, 02/15/2026(1)(2)		649,022
		4,455,000	OCP CLO Ltd. 2.16%, 04/17/2027(1)(2)		4,441,051
			OZLM Funding Ltd.
		3,880,000	2.13%, 01/17/2026(1)(2)		3,880,101
		3,995,000	2.18%, 04/17/2026(1)(2)		3,971,557
		500,000	Race Point CLO Ltd. 2.14%, 04/15/2027(1)(2)		496,171
		1,555,000	Seneca Park CLO Ltd. 2.11%, 07/17/2026(1)(2)		1,548,250
		2,435,000	Sheridan Square CLO Ltd. 1.80%, 04/15/2025(1)(2)		2,408,132
		1,725,000	Voya CLO Ltd. 2.08%, 07/17/2026(1)(2)		1,716,827
					100,702,541
			United Kingdom - 0.0%
	GBP	425,000	Canary Wharf Finance II plc 5.95%, 10/22/2037(3)		759,943

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2%
			Adjustable Rate Mortgage Trust
	$	701,785	0.71%, 11/25/2035(2)	$	633,285
		230,681	0.94%, 01/25/2036(2)		197,643
		975,000	Ally Auto Receivables Trust 2.01%, 08/17/2020		971,104
			Alternative Loan Trust
		849,801	0.71%, 01/25/2036(2)		689,514
		495,780	0.76%, 11/25/2035(2)		405,877
		600,825	0.84%, 10/25/2036(2)		408,595
		528,679	0.94%, 12/25/2035(2)		365,143
		857,759	5.50%, 12/25/2035		733,205
		916,106	5.75%, 05/25/2036		719,145
		436,623	6.00%, 05/25/2036		354,433
		711,608	6.50%, 08/25/2037		473,454
			American Credit Acceptance Receivables Trust
		136,610	1.33%, 07/10/2018(1)		136,523
		1,915,000	3.96%, 05/15/2019(1)		1,922,158
			American Home Mortgage Assets Trust
		124,766	0.56%, 03/25/2047(2)		89,870
		1,052,187	0.63%, 09/25/2046(2)		718,656
		718,151	0.63%, 10/25/2046(2)		487,469
		561,957	1.32%, 10/25/2046(2)		391,841
			AmeriCredit Automobile Receivables Trust
		377,669	1.69%, 11/08/2018		378,086
		1,780,000	2.35%, 12/10/2018		1,780,636
			Banc of America Commercial Mortgage Trust
		2,475,000	3.26%, 09/15/2048(1)(2)		1,334,461
		1,535,328	5.49%, 02/10/2051		1,585,693
			Banc of America Funding Trust
		1,832,862	0.67%, 02/20/2047(2)		1,500,400
		314,061	5.77%, 05/25/2037(2)		275,954
		396,285	5.85%, 01/25/2037(4)		334,028
		701,082	6.05%, 10/25/2036(4)		569,519
			Banc of America Mortgage Trust
		997,223	2.75%, 07/25/2033(2)		994,168
		1,760,257	2.86%, 09/25/2035(2)		1,603,409
			Bear Stearns Adjustable Rate Mortgage Trust
		1,715,985	2.46%, 08/25/2035(2)		1,708,817
		1,390,189	2.90%, 10/25/2035(2)		1,371,986
		1,205,579	2.97%, 07/25/2036(2)		1,035,145
		1,184,694	4.55%, 06/25/2047(2)		1,046,078
			Bear Stearns Alt-A Trust
		635,222	0.76%, 08/25/2036(2)		469,712
		1,926,333	0.94%, 01/25/2036(2)		1,532,884
		704,862	2.84%, 09/25/2035(2)		627,113
			Bear Stearns Mortgage Funding Trust
		2,010,670	0.62%, 10/25/2036(2)		1,538,353
		582,249	0.64%, 02/25/2037(2)		454,049
			Cabela’s Master Credit Card Trust
		1,805,000	1.08%, 08/16/2021(1)(2)		1,802,890
		1,790,000	2.25%, 07/17/2023		1,805,225
		555,000	Capital Auto Receivables Asset Trust 2.43%, 09/21/2020		552,776
			CarMax Auto Owner Trust
		2,410,000	1.88%, 11/15/2019		2,410,599
		1,120,000	1.93%, 11/15/2019		1,119,705
		1,745,000	2.08%, 01/15/2020		1,742,378
		114,487	CD Mortgage Trust 5.89%, 11/15/2044(2)		119,370
		1,935,000	CFCRE Commercial Mortgage Trust 3.83%, 12/15/2047		2,068,100

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

236

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2% - (continued)
	$	2,878,767	Chase Mortgage Finance Trust 2.67%, 12/25/2035(2)	$	2,608,815
		215,397	ChaseFlex Trust 5.50%, 06/25/2035		188,885
			CHL Mortgage Pass-Through Trust
		1,539,657	1.12%, 03/25/2035(2)		1,224,753
		2,526,571	2.66%, 06/20/2035(2)		2,429,878
		627,961	2.68%, 03/20/2036(2)		557,003
		2,014,976	3.02%, 04/25/2037(2)		1,892,693
		2,145,000	Chrysler Capital Auto Receivables Trust 1.27%, 03/15/2019(1)		2,146,138
			Citigroup Commercial Mortgage Trust
		2,320,000	2.18%, 06/15/2033(1)(2)		2,319,047
		365,000	3.62%, 07/10/2047		390,802
		770,000	4.56%, 03/10/2047(1)(2)		483,382
		574,106	Citigroup Mortgage Loan Trust 2.88%, 07/25/2036(2)		394,873
		1,175,000	Cobalt CMBS Commercial Mortgage Trust 5.25%, 08/15/2048		1,167,302
		3,537,044	Commercial Mortgage Loan Trust 6.30%, 12/10/2049(2)		3,694,955
			Commercial Mortgage Pass-Through Certificates
		34,607,161	1.01%, 02/10/2047(2)(5)		1,292,695
		1,080,000	4.24%, 02/10/2047(2)		1,208,921
		1,795,000	4.75%, 10/15/2045(1)(2)		1,467,287
			Commercial Mortgage Trust
		2,605,000	2.85%, 10/15/2045		2,695,417
		1,590,000	3.10%, 03/10/2046		1,662,776
		2,415,000	3.46%, 08/10/2055(2)		1,701,180
		2,625,000	3.53%, 12/10/2047		2,799,155
		465,000	3.61%, 06/10/2046(2)		500,983
		1,785,000	3.61%, 10/10/2048		1,893,735
		2,320,000	3.63%, 10/10/2048		2,466,684
		2,140,000	4.02%, 07/10/2045		2,359,606
		2,950,000	4.05%, 04/10/2047		3,250,701
		1,280,000	4.07%, 02/10/2047(2)		1,417,905
		1,885,000	4.73%, 10/15/2045(1)(2)		1,607,113
		618,548	5.44%, 03/10/2039		629,083
		318,469	5.74%, 12/10/2049		332,350
		9,259	6.13%, 07/10/2038(2)		9,257
			Community or Commercial Mortgage Trust
		3,575,000	3.69%, 08/10/2047		3,822,062
		1,880,000	4.38%, 07/10/2045(2)		2,109,241
		1,827,980	Connecticut Avenue Securities 2.44%, 10/25/2023(2)		1,837,295
			Countrywide Alternative Loan Trust
		713,081	0.58%, 04/25/2047(2)		592,470
		902,003	1.24%, 12/25/2035(2)		734,628
			Countrywide Home Loans, Inc.
		1,359,839	2.62%, 11/20/2035(2)		1,210,948
		865,747	2.75%, 09/25/2047(2)		773,443
			CPS Auto Receivables Trust
		496,184	1.64%, 04/16/2018(1)		496,007
		22,837	2.78%, 06/17/2019(1)		22,879
		356,979	CPS Auto Trust 1.94%, 03/16/2020(1)		353,345
			Credit Suisse Commercial Mortgage Trust
		843,224	5.75%, 03/25/2036		775,208
		70,000	6.27%, 02/15/2041(2)		73,057

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2% - (continued)
	$	45,616	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037	$	42,441
			CSAIL Commercial Mortgage Trust
		54,283,127	1.04%, 06/15/2057(2)(5)		2,981,392
		15,052,343	1.11%, 04/15/2050(2)(5)		885,754
		3,560,000	3.81%, 11/15/2048		3,841,301
		2,701,195	CSMC Trust 3.50%, 08/25/2043(1)(2)		2,737,915
		905,850	DB Master Finance LLC 3.26%, 02/20/2045(1)		894,346
		1,200,088	DBUBS Mortgage Trust 1.10%, 11/10/2046(1)(2)(5)		30,562
		1,805,000	Discover Card Execution Note Trust 1.45%, 03/15/2021		1,811,095
			DSLA Mortgage Loan Trust
		161,399	0.80%, 01/19/2045(2)		137,208
		2,359,468	1.27%, 03/19/2046(2)		1,691,584
		1,700,000	DT Auto Owner Trust 1.88%, 05/15/2019(1)		1,688,670
			Enterprise Fleet Financing LLC
		228,722	0.93%, 04/20/2018(1)		228,631
		2,010,000	1.51%, 03/20/2019(1)		2,010,620
		1,500,000	2.09%, 02/22/2021(1)		1,493,733
		975,228	Exeter Automobile Receivables Trust 1.54%, 11/15/2019(1)		971,721
		1,297,168	First Investors Automotive Owner Trust 1.49%, 01/15/2020(1)		1,295,494
		500,000	Ford Credit Floorplan Master Owner Trust A 1.69%, 09/15/2019		500,910
			FREMF Mortgage Trust
		1,195,000	3.51%, 07/25/2022(1)(2)		1,113,349
		1,190,000	3.85%, 10/25/2048(1)(2)		1,065,478
		825,000	GE Commercial Mortgage Corp. 5.61%, 12/10/2049(2)		805,012
			GMAC Mortgage Corp. Loan Trust
		519,360	3.10%, 09/19/2035(2)		476,050
		851,610	3.31%, 04/19/2036(2)		724,202
		1,260,000	GreatAmerica Leasing Receivables 1.86%, 08/15/2020(1)		1,259,467
			Green Tree Agency Advance Funding Trust I
		975,000	3.10%, 10/15/2048(1)		974,815
		1,705,000	3.19%, 10/15/2046(1)		1,702,954
			GreenPoint Mortgage Funding Trust
		608,360	0.60%, 02/25/2037(2)		502,705
		588,202	0.70%, 10/25/2045(2)		503,068
			GS Mortgage Securities Trust
		3,750,000	3.27%, 11/10/2048		2,852,455
		2,470,000	3.38%, 05/10/2045		2,612,709
		5,500,000	3.38%, 05/10/2050		5,757,935
		2,330,000	3.58%, 06/10/2047(1)		1,347,468
		615,000	3.67%, 04/10/2047(1)		454,903
		1,742,000	3.72%, 01/10/2047(1)		955,302
		3,375,000	4.07%, 01/10/2047		3,705,463
		2,650,000	4.66%, 11/10/2047(1)(2)		2,080,661
		1,300,000	5.03%, 04/10/2047(1)(2)		1,016,222
			GSAA Home Equity Trust
		694,685	0.49%, 12/25/2046(2)		433,855
		3,258,538	0.51%, 12/25/2046(2)		1,584,116
		1,642,333	0.52%, 02/25/2037(2)		870,816

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

237

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2% - (continued)
	$	2,636,575	0.54%, 03/25/2037(2)	$	1,371,021
		2,516,096	0.56%, 05/25/2047(2)		1,843,043
		1,290,296	0.62%, 11/25/2036(2)		652,617
		1,094,455	0.66%, 05/25/2047(2)		764,495
		1,805,468	0.67%, 04/25/2047(2)		1,100,542
		1,924,790	0.76%, 04/25/2047(2)		1,184,103
		726,554	5.88%, 09/25/2036(4)		361,461
		560,902	5.99%, 06/25/2036(2)		276,064
			GSR Mortgage Loan Trust
		839,116	2.82%, 07/25/2035(2)		776,465
		1,706,817	2.85%, 10/25/2035(2)		1,498,843
		4,303,821	3.01%, 01/25/2036(2)		3,951,797
		287,561	3.11%, 05/25/2037(2)		233,940
			HarborView Mortgage Loan Trust
		1,812,921	0.63%, 01/19/2038(2)		1,441,738
		2,867,231	0.68%, 12/19/2036(2)		1,964,119
		219,449	0.77%, 09/19/2035(2)		175,320
		1,865,181	1.14%, 01/19/2035(2)		1,227,831
		495,112	1.44%, 10/25/2037(2)		420,040
		888,580	Hilton USA Trust 3.19%, 11/05/2030(1)(2)		888,009
		1,065,000	Huntington Auto Trust 1.95%, 06/15/2021		1,063,697
		540,000	Hyundai Automotive Receivables Trust 2.10%, 11/15/2019		537,334
		717,372	Impac CMB Trust 1.24%, 10/25/2034(2)		656,732
			IndyMac INDA Mortgage Loan Trust
		326,643	2.90%, 09/25/2036(2)		255,734
		1,335,836	2.94%, 12/25/2036(2)		1,168,200
			IndyMac Index Mortgage Loan Trust
		1,606,770	0.64%, 10/25/2036(2)		1,286,198
		84,098	0.68%, 07/25/2035(2)		72,570
		784,563	0.72%, 07/25/2035(2)		633,041
		1,586,915	0.84%, 07/25/2046(2)		879,652
		498,336	2.78%, 08/25/2035(2)		370,854
		1,535,924	JP Morgan Chase Commercial Mortgage Securities Corp. 4.57%, 12/15/2047(1)(2)		1,211,444
			JP Morgan Chase Commercial Mortgage Securities Trust
		4,833,259	1.94%, 02/12/2051(2)		4,659,531
		3,059,000	2.73%, 10/15/2045(1)(2)		2,166,476
		950,000	2.83%, 10/15/2045		980,093
		700,000	4.00%, 08/15/2046(1)(2)		561,340
		2,825,000	4.17%, 08/15/2046		3,081,131
		1,910,000	4.81%, 10/15/2045(1)(2)		1,731,323
		4,504,682	5.89%, 02/12/2049(2)		4,623,355
			JP Morgan Mortgage Trust
		1,027,257	2.56%, 11/25/2035(2)		949,003
		1,968,586	2.66%, 08/25/2036(2)		1,698,835
		358,015	2.85%, 10/25/2036(2)		334,244
		2,818,493	2.86%, 02/25/2035(2)		2,845,344
		1,645,394	2.90%, 05/25/2036(2)		1,477,964
		1,926,583	3.00%, 09/25/2044(1)		1,938,166
		232,279	6.00%, 01/25/2037		192,383
			JPMBB Commercial Mortgage Securities Trust
		69,932,543	1.02%, 09/15/2047(2)(5)		2,838,051
		1,785,000	3.60%, 11/15/2048		1,889,369
		845,000	3.78%, 08/15/2047		915,504
		2,340,000	3.88%, 10/15/2048(1)(2)		1,669,913

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2% - (continued)
	$	251,363	LB-UBS Commercial Mortgage Trust 5.43%, 02/15/2040	$	256,108
			Lehman XS Trust
		769,502	0.63%, 11/25/2046(2)		594,956
		1,049,587	1.29%, 09/25/2047(2)		843,746
		1,597,294	Long Beach Mortgage Loan Trust 1.06%, 08/25/2033(2)		1,428,883
			LSTAR Securities Investment Trust
		2,832,141	2.43%, 01/01/2020(1)(2)		2,791,075
		969,517	2.43%, 03/01/2020(1)(2)		951,905
		3,243,810	2.43%, 05/01/2020(1)(2)		3,166,215
		1,354,575	2.43%, 08/01/2020(1)(2)		1,322,647
		3,192,935	2.43%, 12/01/2021(1)(2)		3,138,588
		2,471,937	2.44%, 04/01/2020(1)(2)		2,400,869
		1,543,618	3.53%, 09/01/2021(1)(2)		1,550,832
		862,055	Luminent Mortgage Trust 0.70%, 11/25/2035(2)		768,116
		1,026,868	MASTR Adjustable Rate Mortgages Trust 0.68%, 05/25/2037(2)		634,229
			Merrill Lynch Mortgage Investors Trust
		5,055,158	2.42%, 12/25/2034(2)		5,045,812
		155,446	2.56%, 05/25/2033(2)		149,655
		1,093,011	2.84%, 07/25/2035(2)		861,238
		1,699,908	Morgan Stanley Asset-Backed Securities Capital I Inc. Trust 0.59%, 06/25/2036(2)		1,448,634
			Morgan Stanley Bank of America Merrill Lynch Trust
		13,283,910	1.28%, 10/15/2048(2)(5)		990,621
		1,480,000	2.92%, 02/15/2046		1,525,133
		3,840,000	3.06%, 10/15/2048(1)		2,602,890
		2,090,000	3.13%, 12/15/2048		2,177,222
		2,930,000	4.22%, 07/15/2046(2)		3,235,788
		1,505,000	4.50%, 08/15/2045(1)		1,057,824
			Morgan Stanley Capital I Trust
		2,990,449	3.24%, 03/15/2045		3,138,605
		1,555,000	5.35%, 07/15/2049(1)(2)		1,199,147
		1,402,069	5.57%, 12/15/2044		1,453,959
		100,000	5.60%, 09/15/2047(1)(2)		111,795
		48,695	5.82%, 06/11/2042(2)		50,663
		2,728,000	6.46%, 01/11/2043(1)(2)		2,623,892
		512,641	6.46%, 01/11/2043(2)		544,071
			Morgan Stanley Mortgage Loan Trust
		1,849,287	0.61%, 11/25/2036(2)		797,397
		572,374	2.72%, 06/25/2037(2)		372,419
		217,112	3.00%, 05/25/2036(2)		154,022
		913,784	Morgan Stanley Re-Remic Trust 5.99%, 08/15/2045(1)(2)		932,144
			Nationstar HECM Loan Trust
		960,306	2.88%, 11/25/2025(1)		958,655
		1,235,868	3.84%, 05/25/2018(1)		1,235,621
		3,525,000	New Residential Advance Receivables Trust 2.32%, 08/15/2046(1)		3,520,842
		1,000,477	Newstar Commercial Lease Funding LLC 3.27%, 04/15/2019(1)		996,880
		892,976	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.18%, 06/25/2036(2)		663,903
			NRZ Advance Receivables Trust
		2,755,000	3.20%, 11/15/2047(1)		2,744,297
		3,220,000	3.30%, 08/17/2048(1)		3,239,372

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

238

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2% - (continued)
			Ocwen Master Advance Receivables Trust
	$	3,905,000	3.21%, 11/15/2047(1)	$	3,905,640
		1,715,000	3.52%, 09/17/2046(1)		1,712,690
		845,000	OneMain Financial Issuance Trust 3.66%, 02/20/2029(1)		840,622
		435,404	Prime Mortgage Trust 5.50%, 06/25/2036		403,576
		804,344	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		723,804
		3,221,562	Renaissance Home Equity Loan Trust 0.96%, 03/25/2034(2)		3,087,815
			Residential Accredit Loans, Inc.
		879,023	0.74%, 04/25/2036(2)		589,487
		876,946	1.18%, 09/25/2046(2)		608,496
		1,980,011	1.64%, 11/25/2037(2)		1,280,832
		507,582	Residential Asset Securitization Trust 0.89%, 03/25/2035(2)		392,339
			Residential Funding Mortgage Securities, Inc.
		3,322,017	2.92%, 08/25/2035(2)		2,481,522
		677,268	3.40%, 04/25/2037(2)		571,222
		152,943	5.75%, 01/25/2036		123,180
		204,867	6.00%, 04/25/2037		180,044
		256,603	6.00%, 07/25/2037		230,389
			Sequoia Mortgage Trust
		2,234,370	1.10%, 06/20/2033(2)		2,115,481
		759,463	4.83%, 07/20/2037(2)		673,532
			SFAVE Commercial Mortgage Securities Trust
		1,935,000	3.87%, 01/05/2043(1)(2)		1,846,355
		3,665,000	4.14%, 01/05/2043(1)(2)		3,512,545
		2,009,476	Skopos Auto Receivables Trust 3.55%, 02/17/2020(1)		2,007,304
		1,691,944	Social Professional Loan Program 2.72%, 10/27/2036(1)		1,688,575
		1,472,084	SpringCastle America Funding LLC 2.70%, 05/25/2023(1)		1,475,507
			Springleaf Funding Trust
		1,546,126	2.41%, 12/15/2022(1)		1,545,689
		2,205,000	3.16%, 11/15/2024(1)		2,207,500
		3,215,000	3.48%, 05/15/2028(1)		3,075,840
			Springleaf Mortgage Loan Trust
		1,492,312	1.78%, 12/25/2065(1)(2)		1,491,655
		3,065,000	2.31%, 06/25/2058(1)(2)		3,065,348
		1,725,000	3.14%, 06/25/2058(1)(2)		1,724,795
		920,000	3.52%, 12/25/2065(1)(2)		921,796
		2,770,000	3.79%, 09/25/2057(1)(2)		2,786,735
			Structured Adjustable Rate Mortgage Loan Trust
		1,005,150	0.74%, 09/25/2034(2)		865,402
		2,023,425	2.85%, 06/25/2035(2)		1,759,426
		606,917	Structured Asset Mortgage Investments II Trust 0.67%, 02/25/2036(2)		457,640
		1,430,257	Structured Asset Securities Corp. 5.75%, 06/25/2035		1,367,172
		340,315	Structured Asset Securities Corp. Mortgage Pass-Through Ctfs 2.98%, 11/25/2033(2)		333,097
		884,917	TAL Advantage LLC 2.83%, 02/22/2038(1)		835,222

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 11.2% - (continued)
	$	1,944,272	Terwin Mortgage Trust 1.38%, 12/25/2034(2)	$	1,895,641
		1,236,436	Thornburg Mortgage Securities Trust 2.53%, 04/25/2045(2)		1,218,119
			Towd Point Mortgage Trust
		1,165,830	2.75%, 04/25/2055(1)(2)		1,166,937
		2,588,084	2.75%, 04/26/2055(1)(2)		2,587,464
		1,216,050	2.75%, 05/25/2055(1)(2)		1,216,988
		2,095,017	3.00%, 03/25/2054(1)(2)		2,113,920
			UBS-Barclays Commercial Mortgage Trust
		5,950,000	3.19%, 03/10/2046		6,215,689
		1,095,000	4.22%, 03/10/2046(1)(2)		751,118
			WaMu Mortgage Pass-Through Certificates Trust
		1,032,039	0.86%, 06/25/2044(2)		916,959
		2,377,593	0.86%, 07/25/2044(2)		2,249,512
		261,309	1.17%, 12/25/2046(2)		202,163
		1,973,732	1.98%, 01/25/2037(2)		1,628,618
		914,239	2.17%, 11/25/2046(2)		808,691
		2,079,677	2.22%, 06/25/2037(2)		1,766,750
		2,440,220	2.46%, 10/25/2036(2)		2,105,734
		953,346	4.23%, 08/25/2036(2)		841,532
		2,552,833	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 0.53%, 02/25/2037(2)		1,621,392
			Wells Fargo Commercial Mortgage Trust
		2,845,000	2.88%, 05/15/2048(1)(2)		1,421,275
		3,900,000	2.92%, 10/15/2045		4,038,901
		1,890,000	3.36%, 09/15/2058(1)		1,108,780
		375,000	4.24%, 05/15/2048(2)		287,337
			Wells Fargo Mortgage Backed Securities Trust
		389,363	2.74%, 10/25/2036(2)		356,577
		706,560	2.78%, 12/28/2037(2)		632,631
		1,745,000	2.84%, 10/25/2035(2)		1,661,421
			Westlake Automobile Receivables Trust
		944,484	1.17%, 03/15/2018(1)		943,620
		3,440,000	2.45%, 01/15/2021(1)		3,398,697
		1,765,000	3.29%, 09/15/2021(1)		1,771,177
		1,830,000	4.40%, 05/17/2021(1)		1,819,771
			WF-RBS Commercial Mortgage Trust
		15,571,278	1.58%, 03/15/2047(2)(5)		1,042,754
		915,000	3.07%, 03/15/2045		953,082
		1,825,000	3.63%, 11/15/2047		1,952,409
		2,405,000	4.00%, 05/15/2047		2,638,587
		830,000	4.90%, 06/15/2044(1)(2)		934,875
		515,000	5.00%, 06/15/2044(1)(2)		440,580
		810,000	5.00%, 04/15/2045(1)(2)		545,859
		935,000	5.75%, 04/15/2045(1)(2)		922,771
		395,160	WFRBS Commercial Mortgage Trust 4.10%, 03/15/2047		436,190
		535,000	World Omni Auto Receivables Trust 2.15%, 08/15/2022		532,424
					393,630,606
			Total Asset & Commercial Mortgage Backed Securities (cost $501,041,741)	$	495,504,178

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

239

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5%
			Australia - 0.1%
	$	4,000,000	BHP Billiton Finance USA Ltd. 1.63%, 02/24/2017	$	4,012,000
		450,000	Rio Tinto Finance USA Ltd. 6.50%, 07/15/2018		494,636
					4,506,636
			Bermuda - 0.0%
		560,000	AircastleLtd. 5.00%, 04/01/2023		570,170
			British Virgin Islands - 0.0%
		515,000	Gerdau Trade, Inc. 4.75%, 04/15/2023(1)		443,544
			Canada - 0.3%
		4,600,000	ConocoPhillips Canada Funding Co. I 5.63%, 10/15/2016		4,695,123
			MEG Energy Corp.
		1,130,000	6.38%, 01/30/2023(1)		860,924
		1,370,000	7.00%, 03/31/2024(1)		1,075,450
		90,000	New Gold, Inc. 6.25%, 11/15/2022(1)		82,800
		1,300,000	Telesat Canada / Telesat LLC 6.00%, 05/15/2017(1)		1,298,440
		2,740,000	Tembec Industries, Inc. 9.00%, 12/15/2019(1)		1,972,800
			Valeant Pharmaceuticals International, Inc.
		2,075,000	5.88%, 05/15/2023(1)		1,737,813
		400,000	6.13%, 04/15/2025(1)		334,152
					12,057,502
			France - 0.2%
		2,555,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(2)(6)		2,612,487
		4,220,000	Credit Agricole S.A. 8.13%, 12/23/2025(1)(2)(6)		4,357,150
					6,969,637
			Ireland - 0.3%
			AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
		4,300,000	4.50%, 05/15/2021		4,439,750
		535,000	4.63%, 10/30/2020		556,400
			Ardagh Packaging Finance plc
		1,091,000	7.25%, 05/15/2024(1)		1,091,000
		2,060,000	9.13%, 10/15/2020(1)		2,165,575
	EUR	850,000	9.25%, 10/15/2020(3)		1,021,948
					9,274,673
			Italy - 0.1%
			Intesa Sanpaolo S.p.A.
	$	430,000	7.70%, 09/17/2025(1)(2)(6)		397,750
	EUR	1,300,000	9.50%, 06/01/2016(2)(3)(6)		1,497,440
					1,895,190
			Japan - 0.0%
	$	1,230,000	SoftBank Group Corp. 4.50%, 04/15/2020(1)		1,243,161
			Jersey - 0.0%
	EUR	785,000	Lincoln Finance Ltd. 6.88%, 04/15/2021(1)		962,909

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			Luxembourg - 0.9%
	$	13,225,000	Actavis Funding SCS 1.85%, 03/01/2017	$	13,271,063
			Altice Financing S.A.
	EUR	1,185,000	6.50%, 01/15/2022(3)		1,451,867
	$	3,845,000	7.50%, 05/15/2026(1)		3,862,879
			ArcelorMittal
		1,100,000	6.50%, 03/01/2021		1,124,750
		825,000	7.25%, 02/25/2022		867,797
	EUR	531,906	Ardagh Finance Holdings S.A. 8.38%, 06/15/2019(1)(7)		631,594
	$	7,800,000	Beverage Packaging Holdings Luxembourg II S.A. / Beverage Packaging Holdings II Is 5.63%, 12/15/2016(1)		7,780,500
	EUR	1,005,000	Cirsa Funding Luxembourg S.A. 5.75%, 05/15/2021(1)		1,169,004
		1,160,000	Wind Acquisition Finance S.A. 4.00%, 07/15/2020(1)		1,296,712
					31,456,166
			Mexico - 0.5%
			Cemex S.A.B. de C.V.
	$	2,500,000	5.88%, 03/25/2019(3)		2,556,000
		2,245,000	6.13%, 05/05/2025(1)		2,205,712
		200,000	7.75%, 04/16/2026(1)		213,000
		10,175,000	Petroleos Mexicanos 5.75%, 03/01/2018		10,666,249
					15,640,961
			Netherlands - 0.6%
		200,000	AerCap Aviation Solutions B.V. 6.38%, 05/30/2017		207,500
		4,000,000	Cimpress N.V. 7.00%, 04/01/2022(1)		4,040,000
		1,445,000	Constellium N.V. 7.88%, 04/01/2021(1)		1,488,350
		440,000	NXP B.V. / NXP Funding LLC 3.75%, 06/01/2018(1)		450,450
			Petrobras Global Finance B.V.
		2,265,000	4.38%, 05/20/2023		1,788,217
		1,555,000	5.63%, 05/20/2043		1,105,994
			Shell International Finance B.V.
		7,100,000	1.90%, 08/10/2018		7,195,147
		2,865,000	2.00%, 11/15/2018		2,917,066
					19,192,724
			Spain - 0.3%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	1,600,000	7.00%, 02/19/2019(2)(3)(6)		1,685,514
	$	2,800,000	9.00%, 05/09/2018(2)(3)(6)		2,893,100
	EUR	3,000,000	Banco Santander S.A. 6.25%, 03/12/2019(2)(3)(6)		3,010,051
		3,390,000	NH Hotel Group S.A. 6.88%, 11/15/2019(1)		4,270,670
					11,859,335
			Switzerland - 0.2%
		2,000,000	Credit Suisse AG 5.75%, 09/18/2025(2)(3)		2,452,886
	$	3,270,000	Credit Suisse Group AG 6.25%, 12/18/2024(2)(3)(6)		3,008,400
					5,461,286

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

240

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United Kingdom - 1.5%
			Anglo American Capital plc
	$	1,685,000	4.88%, 05/14/2025(1)	$	1,538,068
		285,000	9.38%, 04/08/2019(1)		312,075
			Barclays Bank plc
		2,180,000	1.13%, 06/13/2016(2)(6)		1,155,400
	GBP	550,000	14.00%, 06/15/2019(2)(3)(6)		999,519
			BP Capital Markets plc
	$	8,485,000	1.04%, 11/07/2016(2)		8,488,784
		6,475,000	1.26%, 09/26/2018(2)		6,433,690
		4,225,000	1.38%, 11/06/2017		4,236,509
		2,620,000	HSBC Bank plc 1.19%, 09/30/2016(2)(6)		1,387,521
		6,190,000	Imperial Brands Finance plc 2.05%, 02/11/2018(3)		6,224,775
	EUR	1,590,000	Ineos Finance plc 4.00%, 05/01/2023(1)		1,777,390
	GBP	625,000	Lloyds Banking Group plc 7.00%, 06/27/2019(2)(3)(6)		884,473
			National Westminster Bank plc
	$	1,270,000	1.13%, 07/11/2016(2)(6)		685,800
	EUR	725,000	1.91%, 07/05/2016(2)(6)		754,408
	GBP	1,050,000	Nationwide Building Society 6.88%, 06/20/2019(2)(3)(6)		1,449,827
	$	435,000	Rio Tinto Finance USA plc 2.25%, 12/14/2018		440,277
		1,430,000	Royal Bank of Scotland Group plc 7.50%, 08/10/2020(2)(6)		1,333,475
			Tesco plc
		2,925,000	2.70%, 01/05/2017(3)		2,934,813
		6,775,000	5.50%, 11/15/2017(1)		7,101,806
			Tullow Oil plc
		545,000	6.00%, 11/01/2020(1)		436,000
		1,745,000	6.25%, 04/15/2022(1)		1,396,000
	GBP	1,225,000	Virgin Media Secured Finance plc 5.50%, 01/15/2021		1,897,304
		935,000	Vougeot Bidco plc 7.88%, 07/15/2020(3)		1,427,312
	EUR	810,000	Worldpay Finance plc 3.75%, 11/15/2022(1)		971,547
					54,266,773
			United States - 17.5%
	$	4,200,000	21st Century Fox America, Inc. 8.00%, 10/17/2016		4,331,926
			Activision Blizzard, Inc.
		7,135,000	5.63%, 09/15/2021(1)		7,509,587
		7,145,000	6.13%, 09/15/2023(1)		7,779,119
		2,990,000	Advanced Micro Devices, Inc. 6.75%, 03/01/2019		2,519,075
			AK Steel Corp.
		585,000	7.63%, 05/15/2020		497,250
		955,000	7.63%, 10/01/2021		787,875
		440,000	8.38%, 04/01/2022		346,500
		2,815,000	Alcatel-Lucent USA, Inc. 6.45%, 03/15/2029		3,012,050
			Alere, Inc.
		2,770,000	6.38%, 07/01/2023(1)		2,825,400
		1,970,000	6.50%, 06/15/2020		1,950,300
		1,050,000	7.25%, 07/01/2018		1,073,625
			Ally Financial, Inc.
		6,125,000	3.25%, 02/13/2018		6,125,000
		1,580,000	8.00%, 12/31/2018		1,728,125

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United States - 17.5% - (continued)
			American Builders & Contractors Supply Co., Inc.
	$	220,000	5.63%, 04/15/2021(1)	$	227,700
		680,000	5.75%, 12/15/2023(1)		712,300
		9,225,000	American Electric Power Co., Inc. 1.65%, 12/15/2017		9,215,323
		575,000	Amsurg Corp. 5.63%, 07/15/2022		590,094
			Anadarko Petroleum Corp.
		1,615,000	4.50%, 07/15/2044		1,392,459
		165,000	4.85%, 03/15/2021		172,108
		110,000	5.55%, 03/15/2026		117,906
		1,025,000	5.95%, 09/15/2016		1,044,884
		1,652,000	6.38%, 09/15/2017		1,754,021
		190,000	6.60%, 03/15/2046		215,049
		4,465,000	Anheuser-Busch InBev Finance, Inc. 3.65%, 02/01/2026		4,706,534
			Antero Resources Corp.
		380,000	5.38%, 11/01/2021		367,650
		980,000	5.63%, 06/01/2023		950,600
		1,505,000	Aramark Services, Inc. 5.75%, 03/15/2020		1,553,912
		90,000	Argos Merger Sub, Inc. 7.13%, 03/15/2023(1)		92,025
		800,000	Ashtead Capital, Inc. 6.50%, 07/15/2022(1)		844,000
		70,000	Avnet, Inc. 6.63%, 09/15/2016		71,219
			Bank of America Corp.
	EUR	1,800,000	0.43%, 05/23/2017(2)		2,055,938
	$	8,500,000	2.00%, 01/11/2018		8,539,372
		4,700,000	6.88%, 04/25/2018		5,153,879
		8,985,000	Berkshire Hathaway Finance Corp. 1.70%, 03/15/2019		9,111,203
		2,045,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(1)		1,809,825
		15,675,000	BMW US Capital LLC 1.50%, 04/11/2019(1)		15,708,027
		930,000	Boyd Gaming Corp. 6.38%, 04/01/2026(1)		950,925
		1,833,000	Builders FirstSource, Inc. 7.63%, 06/01/2021(1)		1,929,232
		2,665,000	California Resources Corp. 8.00%, 12/15/2022(1)		1,832,187
		1,300,000	CCO Holdings LLC / CCO Holdings Capital Corp. 7.38%, 06/01/2020		1,348,100
			CCO Safari II LLC
		1,225,000	4.91%, 07/23/2025(1)		1,320,608
		720,000	6.83%, 10/23/2055(1)		827,531
			CDW LLC / CDW Finance Corp.
		1,360,000	5.00%, 09/01/2023		1,392,803
		925,000	6.00%, 08/15/2022		990,333
		2,340,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		2,106,000
		4,090,000	Celgene Corp. 2.25%, 05/15/2019		4,137,379
		3,875,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 6.38%, 09/15/2020(1)		3,967,147

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

241

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United States - 17.5% - (continued)
	$	25,000	Change Healthcare Holdings, Inc. 11.00%, 12/31/2019	$	26,609
			Chemours Co.
		570,000	6.63%, 05/15/2023(1)		498,750
		215,000	7.00%, 05/15/2025(1)		186,513
		1,150,000	Chinos Intermediate Holdings A, Inc. 7.75%, 05/01/2019(1)(7)		552,000
		13,650,000	Citigroup, Inc. 1.70%, 04/27/2018		13,654,231
		10,280,000	Citizens Bank NA/Providence RI 2.50%, 03/14/2019		10,396,164
			CNH Industrial Capital LLC
		3,760,000	4.38%, 11/06/2020		3,736,500
		1,665,000	6.25%, 11/01/2016		1,696,219
			Community Health Systems, Inc.
		610,000	5.13%, 08/15/2018		617,625
		4,350,000	6.88%, 02/01/2022		3,936,750
		1,930,000	7.13%, 07/15/2020		1,862,990
		1,865,000	Concho Resources, Inc. 5.50%, 04/01/2023		1,878,987
			Continental Resources, Inc.
		1,585,000	3.80%, 06/01/2024		1,351,212
		200,000	4.50%, 04/15/2023		178,625
		2,070,000	4.90%, 06/01/2044		1,666,350
		480,000	5.00%, 09/15/2022		448,200
		1,530,000	Cox Communications, Inc. 5.88%, 12/01/2016(1)		1,566,562
	EUR	200,000	Deutsche Postbank Funding Trust 5.98%, 06/29/2017(2)(3)(6)		230,098
	$	2,900,000	DISH DBS Corp. 4.25%, 04/01/2018		2,958,000
			Dollar Tree, Inc.
		230,000	5.25%, 03/01/2020(1)		238,913
		1,130,000	5.75%, 03/01/2023(1)		1,206,614
		2,160,000	Dominion Resources, Inc. 1.90%, 06/15/2018		2,170,014
		4,300,000	Ecolab, Inc. 3.00%, 12/08/2016		4,351,402
			Endo Finance LLC
		615,000	6.00%, 07/15/2023(1)		603,469
		3,675,000	6.00%, 02/01/2025(1)		3,509,625
		1,010,000	Energen Corp. 4.63%, 09/01/2021		939,300
		1,620,000	Energy Transfer Equity L.P. 5.50%, 06/01/2027		1,390,397
		565,000	Entegris, Inc. 6.00%, 04/01/2022(1)		581,950
		435,000	Envision Healthcare Corp. 5.13%, 07/01/2022(1)		442,613
		55,000	Equinix, Inc. 4.88%, 04/01/2020		57,255
		150,000	Exelon Corp. 1.55%, 06/09/2017		149,970
		8,815,000	Exxon Mobil Corp. 1.71%, 03/01/2019		8,936,312
		1,485,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,533,262
		9,720,000	Fifth Third Bank 2.30%, 03/15/2019		9,807,879

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United States - 17.5% - (continued)
			First Data Corp.
	$	3,760,000	5.75%, 01/15/2024(1)	$	3,816,400
		1,655,000	7.00%, 12/01/2023(1)		1,700,512
			Ford Motor Credit Co. LLC
		9,950,000	1.50%, 01/17/2017		9,968,407
		4,625,000	4.25%, 02/03/2017		4,723,383
		7,811,000	Freescale Semiconductor, Inc. 6.00%, 01/15/2022(1)		8,279,660
		435,000	Fresenius Medical Care U.S. Finance II, Inc. 5.63%, 07/31/2019(1)		473,606
			Frontier Communications Corp.
		1,015,000	10.50%, 09/15/2022(1)		1,044,303
		1,240,000	11.00%, 09/15/2025(1)		1,252,400
		4,600,000	GATX Corp. 1.25%, 03/04/2017		4,577,736
			General Motors Financial Co., Inc.
		8,500,000	2.40%, 04/10/2018		8,552,547
		245,000	2.75%, 05/15/2016		245,141
		11,675,000	4.75%, 08/15/2017		12,126,811
			GenOn Americas Generation LLC
		1,910,000	8.50%, 10/01/2021		1,270,150
		605,000	9.13%, 05/01/2031		397,788
			GLP Capital L.P. / GLP Financing II, Inc.
		75,000	4.38%, 04/15/2021		76,688
		1,290,000	5.38%, 04/15/2026		1,344,825
			Goldman Sachs Group, Inc.
		1,165,000	2.00%, 04/25/2019		1,168,573
		7,050,000	5.95%, 01/18/2018		7,543,021
		475,000	H&E Equipment Services, Inc. 7.00%, 09/01/2022		479,750
		1,800,000	HCA Holdings, Inc. 6.25%, 02/15/2021		1,955,700
		2,530,000	HCA, Inc. 7.50%, 11/15/2095		2,454,100
		535,000	HCP, Inc. 6.30%, 09/15/2016		544,196
			HD Supply, Inc.
		515,000	5.75%, 04/15/2024(1)		540,106
		575,000	7.50%, 07/15/2020		610,219
			Hertz Corp.
		946,000	7.38%, 01/15/2021(1)		975,563
		430,000	7.50%, 10/15/2018		437,207
		6,200,000	Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp. 5.63%, 10/15/2021		6,457,610
		2,698,660	Homer City Generation L.P. 8.73%, 10/01/2026(7)		1,565,223
			IMS Health, Inc.
	EUR	2,755,000	4.13%, 04/01/2023(1)		3,123,068
	$	2,845,000	6.00%, 11/01/2020(1)		2,916,125
		845,000	Infor Software Parent LLC 7.13%, 05/01/2021(1)(7)		711,913
		1,730,000	Infor US, Inc. 6.50%, 05/15/2022		1,596,807
			International Lease Finance Corp.
		3,255,000	5.75%, 05/15/2016		3,257,051
		1,015,000	5.88%, 04/01/2019		1,088,587
		1,915,000	8.75%, 03/15/2017		2,016,495
		255,000	inVentiv Health, Inc. 9.00%, 01/15/2018(1)		262,650

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

242

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United States - 17.5% - (continued)
	$	14,675,000	JPMorgan Chase & Co. 1.85%, 03/22/2019	$	14,734,786
		220,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024(1)		225,225
		1,850,000	Kansas City Southern 1.33%, 10/28/2016(1)(2)		1,836,948
			KB Home
		1,685,000	7.00%, 12/15/2021		1,718,700
		75,000	7.50%, 09/15/2022		76,568
		1,075,000	8.00%, 03/15/2020		1,161,000
		6,155,000	Kraft Heinz Foods Co. 1.60%, 06/30/2017(1)		6,175,145
		190,000	Lamar Media Corp. 5.75%, 02/01/2026(1)		200,925
			Laredo Petroleum, Inc.
		1,065,000	5.63%, 01/15/2022		979,800
		2,520,000	6.25%, 03/15/2023		2,349,900
		430,000	7.38%, 05/01/2022		421,400
		680,000	Lennar Corp. 4.88%, 12/15/2023		690,200
		830,000	LifePoint Health, Inc. 5.88%, 12/01/2023		869,425
		3,625,000	LIN Television Corp. 6.38%, 01/15/2021		3,788,125
		3,970,000	M/I Homes, Inc. 6.75%, 01/15/2021		3,970,000
			Macy’s Retail Holdings, Inc.
		3,800,000	5.90%, 12/01/2016		3,903,839
		350,000	7.45%, 10/15/2016		359,672
		285,000	Matador Resources Co. 6.88%, 04/15/2023		286,425
		3,075,000	MDC Holdings, Inc. 5.50%, 01/15/2024		2,982,750
		900,000	MEDNAX, Inc. 5.25%, 12/01/2023(1)		931,500
		615,000	MGP Escrow Issuer LLC / MGP Escrow Co-Issuer, Inc. 5.63%, 05/01/2024(1)		641,138
		1,100,000	Michaels Stores, Inc. 5.88%, 12/15/2020(1)		1,152,250
		10,775,000	Molson Coors Brewing Co. 2.00%, 05/01/2017		10,838,141
			Morgan Stanley
	EUR	5,000,000	1.75%, 03/11/2024		5,787,085
	$	3,035,000	3.88%, 04/29/2024		3,191,979
		5,850,000	6.25%, 08/28/2017		6,205,405
		2,900,000	National Rural Utilities Cooperative Finance Corp. 10.38%, 11/01/2018		3,527,601
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		1,045,000	6.50%, 08/01/2018		1,018,875
		456,000	7.88%, 10/01/2020		437,760
		680,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(1)(6)		703,800
			Neptune Finco Corp.
		1,830,000	10.13%, 01/15/2023(1)		2,008,425
		1,695,000	10.88%, 10/15/2025(1)		1,885,687
		1,800,000	Netflix, Inc. 5.88%, 02/15/2025		1,886,400

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United States - 17.5% - (continued)
			NextEra Energy Capital Holdings, Inc.
	$	6,715,000	1.59%, 06/01/2017	$	6,727,409
		5,190,000	2.30%, 04/01/2019		5,252,737
			Nissan Motor Acceptance Corp.
		9,430,000	1.43%, 04/06/2018(1)(2)		9,426,417
		15,775,000	2.00%, 03/08/2019(1)		15,867,363
		355,000	Noble Energy, Inc. 8.25%, 03/01/2019		397,191
		650,000	Nortek, Inc. 8.50%, 04/15/2021		676,000
		1,790,000	Omnicom Group, Inc. 4.45%, 08/15/2020		1,962,395
		320,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(1)		327,200
		1,430,000	Party City Holdings, Inc. 6.13%, 08/15/2023(1)		1,494,779
		465,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024(1)		464,419
		15,540,000	PNC Bank NA 1.95%, 03/04/2019		15,707,972
		1,701,000	PRA Holdings, Inc. 9.50%, 10/01/2023(1)		1,871,100
		2,800,000	QEP Resources, Inc. 5.25%, 05/01/2023		2,632,000
		1,965,000	Radian Group, Inc. 7.00%, 03/15/2021		2,095,181
		12,040,000	Reynolds American, Inc. 8.13%, 06/23/2019		14,361,505
		1,850,000	Rice Energy, Inc. 6.25%, 05/01/2022		1,831,500
			Rite Aid Corp.
		925,000	6.13%, 04/01/2023(1)		985,708
		135,000	7.70%, 02/15/2027		164,025
		125,000	RSP Permian, Inc. 6.63%, 10/01/2022		129,063
		9,350,000	Sempra Energy 6.50%, 06/01/2016		9,388,587
		55,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(1)		53,625
			SM Energy Co.
		220,000	5.00%, 01/15/2024		183,150
		20,000	5.63%, 06/01/2025		16,800
		185,000	6.13%, 11/15/2022		167,425
		125,000	6.50%, 11/15/2021		116,250
		5,235,000	Southern Co. 2.45%, 09/01/2018		5,339,475
		10,060,000	Southern Power Co. 1.85%, 12/01/2017		10,127,090
		125,000	Sovereign Capital Trust 7.91%, 06/13/2036		125,573
			Springleaf Finance Corp.
		225,000	5.25%, 12/15/2019		213,469
		2,261,000	5.75%, 09/15/2016		2,277,713
		515,000	7.75%, 10/01/2021		508,563
		1,795,000	8.25%, 12/15/2020		1,851,094
		75,000	Sprint Communications, Inc. 9.00%, 11/15/2018(1)		79,313
		1,845,000	Sprint Corp. 7.13%, 06/15/2024		1,383,750
		915,000	Standard Industries, Inc. 5.13%, 02/15/2021(1)		951,600

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

243

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.5% - (continued)
			United States - 17.5% - (continued)
	$	2,850,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(1)	$	2,892,750
		1,805,000	Sun Products Corp. 7.75%, 03/15/2021(1)		1,701,212
		1,706,000	Syniverse Holdings, Inc. 9.13%, 01/15/2019		844,470
		785,000	T-Mobile USA, Inc. 6.46%, 04/28/2019		800,700
		5,440,000	TEGNA, Inc. 6.38%, 10/15/2023		5,875,200
			Tenet Healthcare Corp.
		1,975,000	5.00%, 03/01/2019		1,955,250
		1,230,000	6.75%, 06/15/2023		1,214,625
		925,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020(1)(8)		309,875
			Time Warner Cable, Inc.
		9,436,000	5.85%, 05/01/2017		9,839,578
		4,680,000	8.25%, 04/01/2019		5,493,908
		4,685,000	8.75%, 02/14/2019		5,527,035
		2,030,000	TreeHouse Foods, Inc. 6.00%, 02/15/2024(1)		2,159,412
		975,000	Tribune Media Co. 5.88%, 07/15/2022		970,125
		19,325,000	UBS Preferred Funding Trust V 6.24%, 05/15/2016(2)(6)		19,350,122
		3,120,000	United Rentals North America, Inc. 4.63%, 07/15/2023		3,108,300
			United States Steel Corp.
		410,000	6.88%, 04/01/2021		357,725
		1,790,000	7.38%, 04/01/2020		1,687,075
		265,000	7.50%, 03/15/2022		231,213
		5,025,000	Ventas Realty L.P. / Ventas Capital Corp. 2.00%, 02/15/2018		5,039,301
		3,895,000	Verizon Communications, Inc. 2.38%, 09/14/2018(2)		3,998,568
		795,000	Vizient, Inc. 10.38%, 03/01/2024(1)		858,600
		14,475,000	Wells Fargo Bank NA 1.65%, 01/22/2018		14,593,174
			WPX Energy, Inc.
		1,385,000	5.25%, 09/15/2024		1,166,170
		2,305,000	6.00%, 01/15/2022		2,074,500
			Zayo Group LLC / Zayo Capital, Inc.
		1,600,000	6.00%, 04/01/2023		1,644,000
		1,280,000	6.38%, 05/15/2025(1)		1,331,200
			ZF North America Capital, Inc.
		410,000	4.50%, 04/29/2022(1)		419,729
		980,000	4.75%, 04/29/2025(1)		993,475
		3,750,000	ZFS Finance USA Trust V 6.50%, 05/09/2067(1)(2)		3,759,375
					612,910,773
			Total Corporate Bonds (cost $791,764,798)	$	788,711,440

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 48.3%
			Argentina - 0.1%
			Argentine Republic Government International Bond
	$	960,000	6.88%, 04/22/2021(1)	$	988,800
		2,865,000	7.50%, 04/22/2026(1)		2,907,975
					3,896,775
			Australia - 8.8%
			Australia Government Bond
	AUD	53,755,000	1.75%, 11/21/2020(3)		40,429,181
		110,665,000	2.75%, 10/21/2019(3)		86,546,350
		93,065,000	3.25%, 10/21/2018(3)		73,116,212
		36,085,000	4.25%, 07/21/2017(3)		28,212,793
		48,555,000	5.25%, 03/15/2019(3)		40,397,831
		50,000,000	5.50%, 01/21/2018(3)		40,342,036
					309,044,403
			Brazil - 0.3%
			Banco Nacional de Desenvolvimento Economico e Social
	$	5,200,000	3.38%, 09/26/2016(3)		5,193,500
	EUR	3,550,000	4.13%, 09/15/2017(3)		4,111,676
					9,305,176
			Canada - 9.7%
			Canadian Government Bond
	CAD	48,020,000	0.75%, 03/01/2021		38,057,773
		7,870,000	1.25%, 08/01/2017		6,318,518
		140,240,000	1.25%, 02/01/2018		112,861,513
		62,485,000	1.25%, 09/01/2018		50,452,641
		52,505,000	1.50%, 02/01/2017		42,122,008
		79,150,000	1.75%, 09/01/2019		65,187,882
		29,365,000	3.75%, 06/01/2019		25,548,509
					340,548,844
			Denmark - 9.5%
			Denmark Government Bond
	DKK	829,300,000	0.25%, 11/15/2018		129,676,609
		146,650,000	3.00%, 11/15/2021		26,287,075
		283,340,000	4.00%, 11/15/2017		46,580,195
		739,155,000	4.00%, 11/15/2019		130,819,415
					333,363,294
			France - 0.2%
	EUR	4,354,334	France Government Bond OAT 3.25%, 05/25/2045(3)		6,828,333
			Mexico - 5.2%
			Mexican Bonos
	MXN	1,133,132,200	5.75%, 03/05/2026		65,364,057
		1,586,579,000	10.00%, 12/05/2024		118,852,447
					184,216,504
			Norway - 9.2%
			Norway Government Bond
	NOK	604,690,000	3.75%, 05/25/2021(1)(3)		85,395,654
		648,695,000	4.25%, 05/19/2017(1)(3)		83,634,231
		1,123,725,000	4.50%, 05/22/2019(1)(3)		155,786,467
					324,816,352
			South Korea - 4.8%
			Korea Treasury Bond
	KRW	34,486,600,000	2.00%, 12/10/2017		30,523,819
		39,021,960,000	2.00%, 03/10/2020		34,853,179

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

244

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 48.3% - (continued)
			South Korea - 4.8% - (continued)
	KRW	18,738,750,000	2.75%, 09/10/2017	$	16,728,290
		86,876,960,000	4.25%, 06/10/2021		86,147,800
					168,253,088
			Spain - 0.5%
	EUR	13,910,000	Spain Government Bond 1.95%, 04/30/2026(1)(3)		16,427,222
			Total Foreign Government Obligations (cost $1,664,116,174)	$	1,696,699,991
SENIOR FLOATING RATE INTERESTS - 2.3%(9)
			Australia - 0.1%
	$	4,077,615	Aristocrat Leisure Ltd. 4.75%, 10/20/2021	$	4,093,640
			Canada - 0.0%
		1,200,662	Bauer Performance Sports Ltd. 4.50%, 04/15/2021		935,016
			Cayman Islands - 0.2%
		7,955,000	Avago Technologies Cayman Ltd. 4.25%, 02/01/2023		7,956,432
			Ireland - 0.0%
		1,195,050	Ardagh Holdings USA, Inc. 4.00%, 12/17/2019		1,192,062
			Netherlands - 0.1%
		2,209,463	NXP B.V. 3.75%, 12/07/2020		2,214,986
			United States - 1.9%
		1,014,638	ABC Supply Co., Inc. 3.50%, 04/16/2020		1,015,906
		3,335,588	Amsurg Corp. 3.50%, 07/16/2021		3,343,326
			Asurion LLC
		1,889,447	4.25%, 07/08/2020		1,856,382
		1,074,575	5.00%, 05/24/2019		1,070,546
		1,240,000	8.50%, 03/03/2021		1,188,627
		1,932,074	Burger King 3.75%, 12/10/2021		1,935,397
		694,800	Calpine Corp. 4.00%, 10/09/2019		694,974
		56,228	Chrysler Group LLC 3.50%, 05/24/2017		56,242
			Community Health Systems, Inc.
		196,711	3.75%, 12/31/2019		193,689
		361,943	4.00%, 01/27/2021		356,430
			First Data Corp.
		2,685,000	3.94%, 09/24/2018		2,686,692
		2,635,780	4.44%, 03/24/2021		2,641,262
	EUR	1,311,375	Gardner Denver, Inc. 4.75%, 07/30/2020		1,397,650
	$	1,950,000	Global Payments, Inc. 3.94%, 04/22/2023		1,965,113
		187,777	Hii Holding Corp. 4.25%, 12/20/2019		182,144
		1,050,691	Hilton Worldwide Finance LLC 3.50%, 10/26/2020		1,054,158
			Hostess Brands LLC
		3,530,175	4.50%, 08/03/2022		3,540,483
		975,000	8.50%, 08/03/2023		955,500

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.3%(9) - (continued)
			United States - 1.9% - (continued)
	$	823,532	Hyland Software, Inc. 4.75%, 07/01/2022	$	819,620
		590,000	KAR Auction Services, Inc. 4.25%, 03/09/2023		592,213
		2,818,468	Lands’ End, Inc. 4.25%, 04/04/2021		2,344,036
		4,075,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		4,075,733
		2,905,493	LTS Buyer LLC 4.00%, 04/13/2020		2,895,323
		506,885	Magic Newco LLC 5.00%, 12/12/2018		507,518
		449,313	Match Group Inc. 5.50%, 11/16/2022		451,370
		2,379,925	MPH Acquisition Holdings LLC 3.75%, 03/31/2021		2,367,430
		2,043,668	Nortek, Inc. 3.50%, 10/30/2020		2,005,349
		6,108,269	Party City Holdings, Inc. 4.25%, 08/19/2022		6,080,293
		2,595,388	Quintiles Transnational Corp. 3.25%, 05/12/2022		2,594,583
		2,505,490	Realogy Corp. 3.75%, 03/05/2020		2,503,411
		2,691,000	Rexnord LLC 4.00%, 08/21/2020		2,670,818
		2,891,037	ServiceMaster Co. 4.25%, 07/01/2021		2,900,086
	EUR	786,000	Signode Industrial Group U.S., Inc. 4.00%, 05/01/2021		892,135
	$	1,308,733	Tribune Media Co. 3.75%, 12/27/2020		1,306,691
		1,840,750	Univar, Inc. 4.25%, 07/01/2022		1,817,409
		1,970,000	Virgin Media Investment Holdings Ltd. 3.65%, 06/30/2023		1,965,075
		730,000	Vizient, Inc. 6.25%, 02/13/2023		736,388
					65,660,002
			Total Senior Floating Rate Interests (cost $82,996,236)	$	82,052,138
U.S. GOVERNMENT AGENCIES - 0.3%
			United States - 0.3%
			FHLMC - 0.3%
		868,957	1.67%, 08/25/2016(2)(5)	$	680
		3,690,853	1.78%, 09/25/2041(2)(5)		347,605
		11,435,000	2.09%, 02/25/2041(2)(5)		929,699
		6,087,872	2.28%, 01/25/2042(2)(5)		760,918
		3,485,000	2.64%, 02/25/2024(2)		3,513,573
		1,865,000	3.09%, 03/25/2028(2)		1,898,489
		1,735,000	3.29%, 04/25/2028(2)		1,766,488
					9,217,452
			Total U.S. Government Agencies (cost $9,214,749)	$	9,217,452

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

245

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 8.8%
			United States - 8.8%
			U.S. Treasury Notes - 8.8%
	$	40,660,000	0.63%, 08/31/2017	$	40,631,416
		74,875,000	0.63%, 04/30/2018		74,635,175
		25,000,000	0.75%, 01/31/2018		25,000,000
		57,125,000	1.00%, 09/30/2019		57,093,753
		45,680,000	1.25%, 01/31/2019		46,126,111
		33,980,000	1.38%, 04/30/2020		34,270,699
		11,055,000	1.38%, 08/31/2020(10)		11,131,865
		20,120,000	1.38%, 01/31/2021		20,216,677
					309,105,696
			Total U.S. Government Securities (cost $307,500,729)	$	309,105,696
CONVERTIBLE BONDS - 0.2%
			Home Builders - 0.0%
		147,000	M/I Homes, Inc. 3.00%, 03/01/2018	$	143,417
			Insurance - 0.2%
		4,810,000	MGIC Investment Corp. 2.00%, 04/01/2020		5,838,138
			Oil & Gas - 0.0%
		1,155,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		581,109
			Total Convertible Bonds (cost $7,184,182)	$	6,562,664
CONVERTIBLE PREFERRED STOCKS - 0.1%
			Ireland - 0.1%
		4,478	Allergan plc Series A, 5.50%	$	3,633,852
			Total Convertible Preferred Stocks (cost $4,706,914)	$	3,633,852
			Total Long-Term Investments (cost $3,368,525,523)	$	3,391,487,411

Shares or Principal Amount				Market Value†
SHORT-TERM INVESTMENTS - 2.4%
			Commercial Paper - 0.4%
	$	13,400,000	Ford Motor Credit Co. 1.52%, 08/29/2016(11)	$	13,359,811
			Other Investment Pools & Funds - 2.0%
		72,297,300	BlackRock Liquidity Funds TempFund Portfolio		72,297,300
			Total Short-Term Investments (cost $85,630,299)	$	85,657,111

Total Investments Excluding Purchased Options (cost $3,454,155,822)	99.0	%	$	3,477,144,522
Total Purchased Options (cost $4,669,399)	0.1	%	$	3,306,110
Total Investments (cost $3,458,825,221)^	99.1	%	$	3,480,450,632
Other Assets and Liabilities	0.9	%		31,739,953
Total Net Assets	100.0	%	$	3,512,190,585

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

246

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

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

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

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

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

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation	$	62,110,764
Unrealized Depreciation		(40,485,353	)
Net Unrealized Appreciation	$	21,625,410

⁽¹⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $792,272,165, which represents 22.6% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2016.

⁽³⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2016, the aggregate value of these securities was $700,909,452, which represents 20.0% of total net assets.

⁽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 strip.

⁽⁶⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁷⁾  This security may pay interest in additional principal instead of cash.

⁽⁸⁾  The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽⁹⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2016.

⁽¹⁰⁾  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

⁽¹¹⁾  The interest rate disclosed for this holding is the effective yield on the date of the acquisition.

OTC Option Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
EUR Call/USD Put		GSC		1.19 USD per EUR		05/03/16		EUR	277,000	$	87	$	53,675	$	(53,588	)
EUR Call/USD Put		GSC		1.19 USD per EUR		05/03/16		EUR	278,000		87		53,979		(53,892	)
EUR Call/USD Put		GSC		1.17 USD per EUR		05/03/16		EUR	925,000		6,306		164,934		(158,628	)
USD Call/CNH Put		GSC		6.35 CNH per USD		06/23/16		USD	9,700,500		237,391		132,218		105,173
USD Call/JPY Put		DEUT		117.00 JPY per USD		02/24/17		USD	2,897,000		23,506		76,538		(53,032	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/11/21		USD	4,151,000		152,574		198,376		(45,802	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/12/21		USD	4,151,000		152,624		198,003		(45,379	)
USD Call/JPY Put		GSC		122.00 JPY per USD		08/05/16		USD	5,053,000		2,698		65,689		(62,991	)
USD Call/JPY Put		GSC		120.00 JPY per USD		05/10/16		USD	16,863,000		17		124,517		(124,500	)

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

247

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Option Contracts Outstanding at April 30, 2016 - (continued)
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts: - (continued)
Calls - (continued)
USD Call/JPY Put		SCB		118.15 JPY per USD		06/21/16		USD	40,041,000		$	11,332		$	114,117		$	(102,785	)
USD Call/KRW Put		DEUT		1,490.00 KRW per USD		02/17/17		USD	567,000			39,737			122,472			(82,735	)
USD Call/SGD Put		GSC		1.53 SGD per USD		11/29/16		USD	12,349,000			25,155			132,752			(107,597	)
USD Call/TRY Put		GSC		3.05 TRY per USD		10/05/16		USD	11,129,000			176,027			309,386			(133,359	)
Total Calls									108,381,500		$	827,541		$	1,746,656		$	(919,115	)
Puts
AUD Put/USD Call		JPM		0.68 USD per AUD		01/11/17		AUD	15,210,000		$	155,190		$	403,237		$	(248,047	)
EUR Put/DKK Call		JPM		7.30 DKK per EUR		05/03/16		EUR	5,432,864			—			47,217			(47,217	)
EUR Put/DKK Call		JPM		7.30 DKK per EUR		05/03/16		EUR	10,865,727			—			89,011			(89,011	)
EUR Put/SEK Call		GSC		9.15 SEK per EUR		06/16/16		EUR	24,824,000			204,630			395,575			(190,945	)
EUR Put/SEK Call		JPM		9.15 SEK per EUR		06/16/16		EUR	24,824,000			204,630			367,891			(163,261	)
EUR Put/SEK Call		CBK		9.31 SEK per EUR		10/17/16		EUR	6,095,000			194,842			172,994			21,848
EUR Put/USD Call		GSC		1.07 USD per EUR		10/04/16		EUR	25,610,000			164,864			261,768			(96,904	)
GBP Put/SEK Call		JPM		12.26 SEK per GBP		08/12/16		GBP	7,320,000			596,035			177,230			418,805
GBP Put/SEK Call		DEUT		11.00 SEK per GBP		01/25/17		GBP	7,036,028			184,806			48,764			136,042
GBP Put/SEK Call		DEUT		11.00 SEK per GBP		01/25/17		GBP	10,788,972			283,379			80,363			203,016
Total Puts									138,006,591		$	1,988,376		$	2,044,050		$	(55,674	)
Total purchased option contracts									246,388,091		$	2,815,917		$	3,790,706		$	(974,789	)
Written option contracts:
Calls
EUR Call/SEK Put		GSC		9.48 SEK per EUR		06/16/16		EUR	(24,824,000	)	$	(48,066	)	$	(373,899	)	$	325,833
EUR Call/SEK Put		JPM		9.48 SEK per EUR		06/16/16		EUR	(24,824,000	)		(48,066	)		(331,370	)		283,304
EUR Call/SEK Put		CBK		9.85 SEK per EUR		10/17/16		EUR	(12,190,000	)		(47,165	)		(172,994	)		125,829
GBP Call/SEK Put		JPM		13.92 SEK per GBP		08/12/16		GBP	(7,320,000	)		(2,065	)		(177,230	)		175,165
USD Call/JPY Put		GSC		140.00 JPY per USD		03/11/21		USD	(4,151,000	)		(69,712	)		(82,771	)		13,059
USD Call/JPY Put		GSC		140.00 JPY per USD		03/12/21		USD	(4,151,000	)		(69,761	)		(83,850	)		14,089
USD Call/TRY Put		GSC		3.17 TRY per USD		10/05/16		USD	(11,129,000	)		(109,231	)		(204,440	)		95,209
Total Calls									(88,589,000	)	$	(394,066	)	$	(1,426,554	)	$	1,032,488
Puts
AUD Put/USD Call		JPM		0.59 USD per AUD		01/11/17		AUD	(15,210,000	)	$	(36,094	)	$	(143,108	)	$	107,014
EUR Put/SEK Call		GSC		8.80 SEK per EUR		06/16/16		EUR	(24,824,000	)		(12,251	)		(108,377	)		96,126
EUR Put/SEK Call		JPM		8.80 SEK per EUR		06/16/16		EUR	(24,824,000	)		(12,251	)		(88,616	)		76,365
EUR Put/USD Call		GSC		1.04 USD per EUR		10/04/16		EUR	(25,610,000	)		(95,833	)		(153,500	)		57,667
USD Put/JPY Call		SCB		101.95 JPY per USD		06/21/16		USD	(40,041,000	)		(221,267	)		(114,117	)		(107,150	)
Total Puts									(130,509,000	)	$	(377,696	)	$	(607,718	)	$	230,022
Total written option contracts									(219,098,000	)	$	(771,762	)	$	(2,034,272	)	$	1,262,510

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate			Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
Interest Rate Swaption USD		GSC		0.79	%		01/11/17		USD	38,805,000	$	75,286	$	70,820	$	4,466
Interest Rate Swaption USD		DEUT		0.79	%		01/11/17		USD	100,745,000		195,455		187,259		8,196
Total Calls										139,550,000	$	270,741	$	258,079	$	12,662

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

248

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Swaption Contracts Outstanding at April 30, 2016 - (continued)
Description	Counter- party		Exercise Price/ FX Rate/Rate			Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts: - (continued)
Puts
Interest Rate Swaption EUR		BNP		80.00	%		07/20/16		EUR	17,130,625	$	76,701	$	62,370	$	14,331
Interest Rate Swaption EUR		BCLY		80.00	%		07/20/16		EUR	17,130,625		76,701		65,583		11,118
Interest Rate Swaption JPY		GSC		1.01	%		07/20/16		JPY	735,600,000		11,328		122,091		(110,763	)
Interest Rate Swaption JPY		JPM		0.46	%		07/28/16		JPY	5,069,440,000		27,189		260,201		(233,012	)
Interest Rate Swaption USD		JPM		2.50	%		09/19/16		USD	17,245,000		27,533		110,368		(82,835	)
Total Puts										5,856,546,250	$	219,452	$	620,613	$	(401,161	)
Total purchased swaption contracts										5,996,096,250	$	490,193	$	878,692	$	(388,499)

OTC Swaption Contracts Outstanding at April 30, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Puts
Interest Rate Swaption EUR		BNP		100.00 EUR		07/20/16		EUR	(17,130,625	)	$	(36,802	)	$	(34,811	)	$	(1,991	)
Interest Rate Swaption EUR		BCLY		100.00 EUR		07/20/16		EUR	(17,130,625	)		(36,802	)		(32,599	)		(4,203	)
Total Puts									(34,261,250	)	$	(73,604)		$	(67,410)		$	(6,194)
Total written swaption contracts									(34,261,250	)	$	(73,604)		$	(67,410)		$	(6,194)

Futures Contracts Outstanding at April 30, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Canadian Government 10-Year Bond Future		653		06/21/2016	$	72,571,448	$	72,424,866	$	(146,582	)
Long Gilt Future		2,334		06/28/2016		411,524,116		407,875,019		(3,649,097	)
U.S. Treasury Ultra Long Term Bond Future		196		06/21/2016		33,850,389		33,583,375		(267,014	)
Total									$	(4,062,693	)
Short position contracts:
Australian 10-Year Bond Future		1,057		06/15/2016	$	104,674,230	$	104,997,173	$	(322,943	)
Australian 3-Year Bond Future		954		06/15/2016		80,835,828		81,282,971		(447,143	)
Euro BUXL 30-Year Bond Future		47		06/08/2016		8,798,323		8,798,064		259
Euro-BOBL Future		119		06/08/2016		17,850,146		17,829,752		20,394
Euro-Bund Future		242		06/08/2016		44,999,672		44,857,304		142,368
Japan 10-Year Bond Future		33		06/13/2016		47,060,790		46,984,680		76,110
U.S. Treasury 10-Year Note Future		5,788		06/21/2016		754,120,340		752,801,750		1,318,590
U.S. Treasury 2-Year Note Future		10		06/30/2016		2,187,486		2,186,250		1,236
U.S. Treasury 5-Year Note Future		4,227		06/30/2016		511,813,359		511,103,744		709,615
U.S. Treasury Long Bond Future		30		06/21/2016		4,975,063		4,899,375		75,688
Total									$	1,574,174
Total futures contracts									$	(2,488,519)

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

249

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CMBX.NA.A.7		JPM		USD	1,645,000		(2.00)%		01/17/47	$	—	$	(33,005	)	$	106,718		$	139,723
CMBX.NA.AJ.3		GSC		USD	2,218,506		(1.47)%		12/13/49		417,501		—			618,752			201,251
CMBX.NA.AS.7		CSI		USD	9,350,000		(1.00)%		01/17/47		79,820		—			242,594			162,774
CMBX.NA.BBB.6		GSC		USD	14,410,000		(3.00)%		05/11/63		940,484		—			828,848			(111,636	)
CMBX.NA.BBB.7		MSC		USD	4,800,000		(3.00)%		01/17/47		452,811		—			392,824			(59,987	)
CMBX.NA.BBB.7		CSI		USD	9,595,000		(3.00)%		01/17/47		920,645		—			785,239			(135,406	)
ITRAXX.SUB.FIN.16		JPM		EUR	155,000		(5.00)%		12/20/16		1,915		—			6,193			4,278
Total										$	2,813,176	$	(33,005	)	$	2,981,168		$	200,997
Total traded indices										$	2,813,176	$	(33,005	)	$	2,981,168		$	200,997
Credit default swaps on single-name issues:
Buy protection:
Advanced Micro Devices		JPM		USD	3,250,000		(5.00)%/9.41%		06/20/21	$	687,031	$	—		$	529,451		$	(157,580	)
Alcoa, Inc.		GSC		USD	3,760,000		(1.00)%/2.87%		12/20/20		296,370		—			298,235			1,865
Alcoa, Inc.		GSC		USD	8,875,000		(1.00)%/3.25%		06/20/21		1,201,986		—			922,007			(279,979	)
ArcelorMittal		MSC		EUR	2,630,000		(1.00)%/4.47%		06/20/21		626,456		—			478,099			(148,357	)
Avis Budget Group, Inc.		BOA		USD	2,500,000		(5.00)%/1.54%		06/20/18		—		(184,354	)		(195,783	)		(11,429	)
BHP Billiton plc		DEUT		USD	2,050,000		(1.00)%/1.35%		12/20/20		62,582		—			29,643			(32,939	)
Carrefour S.A.		CBK		EUR	8,975,000		(1.00)%/0.70%		06/20/21		—		(101,393	)		(170,600	)		(69,207	)
CenturyLink, Inc.		GSC		USD	1,980,000		(1.00)%/3.23%		12/20/20		283,915		—			185,988			(97,927	)
Dell Inc.		JPM		USD	7,130,000		(1.00)%/4.54%		09/20/20		528,103		—			978,505			450,402
EnBW International Finance B.V.		GSC		EUR	10,600,000		(1.00)%/0.51%		06/20/21		—		(253,903	)		(317,329	)		(63,426	)
Freeport-McMoRan, Inc.		BCLY		USD	3,260,000		(1.00)%/4.80%		12/20/20		1,085,196		—			502,362			(582,834	)
Gap, Inc.		GSC		USD	2,120,000		(1.00)%/2.65%		12/20/20		169,768		—			149,081			(20,687	)
Glencore International AG		BCLY		EUR	1,985,000		(5.00)%/3.82%		06/20/21		—		(140,939	)		(136,739	)		4,200
Glencore International AG		CSI		EUR	560,000		(5.00)%/3.82%		06/20/21		4,776		—			(38,588	)		(43,364	)
Glencore International AG		GSC		EUR	595,000		(5.00)%/3.82%		06/20/21		4,934		—			(41,000	)		(45,934	)
Glencore International AG		GSC		EUR	1,400,000		(5.00)%/3.82%		06/20/21		6,655		—			(96,471	)		(103,126	)
Glencore International AG		GSC		EUR	1,395,000		(5.00)%/3.82%		06/20/21		9,926		—			(96,126	)		(106,052	)
Goodyear Tire and Rubber Co.		GSC		USD	1,480,000		(5.00)%/1.56%		12/20/20		—		(173,476	)		(234,224	)		(60,748	)
HCA, Inc.		JPM		USD	5,875,000		(5.00)%/2.01%		06/20/21		—		(802,949	)		(878,525	)		(75,576	)
International Game Technology PLC		GSC		EUR	3,510,000		(5.00)%/2.01%		12/20/20		—		(175,012	)		(547,922	)		(372,910	)
Istar, Inc.		GSC		USD	2,900,000		(5.00)%/4.60%		12/20/20		105,097		—			(60,511	)		(165,608	)
Jaguar Land Rover Automotive PLC		BNP		EUR	3,300,000		(5.00)%/2.56%		12/20/20		—		(327,807	)		(424,799	)		(96,992	)
Kohl’s Corp.		CBK		USD	2,030,000		(1.00)%/1.86%		12/20/20		104,274		—			74,712			(29,562	)
Kohl’s Corp.		BCLY		USD	6,800,000		(1.00)%/2.10%		06/20/21		285,346		—			351,082			65,736
Koninklijke KPN N.V.		BOA		EUR	11,150,000		(1.00)%/0.75%		06/20/21		—		(139,945	)		(179,343	)		(39,398	)
Lloyds Bank plc		CBK		EUR	3,735,000		(1.00)%/1.83%		06/20/21		149,329		—			172,653			23,324
Lloyds Bank plc		JPM		EUR	3,415,000		(1.00)%/1.83%		06/20/21		138,721		—			157,850			19,129
Macy’s, Inc.		CBK		USD	2,070,000		(1.00)%/1.79%		12/20/20		124,254		—			69,946			(54,308	)
MDC Holdings, Inc.		JPM		USD	3,075,000		(1.00)%/1.41%		03/20/20		84,654		—			44,155			(40,499	)
Mondelez International		GSC		USD	15,300,000		(1.00)%/0.42%		06/20/21		—		(410,124	)		(463,009	)		(52,885	)
Next plc		BNP		EUR	1,180,000		(1.00)%/1.00%		06/20/21		1,343		—			(1,264	)		(2,607	)
Next plc		CSI		EUR	2,000,000		(1.00)%/1.00%		06/20/21		4,515		—			(2,127	)		(6,642	)
Next plc		CSI		EUR	1,180,000		(1.00)%/1.00%		06/20/21		6,712		—			(1,264	)		(7,976	)
Next plc		BOA		EUR	2,365,000		(1.00)%/1.00%		06/20/21		9,405		—			(2,531	)		(11,936	)
Nordstrom, Inc.		CSI		USD	2,030,000		(1.00)%/1.29%		12/20/20		55,552		—			23,592			(31,960	)
Ryland Group, Inc.		DEUT		USD	4,000,000		(5.00)%/0.53%		09/20/17		—		(187,726	)		(272,585	)		(84,859	)
Ryland Group, Inc.		DEUT		USD	3,400,000		(5.00)%/0.64%		12/20/17		—		(189,739	)		(262,779	)		(73,040	)
Societe Generale S.A.		BCLY		EUR	2,915,000		(1.00)%/0.74%		12/20/20		—		(46,561	)		(44,282	)		2,279
Societe Generale S.A.		BCLY		EUR	6,535,000		(1.00)%/0.74%		12/20/20		—		(97,953	)		(99,274	)		(1,321	)
Starwood Hotels & Resorts Worldwide, Inc.		JPM		USD	9,180,000		(1.00)%/0.22%		12/20/20		—		(28,272	)		(335,504	)		(307,232	)
Target Corp.		CSI		USD	1,860,000		(1.00)%/0.25%		12/20/20		—		(62,243	)		(66,086	)		(3,843	)
Teck Resources Ltd.		GSC		USD	790,000		(5.00)%/5.76%		12/20/20		253,601		—			18,938			(234,663	)
Teck Resources Ltd.		GSC		USD	2,610,000		(5.00)%/5.76%		12/20/20		777,983		—			62,565			(715,418	)

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

250

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

OTC Credit Default Swap Contracts Outstanding at April 30, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on single-name issues: - (continued)
Buy protection: - (continued)
Telekom Finanzmanagement		JPM		EUR	6,700,000		(1.00)%/0.70%		06/20/21	$	—	$	(94,822	)	$	(127,357	)	$	(32,535	)
Tenet Healthcare Corp.		MSC		USD	3,275,000		(5.00)%/1.11%		12/20/17		—		(163,218	)		(227,220	)		(64,002	)
Vale Overseas Ltd.		BNP		USD	2,290,000		(1.00)%/6.06%		12/20/20		656,671		—			453,547			(203,124	)
Total										$	7,725,155	$	(3,580,436	)	$	179,169		$	(3,965,550	)
Credit default swaps on single-name issues:
Sell protection:
Avis Budget Car Rental LLC		GSC		USD	2,500,000		5.00%/5.30%		06/20/21	$	—	$	(10,221	)	$	(19,237	)	$	(9,016	)
BNP Paribas S.A.		BCLY		EUR	6,530,000		1.00%/0.74%		12/20/20		97,878		—			96,405			(1,473	)
BNP Paribas S.A.		BCLY		EUR	2,970,000		1.00%/0.74%		12/20/20		50,446		—			43,847			(6,599	)
Freeport-McMoRan, Inc.		CBK		USD	2,320,000		1.00%/5.09%		06/20/21		—		(668,170	)		(415,397	)		252,773
Freeport-McMoRan, Inc.		CBK		USD	1,160,000		1.00%/5.09%		06/20/21		—		(316,972	)		(207,698	)		109,274
Freeport-McMoRan, Inc.		BCLY		USD	1,160,000		1.00%/5.09%		06/20/21		—		(213,916	)		(207,698	)		6,218
Frontier Communications		BCLY		USD	1,805,000		5.00%/5.82%		06/20/21		—		(77,945	)		(53,764	)		24,181
Frontier Communications		BCLY		USD	1,200,000		5.00%/5.82%		06/20/21		—		(51,618	)		(35,743	)		15,875
Frontier Communications		BCLY		USD	720,000		5.00%/5.82%		06/20/21		—		(33,783	)		(21,446	)		12,337
International Lease Finance Corp.		CBK		USD	2,520,000		5.00%/2.06%		12/20/20		196,487		—			333,325			136,838
Liberty Interactive LLC		GSC		USD	1,425,000		5.00%/1.55%		03/20/20		128,671		—			192,341			63,670
Liberty Interactive LLC		BCLY		USD	850,000		5.00%/1.55%		03/20/20		66,118		—			114,730			48,612
Lloyds Bank plc		CBK		EUR	3,735,000		1.00%/0.95%		06/20/21		27,453		—			15,935			(11,518	)
Lloyds Bank plc		JPM		EUR	3,140,000		1.00%/0.95%		06/20/21		24,924		—			13,406			(11,518	)
Ryland Group, Inc.		JPM		USD	4,230,000		5.00%/2.34%		06/20/21		612,627		—			561,007			(51,620	)
SLM Corp.		JPM		USD	3,845,000		5.00%/5.52%		06/20/21		—		(206,952	)		(64,116	)		142,836
SLM Corp.		GSC		USD	1,480,000		5.00%/5.52%		06/20/21		—		(72,304	)		(24,679	)		47,625
SLM Corp.		GSC		USD	1,480,000		5.00%/5.52%		06/20/21		—		(72,304	)		(24,679	)		47,625
SLM Corp.		GSC		USD	595,000		5.00%/5.52%		06/20/21		—		(29,038	)		(9,922	)		19,116
Telefonica S.A.		CBK		EUR	2,335,000		1.00%/1.25%		06/20/21		—		(39,500	)		(30,593	)		8,907
Telefonica S.A.		GSC		EUR	1,145,000		1.00%/1.25%		06/20/21		—		(20,006	)		(15,002	)		5,004
Telefonica S.A.		BOA		EUR	1,145,000		1.00%/1.25%		06/20/21		—		(19,322	)		(15,004	)		4,318
Tenet Healthcare Corp.		JPM		USD	7,525,000		5.00%/5.30%		06/20/21		—		(180,913	)		(58,449	)		122,464
Total										$	1,204,604	$	(2,012,964	)	$	167,569		$	975,929
Total single-name issues										$	8,929,759	$	(5,593,400	)	$	346,738		$	(2,989,621	)
Total OTC contracts										$	11,742,935	$	(5,626,405	)	$	3,327,906		$	(2,788,624	)

^(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.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on April 30, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

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

251

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2016
Reference Entity	Notional Amount (a)		(Pay)/Receive Fixed Rate			Expiration Date	Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26	USD	12,210,000		(5.00	)%	06/20/21	$	(297,681	)	$	(392,726	)	$	(95,045	)
CDX.NA.IG.26	USD	115,250,000		1.00	%	06/20/21		1,322,002			1,330,665			8,663
ITRAXX.XOV.25	EUR	23,175,000		(5.00	)%	06/20/21		(2,215,831	)		(2,369,643	)		(153,812	)
Total							$	(1,191,510	)	$	(1,431,704	)	$	(240,194	)

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

OTC Interest Rate Swap Contracts Outstanding at April 30, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
BOA	3M NZD Bank Bill	2.62% Fixed		NZD	20,790,000		09/19/20	$	—	$	(2,623	)	$	(11,586	)	$	(8,963	)
CBK	3M NZD Bank Bill	2.62% Fixed		NZD	22,055,000		09/19/20		—		(2,760	)		(12,291	)		(9,531	)
DEUT	3M NZD Bank Bill	2.62% Fixed		NZD	21,380,000		09/19/20		—		(6,477	)		(11,916	)		(5,439	)
DEUT	8.15% Fixed	3M ZAR JIBAR		ZAR	937,195,000		03/15/18		—		—			(108,424	)		(108,424	)
GSC	2.24% Fixed	3M HKD HIBOR		HKD	33,115,000		06/16/26		11,135		—			(29,025	)		(40,160	)
GSC	2.24% Fixed	3M HKD HIBOR		HKD	33,115,000		06/16/26		24,049		—			(29,025	)		(53,074	)
GSC	2.35% Fixed	3M HKD HIBOR		HKD	46,335,000		06/16/26		—		—			(70,783	)		(70,783	)
GSC	2.36% Fixed	3M HKD HIBOR		HKD	46,340,000		06/16/26		—		—			(72,103	)		(72,103	)
GSC	3M NZD Bank Bill	2.62% Fixed		NZD	18,930,000		09/19/20		—		(1,720	)		(10,550	)		(8,830	)
JPM	6.26% Fixed	1M MXN TIIE		MXN	221,825,000		09/09/26		—		—			(23,873	)		(23,873	)
JPM	6.27% Fixed	1M MXN TIIE		MXN	221,830,000		09/09/26		—		—			(35,489	)		(35,489	)
JPM	2.24% Fixed	3M HKD HIBOR		HKD	26,400,000		06/16/26		8,345		—			(23,140	)		(31,485	)
JPM	2.37% Fixed	3M HKD HIBOR		HKD	46,335,000		06/16/26		—		—			(76,686	)		(76,686	)
JPM	3M NZD Bank Bill	2.62% Fixed		NZD	19,135,000		09/19/20		—		(2,396	)		(10,695	)		(8,299	)
JPM	8.06% Fixed	3M ZAR JIBAR		ZAR	937,195,000		03/15/18		—		—			(53,505	)		(53,505	)
JPM	8.23% Fixed	3M ZAR JIBAR		ZAR	937,190,000		03/15/18		—		—			(153,357	)		(153,357	)
JPM	8.33% Fixed	3M ZAR JIBAR		ZAR	937,195,000		03/15/18		—		—			(793,166	)		(793,166	)
JPM	2.25% Fixed	6M PLN WIBOR		PLN	22,040,000		06/15/26		—		—			57,883			57,883
JPM	2.29% Fixed	6M PLN WIBOR		PLN	137,075,000		06/15/26		—		—			248,123			248,123
JPM	2.29% Fixed	6M PLN WIBOR		PLN	22,035,000		06/15/26		—		—			39,886			39,886
MSC	2.36% Fixed	3M HKD HIBOR		HKD	46,340,000		06/16/26		—		—			(73,415	)		(73,415	)
Total								$	43,529	$	(15,976	)	$	(1,253,137	)	$	(1,280,690	)

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
1.41% Fixed	3M USD LIBOR	USD	11,325,000		03/16/23	$	—	$	—	$	12,374		$	12,374
3M USD LIBOR	2.13% Fixed	USD	33,575,000		06/16/26		—		—		(93,397	)		(93,397	)
6M GBP LIBOR	1.30% Fixed	GBP	276,195,000		06/20/20		448,795		—		377,392			(71,403	)
Total						$	448,795	$	—	$	296,369		$	(152,426	)

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

252

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value †		Unrealized Appreciation/ (Depreciation)
AUD	Buy		05/31/16	NAB	$	1,274,691	$	1,256,774	$	(17,917	)
AUD	Buy		05/31/16	HSBC		14,992,493		14,736,526		(255,967	)
AUD	Buy		05/31/16	NAB		15,005,386		14,739,564		(265,822	)
AUD	Buy		05/31/16	GSC		30,026,300		29,479,128		(547,172	)
AUD	Sell		05/31/16	GSC		158,472,652		155,584,788		2,887,864
AUD	Sell		05/31/16	NAB		79,195,349		77,792,394		1,402,955
AUD	Sell		05/31/16	HSBC		79,142,071		77,790,875		1,351,196
AUD	Sell		05/31/16	GSC		14,948,178		14,675,776		272,402
AUD	Sell		05/31/16	NAB		7,470,224		7,337,888		132,336
AUD	Sell		05/31/16	HSBC		7,464,571		7,337,128		127,443
AUD	Sell		05/31/16	GSC		13,038,033		13,004,380		33,653
AUD	Sell		05/31/16	CSFB		1,293,300		1,294,742		(1,442	)
BRL	Buy		05/03/16	MSC		5,360,848		5,613,884		253,036
BRL	Buy		05/03/16	BNP		5,601,020		5,613,884		12,864
BRL	Sell		05/03/16	MSC		5,601,020		5,613,884		(12,864	)
BRL	Sell		05/03/16	BNP		5,235,812		5,613,884		(378,072	)
CAD	Buy		05/31/16	SSG		35,701,990		35,953,901		251,911
CAD	Buy		05/31/16	MSC		1,946,455		1,964,629		18,174
CAD	Buy		05/31/16	GSC		1,474,566		1,490,408		15,842
CAD	Sell		05/31/16	BOA		2,446,386		2,454,790		(8,404	)
CAD	Sell		05/31/16	SSG		30,222,952		30,436,203		(213,251	)
CAD	Sell		05/31/16	SSG		346,623,740		349,069,492		(2,445,752	)
CHF	Sell		05/31/16	JPM		2,726,533		2,771,196		(44,663	)
CNH	Buy		10/21/16	SCB		5,119,809		5,379,016		259,207
CNH	Buy		10/21/16	CBK		5,179,133		5,399,178		220,045
CNH	Buy		10/21/16	JPM		8,637,410		8,823,035		185,625
CNH	Buy		10/21/16	SCB		2,564,666		2,689,508		124,842
CNH	Buy		10/21/16	SCB		5,147,543		5,248,733		101,190
CNH	Buy		10/21/16	BCLY		2,085,059		2,145,314		60,255
CNH	Buy		10/21/16	HSBC		2,602,010		2,656,976		54,966
CNH	Buy		10/21/16	JPM		2,606,103		2,656,976		50,873
CNH	Buy		10/21/16	JPM		5,220,455		5,262,480		42,025
CNH	Sell		10/21/16	DEUT		2,178,245		2,160,282		17,963
CNH	Sell		10/21/16	HSBC		13,522,035		13,506,497		15,538
CNH	Sell		10/21/16	JPM		19,046,382		19,035,347		11,035
CNH	Sell		10/21/16	JPM		359,064		360,913		(1,849	)
CNH	Sell		10/21/16	JPM		5,067,313		5,198,179		(130,866	)
DKK	Sell		05/31/16	JPM		213,030,327		216,312,282		(3,281,955	)
EUR	Buy		05/31/16	MSC		5,259,954		5,344,127		84,173
EUR	Buy		05/31/16	MSC		5,266,149		5,342,981		76,832
EUR	Buy		05/31/16	SGG		4,628,958		4,679,405		50,447
EUR	Buy		05/31/16	UBS		2,231,681		2,263,489		31,808
EUR	Buy		05/31/16	MSC		1,531,649		1,558,655		27,006
EUR	Buy		05/31/16	MSC		1,911,683		1,931,129		19,446
EUR	Buy		05/31/16	HSBC		13,775,679		13,790,665		14,986
EUR	Buy		05/31/16	JPM		3,212,639		3,214,727		2,088
EUR	Sell		05/31/16	RBS		8,236,245		8,234,516		1,729
EUR	Sell		05/31/16	BCLY		196,381		199,416		(3,035	)
EUR	Sell		05/31/16	RBS		177,832		181,079		(3,247	)
EUR	Sell		05/31/16	BOA		1,230,031		1,243,487		(13,456	)
EUR	Sell		05/31/16	SSG		1,607,656		1,630,859		(23,203	)
EUR	Sell		05/31/16	GSC		13,365,644		13,426,215		(60,571	)
EUR	Sell		05/31/16	CBK		3,580,146		3,644,504		(64,358	)
EUR	Sell		05/31/16	BOA		10,536,900		10,658,455		(121,555	)
EUR	Sell		05/31/16	NOM		119,144,315		120,910,428		(1,766,113	)
EUR	Sell		05/31/16	SSG		153,596,071		155,812,856		(2,216,785	)
GBP	Buy		05/31/16	MSC		1,535,203		1,548,937		13,734
GBP	Buy		05/31/16	CIB		1,092,607		1,095,946		3,339
GBP	Sell		05/31/16	RBS		7,991,842		7,971,178		20,664

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

253

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Foreign Currency Contracts Outstanding at April 30, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
GBP	Sell		05/31/16	HSBC	$	5,299,868	$	5,282,458	$	17,410
GBP	Sell		05/31/16	JPM		2,328,684		2,330,711		(2,027	)
GBP	Sell		05/31/16	CBK		1,467,650		1,490,486		(22,836	)
GBP	Sell		05/31/16	CBK		12,767,973		12,829,871		(61,898	)
GBP	Sell		05/31/16	CBK		50,280,800		50,524,558		(243,758	)
HKD	Sell		04/28/17	HSBC		10,101,444		10,101,748		(304	)
HKD	Sell		04/28/17	HSBC		10,958,062		10,958,808		(746	)
HKD	Sell		04/28/17	CBK		19,752,991		19,754,539		(1,548	)
JPY	Buy		05/31/16	JPM		12,842,355		13,406,461		564,106
JPY	Buy		05/31/16	BOA		10,447,050		10,934,337		487,287
JPY	Buy		05/31/16	MSC		1,589,337		1,620,494		31,157
JPY	Sell		05/31/16	MSC		5,272,301		5,494,914		(222,613	)
JPY	Sell		05/31/16	MSC		5,262,506		5,494,914		(232,408	)
JPY	Sell		05/31/16	TDB		28,623,687		29,949,993		(1,326,306	)
KRW	Sell		05/31/16	JPM		18,489,072		18,673,168		(184,096	)
KRW	Sell		05/31/16	BCLY		49,408,437		49,772,531		(364,094	)
KRW	Sell		05/31/16	GSC		49,404,134		49,772,530		(368,396	)
KRW	Sell		05/31/16	UBS		50,899,456		51,280,789		(381,333	)
MXN	Buy		05/31/16	GSC		37,323,155		38,247,829		924,674
MXN	Buy		05/31/16	GSC		13,300,119		13,395,954		95,835
MXN	Sell		05/31/16	GSC		163,978,909		168,041,455		(4,062,546	)
NOK	Buy		05/31/16	JPM		94,501,703		96,241,966		1,740,263
NOK	Buy		05/31/16	JPM		1,632,099		1,631,715		(384	)
NOK	Sell		05/31/16	JPM		23,283,249		23,712,014		(428,765	)
NOK	Sell		05/31/16	JPM		332,435,779		338,557,634		(6,121,855	)
NZD	Buy		05/31/16	WEST		2,663,361		2,675,393		12,032
NZD	Buy		05/31/16	SSG		1,724,216		1,725,273		1,057
NZD	Sell		05/31/16	MSC		1,321,185		1,341,879		(20,694	)
NZD	Sell		05/31/16	BOA		3,274,570		3,326,465		(51,895	)
NZD	Sell		05/31/16	SSG		3,273,407		3,325,768		(52,361	)
NZD	Sell		05/31/16	GSC		12,991,135		13,202,693		(211,558	)
NZD	Sell		05/31/16	BNP		27,765,081		28,128,568		(363,487	)
NZD	Sell		05/31/16	BNP		28,300,401		28,670,896		(370,495	)
PLN	Buy		05/31/16	CBK		16,895,942		17,267,334		371,392
SEK	Buy		05/31/16	JPM		105,660,579		106,969,383		1,308,804
SEK	Sell		05/31/16	JPM		19,518,136		19,759,905		(241,769	)
SGD	Sell		05/31/16	JPM		6,856,953		6,898,166		(41,213	)
TRY	Sell		05/31/16	MSC		5,198,243		5,262,860		(64,617	)
TRY	Sell		05/31/16	GSC		10,689,643		10,872,724		(183,081	)
ZAR	Buy		05/31/16	GSC		5,547,092		5,551,334		4,242
ZAR	Sell		05/31/16	CBK		11,134,288		11,316,272		(181,984	)
Total									$	(13,879,635)

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

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

254

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
NAB	National Australia Bank Limited
NOM	Nomura International
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SGG	Societe Generale Group
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
WEST	Westpac International
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CNH	Chinese Renminbi
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HKD	Hong Kong Dollar
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso
NOK	Norwegian Krone
NZD	New Zealand Dollar
PLN	Polish Zloty
SEK	Swedish Krona
SGD	Singapore Dollar
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand

Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
CMBX.NA	Markit Commercial Mortgage Backed North American
ITRAXX.SUB-FIN	Markit iTraxx Subordinated Financial **Index**
ITRAXX.XOV	Markit i Traxx Index—Europe Crossover
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
HIBOR	Hong Kong Interbank Offered Rate
JIBAR	Johannesburg Interbank Agreed Rate
LIBOR	London Interbank Offered Rate
OTC	Over-the-Counter
PAC	Planned Amortization Class
TIIE	Interbank Equilibrium Interest Rate
WIBOR	Warsaw Interbank Offered Rate

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

255

The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2016 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2016 in valuing the Fund’s investments.

	Total			Level 1 (1)			Level 2 (1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	495,504,178		$	—		$	495,504,178		$	—
Corporate Bonds		788,711,440			—			788,711,440			—
Foreign Government Obligations		1,696,699,991			—			1,696,699,991			—
Senior Floating Rate Interests		82,052,138			—			82,052,138			—
U.S. Government Agencies		9,217,452			—			9,217,452			—
U.S. Government Securities		309,105,696			—			309,105,696			—
Convertible Bonds		6,562,664			—			6,562,664			—
Convertible Preferred Stocks		3,633,852			3,633,852			—			—
Short-Term Investments		85,657,111			72,297,300			13,359,811			—
Purchased Options		3,306,110			—			3,306,110			—
Foreign Currency Contracts(2)		13,807,751			—			13,807,751			—
Futures Contracts(2)		2,344,260			2,344,260			—			—
Swaps - Credit Default(2)		2,151,297			—			2,151,297			—
Swaps - Interest Rate(2)		358,266			—			358,266			—
Total	$	3,499,112,206		$	78,275,412		$	3,420,836,794		$	—
Liabilities
Foreign Currency Contracts(2)	$	(27,687,386	)	$	—		$	(27,687,386	)	$	—
Futures Contracts(2)		(4,832,779	)		(4,832,779	)		—			—
Swaps - Credit Default(2)		(5,180,115	)		—			(5,180,115	)		—
Swaps - Interest Rate(2)		(1,791,382	)		—			(1,791,382	)		—
Written Options		(845,366	)		—			(845,366	)		—
Total	$	(40,337,028	)	$	(4,832,779	)	$	(35,504,249	)	$	—

⁽¹⁾  For the six-month period ended April 30, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2016:

	Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	7,032,627		$	7,032,627
Purchases		—			—
Sales		(925,000	)		(925,000	)
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		65			65
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		(6,107,692	)		(6,107,692	)
Ending balance	$	—		$	—

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2016 was $0.

⁽¹⁾  Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

a) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

b) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

c) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

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

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

256

[This page is intentionally left blank]

257

Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2016 (Unaudited)

	Hartford Duration-Hedged Strategic Income Fund			The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund
Assets:
Investments in securities, at market value	$	588,600		$	94,728,533		$	3,960,879,282
Investments in affiliated investment companies, at market value		12,119,616			—			—
Cash		42,623			7,277			—
Cash collateral due from broker		95,750			347,535			—
Foreign currency		—			45,149			212
Unrealized appreciation on OTC swap contracts		—			722,369			—
Unrealized appreciation on foreign currency contracts		—			5,165,466			—
Receivables:
Fund shares sold		310			178,784			5,123,620
Dividends and interest		194			1,657,877			23,941,317
Investment securities sold		5,933			2,453,102			63,603,755
Variation margin on financial derivative instruments		—			2,525			—
OTC swap premiums paid		—			29,198			—
Other assets		73,666			91,609			117,172
Total assets		12,926,692			105,429,424			4,053,665,358
Liabilities:
Unrealized depreciation on foreign currency contracts		—			3,761,823			978,165
Unrealized depreciation on OTC swap contracts		—			731,620			—
Cash collateral due to broker		—			550,000			—
Unfunded loan commitments		—			—			14,455,476
Payables:
Investment securities purchased		298			1,385,415			117,963,525
Fund shares redeemed		5,534			1,361,583			11,794,661
Investment management fees		1,053			77,464			1,901,727
Variation margin on financial derivative instruments		11,902			1,154			—
Foreign taxes		—			67,865			—
Distribution fees		3,239			1,947			1,235,807
Distributions payable		246			—			1,782,785
Written options		—			548,076			—
Accrued expenses		1,549			27,842			719,642
OTC swap premiums received		—			29,198			—
Total liabilities		23,821			8,543,987			150,831,788
Net assets	$	12,902,871		$	96,885,437		$	3,902,833,570
Summary of Net Assets:
Capital stock and paid-in-capital	$	14,627,063		$	144,777,804		$	4,739,038,689
Undistributed (distributions in excess of) net investment income		2,526			41,989			(228,629	)
Accumulated net realized gain (loss)		(1,287,787	)		(49,242,874	)		(530,586,645	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		(438,931	)		1,308,518			(305,389,845	)
Net assets	$	12,902,871		$	96,885,437		$	3,902,833,570
Shares authorized		450,000,000			500,000,000			3,200,000,000
Par value	$	0.0010		$	0.0010		$	0.0010
Class A:     Net asset value per share	$	8.88		$	7.45		$	8.33
Maximum offering price per share	$	9.30		$	7.80		$	8.59
Shares outstanding		877,447			701,988			112,932,377
Net Assets	$	7,787,466		$	5,232,290		$	940,231,255
Class B:     Net asset value per share	$	—		$	—		$	8.31
Shares outstanding		—			—			662,712
Net Assets	$	—		$	—		$	5,508,968

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

258

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

The Hartford Floating Rate High Income Fund			The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund			The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	298,093,031		$	330,082,976		$	649,360,427		$	14,054,438		$	662,396,686		$	170,345,388		$	16,700,333
	—			—			—			—			—			—			—
	—			—			7,959			—			—			—			—
	—			702,771			372,000			—			295,650			9,071,000			—
	—			—			37			—			—			—			—
	—			—			458,974			—			—			183,876			—
	—			—			233,840			—			—			—			—
	209,853			447,149			220,649			19,439			2,720,196			213,649			15,771
	2,352,125			5,326,391			1,512,662			171,016			7,386,307			2,199,807			202,273
	6,791,866			5,452,167			—			—			—			—			—
	—			—			27,318			—			—			—			—
	—			—			—			—			—			—			—
	77,739			106,140			106,997			80,981			83,136			51,620			82,443
	307,524,614			342,117,594			652,300,863			14,325,874			672,881,975			182,065,340			17,000,820
	48,335			87,609			2,137,908			—			—			—			—
	—			—			198,647			—			—			8,571,930			—
	—			—			—			—			—			—			—
	800,634			—			—			—			—			—			—
	10,605,098			7,658,043			327,525			545,429			14,773,588			3,347,864			493,579
	828,878			660,262			782,215			595			1,631,538			187,481			6,605
	166,899			173,739			259,397			3,846			177,997			48,379			4,663
	—			51,188			—			—			45,538			—			—
	—			—			—			—			—			—			—
	91,893			97,614			215,802			3,345			148,328			44,439			4,840
	34,230			47,518			—			—			245,854			49,073			—
	—			—			—			—			—			—			—
	61,755			86,188			170,782			2,525			70,991			25,903			2,900
	—			—			824,926			—			—			—			—
	12,637,722			8,862,161			4,917,202			555,740			17,093,834			12,275,069			512,587
$	294,886,892		$	333,255,433		$	647,383,661		$	13,770,134		$	655,788,141		$	169,790,271		$	16,488,233
$	348,447,159		$	380,489,363		$	703,423,002		$	13,375,416		$	654,703,334		$	214,149,459		$	16,350,430
	370,874			(539,944	)		(2,934,213	)		7,482			166,542			30,836			6,244
	(22,457,885	)		(38,100,852	)		(63,292,975	)		(50,061	)		(28,614,824	)		(44,881,358	)		(17,690	)
	(31,473,256	)		(8,593,134	)		10,187,847			437,297			29,533,089			491,334			149,249
$	294,886,892		$	333,255,433		$	647,383,661		$	13,770,134		$	655,788,141		$	169,790,271		$	16,488,233
	450,000,000			500,000,000			6,245,000,000			250,000,000			650,000,000			19,300,000,000			250,000,000
$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0001		$	0.0010
$	9.47		$	7.08		$	10.86		$	10.34		$	8.72		$	9.30		$	10.10
$	9.76		$	7.41		$	11.37		$	10.83		$	9.13		$	9.74		$	10.58
	11,852,855			31,931,001			22,210,877			556,631			29,533,221			11,388,995			679,141
$	112,216,516		$	226,145,336		$	241,128,659		$	5,755,058		$	257,653,844		$	105,968,055		$	6,856,664
$	—		$	7.04		$	10.42		$	—		$	8.72		$	9.22		$	—
	—			325,195			736,907			—			195,114			64,051			—
$	—		$	2,289,537		$	7,679,176		$	—		$	1,700,971		$	590,262		$	—

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

259

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

Class C:     Net asset value per share	$	8.87	$	7.45	$	8.31
Shares outstanding		195,581		148,414		152,412,456
Net Assets	$	1,734,972	$	1,105,416	$	1,267,228,071
Class I:      Net asset value per share	$	8.88	$	7.44	$	8.34
Shares outstanding		47,580		232,451		164,329,211
Net Assets	$	422,380	$	1,728,948	$	1,369,787,075
Class R3:   Net asset value per share	$	8.87	$	7.41	$	8.35
Shares outstanding		43,894		4,541		1,447,997
Net Assets	$	389,307	$	33,650	$	12,084,889
Class R4:   Net asset value per share	$	8.87	$	7.43	$	8.32
Shares outstanding		44,211		6,348		1,054,857
Net Assets	$	392,131	$	47,144	$	8,775,570
Class R5:   Net asset value per share	$	8.87	$	7.23	$	8.32
Shares outstanding		44,530		1,569		308,218
Net Assets	$	394,975	$	11,351	$	2,565,655
Class Y:     Net asset value per share	$	8.87	$	7.41	$	8.31
Shares outstanding		200,859		11,978,566		35,678,438
Net Assets	$	1,781,640	$	88,726,638	$	296,652,087
Cost of investments	$	588,600	$	94,658,675	$	4,265,295,440
Cost of investments in affiliated investment companies	$	12,611,019	$	—	$	—
Cost of foreign currency	$	—	$	44,170	$	212
Proceeds of written option contracts	$	—	$	384,100	$	—

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

260

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

$	9.47	$	7.06	$	10.41	$	10.34	$	8.73	$	9.25	$	10.09
	8,955,010		8,587,545		15,393,140		262,772		13,474,867		2,948,481		408,969
$	84,797,367	$	60,600,920	$	160,299,700	$	2,716,874	$	117,632,891	$	27,267,488	$	4,127,360
$	9.48	$	7.12	$	11.04	$	10.34	$	8.74	$	9.33	$	10.10
	9,885,480		4,400,516		5,495,222		512,435		31,892,534		1,939,100		545,182
$	93,673,059	$	31,312,443	$	60,677,834	$	5,298,202	$	278,800,435	$	18,087,896	$	5,504,209
$	9.46	$	7.08	$	10.67	$	—	$	—	$	—	$	—
	32,552		406,651		5,499,069		—		—		—		—
$	307,923	$	2,878,759	$	58,658,912	$	—	$	—	$	—	$	—
$	9.45	$	7.09	$	10.85	$	—	$	—	$	—	$	—
	51,241		181,868		1,545,857		—		—		—		—
$	484,192	$	1,288,550	$	16,769,778	$	—	$	—	$	—	$	—
$	9.45	$	7.08	$	11.01	$	—	$	—	$	—	$	—
	41,657		77,350		273,997		—		—		—		—
$	393,464	$	547,475	$	3,017,639	$	—	$	—	$	—	$	—
$	9.45	$	7.07	$	11.07	$	—	$	—	$	9.28	$	—
	319,062		1,158,966		8,960,186		—		—		1,926,949		—
$	3,014,371	$	8,192,413	$	99,151,963	$	—	$	—	$	17,876,570	$	—
$	329,518,276	$	338,785,862	$	637,610,045	$	13,617,141	$	633,067,955	$	161,466,000	$	16,551,084
$	—	$	—	$	—	$	—	$	—	$	—	$	—
$	—	$	—	$	36	$	—	$	—	$	—	$	—
$	—	$	—	$	—	$	—	$	—	$	—	$	—

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

261

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Assets:
Investments in securities, at market value	$	172,642,291		$	876,762,933		$	405,134,507
Cash		1,865			—			—
Cash collateral due from broker		143,127			584,425			1,684,179
Foreign currency		—			—			—
Unrealized appreciation on OTC swap contracts		—			—			1,813,839
Unrealized appreciation on foreign currency contracts		—			—			1,298,125
Receivables:
Fund shares sold		140,931			2,094,176			519,257
Dividends and interest		272,896			4,096,701			3,585,598
Investment securities sold		42,328,572			6,106,612			7,286,209
Variation margin on financial derivative instruments		20,873			—			—
OTC swap premiums paid		—			—			5,620,312
Other assets		72,190			125,680			89,344
Total assets		215,622,745			889,770,527			427,031,370
Liabilities:
Unrealized depreciation on foreign currency contracts		—			—			1,907,715
Bank overdraft		—			—			978,460
Bank overdraft – foreign cash		—			—			196,856
Unrealized depreciation on OTC swap contracts		—			—			2,117,233
Cash collateral due to broker		—			—			1,125,000
TBA sale commitments, at market value		25,129,337			—			—
Unfunded loan commitments		—			—			308,367
Payables:
Investment securities purchased		65,211,775			21,510,916			2,417,284
Fund shares redeemed		232,140			4,691,646			1,051,801
Investment management fees		50,821			303,427			182,853
Variation margin on financial derivative instruments		—			59,967			355,174
Distribution fees		5,686			210,285			88,073
Distributions payable		474			123,213			—
Written options		—			—			957,831
Accrued expenses		14,602			174,940			84,082
OTC swap premiums received		—			—			6,717,530
Total liabilities		90,644,835			27,074,394			18,488,259
Net assets	$	124,977,910		$	862,696,133		$	408,543,111
Summary of Net Assets:
Capital stock and paid-in-capital	$	122,948,937		$	863,391,857		$	428,731,809
Undistributed (distributions in excess of) net investment income		(55,494	)		(100,339	)		(365,324	)
Accumulated net realized gain (loss)		1,024,961			(4,595,821	)		(7,784,634	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		1,059,506			4,000,436			(12,038,740	)
Net assets	$	124,977,910		$	862,696,133		$	408,543,111
Shares authorized		450,000,000			650,000,000			950,000,000
Par value	$	0.0010		$	0.0010		$	0.0010
Class A:     Net asset value per share	$	10.28		$	9.85		$	8.57
Maximum offering price per share	$	10.76		$	10.05		$	8.97
Shares outstanding		1,292,351			52,328,717			13,906,685
Net Assets	$	13,285,457		$	515,224,556		$	119,184,894
Class B:     Net asset value per share	$	—		$	9.90		$	8.59
Shares outstanding		—			314,171			367,331
Net Assets	$	—		$	3,109,735		$	3,153,731

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

262

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

The Hartford Total Return Bond Fund			The Hartford Unconstrained Bond Fund			The Hartford World Bond Fund
$	2,560,362,213		$	93,820,518		$	3,480,450,632
	847,852			7,767			—
	386,400			336,183			30,838,204
	—			883			168,333
	4,973,294			532,516			2,488,526
	667,077			69,038			13,807,751
	2,233,124			37,596			10,872,095
	11,283,755			532,198			35,714,225
	446,862,692			700,396			24,667,377
	357,527			23,045			893,011
	14,455,140			1,654,099			11,786,464
	87,027			73,133			194,614
	3,042,516,101			97,787,372			3,611,881,232
	2,487,114			421,827			27,687,386
	—			—			1,092,055
	38,837			—			—
	5,015,568			583,281			6,557,840
	4,511,715			205,000			4,735,000
	71,593,590			—			—
	458,367			70,720			—
	1,001,141,554			5,480,425			22,893,024
	1,477,641			52,505			26,811,953
	610,577			39,775			1,752,663
	—			—			872,868
	219,381			20,720			248,303
	50,458			7,758			—
	5,401			206,426			845,366
	356,520			12,920			551,808
	12,709,702			1,496,385			5,642,381
	1,100,676,425			8,597,742			99,690,647
$	1,941,839,676		$	89,189,630		$	3,512,190,585
$	1,936,249,328		$	112,535,785		$	3,626,791,690
	2,698,370			(76,808	)		8,315,728
	(12,757,731	)		(20,678,781	)		(125,632,398	)
	15,649,709			(2,590,566	)		2,715,565
$	1,941,839,676		$	89,189,630		$	3,512,190,585
	900,000,000			500,000,000			1,100,000,000
$	0.0010		$	0.0010		$	0.0010
$	10.40		$	9.46		$	10.29
$	10.89		$	9.91		$	10.77
	71,810,531			5,411,146			49,069,863
$	746,745,028		$	51,180,059		$	504,826,148
$	10.32		$	9.45		$	—
	730,969			89,278			—
$	7,540,520		$	844,017		$	—

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

263

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

Class C:     Net asset value per share	$	10.21	$	9.84	$	8.59
Shares outstanding		347,627		12,684,321		8,948,557
Net Assets	$	3,547,867	$	124,853,243	$	76,902,885
Class I:      Net asset value per share	$	10.30	$	9.86	$	8.60
Shares outstanding		905,332		17,110,176		2,967,886
Net Assets	$	9,322,818	$	168,788,738	$	25,519,512
Class R3:   Net asset value per share	$	10.26	$	9.82	$	8.56
Shares outstanding		17,913		121,569		31,478
Net Assets	$	183,745	$	1,193,728	$	269,356
Class R4:   Net asset value per share	$	10.25	$	9.83	$	8.57
Shares outstanding		2,301		66,119		24,343
Net Assets	$	23,580	$	649,916	$	208,517
Class R5:   Net asset value per share	$	10.26	$	9.82	$	8.57
Shares outstanding		2,244		11,521		56,344
Net Assets	$	23,020	$	113,175	$	482,687
Class R6:   Net asset value per share	$	—	$	—	$	8.56
Shares outstanding		—		—		1,181
Net Assets	$	—	$	—	$	10,114
Class Y:     Net asset value per share	$	10.30	$	9.82	$	8.56
Shares outstanding		9,569,672		4,966,052		21,349,578
Net Assets	$	98,591,423	$	48,763,042	$	182,811,415
Cost of investments	$	171,523,289	$	873,014,007	$	416,918,837
Cost of foreign currency	$	—	$	—	$	—
Cost of bank overdraft - foreign cash	$	—	$	—	$	196,856
Proceeds of TBA sale commitments	$	25,103,875	$	—	$	—
Proceeds of written option contracts	$	—	$	—	$	1,079,503

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

264

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2016 (Unaudited)

$	10.42	$	9.48	$	10.26
	6,969,877		1,196,703		16,870,302
$	72,601,057	$	11,344,455	$	173,080,035
$	10.41	$	9.46	$	10.30
	2,474,410		479,683		227,119,178
$	25,757,730	$	4,539,259	$	2,339,629,243
$	10.60	$	9.45	$	10.29
	532,946		22,519		104,897
$	5,646,617	$	212,722	$	1,079,668
$	10.58	$	9.45	$	10.30
	1,441,464		46,611		459,560
$	15,245,850	$	440,264	$	4,732,640
$	10.57	$	9.44	$	10.29
	151,999		11,871		34,538
$	1,607,281	$	112,119	$	355,545
$	10.56	$	—	$	10.31
	979		—		45,322
$	10,346	$	—	$	467,196
$	10.57	$	9.43	$	10.31
	100,941,662		2,175,575		47,353,397
$	1,066,685,247	$	20,516,734	$	488,020,110
$	2,542,144,322	$	95,928,219	$	3,458,825,221
$	—	$	876	$	314,703
$	39,552	$	—	$	—
$	71,576,164	$	—	$	—
$	8,403	$	229,619	$	2,101,682

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

265

Fixed Income Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2016 (Unaudited)

	Hartford Duration-Hedged Strategic Income Fund			The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund
Investment Income:
Dividends	$	—		$	—		$	—
Dividends from affiliated investment companies		282,710			—			—
Interest		631			4,330,017			110,827,161
Less: Foreign tax withheld		—			(31,777	)		—
Total investment income, net		283,341			4,298,240			110,827,161
Expenses:
Investment management fees		6,450			676,631			12,246,043
Administrative services fees
Class R3		376			430			12,580
Class R4		284			342			6,482
Class R5		191			214			1,298
Transfer agent fees
Class A		4,070			5,416			531,566
Class B		—			—			8,625
Class C		805			1,325			562,263
Class I		66			2,416			588,424
Class R3		14			20			1,403
Class R4		14			20			536
Class R5		14			7			482
Class Y		14			1,219			2,664
Distribution fees
Class A		9,769			6,760			1,221,537
Class B		—			—			32,486
Class C		9,056			5,127			6,561,464
Class R3		941			1,075			31,449
Class R4		474			570			10,803
Custodian fees		562			42,719			18,922
Registration and filing fees		43,184			45,834			99,955
Accounting services fees		903			16,916			366,023
Board of Directors’ fees		315			2,743			56,648
Audit fees		10,450			10,760			18,708
Other expenses		6,082			24,634			899,356
Total expenses (before waivers and fees paid indirectly)		94,034			845,178			23,279,717
Expense waivers		(55,917	)		(205,282	)		(51,498	)
Transfer agent fee waivers		—			—			—
Total waivers and fees paid indirectly		(55,917	)		(205,282	)		(51,498	)
Total expenses, net		38,117			639,896			23,228,219
Net Investment Income (Loss)		245,224			3,658,344			87,598,942
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Capital gain distributions received from underlying funds		—			—			—
Net realized gain (loss) on investments		—			(22,873,629	)		(87,163,025	)
Less: Foreign taxes paid on realized capital gains		—			(69,154	)		—
Net realized gain (loss) on investments in affiliated investment companies		(354,853	)		—			—
Net realized gain (loss) on purchased options contracts		—			1,186			—
Net realized gain (loss) on futures contracts		(313,654	)		(106,705	)		—
Net realized gain (loss) on written options contracts		—			224,791			—
Net realized gain (loss) on swap contracts		—			(228,519	)		—
Net realized gain (loss) on foreign currency contracts		—			1,259,974			2,921,579
Net realized gain (loss) on other foreign currency transactions		—			(156,817	)		(98,950	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(668,507	)		(21,948,873	)		(84,340,396	)

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

266

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

The Hartford Floating Rate High Income Fund			The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund			The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	—		$	110,313		$	—		$	—		$	—		$	—		$	—
	—			—			—			—			—			—			—
	10,859,440			9,416,415			376,633			168,501			9,307,542			2,988,479			122,147
	—			—			(2,506	)		—			—			—			—
	10,859,440			9,526,728			374,127			168,501			9,307,542			2,988,479			122,147
	1,114,054			1,030,641			1,653,029			20,903			970,428			290,099			26,773
	505			2,526			58,937			—			—			—			—
	784			917			12,999			—			—			—			—
	374			240			1,645			—			—			—			—
	57,124			217,221			197,579			504			41,732			28,359			758
	—			5,268			12,774			—			1,182			520			—
	45,219			35,880			104,487			25			25,147			6,800			318
	60,509			12,902			58,473			40			45,952			6,168			33
	71			445			2,925			—			—			—			—
	63			205			846			—			—			—			—
	20			70			528			—			—			—			—
	29			58			1,129			—			—			142			—
	144,151			273,146			305,519			5,157			297,027			129,321			7,810
	—			13,270			45,193			—			10,476			3,577			—
	438,805			299,975			827,995			13,094			534,973			135,790			19,683
	1,264			6,315			147,341			—			—			—			—
	1,306			1,529			21,664			—			—			—			—
	4,382			3,869			6,340			1,607			1,896			1,186			1,690
	54,065			52,289			55,354			30,779			48,382			38,976			31,067
	28,647			31,712			47,560			1,075			50,797			13,262			1,377
	5,014			4,168			9,423			290			6,194			2,216			319
	11,549			13,071			12,759			12,750			13,036			9,563			12,751
	79,622			88,882			176,738			4,578			109,447			37,385			5,193
	2,047,557			2,094,599			3,761,237			90,802			2,156,669			703,364			107,772
	(150,322	)		(192,557	)		(283,012	)		(44,614	)		(2,677	)		(47,277	)		(44,416	)
	—			(1,287	)		—			—			—			—			—
	(150,322	)		(193,844	)		(283,012	)		(44,614	)		(2,677	)		(47,277	)		(44,416	)
	1,897,235			1,900,755			3,478,225			46,188			2,153,992			656,087			63,356
	8,962,205			7,625,973			(3,104,098	)		122,313			7,153,550			2,332,392			58,791
	—			—			—			69			3,124			294			180
	(10,708,125	)		(9,048,561	)		(5,740,998	)		15,762			276,048			303,062			3,812
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	—			—			(97,885	)		—			(1,121,258	)		—			—
	—			—			—			—			—			—			—
	—			277,867			(731,180	)		—			—			(1,561,275	)		—
	664,784			(126,047	)		(753,608	)		—			—			—			—
	(184,526	)		16,771			(82,497	)		—			—			—			—
	(10,227,867	)		(8,879,970	)		(7,406,168	)		15,831			(842,086	)		(1,257,919	)		3,992

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

267

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

	Hartford Duration-Hedged Strategic Income Fund			The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	—		$	20,238,843		$	18,225,103
Net unrealized appreciation (depreciation) of investments in affiliated investment companies		375,580			—			—
Net unrealized appreciation (depreciation) of purchased options contracts		—			50,736			—
Net unrealized appreciation (depreciation) of futures contracts		80,818			20,414			—
Net unrealized appreciation (depreciation) of written option contracts		—			(227,865	)		—
Net unrealized appreciation (depreciation) of swap contracts		—			339,832			—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			792,837			(1,083,853	)
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		—			103,466			101,345
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		456,398			21,318,263			17,242,595
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:		(212,109	)		(630,610	)		(67,097,801	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	33,115		$	3,027,734		$	20,501,141

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

268

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

The Hartford Floating Rate High Income Fund			The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund		The Hartford Municipal Opportunities Fund		The Hartford Municipal Real Return Fund		Hartford Municipal Short Duration Fund
$	1,639,753		$	5,434,956		$	26,523,410		$	276,902	$	12,889,372	$	2,133,309	$	62,228
	—			—			—			—		—		—		—
	—			—			—			—		—		—		—
	—			—			63,612			—		356,386		—		—
	—			—			—			—		—		—		—
	—			(161,523	)		1,145,445			—		—		1,799,333		—
	(78,896	)		(119,235	)		(1,894,262	)		—		—		—		—
	62,083			3,329			17,222			—		—		—		—
	1,622,940			5,157,527			25,855,427			276,902		13,245,758		3,932,642		62,228
	(8,604,927	)		(3,722,443	)		18,449,259			292,733		12,403,672		2,674,723		66,220
$	357,278		$	3,903,530		$	15,345,161		$	415,046	$	19,557,222	$	5,007,115	$	125,011

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

269

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Investment Income:
Dividends	$	—		$	—		$	20,313
Interest		1,065,558			9,915,654			10,577,122
Less: Foreign tax withheld		—			—			—
Total investment income, net		1,065,558			9,915,654			10,597,435
Expenses:
Investment management fees		242,512			1,737,330			1,068,965
Administrative services fees
Class R3		575			1,236			313
Class R4		402			520			138
Class R5		270			55			171
Transfer agent fees
Class A		4,666			354,038			87,972
Class B		—			5,882			4,262
Class C		946			59,837			42,345
Class I		972			37,802			12,398
Class R3		12			165			100
Class R4		7			100			38
Class R5		7			15			15
Class R6		—			—			7
Class Y		443			166			1,154
Distribution fees
Class A		14,154			611,840			146,552
Class B		—			4,864			9,219
Class C		11,985			627,465			396,254
Class R3		1,437			3,091			783
Class R4		670			867			231
Custodian fees		2,158			2,724			23,843
Registration and filing fees		45,636			83,424			57,721
Accounting services fees		6,790			80,651			38,871
Board of Directors’ fees		843			9,672			4,703
Audit fees		12,639			13,647			12,985
Other expenses		20,927			177,793			87,728
Total expenses (before waivers and fees paid indirectly)		368,051			3,813,184			1,996,768
Expense waivers		(25,334	)		(96,776	)		(111,255	)
Transfer agent fee waivers		—			(45	)		—
Total waivers and fees paid indirectly		(25,334	)		(96,821	)		(111,255	)
Total expenses, net		342,717			3,716,363			1,885,513
Net Investment Income (Loss)		722,841			6,199,291			8,711,922
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		735,449			(1,210,097	)		(5,512,460	)
Less: Foreign taxes paid on realized capital gains		—			—			(22,670	)
Net realized gain (loss) on purchased options contracts		—			—			(111,785	)
Net realized gain (loss) on futures contracts		299,131			(1,764,916	)		3,474,948
Net realized gain (loss) on written options contracts		(5,564	)		—			2,586,096
Net realized gain (loss) on swap contracts		12,584			—			(1,585,081	)
Net realized gain (loss) on foreign currency contracts		—			—			434,912
Net realized gain (loss) on other foreign currency transactions		—			—			(381,063	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		1,041,600			(2,975,013	)		(1,117,103	)

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

270

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

The Hartford Total Return Bond Fund			The Hartford Unconstrained Bond Fund			The Hartford World Bond Fund
$	29,144		$	—		$	235,879
	33,365,221			2,135,670			37,072,920
	—			—			(263,103	)
	33,394,365			2,135,670			37,045,696
	3,631,903			245,348			10,847,352
	5,807			185			919
	11,404			328			3,549
	739			55			164
	597,684			56,280			613,809
	22,325			2,082			—
	52,247			8,269			86,383
	12,063			1,566			1,224,599
	762			23			109
	340			28			65
	60			7			97
	2			—			53
	8,402			155			4,593
	863,347			65,865			716,941
	45,229			4,889			—
	334,907			58,911			857,481
	14,517			464			2,297
	19,007			547			5,915
	24,348			4,767			158,791
	79,262			48,331			136,997
	186,911			11,152			355,363
	23,491			1,318			44,291
	15,128			15,179			18,444
	390,363			27,201			805,637
	6,340,248			552,950			15,883,849
	(5,355	)		(84,393	)		(238,575	)
	(8,756	)		(615	)		—
	(14,111	)		(85,008	)		(238,575	)
	6,326,137			467,942			15,645,274
	27,068,228			1,667,728			21,400,422
	(2,025,762	)		(578,180	)		(90,537,907	)
	(43,723	)		(4,239	)		—
	(213,385	)		(60,964	)		(2,072,763	)
	(962,868	)		(583,105	)		(6,943,948	)
	1,773,811			475,156			483,947
	(9,589,365	)		(919,300	)		(737,327	)
	(1,809,927	)		(163,396	)		(11,916,560	)
	(81,875	)		(67,717	)		1,313,685
	(12,953,094	)		(1,901,745	)		(110,410,873	)

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

271

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund		The Hartford Strategic Income Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	1,048,546		$	7,497,215	$	5,504,744
Net unrealized appreciation (depreciation) of purchased options contracts		1,441			—		105,757
Net unrealized appreciation (depreciation) of futures contracts		(40,883	)		507,675		(1,052,637	)
Net unrealized appreciation (depreciation) of written option contracts		—			—		156,874
Net unrealized appreciation (depreciation) of swap contracts		2,697			—		(907,327	)
Net unrealized appreciation (depreciation) of foreign currency contracts		—			—		230,561
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		—			—		25,371
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		1,011,801			8,004,890		4,063,343
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:		2,053,401			5,029,877		2,946,240
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,776,242		$	11,229,168	$	11,658,162

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

272

Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2016 (Unaudited)

The Hartford Total Return Bond Fund			The Hartford Unconstrained Bond Fund			The Hartford World Bond Fund
$	34,292,278		$	328,792		$	154,726,373
	(12,509	)		31,172			947,350
	(132,649	)		31,909			(2,510,681	)
	3,002			27,962			848,897
	3,631,398			(214,640	)		(3,508,578	)
	(476,068	)		(257,921	)		(25,292,499	)
	19,299			1,010			1,404,897
	37,324,751			(51,716	)		126,615,759
	24,371,657			(1,953,461	)		16,204,886
$	51,439,885		$	(285,733	)	$	37,605,308

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

273

Fixed Income Funds

Statements of Changes in Net Assets

	Hartford Duration-Hedged Strategic Income Fund						The Hartford Emerging Markets Local Debt Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	245,224		$	515,293		$	3,658,344		$	14,064,019
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(668,507	)		(281,536	)		(21,948,873	)		(66,944,314	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		456,398			(867,259	)		21,318,263			(2,973,047	)
Net Increase (Decrease) in Net Assets Resulting from Operations		33,115			(633,502	)		3,027,734			(55,853,342	)
Distributions to Shareholders:
From net investment income
Class A		(151,568	)		(386,742	)		(138,640	)		—
Class B		—			—			—			—
Class C		(28,438	)		(82,697	)		(21,929	)		—
Class I		(8,655	)		(23,630	)		(52,539	)		—
Class R3		(6,813	)		(18,341	)		(7,476	)		—
Class R4		(7,424	)		(19,599	)		(8,506	)		—
Class R5		(8,042	)		(20,866	)		(8,369	)		—
Class Y		(37,128	)		(95,809	)		(3,365,434	)		—
Total from net investment income		(248,068	)		(647,684	)		(3,602,893	)		—
From net realized gain on investments
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Total from net realized gain on investments		—			—			—			—
From tax return of capital
Class A		—			—			—			(359,714	)
Class B		—			—			—			—
Class C		—			—			—			(78,370	)
Class I		—			—			—			(553,977	)
Class R3		—			—			—			(86,144	)
Class R4		—			—			—			(94,502	)
Class R5		—			—			—			(99,231	)
Class R6		—			—			—			—
Class Y		—			—			—			(13,560,220	)
Total from tax return of capital		—			—			—			(14,832,158	)
Total distributions		(248,068	)		(647,684	)		(3,602,893	)		(14,832,158	)
Capital Share Transactions:
Sold		1,055,544			8,494,600			71,012,686			209,745,822
Issued on reinvestment of distributions		246,214			642,297			2,952,923			14,622,294
Redeemed		(1,960,583	)		(6,697,536	)		(170,288,247	)		(280,020,188	)
Net increase (decrease) from capital share transactions		(658,825	)		2,439,361			(96,322,638	)		(55,652,072	)
Net Increase (Decrease) in Net Assets		(873,778	)		1,158,175			(96,897,797	)		(126,337,572	)
Net Assets:
Beginning of period		13,776,649			12,618,474			193,783,234			320,120,806
End of period	$	12,902,871		$	13,776,649		$	96,885,437		$	193,783,234
Undistributed (distributions in excess of) net investment income	$	2,526		$	5,370		$	41,989		$	(13,462	)

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

274

Fixed Income Funds

Statements of Changes in Net Assets – (continued)     

The Hartford Floating Rate Fund						The Hartford Floating Rate High Income Fund						The Hartford High Yield Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
$	87,598,942		$	216,713,972		$	8,962,205		$	23,579,089		$	7,625,973		$	17,475,734
	(84,340,396	)		(85,604,993	)		(10,227,867	)		(17,071,077	)		(8,879,970	)		(10,647,931	)
	17,242,595			(201,182,780	)		1,622,940			(21,906,443	)		5,157,527			(16,249,871	)
	20,501,141			(70,073,801	)		357,278			(15,398,431	)		3,903,530			(9,422,068	)
	(21,117,528	)		(48,335,254	)		(3,172,211	)		(6,828,028	)		(5,394,911	)		(11,874,393	)
	(115,847	)		(407,087	)		—			—			(55,619	)		(177,262	)
	(23,573,588	)		(52,351,870	)		(2,091,327	)		(3,826,217	)		(1,256,587	)		(3,184,730	)
	(32,813,251	)		(79,361,771	)		(3,140,579	)		(7,872,329	)		(623,241	)		(1,750,142	)
	(256,378	)		(565,461	)		(13,101	)		(104,352	)		(58,693	)		(99,099	)
	(186,798	)		(395,071	)		(28,022	)		(122,740	)		(30,190	)		(66,732	)
	(59,978	)		(129,402	)		(20,761	)		(120,096	)		(12,571	)		(25,197	)
	(7,332,205	)		(16,515,924	)		(102,970	)		(396,009	)		(194,151	)		(412,076	)
	(85,455,573	)		(198,061,840	)		(8,568,971	)		(19,269,771	)		(7,625,963	)		(17,589,631	)
	—			—			—			(2,553,158	)		—			—
	—			—			—			(1,639,608	)		—			—
	—			—			—			(2,864,510	)		—			—
	—			—			—			(40,271	)		—			—
	—			—			—			(42,281	)		—			—
	—			—			—			(35,295	)		—			—
	—			—			—			(186,146	)		—			—
	—			—			—			(7,361,269	)		—			—
	—			(5,298,008	)		—			(1,492,435	)		—			(60,255	)
	—			(44,621	)		—			—			—			(900	)
	—			(5,738,268	)		—			(836,315	)		—			(16,161	)
	—			(8,698,813	)		—			(1,720,692	)		—			(8,881	)
	—			(61,980	)		—			(22,809	)		—			(503	)
	—			(43,303	)		—			(26,828	)		—			(339	)
	—			(14,184	)		—			(26,250	)		—			(128	)
	—			—			—			(86,557	)		—			—
	—			(1,810,304	)		—			—			—			(2,091	)
	—			(21,709,481	)		—			(4,211,886	)		—			(89,258	)
	(85,455,573	)		(219,771,321	)		(8,568,971	)		(30,842,926	)		(7,625,963	)		(17,678,889	)
	443,567,720			1,084,634,908			49,445,586			213,234,575			47,647,167			144,938,949
	73,572,008			184,757,588			8,422,293			30,304,353			7,300,292			16,736,984
	(1,253,577,579	)		(2,425,715,218	)		(149,266,295	)		(341,571,014	)		(77,306,874	)		(198,811,503	)
	(736,437,851	)		(1,156,322,722	)		(91,398,416	)		(98,032,086	)		(22,359,415	)		(37,135,570	)
	(801,392,283	)		(1,446,167,844	)		(99,610,109	)		(144,273,443	)		(26,081,848	)		(64,236,527	)
	4,704,225,853			6,150,393,697			394,497,001			538,770,444			359,337,281			423,573,808
$	3,902,833,570		$	4,704,225,853		$	294,886,892		$	394,497,001		$	333,255,433		$	359,337,281
$	(228,629	)	$	(2,371,998	)	$	370,874		$	(22,360	)	$	(539,944	)	$	(539,954	)

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

275

Fixed Income Funds

Statements of Changes in Net Assets – (continued)     

	The Hartford Inflation Plus Fund						Hartford Municipal Income Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Period Ended October 31, 2015(1)
Operations:
Net investment income (loss)	$	(3,104,098	)	$	(4,041,036	)	$	122,313		$	75,638
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(7,406,168	)		(8,535,834	)		15,831			(65,892	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		25,855,427			(7,002,531	)		276,902			160,395
Net Increase (Decrease) in Net Assets Resulting from Operations		15,345,161			(19,579,401	)		415,046			170,141
Distributions to Shareholders:
From net investment income
Class A		—			(177,245	)		(43,379	)		(21,116	)
Class B		—			(3,326	)		—			—
Class C		—			(48,081	)		(17,742	)		(11,155	)
Class I		—			(58,148	)		(61,192	)		(43,367	)
Class R3		—			(26,446	)		—			—
Class R4		—			(11,492	)		—			—
Class R5		—			(3,033	)		—			—
Class Y		—			(159,379	)		—			—
Total distributions		—			(487,150	)		(122,313	)		(75,638	)
Capital Share Transactions:
Sold		49,490,778			85,331,481			3,034,342			10,667,680
Issued on reinvestment of distributions		—			457,925			122,274			75,638
Redeemed		(209,132,842	)		(291,667,647	)		(394,009	)		(123,027	)
Net increase (decrease) from capital share transactions		(159,642,064	)		(205,878,241	)		2,762,607			10,620,291
Net Increase (Decrease) in Net Assets		(144,296,903	)		(225,944,792	)		3,055,340			10,714,794
Net Assets:
Beginning of period		791,680,564			1,017,625,356			10,714,794			—
End of period	$	647,383,661		$	791,680,564		$	13,770,134		$	10,714,794
Undistributed (distributions in excess of) net investment income	$	(2,934,213	)	$	169,885		$	7,482		$	7,482

⁽¹⁾  Commenced operations on May 29, 2015.

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

276

Fixed Income Funds

Statements of Changes in Net Assets – (continued)     

The Hartford Municipal Opportunities Fund						The Hartford Municipal Real Return Fund						Hartford Municipal Short Duration Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Period Ended October 31, 2015(1)
$	7,153,550		$	11,786,188		$	2,332,392		$	4,839,814		$	58,791		$	30,242
	(842,086	)		1,159,494			(1,257,919	)		330,547			3,992			(21,682	)
	13,245,758			(1,234,852	)		3,932,642			(6,887,183	)		62,228			87,021
	19,557,222			11,710,830			5,007,115			(1,716,822	)		125,011			95,581
	(3,073,134	)		(5,789,987	)		(1,493,473	)		(3,184,403	)		(27,397	)		(10,081	)
	(19,295	)		(60,126	)		(7,680	)		(23,868	)		—			—
	(978,935	)		(1,968,425	)		(290,389	)		(626,475	)		(2,626	)		(727	)
	(3,082,187	)		(3,933,805	)		(260,276	)		(441,237	)		(28,845	)		(20,682	)
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			(280,574	)		(601,242	)		—			—
	(7,153,551	)		(11,752,343	)		(2,332,392	)		(4,877,225	)		(58,868	)		(31,490	)
	223,903,123			191,313,029			20,182,258			30,514,071			6,382,343			12,403,697
	5,824,352			9,723,229			2,028,209			4,221,529			58,868			31,490
	(65,360,522	)		(111,242,193	)		(23,883,562	)		(46,451,888	)		(2,254,378	)		(264,021	)
	164,366,953			89,794,065			(1,673,095	)		(11,716,288	)		4,186,833			12,171,166
	176,770,624			89,752,552			1,001,628			(18,310,335	)		4,252,976			12,235,257
	479,017,517			389,264,965			168,788,643			187,098,978			12,235,257			—
$	655,788,141		$	479,017,517		$	169,790,271		$	168,788,643		$	16,488,233		$	12,235,257
$	166,542		$	166,543		$	30,836		$	30,836		$	6,244		$	6,321

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

277

Fixed Income Funds

Statements of Changes in Net Assets – (continued)     

	The Hartford Quality Bond Fund						The Hartford Short Duration Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	722,841		$	142,743		$	6,199,291		$	11,277,482
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		1,041,600			506,687			(2,975,013	)		(1,231,574	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		1,011,801			(64,207	)		8,004,890			(4,019,047	)
Net Increase (Decrease) in Net Assets Resulting from Operations		2,776,242			585,223			11,229,168			6,026,861
Distributions to Shareholders:
From net investment income
Class A		(72,683	)		(50,084	)		(3,968,289	)		(7,634,261	)
Class B		—			—			(31,564	)		(85,053	)
Class C		(6,941	)		(1,648	)		(556,575	)		(1,084,333	)
Class I		(36,409	)		(16,387	)		(1,475,257	)		(3,226,766	)
Class R3		(1,681	)		(3,890	)		(8,172	)		(13,245	)
Class R4		(2,228	)		(9,323	)		(5,629	)		(15,225	)
Class R5		(3,051	)		(14,954	)		(1,064	)		(2,159	)
Class R6		—			—			—			—
Class Y		(655,266	)		(71,584	)		(327,837	)		(146,626	)
Total from net investment income		(778,259	)		(167,870	)		(6,374,387	)		(12,207,668	)
From net realized gain on investments
Class A		(79,189	)		(132,737	)		—			(1,192,943	)
Class B		—			—			—			(15,614	)
Class C		(17,226	)		(32,216	)		—			(317,429	)
Class I		(15,237	)		(31,577	)		—			(465,289	)
Class R3		(13,943	)		(30,604	)		—			(2,409	)
Class R4		(14,040	)		(30,740	)		—			(2,538	)
Class R5		(14,140	)		(30,877	)		—			(278	)
Class R6		—			—			—			—
Class Y		(308,235	)		(139,050	)		—			(18,629	)
Total from net realized gain on investments		(462,010	)		(427,801	)		—			(2,015,129	)
From tax return of capital
Class A		—			—			—			—
Class B		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Total from tax return of capital		—			—			—			—
Total distributions		(1,240,269	)		(595,671	)		(6,374,387	)		(14,222,797	)
Capital Share Transactions:
Sold		123,827,369			5,694,061			339,806,504			339,136,108
Issued on reinvestment of distributions		1,235,901			594,017			5,589,570			11,634,462
Redeemed		(33,718,254	)		(2,263,023	)		(218,320,400	)		(431,193,775	)
Net increase (decrease) from capital share transactions		91,345,016			4,025,055			127,075,674			(80,423,205	)
Net Increase (Decrease) in Net Assets		92,880,989			4,014,607			131,930,455			(88,619,141	)
Net Assets:
Beginning of period		32,096,921			28,082,314			730,765,678			819,384,819
End of period	$	124,977,910		$	32,096,921		$	862,696,133		$	730,765,678
Undistributed (distributions in excess of) net investment income	$	(55,494	)	$	(76	)	$	(100,339	)	$	74,757

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

278

Fixed Income Funds

Statements of Changes in Net Assets – (continued)     

The Hartford Strategic Income Fund						The Hartford Total Return Bond Fund						The Hartford Unconstrained Bond Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015			For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
$	8,711,922		$	16,544,891		$	27,068,228		$	45,213,799		$	1,667,728		$	3,308,221
	(1,117,103	)		(7,814,959	)		(12,953,094	)		7,258,035			(1,901,745	)		(1,085,162	)
	4,063,343			(18,498,397	)		37,324,751			(43,330,385	)		(51,716	)		(3,655,819	)
	11,658,162			(9,768,465	)		51,439,885			9,141,449			(285,733	)		(1,432,760	)
	(2,496,003	)		(5,533,118	)		(9,350,788	)		(13,771,877	)		(943,302	)		(1,833,550	)
	(64,691	)		(173,983	)		(87,501	)		(197,706	)		(13,777	)		(31,992	)
	(1,363,151	)		(3,341,360	)		(661,611	)		(988,872	)		(166,891	)		(319,882	)
	(562,211	)		(1,559,891	)		(352,592	)		(462,059	)		(63,089	)		(160,552	)
	(6,066	)		(10,694	)		(69,653	)		(119,189	)		(3,089	)		(3,990	)
	(3,981	)		(6,402	)		(207,121	)		(342,784	)		(7,835	)		(12,609	)
	(8,066	)		(9,188	)		(22,360	)		(34,770	)		(2,132	)		(3,602	)
	(223	)		(448	)		(151	)		(244	)		—			—
	(3,917,799	)		(5,175,108	)		(16,519,661	)		(27,880,846	)		(383,477	)		(651,819	)
	(8,422,191	)		(15,810,192	)		(27,271,438	)		(43,798,347	)		(1,583,592	)		(3,017,996	)
	—			(3,059,029	)		(1,174,791	)		(13,271,150	)		—			—
	—			(133,060	)		(17,345	)		(405,355	)		—			—
	—			(2,335,874	)		(115,651	)		(1,533,776	)		—			—
	—			(1,084,853	)		(38,968	)		(303,064	)		—			—
	—			(4,634	)		(10,192	)		(144,277	)		—			—
	—			(2,843	)		(26,349	)		(349,362	)		—			—
	—			(2,580	)		(2,383	)		(21,184	)		—			—
	—			(216	)		(17	)		(215	)		—			—
	—			(2,530,714	)		(1,890,131	)		(21,943,324	)		—			—
	—			(9,153,803	)		(3,275,827	)		(37,971,707	)		—			—
	—			—			—			—			—			(33,712	)
	—			—			—			—			—			(588	)
	—			—			—			—			—			(5,881	)
	—			—			—			—			—			(2,952	)
	—			—			—			—			—			(73	)
	—			—			—			—			—			(232	)
	—			—			—			—			—			(66	)
	—			—			—			—			—			(11,984	)
	—			—			—			—			—			(55,488	)
	(8,422,191	)		(24,963,995	)		(30,547,265	)		(81,770,054	)		(1,583,592	)		(3,073,484	)
	97,860,495			72,247,808			194,793,341			427,344,427			5,956,558			13,151,845
	8,177,453			23,910,160			30,120,703			80,514,405			1,532,052			2,949,075
	(56,417,789	)		(128,866,220	)		(203,898,214	)		(266,672,752	)		(11,496,375	)		(29,925,053	)
	49,620,159			(32,708,252	)		21,015,830			241,186,080			(4,007,765	)		(13,824,133	)
	52,856,130			(67,440,712	)		41,908,450			168,557,475			(5,877,090	)		(18,330,377	)
	355,686,981			423,127,693			1,899,931,226			1,731,373,751			95,066,720			113,397,097
$	408,543,111		$	355,686,981		$	1,941,839,676		$	1,899,931,226		$	89,189,630		$	95,066,720
$	(365,324	)	$	(655,055	)	$	2,698,370		$	2,901,580		$	(76,808	)	$	(160,944	)

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

279

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

	The Hartford World Bond Fund
	For the Six-Month Period Ended April 30, 2016 (Unaudited)			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	21,400,422		$	35,967,345
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(110,410,873	)		76,548,444
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		126,615,759			(78,717,941	)
Net Increase (Decrease) in Net Assets Resulting from Operations		37,605,308			33,797,848
Distributions to Shareholders:
From net investment income
Class A		(1,735,584	)		(16,483,863	)
Class C		(102,460	)		(5,011,862	)
Class I		(9,759,287	)		(77,893,940	)
Class R3		(1,805	)		(26,013	)
Class R4		(14,944	)		(50,578	)
Class R5		(1,457	)		(9,302	)
Class R6		(1,727	)		(1,024	)
Class Y		(2,542,428	)		(21,095,851	)
Total from net investment income		(14,159,692	)		(120,572,433	)
From net realized gain on investments
Class A		(14,873,653	)		—
Class C		(4,341,666	)		—
Class I		(56,379,832	)		—
Class R3		(20,717	)		—
Class R4		(120,520	)		—
Class R5		(8,420	)		—
Class R6		(4,593	)		—
Class Y		(16,158,895	)		—
Total from net realized gain on investments		(91,908,296	)		—
Total distributions		(106,067,988	)		(120,572,433	)
Capital Share Transactions:
Sold		899,612,966			1,796,390,593
Issued on reinvestment of distributions		96,140,528			101,250,001
Redeemed		(1,139,294,986	)		(1,173,838,822	)
Net increase (decrease) from capital share transactions		(143,541,492	)		723,801,772
Net Increase (Decrease) in Net Assets		(212,004,172	)		637,027,187
Net Assets:
Beginning of period		3,724,194,757			3,087,167,570
End of period	$	3,512,190,585		$	3,724,194,757
Undistributed (distributions in excess of) net investment income	$	8,315,728		$	1,074,998

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

280

Fixed Income Funds

Financial Highlights

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains		Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
Hartford Duration-Hedged Strategic Income Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	9.01	$	0.17	$	(0.13	)	$	0.04		$	(0.17	)	$	—	$	—		$	(0.17	)	$	8.88		0.50	%(5)	$	7,787		1.39	%(6)(7)		0.52	%(6)(7)		3.84	%(6)		11	%
C		9.00		0.13		(0.12	)		0.01			(0.14	)		—		—			(0.14	)		8.87		0.12	(5)		1,735		2.13	(6)(7)		1.26	(6)(7)		3.11	(6)		11
I		9.00		0.18		(0.12	)		0.06			(0.18	)		—		—			(0.18	)		8.88		0.73	(5)		422		1.07	(6)(7)		0.20	(6)(7)		4.19	(6)		11
R3		9.00		0.15		(0.12	)		0.03			(0.16	)		—		—			(0.16	)		8.87		0.34	(5)		389		1.74	(6)(7)		0.87	(6)(7)		3.54	(6)		11
R4		9.00		0.17		(0.13	)		0.04			(0.17	)		—		—			(0.17	)		8.87		0.49	(5)		392		1.44	(6)(7)		0.57	(6)(7)		3.84	(6)		11
R5		9.00		0.18		(0.13	)		0.05			(0.18	)		—		—			(0.18	)		8.87		0.64	(5)		395		1.14	(6)(7)		0.27	(6)(7)		4.14	(6)		11
Y		9.00		0.18		(0.12	)		0.06			(0.19	)		—		—			(0.19	)		8.87		0.69	(5)		1,782		1.04	(6)(7)		0.17	(6)(7)		4.24	(6)		11
For the Year Ended October 31, 2015
A	$	9.90	$	0.34	$	(0.76	)	$	(0.42	)	$	(0.47	)	$	—	$	—		$	(0.47	)	$	9.01		(4.28	)%	$	8,357		1.27	%		0.49	%		3.66	%		50	%
C		9.90		0.30		(0.80	)		(0.50	)		(0.40	)		—		—			(0.40	)		9.00		(5.10	)		2,034		2.03			1.25			3.22			50
I		9.90		0.39		(0.79	)		(0.40	)		(0.50	)		—		—			(0.50	)		9.00		(4.08	)		445		0.96			0.18			4.18			50
R3		9.90		0.33		(0.79	)		(0.46	)		(0.44	)		—		—			(0.44	)		9.00		(4.74	)		388		1.65			0.86			3.51			50
R4		9.90		0.36		(0.79	)		(0.43	)		(0.47	)		—		—			(0.47	)		9.00		(4.45	)		390		1.35			0.56			3.81			50
R5		9.90		0.38		(0.79	)		(0.41	)		(0.49	)		—		—			(0.49	)		9.00		(4.17	)		393		1.05			0.26			4.11			50
Y		9.90		0.39		(0.79	)		(0.40	)		(0.50	)		—		—			(0.50	)		9.00		(4.07	)		1,770		0.94			0.16			4.21			50
For the Period Ended October 31, 2014
A(8)	$	10.00	$	0.34	$	(0.12	)	$	0.22		$	(0.32	)	$	—	$	—		$	(0.32	)	$	9.90		2.17	%(5)	$	7,266		1.87	%(6)		0.41	%(6)		3.60	%(6)		27	%(5)
C(8)		10.00		0.29		(0.13	)		0.16			(0.26	)		—		—			(0.26	)		9.90		1.60	(5)		1,824		2.55	(6)		1.09	(6)		3.02	(6)		27	(5)
I(8)		10.00		0.35		(0.10	)		0.25			(0.35	)		—		—			(0.35	)		9.90		2.45	(5)		458		1.62	(6)		0.16	(6)		3.72	(6)		27	(5)
R3(8)		10.00		0.29		(0.10	)		0.19			(0.29	)		—		—			(0.29	)		9.90		1.83	(5)		407		2.32	(6)		0.86	(6)		3.01	(6)		27	(5)
R4(8)		10.00		0.31		(0.10	)		0.21			(0.31	)		—		—			(0.31	)		9.90		2.10	(5)		408		2.02	(6)		0.56	(6)		3.31	(6)		27	(5)
R5(8)		10.00		0.34		(0.10	)		0.24			(0.34	)		—		—			(0.34	)		9.90		2.38	(5)		410		1.72	(6)		0.26	(6)		3.60	(6)		27	(5)
Y(8)		10.00		0.35		(0.10	)		0.25			(0.35	)		—		—			(0.35	)		9.90		2.47			1,845		1.62	(6)		0.16	(6)		3.70	(6)		27	(5)
The Hartford Emerging Markets Local Debt Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	7.09	$	0.18	$	0.36		$	0.54		$	(0.18	)	$	—	$	—		$	(0.18	)	$	7.45		7.83	%(5)	$	5,232		1.65	%(6)(7)		1.26	%(6)(7)		5.14	%(6)		96	%
C		7.08		0.15		0.37			0.52			(0.15	)		—		—			(0.15	)		7.45		7.56	(5)		1,105		2.46	(6)(7)		2.01	(6)(7)		4.34	(6)		96
I		7.07		0.18		0.38			0.56			(0.19	)		—		—			(0.19	)		7.44		8.14	(5)		1,729		1.45	(6)(7)		1.01	(6)(7)		5.31	(6)		96
R3		7.08		0.16		0.34			0.50			(0.17	)		—		—			(0.17	)		7.41		7.16	(5)		34		1.91	(6)(7)		1.56	(6)(7)		4.44	(6)		96
R4		7.08		0.17		0.36			0.53			(0.18	)		—		—			(0.18	)		7.43		7.71	(5)		47		1.61	(6)(7)		1.26	(6)(7)		4.76	(6)		96
R5		7.08		0.18		0.31			0.49			(0.34	)		—		—			(0.34	)		7.23		7.23	(5)		11		1.31	(6)(7)		0.96	(6)(7)		5.03	(6)		96
Y		7.05		0.19		0.36			0.55			(0.19	)		—		—			(0.19	)		7.41		8.09	(5)		88,727		1.21	(6)(7)		0.91	(6)(7)		5.44	(6)		96
For the Year Ended October 31, 2015
A	$	9.00	$	0.36	$	(1.87	)	$	(1.51	)	$	—		$	—	$	(0.40	)	$	(0.40	)	$	7.09		(17.13	)%	$	5,827		1.53	%		1.25	%		4.56	%		122	%
C		8.99		0.32		(1.90	)		(1.58	)		—			—		(0.33	)		(0.33	)		7.08		(17.81	)		1,289		2.29			2.00			3.99			122
I		8.98		0.38		(1.87	)		(1.49	)		—			—		(0.42	)		(0.42	)		7.07		(16.95	)		3,716		1.18			0.97			4.57			122
R3		8.99		0.34		(1.88	)		(1.54	)		—			—		(0.37	)		(0.37	)		7.08		(17.40	)		1,688		1.81			1.55			4.33			122
R4		8.99		0.37		(1.88	)		(1.51	)		—			—		(0.40	)		(0.40	)		7.08		(17.14	)		1,741		1.51			1.25			4.63			122
R5		8.99		0.39		(1.88	)		(1.49	)		—			—		(0.42	)		(0.42	)		7.08		(16.89	)		1,726		1.21			0.95			4.93			122
Y		8.96		0.40		(1.89	)		(1.49	)		—			—		(0.42	)		(0.42	)		7.05		(16.90	)		177,798		1.11			0.90			5.02			122

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

281

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Emerging Markets Local Debt Fund (continued)
For the Year Ended October 31, 2014
A	$	9.51	$	0.42	$	(0.52	)	$	(0.10	)	$	(0.04	)	$	(0.01	)	$	(0.36	)	$	(0.41	)	$	9.00		(1.10	)%	$	9,792		1.47	%		1.25	%		4.57	%		144	%
C		9.50		0.35		(0.52	)		(0.17	)		(0.03	)		(0.01	)		(0.30	)		(0.34	)		8.99		(1.85	)		3,208		2.23			2.00			3.78			144
I		9.50		0.44		(0.52	)		(0.08	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.98		(0.91	)		43,683		1.19			0.98			4.78			144
R3		9.50		0.39		(0.52	)		(0.13	)		(0.03	)		(0.01	)		(0.34	)		(0.38	)		8.99		(1.38	)		2,041		1.81			1.55			4.23			144
R4		9.50		0.42		(0.52	)		(0.10	)		(0.04	)		(0.01	)		(0.36	)		(0.41	)		8.99		(1.09	)		2,101		1.51			1.25			4.53			144
R5		9.51		0.45		(0.53	)		(0.08	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.99		(0.89	)		2,078		1.20			0.95			4.83			144
Y		9.47		0.45		(0.52	)		(0.07	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.96		(0.74	)		257,218		1.11			0.90			4.86			144
For the Year Ended October 31, 2013
A	$	10.02	$	0.41	$	(0.47	)	$	(0.06	)	$	(0.39	)	$	(0.06	)	$	—		$	(0.45	)	$	9.51		(0.70	)%	$	24,773		1.49	%		1.25	%		4.16	%		95	%
C		10.01		0.34		(0.47	)		(0.13	)		(0.32	)		(0.06	)		—			(0.38	)		9.50		(1.40	)		6,280		2.22			1.99			3.43			95
I		10.01		0.43		(0.47	)		(0.04	)		(0.41	)		(0.06	)		—			(0.47	)		9.50		(0.45	)		33,259		1.25			1.00			4.41			95
R3		10.01		0.38		(0.47	)		(0.09	)		(0.36	)		(0.06	)		—			(0.42	)		9.50		(1.01	)		2,097		1.84			1.55			3.86			95
R4		10.01		0.41		(0.47	)		(0.06	)		(0.39	)		(0.06	)		—			(0.45	)		9.50		(0.71	)		2,165		1.54			1.25			4.16			95
R5		10.01		0.44		(0.46	)		(0.02	)		(0.42	)		(0.06	)		—			(0.48	)		9.51		(0.31	)		2,095		1.24			0.95			4.46			95
Y		9.98		0.44		(0.47	)		(0.03	)		(0.42	)		(0.06	)		—			(0.48	)		9.47		(0.36	)		178,911		1.14			0.90			4.50			95
For the Year Ended October 31, 2012
A	$	9.24	$	0.37	$	0.71		$	1.08		$	(0.30	)	$	—		$	—		$	(0.30	)	$	10.02		11.96	%	$	20,430		1.65	%		1.24	%		3.96	%		99	%
C		9.24		0.30		0.70			1.00			(0.23	)		—			—			(0.23	)		10.01		11.03			3,846		2.38			1.97			3.22			99
I		9.23		0.40		0.71			1.11			(0.33	)		—			—			(0.33	)		10.01		12.28			23,655		1.37			0.96			4.27			99
R3		9.24		0.34		0.70			1.04			(0.27	)		—			—			(0.27	)		10.01		11.48			2,112		2.02			1.55			3.65			99
R4		9.24		0.37		0.70			1.07			(0.30	)		—			—			(0.30	)		10.01		11.81			2,094		1.72			1.25			3.95			99
R5		9.24		0.40		0.70			1.10			(0.33	)		—			—			(0.33	)		10.01		12.15			2,103		1.42			0.95			4.25			99
Y		9.21		0.41		0.69			1.10			(0.33	)		—			—			(0.33	)		9.98		12.25			75,221		1.31			0.90			4.37			99
For the Period Ended October 31, 2011(9)
A(10)	$	10.00	$	0.14	$	(0.77	)	$	(0.63	)	$	(0.11	)	$	—		$	(0.02	)	$	(0.13	)	$	9.24		(6.37	)%(5)	$	17,895		1.66	%(6)		1.20	%(6)		3.77	%(6)		61	%(5)
C(10)		10.00		0.11		(0.77	)		(0.66	)		(0.08	)		—			(0.02	)		(0.10	)		9.24		(6.64	)(5)		4,178		2.40	(6)		1.94	(6)		3.00	(6)		61	(5)
I(10)		10.00		0.14		(0.77	)		(0.63	)		(0.12	)		—			(0.02	)		(0.14	)		9.23		(6.37	)(5)		8,900		1.52	(6)		1.00	(6)		3.86	(6)		61	(5)
R3(10)		10.00		0.14		(0.79	)		(0.65	)		(0.09	)		—			(0.02	)		(0.11	)		9.24		(6.50	)(5)		1,888		2.05	(6)		1.55	(6)		3.48	(6)		61	(5)
R4(10)		10.00		0.15		(0.78	)		(0.63	)		(0.11	)		—			(0.02	)		(0.13	)		9.24		(6.39	)(5)		1,872		1.75	(6)		1.25	(6)		3.78	(6)		61	(5)
R5(10)		10.00		0.16		(0.78	)		(0.62	)		(0.12	)		—			(0.02	)		(0.14	)		9.24		(6.28	)(5)		1,874		1.45	(6)		0.95	(6)		4.08	(6)		61	(5)
Y(10)		10.00		0.15		(0.80	)		(0.65	)		(0.12	)		—			(0.02	)		(0.14	)		9.21		(6.56	)(5)		13,397		1.36	(6)		0.90	(6)		4.13	(6)		61	(5)
The Hartford Floating Rate Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	8.41	$	0.18	$	(0.09	)	$	0.09		$	(0.17	)	$	—		$	—		$	(0.17	)	$	8.33		1.20	%(5)	$	940,231		1.02	%(6)(7)		1.01	%(6)(7)(11)		4.43	%(6)		15	%
B		8.40		0.15		(0.10	)		0.05			(0.14	)		—			—			(0.14	)		8.31		0.70	(5)		5,509		1.92	(6)(7)		1.76	(6)(7)(11)		3.67	(6)		15
C		8.40		0.15		(0.09	)		0.06			(0.15	)		—			—			(0.15	)		8.31		0.71	(5)		1,267,228		1.74	(6)(7)		1.74	(6)(7)(11)		3.70	(6)		15
I		8.42		0.19		(0.08	)		0.11			(0.19	)		—			—			(0.19	)		8.34		1.33	(5)		1,369,787		0.74	(6)(7)		0.74	(6)(7)(11)		4.69	(6)		15
R3		8.43		0.17		(0.08	)		0.09			(0.17	)		—			—			(0.17	)		8.35		1.08	(5)		12,085		1.38	(6)(7)		1.26	(6)(7)(11)		4.18	(6)		15
R4		8.40		0.18		(0.09	)		0.09			(0.17	)		—			—			(0.17	)		8.32		1.20	(5)		8,776		1.07	(6)(7)		1.01	(6)(7)(11)		4.43	(6)		15
R5		8.41		0.19		(0.09	)		0.10			(0.19	)		—			—			(0.19	)		8.32		1.23	(5)		2,566		0.80	(6)(7)		0.71	(6)(7)(11)		4.72	(6)		15
Y		8.40		0.19		(0.09	)		0.10			(0.19	)		—			—			(0.19	)		8.31		1.25	(5)		296,652		0.66	(6)(7)		0.66	(6)(7)(11)		4.76	(6)		15

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

282

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains		Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Floating Rate Fund (continued)
For the Year Ended October 31, 2015
A	$	8.88	$	0.36	$	(0.46	)	$	(0.10	)	$	(0.33	)	$	—	$	(0.04	)	$	(0.37	)	$	8.41		(1.20	)%	$	1,109,960		0.98	%		0.98	%		4.19	%		30	%
B		8.86		0.30		(0.46	)		(0.16	)		(0.27	)		—		(0.03	)		(0.30	)		8.40		(1.85	)		7,942		1.84			1.75			3.42			30
C		8.86		0.30		(0.46	)		(0.16	)		(0.27	)		—		(0.03	)		(0.30	)		8.40		(1.94	)		1,463,472		1.73			1.73			3.44			30
I		8.89		0.39		(0.47	)		(0.08	)		(0.35	)		—		(0.04	)		(0.39	)		8.42		(0.92	)		1,698,313		0.71			0.71			4.45			30
R3		8.89		0.34		(0.46	)		(0.12	)		(0.31	)		—		(0.03	)		(0.34	)		8.43		(1.46	)		13,707		1.37			1.25			3.92			30
R4		8.87		0.36		(0.47	)		(0.11	)		(0.32	)		—		(0.04	)		(0.36	)		8.40		(1.22	)		9,264		1.06			1.00			4.16			30
R5		8.87		0.39		(0.46	)		(0.07	)		(0.35	)		—		(0.04	)		(0.39	)		8.41		(0.81	)		2,818		0.78			0.70			4.46			30
Y		8.86		0.39		(0.46	)		(0.07	)		(0.35	)		—		(0.04	)		(0.39	)		8.40		(0.76	)		398,751		0.65			0.65			4.51			30
For the Year Ended October 31, 2014
A	$	9.01	$	0.34	$	(0.13	)	$	0.21		$	(0.34	)	$	—	$	—		$	(0.34	)	$	8.88		2.35	%	$	1,459,463		0.96	%		0.96	%		3.80	%		75	%
B		9.00		0.27		(0.14	)		0.13			(0.27	)		—		—			(0.27	)		8.86		1.44			18,681		1.81			1.75			3.01			75
C		9.00		0.28		(0.14	)		0.14			(0.28	)		—		—			(0.28	)		8.86		1.48			1,900,141		1.71			1.71			3.06			75
I		9.02		0.37		(0.13	)		0.24			(0.37	)		—		—			(0.37	)		8.89		2.62			2,325,212		0.70			0.70			4.08			75
R3		9.03		0.32		(0.14	)		0.18			(0.32	)		—		—			(0.32	)		8.89		1.94			17,970		1.35			1.25			3.52			75
R4		9.01		0.34		(0.14	)		0.20			(0.34	)		—		—			(0.34	)		8.87		2.20			11,663		1.05			1.00			3.77			75
R5		9.01		0.37		(0.14	)		0.23			(0.37	)		—		—			(0.37	)		8.87		2.50			3,753		0.77			0.70			4.07			75
Y		9.00		0.37		(0.14	)		0.23			(0.37	)		—		—			(0.37	)		8.86		2.57			413,511		0.64			0.64			4.13			75
For the Year Ended October 31, 2013
A	$	8.93	$	0.36	$	0.09		$	0.45		$	(0.37	)	$	—	$	—		$	(0.37	)	$	9.01		5.08	%	$	2,064,701		0.96	%		0.96	%		4.04	%		78	%
B		8.92		0.29		0.09			0.38			(0.30	)		—		—			(0.30	)		9.00		4.27			30,017		1.80			1.75			3.28			78
C		8.92		0.30		0.08			0.38			(0.30	)		—		—			(0.30	)		9.00		4.31			2,195,858		1.71			1.71			3.30			78
I		8.94		0.39		0.08			0.47			(0.39	)		—		—			(0.39	)		9.02		5.35			2,772,328		0.70			0.70			4.29			78
R3		8.95		0.34		0.08			0.42			(0.34	)		—		—			(0.34	)		9.03		4.77			18,334		1.36			1.25			3.76			78
R4		8.92		0.36		0.09			0.45			(0.36	)		—		—			(0.36	)		9.01		5.17			13,255		1.04			1.00			4.01			78
R5		8.93		0.39		0.08			0.47			(0.39	)		—		—			(0.39	)		9.01		5.36			3,942		0.76			0.70			4.33			78
Y		8.92		0.39		0.09			0.48			(0.40	)		—		—			(0.40	)		9.00		5.43			79,142		0.64			0.64			4.39			78
For the Year Ended October 31, 2012(9)
A	$	8.64	$	0.43	$	0.29		$	0.72		$	(0.43	)	$	—	$	—		$	(0.43	)	$	8.93		8.48	%	$	1,784,029		0.98	%		0.98	%		4.85	%		60	%
B		8.63		0.36		0.29			0.65			(0.36	)		—		—			(0.36	)		8.92		7.66			35,026		1.80			1.75			4.08			60
C		8.63		0.36		0.29			0.65			(0.36	)		—		—			(0.36	)		8.92		7.69			2,031,516		1.72			1.72			4.10			60
I		8.65		0.45		0.29			0.74			(0.45	)		—		—			(0.45	)		8.94		8.74			1,817,957		0.73			0.73			5.10			60
R3		8.66		0.40		0.29			0.69			(0.40	)		—		—			(0.40	)		8.95		8.17			13,889		1.37			1.25			4.57			60
R4		8.63		0.42		0.29			0.71			(0.42	)		—		—			(0.42	)		8.92		8.47			11,283		1.06			1.00			4.80			60
R5		8.64		0.45		0.29			0.74			(0.45	)		—		—			(0.45	)		8.93		8.78			11,820		0.76			0.70			5.12			60
Y		8.63		0.45		0.29			0.74			(0.45	)		—		—			(0.45	)		8.92		8.85			75,994		0.65			0.65			5.18			60
For the Year Ended October 31, 2011(9)
A	$	8.81	$	0.42	$	(0.16	)	$	0.26		$	(0.43	)	$	—	$	—		$	(0.43	)	$	8.64		2.91	%	$	1,972,548		0.97	%		0.97	%		4.79	%		96	%
B		8.81		0.35		(0.17	)		0.18			(0.36	)		—		—			(0.36	)		8.63		2.00			41,006		1.79			1.75			4.01			96
C		8.81		0.36		(0.18	)		0.18			(0.36	)		—		—			(0.36	)		8.63		2.03			2,106,199		1.72			1.72			4.05			96
I		8.82		0.45		(0.17	)		0.28			(0.45	)		—		—			(0.45	)		8.65		3.16			1,568,922		0.72			0.72			5.03			96
R3		8.83		0.40		(0.17	)		0.23			(0.40	)		—		—			(0.40	)		8.66		2.62			11,257		1.37			1.25			4.52			96
R4		8.81		0.42		(0.18	)		0.24			(0.42	)		—		—			(0.42	)		8.63		2.76			6,048		1.06			1.00			4.78			96
R5		8.82		0.44		(0.17	)		0.27			(0.45	)		—		—			(0.45	)		8.64		3.07			7,882		0.75			0.70			5.04			96
Y		8.80		0.45		(0.17	)		0.28			(0.45	)		—		—			(0.45	)		8.63		3.24			115,997		0.65			0.65			5.11			96

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

283

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Floating Rate High Income Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	9.59	$	0.26	$	(0.13	)	$	0.13		$	(0.25	)	$	—		$	—		$	(0.25	)	$	9.47		1.49	%(5)	$	112,217		1.15	%(6)(7)		1.06	%(6)(7)(12)		5.75	%(6)		24	%
C		9.60		0.23		(0.14	)		0.09			(0.22	)		—			—			(0.22	)		9.47		1.01	(5)		84,797		1.90	(6)(7)		1.81	(6)(7)(12)		5.01	(6)		24
I		9.60		0.28		(0.14	)		0.14			(0.26	)		—			—			(0.26	)		9.48		1.62	(5)		93,673		0.91	(6)(7)		0.81	(6)(7)(12)		5.99	(6)		24
R3		9.58		0.25		(0.13	)		0.12			(0.24	)		—			—			(0.24	)		9.46		1.35	(5)		308		1.53	(6)(7)		1.36	(6)(7)(12)		5.43	(6)		24
R4		9.58		0.26		(0.13	)		0.13			(0.26	)		—			—			(0.26	)		9.45		1.44	(5)		484		1.21	(6)(7)		1.06	(6)(7)(12)		5.61	(5)		24
R5		9.57		0.28		(0.04	)		0.24			(0.36	)		—			—			(0.36	)		9.45		2.71	(5)		393		0.91	(6)(7)		0.76	(6)(7)(12)		5.80	(6)		24
Y		9.57		0.28		(0.13	)		0.15			(0.27	)		—			—			(0.27	)		9.45		1.64	(5)		3,014		0.80	(6)(7)		0.76	(6)(7)(12)		6.05	(6)		24
For the Year Ended October 31, 2015
A	$	10.54	$	0.51	$	(0.81	)	$	(0.30	)	$	(0.41	)	$	(0.15	)	$	(0.09	)	$	(0.65	)	$	9.59		(3.00	)%	$	134,991		1.11	%		1.05	%		5.06	%		55	%
C		10.54		0.43		(0.79	)		(0.36	)		(0.35	)		(0.15	)		(0.08	)		(0.58	)		9.60		(3.63	)		99,723		1.88			1.80			4.31			55
I		10.55		0.53		(0.80	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.60		(2.75	)		148,276		0.86			0.80			5.30			55
R3		10.52		0.48		(0.80	)		(0.32	)		(0.39	)		(0.15	)		(0.08	)		(0.62	)		9.58		(3.21	)		807		1.48			1.35			4.73			55
R4		10.52		0.51		(0.80	)		(0.29	)		(0.41	)		(0.15	)		(0.09	)		(0.65	)		9.58		(2.91	)		2,889		1.18			1.05			5.06			55
R5		10.52		0.54		(0.81	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.57		(2.63	)		2,823		0.88			0.75			5.35			55
Y		10.52		0.54		(0.81	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.57		(2.72	)		4,989		0.77			0.75			5.33			55
For the Year Ended October 31, 2014
A	$	10.70	$	0.47	$	(0.13	)	$	0.34		$	(0.47	)	$	(0.03	)	$	—		$	(0.50	)	$	10.54		3.23	%	$	191,162		1.10	%		1.05	%		4.35	%		100	%
C		10.70		0.39		(0.13	)		0.26			(0.39	)		(0.03	)		—			(0.42	)		10.54		2.47			118,465		1.87			1.80			3.61			100
I		10.71		0.50		(0.14	)		0.36			(0.49	)		(0.03	)		—			(0.52	)		10.55		3.49			207,458		0.84			0.80			4.62			100
R3		10.68		0.43		(0.13	)		0.30			(0.43	)		(0.03	)		—			(0.46	)		10.52		2.93			2,886		1.48			1.35			4.06			100
R4		10.68		0.47		(0.13	)		0.34			(0.47	)		(0.03	)		—			(0.50	)		10.52		3.24			3,015		1.18			1.05			4.35			100
R5		10.68		0.50		(0.13	)		0.37			(0.50	)		(0.03	)		—			(0.53	)		10.52		3.45			2,515		0.88			0.75			4.65			100
Y		10.68		0.50		(0.13	)		0.37			(0.50	)		(0.03	)		—			(0.53	)		10.52		3.55			13,269		0.78			0.75			4.66			100
For the Year Ended October 31, 2013
A	$	10.60	$	0.48	$	0.22		$	0.70		$	(0.50	)	$	(0.10	)	$	—		$	(0.60	)	$	10.70		6.78	%	$	163,631		1.13	%		1.05	%		4.53	%		59	%
C		10.60		0.40		0.22			0.62			(0.42	)		(0.10	)		—			(0.52	)		10.70		5.98			89,287		1.88			1.80			3.78			59
I		10.60		0.50		0.23			0.73			(0.52	)		(0.10	)		—			(0.62	)		10.71		7.15			119,549		0.84			0.80			4.73			59
R3		10.58		0.46		0.21			0.67			(0.47	)		(0.10	)		—			(0.57	)		10.68		6.47			2,560		1.50			1.35			4.32			59
R4		10.58		0.49		0.21			0.70			(0.50	)		(0.10	)		—			(0.60	)		10.68		6.79			2,642		1.19			1.05			4.62			59
R5		10.58		0.52		0.21			0.73			(0.53	)		(0.10	)		—			(0.63	)		10.68		7.11			2,427		0.89			0.75			4.93			59
Y		10.58		0.52		0.21			0.73			(0.53	)		(0.10	)		—			(0.63	)		10.68		7.11			10,907		0.80			0.75			4.92			59
For the Year Ended October 31, 2012
A	$	10.20	$	0.62	$	0.42		$	1.04		$	(0.64	)	$	—		$	—		$	(0.64	)	$	10.60		10.54	%	$	46,387		1.31	%		1.04	%		5.93	%		67	%
C		10.20		0.54		0.42			0.96			(0.56	)		—			—			(0.56	)		10.60		9.70			24,263		2.05			1.78			5.18			67
I		10.20		0.65		0.42			1.07			(0.67	)		—			—			(0.67	)		10.60		10.80			15,072		1.05			0.78			6.23			67
R3		10.20		0.61		0.38			0.99			(0.61	)		—			—			(0.61	)		10.58		9.98			2,252		1.72			1.35			5.85			67
R4		10.20		0.64		0.38			1.02			(0.64	)		—			—			(0.64	)		10.58		10.31			2,292		1.42			1.05			6.15			67
R5		10.20		0.67		0.38			1.05			(0.67	)		—			—			(0.67	)		10.58		10.64			2,264		1.12			0.75			6.45			67
Y		10.20		0.67		0.38			1.05			(0.67	)		—			—			(0.67	)		10.58		10.64			10,181		1.02			0.75			6.45			67
For the Year Ended October 31, 2011
A(13)	$	10.00	$	0.03	$	0.20		$	0.23		$	(0.03	)	$	—		$	—		$	(0.03	)	$	10.20		2.25	%(5)	$	6,855		1.29	%(6)		1.00	%(6)		4.72	%(6)		—	%(5)
C(13)		10.00		0.03		0.19			0.22			(0.02	)		—			—			(0.02	)		10.20		2.19	(5)		3,101		2.07	(6)		1.78	(6)		4.21	(6)		—	(5)
I(13)		10.00		0.04		0.19			0.23			(0.03	)		—			—			(0.03	)		10.20		2.28	(5)		2,611		1.05	(6)		0.76	(6)		5.10	(6)		—	(5)
R3(13)		10.00		0.03		0.19			0.22			(0.02	)		—			—			(0.02	)		10.20		2.22	(5)		2,044		1.74	(6)		1.35	(6)		4.25	(6)		—	(5)
R4(13)		10.00		0.03		0.20			0.23			(0.03	)		—			—			(0.03	)		10.20		2.25	(5)		2,044		1.44	(6)		1.05	(6)		4.55	(6)		—	(5)
R5(13)		10.00		0.04		0.19			0.23			(0.03	)		—			—			(0.03	)		10.20		2.28	(5)		2,045		1.14	(6)		0.75	(6)		4.85	(6)		—	(5)
Y(13)		10.00		0.04		0.19			0.23			(0.03	)		—			—			(0.03	)		10.20		2.27	(5)		9,195		1.04	(6)		0.75	(6)		4.85	(6)		—	(5)

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

284

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains		Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford High Yield Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	7.14	$	0.17	$	(0.06	)	$	0.11		$	(0.17	)	$	—	$	—		$	(0.17	)	$	7.08		1.61	%(5)	$	226,145		1.21	%(6)(7)		1.06	%(6)(7)(14)		4.94	%(6)		25	%
B		7.10		0.14		(0.06	)		0.08			(0.14	)		—		—			(0.14	)		7.04		1.23	(5)		2,290		2.15	(6)(7)		1.81	(6)(7)(14)		4.19	(6)		25
C		7.12		0.14		(0.06	)		0.08			(0.14	)		—		—			(0.14	)		7.06		1.23	(5)		60,601		1.88	(6)(7)		1.81	(6)(7)(14)		4.19	(6)		25
I		7.18		0.18		(0.06	)		0.12			(0.18	)		—		—			(0.18	)		7.12		1.74	(5)		31,312		0.86	(6)(7)		0.81	(6)(7)(14)		5.11	(6)		25
R3		7.14		0.16		(0.06	)		0.10			(0.16	)		—		—			(0.16	)		7.08		1.46	(5)		2,879		1.49	(6)(7)		1.36	(6)(7)(14)		4.65	(6)		25
R4		7.15		0.17		(0.06	)		0.11			(0.17	)		—		—			(0.17	)		7.09		1.61	(5)		1,289		1.19	(6)(7)		1.06	(6)(7)(14)		4.94	(6)		25
R5		7.14		0.18		(0.06	)		0.12			(0.18	)		—		—			(0.18	)		7.08		1.76	(5)		547		0.89	(6)(7)		0.76	(6)(7)(14)		5.23	(6)		25
Y		7.13		0.18		(0.06	)		0.12			(0.18	)		—		—			(0.18	)		7.07		1.79	(5)		8,192		0.76	(6)(7)		0.71	(6)(7)(14)		5.29	(6)		25
For the Year Ended October 31, 2015
A	$	7.68	$	0.35	$	(0.54	)	$	(0.19	)	$	(0.35	)	$	—	$	—	(15)	$	(0.35	)	$	7.14		(2.52	)%	$	245,946		1.16	%		1.05	%		4.64	%		40	%
B		7.64		0.30		(0.55	)		(0.25	)		(0.29	)		—		—	(15)		(0.29	)		7.10		(3.27	)		3,274		2.06			1.80			3.99			40
C		7.65		0.30		(0.54	)		(0.24	)		(0.29	)		—		—	(15)		(0.29	)		7.12		(3.13	)		67,854		1.84			1.80			4.00			40
I		7.72		0.37		(0.54	)		(0.17	)		(0.37	)		—		—	(15)		(0.37	)		7.18		(2.25	)		30,492		0.84			0.80			4.99			40
R3		7.68		0.33		(0.54	)		(0.21	)		(0.33	)		—		—	(15)		(0.33	)		7.14		(2.81	)		2,178		1.48			1.35			4.45			40
R4		7.68		0.35		(0.53	)		(0.18	)		(0.35	)		—		—	(15)		(0.35	)		7.15		(2.38	)		1,377		1.17			1.05			4.75			40
R5		7.68		0.37		(0.54	)		(0.17	)		(0.37	)		—		—	(15)		(0.37	)		7.14		(2.22	)		489		0.86			0.75			5.05			40
Y		7.67		0.38		(0.54	)		(0.16	)		(0.38	)		—		—	(15)		(0.38	)		7.13		(2.18	)		7,728		0.74			0.70			5.10			40
For the Year Ended October 31, 2014
A	$	7.66	$	0.38	$	0.02		$	0.40		$	(0.38	)	$	—	$	—		$	(0.38	)	$	7.68		5.35	%	$	262,960		1.14	%		1.05	%		4.90	%		54	%
B		7.62		0.32		0.02			0.34			(0.32	)		—		—			(0.32	)		7.64		4.60			5,683		2.02			1.80			4.17			54
C		7.63		0.32		0.02			0.34			(0.32	)		—		—			(0.32	)		7.65		4.60			95,449		1.83			1.80			4.15			54
I		7.70		0.40		0.03			0.43			(0.41	)		—		—			(0.41	)		7.72		5.60			46,691		0.81			0.78			5.17			54
R3		7.65		0.36		0.03			0.39			(0.36	)		—		—			(0.36	)		7.68		5.18			2,487		1.47			1.35			4.60			54
R4		7.66		0.38		0.03			0.41			(0.39	)		—		—			(0.39	)		7.68		5.35			1,367		1.16			1.05			4.91			54
R5		7.65		0.40		0.04			0.44			(0.41	)		—		—			(0.41	)		7.68		5.81			522		0.85			0.75			5.21			54
Y		7.65		0.41		0.01			0.42			(0.40	)		—		—			(0.40	)		7.67		5.73			8,415		0.73			0.70			5.25			54
For the Year Ended October 31, 2013
A	$	7.53	$	0.40	$	0.14		$	0.54		$	(0.41	)	$	—	$	—		$	(0.41	)	$	7.66		7.33	%	$	295,950		1.15	%		1.05	%		5.29	%		58	%
B		7.50		0.34		0.13			0.47			(0.35	)		—		—			(0.35	)		7.62		6.43			8,242		1.99			1.80			4.54			58
C		7.51		0.34		0.13			0.47			(0.35	)		—		—			(0.35	)		7.63		6.42			105,204		1.81			1.80			4.54			58
I		7.57		0.42		0.14			0.56			(0.43	)		—		—			(0.43	)		7.70		7.56			65,060		0.81			0.79			5.54			58
R3		7.53		0.38		0.13			0.51			(0.39	)		—		—			(0.39	)		7.65		6.87			2,872		1.47			1.35			4.96			58
R4		7.54		0.40		0.13			0.53			(0.41	)		—		—			(0.41	)		7.66		7.18			1,323		1.14			1.05			5.30			58
R5		7.53		0.42		0.13			0.55			(0.43	)		—		—			(0.43	)		7.65		7.51			609		0.84			0.75			5.57			58
Y		7.53		0.43		0.13			0.56			(0.44	)		—		—			(0.44	)		7.65		7.57			8,599		0.72			0.70			5.65			58
For the Year Ended October 31, 2012(9)
A	$	7.20	$	0.44	$	0.33		$	0.77		$	(0.44	)	$	—	$	—		$	(0.44	)	$	7.53		11.00	%	$	365,718		1.12	%		1.05	%		5.97	%		138	%
B		7.17		0.38		0.33			0.71			(0.38	)		—		—			(0.38	)		7.50		10.24			10,990		2.00			1.80			5.28			138
C		7.18		0.38		0.33			0.71			(0.38	)		—		—			(0.38	)		7.51		10.23			103,639		1.82			1.79			5.24			138
I		7.23		0.46		0.34			0.80			(0.46	)		—		—			(0.46	)		7.57		11.39			64,195		0.83			0.80			6.24			138
R3		7.20		0.42		0.33			0.75			(0.42	)		—		—			(0.42	)		7.53		10.68			1,934		1.49			1.35			5.65			138
R4		7.20		0.44		0.34			0.78			(0.44	)		—		—			(0.44	)		7.54		11.15			1,191		1.16			1.05			5.85			138
R5		7.20		0.46		0.33			0.79			(0.46	)		—		—			(0.46	)		7.53		11.34			431		0.86			0.75			6.25			138
Y		7.19		0.47		0.33			0.80			(0.46	)		—		—			(0.46	)		7.53		11.55			15,468		0.73			0.70			6.39			138

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

285

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)			Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford High Yield Fund (continued)
For the Year Ended October 31, 2011(9)
A	$	7.37	$	0.53		$	(0.17	)	$	0.36		$	(0.53	)	$	—		$	—	$	(0.53	)	$	7.20		4.95	%	$	280,568		1.14	%		1.05	%		7.19	%		117	%
B		7.34		0.48			(0.17	)		0.31			(0.48	)		—			—		(0.48	)		7.17		4.19			13,007		1.99			1.80			6.45			117
C		7.35		0.47			(0.16	)		0.31			(0.48	)		—			—		(0.48	)		7.18		4.20			102,694		1.83			1.80			6.43			117
I		7.39		0.55			(0.16	)		0.39			(0.55	)		—			—		(0.55	)		7.23		5.36			86,138		0.82			0.79			7.38			117
R3		7.36		0.51			(0.16	)		0.35			(0.51	)		—			—		(0.51	)		7.20		4.79			1,423		1.51			1.35			6.85			117
R4		7.37		0.53			(0.17	)		0.36			(0.53	)		—			—		(0.53	)		7.20		4.95			483		1.19			1.05			7.13			117
R5		7.37		0.56			(0.18	)		0.38			(0.55	)		—			—		(0.55	)		7.20		5.27			321		0.84			0.75			7.45			117
Y		7.36		0.57			(0.18	)		0.39			(0.56	)		—			—		(0.56	)		7.19		5.32			20,136		0.73			0.70			7.53			117
The Hartford Inflation Plus Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	10.57	$	(0.04	)	$	0.33		$	0.29		$	—		$	—		$	—	$	—		$	10.86		2.74	%(5)	$	241,129		0.97	%(6)(7)		0.86	%(6)(7)(16)		(0.75	)%(6)		18	%
B		10.18		(0.08	)		0.32			0.24			—			—			—		—			10.42		2.36	(5)		7,679		1.84	(6)(7)		1.61	(6)(7)(16)		(1.55	)(6)		18
C		10.17		(0.08	)		0.32			0.24			—			—			—		—			10.41		2.36	(5)		160,300		1.69	(6)(7)		1.61	(6)(7)(16)		(1.51	)(6)		18
I		10.73		(0.03	)		0.34			0.31			—			—			—		—			11.04		2.89	(5)		60,678		0.76	(6)(7)		0.61	(6)(7)(16)		(0.49	)(6)		18
R3		10.40		(0.06	)		0.33			0.27			—			—			—		—			10.67		2.60	(5)		58,659		1.27	(6)(7)		1.21	(6)(7)(16)		(1.09	)(6)		18
R4		10.56		(0.04	)		0.33			0.29			—			—			—		—			10.85		2.75	(5)		16,770		0.97	(6)(7)		0.91	(6)(7)(16)		(0.81	)(6)		18
R5		10.71		(0.03	)		0.33			0.30			—			—			—		—			11.01		2.80	(5)		3,018		0.69	(6)(7)		0.61	(6)(7)(16)		(0.56	)(6)		18
Y		10.75		(0.03	)		0.35			0.32			—			—			—		—			11.07		2.98	(5)		99,152		0.56	(6)(7)		0.56	(6)(7)(16)		(0.54	)(6)		18
For the Year Ended October 31, 2015
A	$	10.79	$	(0.04	)	$	(0.17	)	$	(0.21	)	$	(0.01	)	$	—		$	—	$	(0.01	)	$	10.57		(1.99	)%	$	257,100		0.94	%		0.85	%		(0.34	)%		155	%
B		10.47		(0.13	)		(0.16	)		(0.29	)		—			—			—		—			10.18		(2.75	)		10,385		1.78			1.60			(1.22	)		155
C		10.47		(0.12	)		(0.18	)		(0.30	)		—			—			—		—			10.17		(2.84	)		178,363		1.66			1.60			(1.13	)		155
I		10.94		(0.02	)		(0.18	)		(0.20	)		(0.01	)		—			—		(0.01	)		10.73		(1.85	)		63,658		0.73			0.60			(0.18	)		155
R3		10.66		(0.06	)		(0.20	)		(0.26	)		—			—			—		—			10.40		(2.40	)		61,292		1.25			1.20			(0.60	)		155
R4		10.79		(0.03	)		(0.19	)		(0.22	)		(0.01	)		—			—		(0.01	)		10.56		(2.08	)		19,243		0.95			0.90			(0.30	)		155
R5		10.91		(0.01	)		(0.18	)		(0.19	)		(0.01	)		—			—		(0.01	)		10.71		(1.77	)		3,757		0.66			0.60			(0.12	)		155
Y		10.95		0.00			(0.19	)		(0.19	)		(0.01	)		—			—		(0.01	)		10.75		(1.76	)		197,882		0.54			0.54			0.03			155
For the Year Ended October 31, 2014
A	$	11.32	$	0.05		$	(0.10	)	$	(0.05	)	$	(0.07	)	$	(0.41	)	$	—	$	(0.48	)	$	10.79		(0.43	)%	$	339,993		0.92	%		0.85	%		0.48	%		108	%
B		11.05		(0.04	)		(0.09	)		(0.13	)		(0.04	)		(0.41	)		—		(0.45	)		10.47		(1.16	)		16,784		1.74			1.60			(0.35	)		108
C		11.05		(0.04	)		(0.09	)		(0.13	)		(0.04	)		(0.41	)		—		(0.45	)		10.47		(1.16	)		240,647		1.63			1.60			(0.33	)		108
I		11.45		0.06			(0.08	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.94		(0.16	)		91,095		0.67			0.60			0.58			108
R3		11.21		0.02			(0.11	)		(0.09	)		(0.05	)		(0.41	)		—		(0.46	)		10.66		(0.74	)		69,577		1.23			1.20			0.19			108
R4		11.33		0.05			(0.12	)		(0.07	)		(0.06	)		(0.41	)		—		(0.47	)		10.79		(0.54	)		22,639		0.92			0.90			0.43			108
R5		11.42		0.09			(0.11	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.91		(0.16	)		5,119		0.64			0.60			0.79			108
Y		11.46		0.09			(0.11	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.95		(0.13	)		231,771		0.52			0.52			0.84			108
For the Year Ended October 31, 2013
A	$	12.65	$	0.04		$	(0.91	)	$	(0.87	)	$	(0.04	)	$	(0.42	)	$	—	$	(0.46	)	$	11.32		(7.15	)%	$	507,889		0.88	%		0.85	%		0.34	%		82	%
B		12.44		(0.05	)		(0.90	)		(0.95	)		(0.02	)		(0.42	)		—		(0.44	)		11.05		(7.88	)		28,633		1.69			1.60			(0.43	)		82
C		12.43		(0.05	)		(0.89	)		(0.94	)		(0.02	)		(0.42	)		—		(0.44	)		11.05		(7.81	)		375,906		1.60			1.60			(0.42	)		82
I		12.76		0.06			(0.91	)		(0.85	)		(0.04	)		(0.42	)		—		(0.46	)		11.45		(6.88	)		124,329		0.65			0.60			0.51			82
R3		12.57		—			(0.91	)		(0.91	)		(0.03	)		(0.42	)		—		(0.45	)		11.21		(7.49	)		73,380		1.22			1.20			0.01			82
R4		12.66		0.04			(0.91	)		(0.87	)		(0.04	)		(0.42	)		—		(0.46	)		11.33		(7.15	)		29,584		0.91			0.90			0.30			82
R5		12.73		0.08			(0.93	)		(0.85	)		(0.04	)		(0.42	)		—		(0.46	)		11.42		(6.90	)		6,219		0.63			0.60			0.69			82
Y		12.76		0.07			(0.90	)		(0.83	)		(0.05	)		(0.42	)		—		(0.47	)		11.46		(6.79	)		287,361		0.51			0.51			0.60			82

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

286

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)			Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations		Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Inflation Plus Fund (continued)
For the Year Ended October 31, 2012
A	$	12.36	$	0.08		$	0.80		$	0.88	$	(0.07	)	$	(0.52	)	$	—	$	(0.59	)	$	12.65		7.41	%	$	851,003		0.86	%		0.85	%		0.69	%		102	%
B		12.22		(0.01	)		0.79			0.78		(0.04	)		(0.52	)		—		(0.56	)		12.44		6.65			53,262		1.66			1.60			(0.11	)		102
C		12.21		(0.01	)		0.79			0.78		(0.04	)		(0.52	)		—		(0.56	)		12.43		6.66			717,899		1.59			1.59			(0.04	)		102
I		12.44		0.11			0.81			0.92		(0.08	)		(0.52	)		—		(0.60	)		12.76		7.70			297,985		0.64			0.60			0.91			102
R3		12.31		0.05			0.78			0.83		(0.05	)		(0.52	)		—		(0.57	)		12.57		7.07			94,112		1.21			1.20			0.41			102
R4		12.37		0.08			0.80			0.88		(0.07	)		(0.52	)		—		(0.59	)		12.66		7.39			41,261		0.91			0.90			0.69			102
R5		12.42		0.13			0.78			0.91		(0.08	)		(0.52	)		—		(0.60	)		12.73		7.63			8,096		0.62			0.60			1.05			102
Y		12.44		0.12			0.80			0.92		(0.08	)		(0.52	)		—		(0.60	)		12.76		7.73			378,089		0.50			0.50			0.99			102
For the Year Ended October 31, 2011(9)
A(17)	$	12.27	$	0.35		$	0.58		$	0.93	$	(0.32	)	$	(0.52	)	$	—	$	(0.84	)	$	12.36		8.19	%	$	836,386		0.87	%		0.85	%		2.89	%		232	%
B		12.16		0.26			0.57			0.83		(0.25	)		(0.52	)		—		(0.77	)		12.22		7.35			72,383		1.67			1.60			2.14			232
C		12.15		0.26			0.57			0.83		(0.25	)		(0.52	)		—		(0.77	)		12.21		7.36			678,916		1.60			1.60			2.16			232
I		12.34		0.37			0.59			0.96		(0.34	)		(0.52	)		—		(0.86	)		12.44		8.45			300,497		0.64			0.60			3.19			232
R3		12.23		0.30			0.59			0.89		(0.29	)		(0.52	)		—		(0.81	)		12.31		7.83			65,208		1.22			1.20			2.70			232
R4		12.28		0.34			0.58			0.92		(0.31	)		(0.52	)		—		(0.83	)		12.37		8.14			25,566		0.92			0.90			2.93			232
R5		12.31		0.36			0.61			0.97		(0.34	)		(0.52	)		—		(0.86	)		12.42		8.55			14,764		0.63			0.60			3.69			232
Y		12.33		0.39			0.59			0.98		(0.35	)		(0.52	)		—		(0.87	)		12.44		8.63			299,096		0.51			0.51			3.37			232
Hartford Municipal Income Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	10.09	$	0.11		$	0.25		$	0.36	$	(0.11	)	$	—		$	—	$	(0.11	)	$	10.34		3.55	%(5)	$	5,755		1.46	%(6)(7)		0.70	%(6)(7)(18)		2.10	%(6)		5	%
C		10.09		0.07			0.25			0.32		(0.07	)		—			—		(0.07	)		10.34		3.17	(5)		2,717		2.19	(6)(7)		1.45	(6)(7)(18)		1.36	(6)		5
I		10.09		0.12			0.25			0.37		(0.12	)		—			—		(0.12	)		10.34		3.68	(5)		5,298		1.19	(6)(7)		0.45	(6)(7)(18)		2.35	(6)		5
For the Period Ended October 31, 2015
A(19)	$	10.00	$	0.08		$	0.09		$	0.17	$	(0.08	)	$	—		$	—	$	(0.08	)	$	10.09		1.67	%(5)	$	3,075		1.11	%(6)		0.69	%(6)		1.83	%(6)		21	%
C(19)		10.00		0.04			0.09			0.13		(0.04	)		—			—		(0.04	)		10.09		1.35	(5)		2,533		1.83	(6)		1.44	(6)		1.07	(6)		21
I(19)		10.00		0.09			0.09			0.18		(0.09	)		—			—		(0.09	)		10.09		1.77	(5)		5,107		0.83	(6)		0.44	(6)		2.07	(6)		21
The Hartford Municipal Opportunities Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	8.53	$	0.11		$	0.19		$	0.30	$	(0.11	)	$	—		$	—	$	(0.11	)	$	8.72		3.55	%(5)	$	257,654		0.69	%(6)(7)		0.69	%(6)(7)(20)		2.59	%(6)		5	%
B		8.53		0.08			0.19			0.27		(0.08	)		—			—		(0.08	)		8.72		3.16	(5)		1,701		1.52	(6)(7)		1.45	(6)(7)(20)		1.84	(6)		5
C		8.54		0.08			0.19			0.27		(0.08	)		—			—		(0.08	)		8.73		3.16	(5)		117,633		1.45	(6)(7)		1.45	(6)(7)(20)		1.83	(6)		5
I		8.55		0.12			0.19			0.31		(0.12	)		—			—		(0.12	)		8.74		3.67	(5)		278,800		0.45	(6)(7)		0.45	(6)(7)(20)		2.83	(6)		5
For the Year Ended October 31, 2015
A	$	8.53	$	0.24		$	—		$	0.24	$	(0.24	)	$	—		$	—	$	(0.24	)	$	8.53		2.85	%	$	212,254		0.81	%		0.75	%		2.82	%		21	%
B		8.53		0.18			(0.01	)		0.17		(0.17	)		—			—		(0.17	)		8.53		2.08			2,425		1.63			1.51			2.06			21
C		8.54		0.18			(0.01	)		0.17		(0.17	)		—			—		(0.17	)		8.54		2.08			97,729		1.57			1.51			2.07			21
I		8.55		0.26			—			0.26		(0.26	)		—			—		(0.26	)		8.55		3.10			166,610		0.56			0.50			3.08			21
For the Year Ended October 31, 2014
A	$	8.24	$	0.25		$	0.30		$	0.55	$	(0.26	)	$	—		$	—	$	(0.26	)	$	8.53		6.70	%	$	192,531		0.90	%		0.85	%		3.03	%		29	%
B		8.23		0.19			0.30			0.49		(0.19	)		—			—		(0.19	)		8.53		6.04			3,216		1.72			1.60			2.30			29
C		8.24		0.19			0.30			0.49		(0.19	)		—			—		(0.19	)		8.54		6.03			91,177		1.66			1.60			2.29			29
I		8.25		0.27			0.31			0.58		(0.28	)		—			—		(0.28	)		8.55		7.08			102,341		0.65			0.60			3.26			29

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

287

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains		Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Municipal Opportunities Fund (continued)
For the Year Ended October 31, 2013
A	$	8.66	$	0.29	$	(0.42	)	$	(0.13	)	$	(0.29	)	$	—	$	—	$	(0.29	)	$	8.24		(1.58	)%	$	153,818		0.91	%		0.91	%(21)		3.35	%		37	%
B		8.66		0.22		(0.43	)		(0.21	)		(0.22	)		—		—		(0.22	)		8.23		(2.44	)		4,161		1.72			1.66	(21)		2.60			37
C		8.67		0.22		(0.43	)		(0.21	)		(0.22	)		—		—		(0.22	)		8.24		(2.44	)		86,844		1.66			1.66	(21)		2.60			37
I		8.68		0.31		(0.43	)		(0.12	)		(0.31	)		—		—		(0.31	)		8.25		(1.45	)		58,996		0.66			0.66	(21)		3.60			37
For the Year Ended October 31, 2012(9)
A	$	8.01	$	0.34	$	0.65		$	0.99		$	(0.34	)	$	—	$	—	$	(0.34	)	$	8.66		12.58	%	$	202,931		0.91	%		0.91	%(21)		4.05	%		51	%
B		8.01		0.28		0.65			0.93			(0.28	)		—		—		(0.28	)		8.66		11.75			5,597		1.72			1.66	(21)		3.32			51
C		8.02		0.28		0.65			0.93			(0.28	)		—		—		(0.28	)		8.67		11.73			117,699		1.67			1.66	(21)		3.31			51
I		8.03		0.36		0.65			1.01			(0.36	)		—		—		(0.36	)		8.68		12.83			78,183		0.67			0.66	(21)		4.31			51
For the Year Ended October 31, 2011(9)
A	$	8.47	$	0.44	$	(0.46	)	$	(0.02	)	$	(0.44	)	$	—	$	—	$	(0.44	)	$	8.01		0.03	%	$	177,569		0.94	%		0.93	%(21)		5.58	%		41	%
B		8.47		0.38		(0.46	)		(0.08	)		(0.38	)		—		—		(0.38	)		8.01		(0.72	)		5,739		1.75			1.68	(21)		4.84			41
C		8.48		0.38		(0.46	)		(0.08	)		(0.38	)		—		—		(0.38	)		8.02		(0.72	)		103,439		1.70			1.68	(21)		4.83			41
I		8.49		0.46		(0.46	)		—			(0.46	)		—		—		(0.46	)		8.03		0.28			69,575		0.70			0.68	(21)		5.82			41
The Hartford Municipal Real Return Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	9.16	$	0.13	$	0.14		$	0.27		$	(0.13	)	$	—	$	—	$	(0.13	)	$	9.30		2.99	%(5)	$	105,968		0.76	%(6)(7)		0.70	%(6)(7)(22)		2.89	%(6)		7	%
B		9.07		0.10		0.15			0.25			(0.10	)		—		—		(0.10	)		9.22		2.74	(5)		590		1.60	(6)(7)		1.45	(6)(7)(22)		2.15	(6)		7
C		9.10		0.10		0.15			0.25			(0.10	)		—		—		(0.10	)		9.25		2.73	(5)		27,267		1.51	(6)(7)		1.45	(6)(7)(22)		2.14	(6)		7
I		9.18		0.14		0.15			0.29			(0.14	)		—		—		(0.14	)		9.33		3.23	(5)		18,088		0.53	(6)(7)		0.45	(6)(7)(22)		3.14	(6)		7
Y		9.13		0.14		0.15			0.29			(0.14	)		—		—		(0.14	)		9.28		3.23	(5)		17,877		0.46	(6)(7)		0.45	(6)(7)(22)		3.14	(6)		7
For the Year Ended October 31, 2015
A	$	9.50	$	0.26	$	(0.33	)	$	(0.07	)	$	(0.27	)	$	—	$	—	$	(0.27	)	$	9.16		(0.77	)%	$	106,809		0.88	%		0.74	%		2.85	%		26	%
B		9.41		0.19		(0.33	)		(0.14	)		(0.20	)		—		—		(0.20	)		9.07		(1.54	)		813		1.70			1.50			2.09			26
C		9.45		0.19		(0.34	)		(0.15	)		(0.20	)		—		—		(0.20	)		9.10		(1.63	)		27,452		1.63			1.49			2.10			26
I		9.53		0.29		(0.35	)		(0.06	)		(0.29	)		—		—		(0.29	)		9.18		(0.62	)		15,495		0.65			0.50			3.09			26
Y		9.48		0.29		(0.35	)		(0.06	)		(0.29	)		—		—		(0.29	)		9.13		(0.64	)		18,220		0.58			0.49			3.10			26
For the Year Ended October 31, 2014
A	$	9.27	$	0.27	$	0.23		$	0.50		$	(0.27	)	$	—	$	—	$	(0.27	)	$	9.50		5.46	%	$	115,957		0.90	%		0.85	%		2.89	%		31	%
B		9.19		0.20		0.22			0.42			(0.20	)		—		—		(0.20	)		9.41		4.62			1,497		1.73			1.60			2.15			31
C		9.22		0.20		0.23			0.43			(0.20	)		—		—		(0.20	)		9.45		4.71			32,022		1.64			1.60			2.14			31
I		9.29		0.29		0.25			0.54			(0.30	)		—		—		(0.30	)		9.53		5.82			16,682		0.66			0.60			3.12			31
Y		9.25		0.29		0.23			0.52			(0.29	)		—		—		(0.29	)		9.48		5.74			20,941		0.60			0.60			3.14			31
For the Year Ended October 31, 2013
A	$	9.73	$	0.24	$	(0.46	)	$	(0.22	)	$	(0.24	)	$	—	$	—	$	(0.24	)	$	9.27		(2.30	)%	$	124,008		0.88	%		0.85	%		2.51	%		20	%
B		9.65		0.17		(0.46	)		(0.29	)		(0.17	)		—		—		(0.17	)		9.19		(3.05	)		2,194		1.71			1.60			1.76			20
C		9.68		0.17		(0.46	)		(0.29	)		(0.17	)		—		—		(0.17	)		9.22		(3.05	)		38,185		1.62			1.60			1.76			20
I		9.75		0.26		(0.46	)		(0.20	)		(0.26	)		—		—		(0.26	)		9.29		(2.05	)		12,776		0.64			0.60			2.75			20
Y		9.70		0.26		(0.44	)		(0.18	)		(0.27	)		—		—		(0.27	)		9.25		(1.94	)		22,365		0.58			0.58			2.78			20
For the Year Ended October 31, 2012
A	$	9.20	$	0.27	$	0.54		$	0.81		$	(0.28	)	$	—	$	—	$	(0.28	)	$	9.73		8.87	%	$	157,918		0.87	%		0.85	%		2.89	%		61	%
B		9.13		0.21		0.52			0.73			(0.21	)		—		—		(0.21	)		9.65		8.03			3,497		1.68			1.60			2.18			61
C		9.15		0.20		0.54			0.74			(0.21	)		—		—		(0.21	)		9.68		8.11			49,791		1.62			1.60			2.13			61
I		9.22		0.29		0.54			0.83			(0.30	)		—		—		(0.30	)		9.75		9.12			20,061		0.64			0.60			3.07			61
Y		9.18		0.30		0.52			0.82			(0.30	)		—		—		(0.30	)		9.70		9.08			27,549		0.58			0.58			3.18			61

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

288

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)			Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Municipal Real Return Fund (continued)
For the Year Ended October 31, 2011(9)
A(17)	$	9.50	$	0.41		$	(0.30	)	$	0.11		$	(0.41	)	$	—		$	—	$	(0.41	)	$	9.20		1.28	%	$	137,766		0.90	%		0.85	%		4.52	%		29	%
B		9.43		0.34			(0.30	)		0.04			(0.34	)		—			—		(0.34	)		9.13		0.54			4,565		1.70			1.60			3.75			29
C		9.46		0.34			(0.31	)		0.03			(0.34	)		—			—		(0.34	)		9.15		0.43			43,214		1.64			1.60			3.72			29
I		9.52		0.43			(0.30	)		0.13			(0.43	)		—			—		(0.43	)		9.22		1.53			10,671		0.64			0.60			4.71			29
Y		9.48		0.43			(0.30	)		0.13			(0.43	)		—			—		(0.43	)		9.18		1.54			29,686		0.60			0.60			4.73			29
Hartford Municipal Short Duration Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	10.06	$	0.04		$	0.04		$	0.08		$	(0.04	)	$	—		$	—	$	(0.04	)	$	10.10		0.84	%(5)	$	6,857		1.29	%(6)(7)		0.70	%(6)(7)(23)		0.88	%(6)		4	%
C		10.05		0.01			0.04			0.05			(0.01	)		—			—		(0.01	)		10.09		0.47	(5)		4,127		2.03	(6)(7)		1.45	(6)(7)(23)		0.13	(6)		4
I		10.06		0.06			0.04			0.10			(0.06	)		—			—		(0.06	)		10.10		0.96	(5)		5,504		1.02	(6)(7)		0.45	(6)(7)(23)		1.13	(6)		4
For the Period Ended October 31, 2015
A(19)	$	10.00	$	0.03		$	0.06		$	0.09		$	(0.03	)	$	—		$	—	$	(0.03	)	$	10.06		0.91	%(5)	$	3,993		1.12	%(6)		0.69	%(6)		0.75	%(6)		6	%
C(19)		10.00		—			0.05			0.05			—			—			—		—			10.05		0.53	(5)		3,137		1.82	(6)		1.44	(6)		(0.02	)(6)		6
I(19)		10.00		0.04			0.06			0.10			(0.04	)		—			—		(0.04	)		10.06		1.01	(5)		5,106		0.78	(6)		0.44	(6)		0.97	(6)		6
The Hartford Quality Bond Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	10.19	$	0.06		$	0.16		$	0.22		$	(0.06	)	$	(0.07	)	$	—	$	(0.13	)	$	10.28		2.20	%(5)	$	13,285		1.00	%(6)(7)		0.95	%(6)(7)(24)		1.17	%(6)		49	%
C		10.12		0.02			0.17			0.19			(0.03	)		(0.07	)		—		(0.10	)		10.21		1.84	(5)		3,548		1.75	(6)(7)		1.70	(6)(7)(24)		0.44	(6)		49
I		10.21		0.08			0.16			0.24			(0.08	)		(0.07	)		—		(0.15	)		10.30		2.36	(5)		9,323		0.72	(6)(7)		0.67	(6)(7)(24)		1.56	(6)		49
R3		10.17		0.02			0.23			0.25			(0.09	)		(0.07	)		—		(0.16	)		10.26		2.47	(5)		184		1.37	(6)(7)		1.27	(6)(7)(24)		0.46	(6)		49
R4		10.19		0.04			0.21			0.25			(0.12	)		(0.07	)		—		(0.19	)		10.25		2.49	(5)		24		1.07	(6)(7)		0.97	(6)(7)(24)		0.70	(6)		49
R5		10.21		0.05			0.23			0.28			(0.16	)		(0.07	)		—		(0.23	)		10.26		2.72	(5)		23		0.77	(6)(7)		0.67	(6)(7)(24)		1.00	(6)		49
Y		10.21		0.08			0.16			0.24			(0.08	)		(0.07	)		—		(0.15	)		10.30		2.36	(5)		98,591		0.67	(6)(7)		0.62	(6)(7)(24)		1.58	(6)		49
For the Year Ended October 31, 2015
A	$	10.19	$	0.04		$	0.16		$	0.20		$	(0.05	)	$	(0.15	)	$	—	$	(0.20	)	$	10.19		2.01	%	$	11,513		1.18	%		0.90	%		0.43	%		20	%
C		10.15		(0.03	)		0.16			0.13			(0.01	)		(0.15	)		—		(0.16	)		10.12		1.28			2,453		1.93			1.64			(0.31	)		20
I		10.20		0.07			0.17			0.24			(0.08	)		(0.15	)		—		(0.23	)		10.21		2.37			2,283		0.89			0.61			0.71			20
R3		10.17		0.01			0.16			0.17			(0.02	)		(0.15	)		—		(0.17	)		10.17		1.69			2,082		1.58			1.25			0.07			20
R4		10.19		0.04			0.16			0.20			(0.05	)		(0.15	)		—		(0.20	)		10.19		1.95			2,100		1.28			0.95			0.37			20
R5		10.20		0.07			0.16			0.23			(0.07	)		(0.15	)		—		(0.22	)		10.21		2.32			2,119		0.98			0.65			0.67			20
Y		10.20		0.07			0.17			0.24			(0.08	)		(0.15	)		—		(0.23	)		10.21		2.36			9,547		0.89			0.60			0.72			20
For the Year Ended October 31, 2014
A	$	9.82	$	0.05		$	0.39		$	0.44		$	(0.07	)	$	—		$	—	$	(0.07	)	$	10.19		4.48	%	$	8,568		1.26	%		0.86	%		0.52	%		27	%
C		9.79		(0.02	)		0.39			0.37			(0.01	)		—			—		(0.01	)		10.15		3.75			1,882		2.01			1.61			(0.22	)		27
I		9.82		0.08			0.39			0.47			(0.09	)		—			—		(0.09	)		10.20		4.83			2,119		0.98			0.58			0.81			27
R3		9.80		0.02			0.39			0.41			(0.04	)		—			—		(0.04	)		10.17		4.17			2,048		1.68			1.23			0.17			27
R4		9.81		0.05			0.39			0.44			(0.06	)		—			—		(0.06	)		10.19		4.53			2,060		1.38			0.93			0.47			27
R5		9.82		0.08			0.39			0.47			(0.09	)		—			—		(0.09	)		10.20		4.79			2,072		1.08			0.63			0.77			27
Y		9.82		0.08			0.39			0.47			(0.09	)		(0.00	)		—		(0.09	)		10.20		4.84			9,333		0.98			0.58			0.82			27
For the Year Ended October 31, 2013(25)
A(25)	$	10.00	$	0.05		$	(0.18	)	$	(0.13	)	$	(0.05	)	$	—		$	—	$	(0.05	)	$	9.82		(1.29	)%(5)	$	6,849		1.28	%(6)		0.81	%(6)		0.52	%(6)		83	%(5)
C(25)		10.00		(0.02	)		(0.18	)		(0.20	)		(0.01	)		—			—		(0.01	)		9.79		(1.99	)(5)		2,239		2.03	(6)		1.56	(6)		(0.23	)(6)		83	(5)
I(25)		10.00		0.07			(0.18	)		(0.11	)		(0.07	)		—			—		(0.07	)		9.82		(1.14	)(5)		2,036		1.03	(6)		0.55	(6)		0.76	(6)		83	(5)
R3(25)		10.00		0.01			(0.18	)		(0.17	)		(0.03	)		—			—		(0.03	)		9.80		(1.69	)(5)		1,966		1.72	(6)		1.20	(6)		0.12	(6)		83	(5)
R4(25)		10.00		0.04			(0.18	)		(0.14	)		(0.05	)		—			—		(0.05	)		9.81		(1.43	)(5)		1,972		1.42	(6)		0.90	(6)		0.41	(6)		83	(5)
R5(25)		10.00		0.07			(0.19	)		(0.12	)		(0.06	)		—			—		(0.06	)		9.82		(1.16	)(5)		1,977		1.12	(6)		0.60	(6)		0.71	(6)		83	(5)
Y(25)		10.00		0.07			(0.18	)		(0.11	)		(0.07	)		(0.00	)		—		(0.07	)		9.82		(1.13	)(5)		8,902		1.02	(6)		0.55	(6)		0.76	(6)		83	(5)

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

289

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations		Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Short Duration Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	9.80	$	0.08	$	0.05		$	0.13	$	(0.08	)	$	—		$	—	$	(0.08	)	$	9.85		1.32	%(5)	$	515,225		0.90	%(6)(7)		0.86	%(6)(7)(26)		1.58	%(6)		17	%
B		9.85		0.08		0.05			0.13		(0.08	)		—			—		(0.08	)		9.90		1.32	(5)		3,110		1.06	(6)(7)		0.86	(6)(7)(26)		1.58	(6)		17
C		9.80		0.04		0.04			0.08		(0.04	)		—			—		(0.04	)		9.84		0.85	(5)		124,853		1.60	(6)(7)		1.60	(6)(7)(26)		0.84	(6)		17
I		9.82		0.09		0.04			0.13		(0.09	)		—			—		(0.09	)		9.86		1.38	(5)		168,789		0.55	(6)(7)		0.55	(6)(7)(26)		1.89	(6)		17
R3		9.78		0.06		0.04			0.10		(0.06	)		—			—		(0.06	)		9.82		1.07	(5)		1,194		1.23	(6)(7)		1.16	(6)(7)(26)		1.28	(6)		17
R4		9.79		0.08		0.04			0.12		(0.08	)		—			—		(0.08	)		9.83		1.22	(5)		650		0.93	(6)(7)		0.86	(6)(7)(26)		1.58	(6)		17
R5		9.78		0.09		0.04			0.13		(0.09	)		—			—		(0.09	)		9.82		1.37	(5)		113		0.63	(6)(7)		0.56	(6)(7)(26)		1.88	(6)		17
Y		9.78		0.09		0.05			0.14		(0.10	)		—			—		(0.10	)		9.82		1.41	(5)		48,763		0.50	(6)(7)		0.50	(6)(7)(26)		1.94	(6)		17
For the Year Ended October 31, 2015
A	$	9.91	$	0.15	$	(0.07	)	$	0.08	$	(0.16	)	$	(0.03	)	$	—	$	(0.19	)	$	9.80		0.80	%	$	469,337		0.90	%		0.85	%		1.51	%		31	%
B		9.96		0.16		(0.08	)		0.08		(0.16	)		(0.03	)		—		(0.19	)		9.85		0.80			4,450		1.03			0.85			1.56			31
C		9.91		0.08		(0.07	)		0.01		(0.09	)		(0.03	)		—		(0.12	)		9.80		0.05			120,116		1.60			1.60			0.81			31
I		9.93		0.19		(0.08	)		0.11		(0.19	)		(0.03	)		—		(0.22	)		9.82		1.11			126,578		0.54			0.54			1.87			31
R3		9.88		0.12		(0.06	)		0.06		(0.13	)		(0.03	)		—		(0.16	)		9.78		0.60			1,084		1.23			1.15			1.26			31
R4		9.89		0.15		(0.06	)		0.09		(0.16	)		(0.03	)		—		(0.19	)		9.79		0.90			677		0.92			0.85			1.56			31
R5		9.89		0.18		(0.07	)		0.11		(0.19	)		(0.03	)		—		(0.22	)		9.78		1.10			111		0.62			0.55			1.86			31
Y		9.88		0.19		(0.06	)		0.13		(0.20	)		(0.03	)		—		(0.23	)		9.78		1.25			8,412		0.51			0.51			1.91			31
For the Year Ended October 31, 2014
A	$	9.98	$	0.15	$	(0.03	)	$	0.12	$	(0.15	)	$	(0.04	)	$	—	$	(0.19	)	$	9.91		1.23	%	$	469,415		0.91	%		0.85	%		1.50	%		50	%
B		10.02		0.15		(0.02	)		0.13		(0.15	)		(0.04	)		—		(0.19	)		9.96		1.33			6,510		1.01			0.85			1.51			50
C		9.98		0.08		(0.03	)		0.05		(0.08	)		(0.04	)		—		(0.12	)		9.91		0.48			128,158		1.60			1.60			0.76			50
I		10.00		0.18		(0.03	)		0.15		(0.18	)		(0.04	)		—		(0.22	)		9.93		1.52			208,183		0.55			0.55			1.79			50
R3		9.96		0.12		(0.04	)		0.08		(0.12	)		(0.04	)		—		(0.16	)		9.88		0.84			879		1.23			1.15			1.20			50
R4		9.97		0.15		(0.04	)		0.11		(0.15	)		(0.04	)		—		(0.19	)		9.89		1.14			997		0.92			0.85			1.50			50
R5		9.96		0.18		(0.03	)		0.15		(0.18	)		(0.04	)		—		(0.22	)		9.89		1.54			109		0.61			0.55			1.80			50
Y		9.96		0.18		(0.03	)		0.15		(0.19	)		(0.04	)		—		(0.23	)		9.88		1.49			5,134		0.50			0.50			1.83			50
For the Year Ended October 31, 2013
A	$	10.05	$	0.17	$	(0.05	)	$	0.12	$	(0.17	)	$	(0.02	)	$	—	$	(0.19	)	$	9.98		1.20	%	$	451,357		0.88	%		0.85	%		1.66	%		51	%
B		10.05		0.17		(0.01	)		0.16		(0.17	)		(0.02	)		—		(0.19	)		10.02		1.60			9,589		0.99			0.85			1.67			51
C		10.05		0.09		(0.05	)		0.04		(0.09	)		(0.02	)		—		(0.11	)		9.98		0.44			133,623		1.60			1.60			0.93			51
I		10.07		0.20		(0.05	)		0.15		(0.20	)		(0.02	)		—		(0.22	)		10.00		1.48			105,812		0.57			0.57			1.96			51
R3		10.03		0.13		(0.04	)		0.09		(0.14	)		(0.02	)		—		(0.16	)		9.96		0.90			527		1.23			1.15			1.35			51
R4		10.04		0.17		(0.05	)		0.12		(0.17	)		(0.02	)		—		(0.19	)		9.97		1.20			928		0.92			0.85			1.69			51
R5		10.03		0.20		(0.05	)		0.15		(0.20	)		(0.02	)		—		(0.22	)		9.96		1.51			112		0.61			0.55			1.98			51
Y		10.03		0.20		(0.05	)		0.15		(0.20	)		(0.02	)		—		(0.22	)		9.96		1.55			3,002		0.51			0.51			2.03			51
For the Year Ended October 31, 2012
A	$	9.83	$	0.20	$	0.23		$	0.43	$	(0.21	)	$	—		$	—	$	(0.21	)	$	10.05		4.37	%	$	279,952		0.86	%		0.85	%		2.03	%		61	%
B		9.82		0.20		0.24			0.44		(0.21	)		—			—		(0.21	)		10.05		4.48			7,959		0.97			0.85			2.04			61
C		9.83		0.13		0.22			0.35		(0.13	)		—			—		(0.13	)		10.05		3.60			136,515		1.60			1.60			1.28			61
I		9.84		0.23		0.23			0.46		(0.23	)		—			—		(0.23	)		10.07		4.75			117,449		0.58			0.58			2.30			61
R3		9.81		0.17		0.23			0.40		(0.18	)		—			—		(0.18	)		10.03		4.07			258		1.23			1.15			1.72			61
R4		9.81		0.20		0.24			0.44		(0.21	)		—			—		(0.21	)		10.04		4.48			783		0.93			0.85			2.02			61
R5		9.81		0.23		0.23			0.46		(0.24	)		—			—		(0.24	)		10.03		4.69			106		0.62			0.55			2.33			61
Y		9.80		0.23		0.24			0.47		(0.24	)		—			—		(0.24	)		10.03		4.84			4,967		0.50			0.50			2.34			61

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

290

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Short Duration Fund (continued)
For the Year Ended October 31, 2011(9)
A	$	9.87	$	0.21	$	(0.04	)	$	0.17		$	(0.21	)	$	—		$	—	$	(0.21	)	$	9.83		1.77	%	$	279,232		0.86	%		0.85	%		2.13	%		55	%
B		9.87		0.20		(0.05	)		0.15			(0.20	)		—			—		(0.20	)		9.82		1.54			9,558		1.09			0.98			2.01			55
C		9.87		0.14		(0.04	)		0.10			(0.14	)		—			—		(0.14	)		9.83		1.02			140,933		1.59			1.59			1.39			55
I		9.89		0.24		(0.05	)		0.19			(0.24	)		—			—		(0.24	)		9.84		1.97			88,321		0.56			0.56			2.41			55
R3(13)		9.73		0.01		0.08			0.09			(0.01	)		—			—		(0.01	)		9.81		0.96	(5)		101		1.27	(6)		1.15	(6)		1.70	(6)		55
R4(13)		9.73		0.02		0.08			0.10			(0.02	)		—			—		(0.02	)		9.81		0.98	(5)		101		0.97	(6)		0.85	(6)		1.99	(6)		55
R5(13)		9.73		0.02		0.08			0.10			(0.02	)		—			—		(0.02	)		9.81		1.01	(5)		101		0.67	(6)		0.55	(6)		2.28	(6)		55
Y		9.85		0.24		(0.04	)		0.20			(0.25	)		—			—		(0.25	)		9.80		2.02			230,175		0.51			0.51			2.48			55
The Hartford Strategic Income Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	8.53	$	0.19	$	0.03		$	0.22		$	(0.18	)	$	—		$	—	$	(0.18	)	$	8.57		2.62	%(5)	$	119,185		1.05	%(6)(7)		0.96	%(6)(7)(27)		4.47	%(6)		28	%
B		8.53		0.17		0.05			0.22			(0.16	)		—			—		(0.16	)		8.59		2.47	(5)		3,154		1.41	(6)(7)		1.23	(6)(7)(27)		4.19	(6)		28
C		8.55		0.15		0.03			0.18			(0.14	)		—			—		(0.14	)		8.59		2.22	(5)		76,903		1.76	(6)(7)		1.71	(6)(7)(27)		3.72	(6)		28
I		8.55		0.20		0.04			0.24			(0.19	)		—			—		(0.19	)		8.60		2.74	(5)		25,520		0.75	(6)(7)		0.71	(6)(7)(27)		4.72	(6)		28
R3		8.51		0.17		0.04			0.21			(0.16	)		—			—		(0.16	)		8.56		2.58	(5)		269		1.41	(6)(7)		1.26	(6)(7)(27)		4.17	(6)		28
R4		8.52		0.19		0.04			0.23			(0.18	)		—			—		(0.18	)		8.57		2.63	(5)		209		1.09	(6)(7)		0.96	(6)(7)(27)		4.50	(6)		28
R5		8.52		0.20		0.04			0.24			(0.19	)		—			—		(0.19	)		8.57		2.90	(5)		483		0.76	(6)(7)		0.66	(6)(7)(27)		4.84	(6)		28
R6		8.52		0.21		0.02			0.23			(0.19	)		—			—		(0.19	)		8.56		2.81	(5)		10		0.80	(6)(7)		0.61	(6)(7)(27)		5.07	(6)		28
Y		8.52		0.20		0.03			0.23			(0.19	)		—			—		(0.19	)		8.56		2.81	(5)		182,811		0.65	(6)(7)		0.61	(6)(7)(27)		4.83	(6)		28
For the Year Ended October 31, 2015
A	$	9.30	$	0.37	$	(0.57	)	$	(0.20	)	$	(0.37	)	$	(0.20	)	$	—	$	(0.57	)	$	8.53		(2.23	)%	$	123,510		1.03	%		0.95	%		4.23	%		66	%
B		9.30		0.32		(0.59	)		(0.27	)		(0.30	)		(0.20	)		—		(0.50	)		8.53		(3.00	)		4,019		1.85			1.70			3.60			66
C		9.32		0.32		(0.59	)		(0.27	)		(0.30	)		(0.20	)		—		(0.50	)		8.55		(2.97	)		86,887		1.74			1.70			3.61			66
I		9.33		0.41		(0.60	)		(0.19	)		(0.39	)		(0.20	)		—		(0.59	)		8.55		(1.97	)		29,189		0.73			0.70			4.61			66
R3		9.29		0.35		(0.59	)		(0.24	)		(0.34	)		(0.20	)		—		(0.54	)		8.51		(2.64	)		314		1.41			1.25			4.04			66
R4		9.30		0.38		(0.59	)		(0.21	)		(0.37	)		(0.20	)		—		(0.57	)		8.52		(2.34	)		175		1.08			0.95			4.37			66
R5		9.30		0.41		(0.60	)		(0.19	)		(0.39	)		(0.20	)		—		(0.59	)		8.52		(2.05	)		306		0.75			0.65			4.70			66
R6(28)		9.27		0.41		(0.56	)		(0.15	)		(0.40	)		(0.20	)		—		(0.60	)		8.52		(1.66	)(5)		10		0.69	(6)		0.59	(6)		4.78	(6)		66
Y		9.30		0.41		(0.59	)		(0.18	)		(0.40	)		(0.20	)		—		(0.60	)		8.52		(1.99	)		111,277		0.64			0.60			4.70			66
For the Year Ended October 31, 2014
A	$	9.21	$	0.36	$	0.10		$	0.46		$	(0.37	)	$	—		$	—	$	(0.37	)	$	9.30		5.06	%	$	144,172		1.01	%		0.95	%		3.82	%		71	%
B		9.21		0.29		0.10			0.39			(0.30	)		—			—		(0.30	)		9.30		4.25			6,367		1.82			1.70			3.10			71
C		9.23		0.29		0.10			0.39			(0.30	)		—			—		(0.30	)		9.32		4.26			109,960		1.72			1.69			3.08			71
I		9.24		0.38		0.10			0.48			(0.39	)		—			—		(0.39	)		9.33		5.32			48,809		0.71			0.68			4.09			71
R3		9.21		0.33		0.09			0.42			(0.34	)		—			—		(0.34	)		9.29		4.64			213		1.40			1.25			3.54			71
R4		9.21		0.36		0.10			0.46			(0.37	)		—			—		(0.37	)		9.30		5.06			131		1.05			0.95			3.83			71
R5		9.21		0.38		0.11			0.49			(0.40	)		—			—		(0.40	)		9.30		5.38			120		0.73			0.65			4.10			71
Y		9.20		0.39		0.11			0.50			(0.40	)		—			—		(0.40	)		9.30		5.55			113,356		0.63			0.60			4.25			71
For the Year Ended October 31, 2013
A	$	9.70	$	0.36	$	(0.21	)	$	0.15		$	(0.36	)	$	(0.28	)	$	—	$	(0.64	)	$	9.21		1.67	%	$	160,916		0.99	%		0.95	%		3.93	%		55	%
B		9.70		0.29		(0.21	)		0.08			(0.29	)		(0.28	)		—		(0.57	)		9.21		0.91			9,233		1.79			1.70			3.09			55
C		9.72		0.29		(0.21	)		0.08			(0.29	)		(0.28	)		—		(0.57	)		9.23		0.90			129,507		1.69			1.68			3.07			55
I		9.73		0.37		(0.19	)		0.18			(0.39	)		(0.28	)		—		(0.67	)		9.24		1.93			50,963		0.70			0.69			4.00			55
R3		9.70		0.35		(0.22	)		0.13			(0.34	)		(0.28	)		—		(0.62	)		9.21		1.40			242		1.39			1.25			3.74			55
R4		9.70		0.36		(0.21	)		0.15			(0.36	)		(0.28	)		—		(0.64	)		9.21		1.68			143		1.03			0.95			3.91			55
R5		9.70		0.39		(0.21	)		0.18			(0.39	)		(0.28	)		—		(0.67	)		9.21		1.98			114		0.71			0.65			4.20			55
Y		9.69		0.40		(0.21	)		0.19			(0.40	)		(0.28	)		—		(0.68	)		9.20		2.04			214,550		0.61			0.60			4.30			55

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

291

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Strategic Income Fund (continued)
For the Year Ended October 31, 2012
A	$	9.20	$	0.37	$	0.51		$	0.88		$	(0.35	)	$	(0.03	)	$	—	$	(0.38	)	$	9.70		9.80	%	$	219,909		0.98	%		0.96	%		3.90	%		121	%
B		9.20		0.30		0.51			0.81			(0.28	)		(0.03	)		—		(0.31	)		9.70		8.96			12,461		1.78			1.72			3.17			121
C		9.21		0.30		0.52			0.82			(0.28	)		(0.03	)		—		(0.31	)		9.72		9.11			209,271		1.69			1.69			3.17			121
I		9.22		0.39		0.53			0.92			(0.38	)		(0.03	)		—		(0.41	)		9.73		10.18			104,759		0.70			0.70			4.11			121
R3		9.20		0.33		0.52			0.85			(0.32	)		(0.03	)		—		(0.35	)		9.70		9.47			141		1.34			1.27			3.56			121
R4		9.20		0.36		0.52			0.88			(0.35	)		(0.03	)		—		(0.38	)		9.70		9.79			132		1.02			0.97			3.88			121
R5		9.20		0.39		0.52			0.91			(0.38	)		(0.03	)		—		(0.41	)		9.70		10.12			112		0.71			0.67			4.20			121
Y		9.20		0.36		0.54			0.90			(0.38	)		(0.03	)		—		(0.41	)		9.69		10.08			171,127		0.60			0.60			3.82			121
For the Year Ended October 31, 2011(9)
A	$	9.22	$	0.48	$	(0.01	)	$	0.47		$	(0.49	)	$	—		$	—	$	(0.49	)	$	9.20		5.20	%	$	191,353		0.98	%		0.98	%		5.27	%		156	%
B		9.21		0.41		—			0.41			(0.42	)		—			—		(0.42	)		9.20		4.51			13,259		1.78			1.75			4.52			156
C		9.23		0.42		(0.02	)		0.40			(0.42	)		—			—		(0.42	)		9.21		4.43			183,209		1.71			1.71			4.50			156
I		9.24		0.51		(0.02	)		0.49			(0.51	)		—			—		(0.51	)		9.22		5.47			70,365		0.71			1.71			5.47			156
R3(13)		9.10		0.04		0.08			0.12			(0.02	)		—			—		(0.02	)		9.20		1.34	(5)		101		1.33	(6)		1.30	(6)		5.14	(6)		156
R4(13)		9.10		0.04		0.09			0.13			(0.03	)		—			—		(0.03	)		9.20		1.37	(5)		101		1.03	(6)		1.00	(6)		5.43	(6)		156
R5(13)		9.10		0.04		0.09			0.13			(0.03	)		—			—		(0.03	)		9.20		1.40	(5)		101		0.73	(6)		0.70	(6)		5.72	(6)		156
Y		9.21		0.51		—			0.51			(0.52	)		—			—		(0.52	)		9.20		5.69			6,885		0.63			0.63			5.50			156
The Hartford Total Return Bond Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	10.28	$	0.14	$	0.14		$	0.28		$	(0.14	)	$	(0.02	)	$	—	$	(0.16	)	$	10.40		2.61	%(5)	$	746,745		0.87	%(6)(7)		0.87	%(6)(7)(29)		2.69	%(6)		24	%
B		10.20		0.10		0.14			0.24			(0.10	)		(0.02	)		—		(0.12	)		10.32		2.23	(5)		7,541		1.94	(6)(7)		1.63	(6)(7)(29)		1.91	(6)		24
C		10.30		0.10		0.14			0.24			(0.10	)		(0.02	)		—		(0.12	)		10.42		2.34	(5)		72,601		1.60	(6)(7)		1.60	(6)(7)(29)		1.96	(6)		24
I		10.30		0.15		0.13			0.28			(0.15	)		(0.02	)		—		(0.17	)		10.41		2.77	(5)		25,758		0.55	(6)(7)		0.55	(6)(7)(29)		3.01	(6)		24
R3		10.48		0.12		0.14			0.26			(0.12	)		(0.02	)		—		(0.14	)		10.60		2.43	(5)		5,647		1.17	(6)(7)		1.17	(6)(7)(29)		2.38	(6)		24
R4		10.46		0.14		0.14			0.28			(0.14	)		(0.02	)		—		(0.16	)		10.58		2.70	(5)		15,246		0.85	(6)(7)		0.85	(6)(7)(29)		2.70	(6)		24
R5		10.46		0.15		0.14			0.29			(0.16	)		(0.02	)		—		(0.18	)		10.57		2.75	(5)		1,607		0.56	(6)(7)		0.56	(6)(7)(29)		3.01	(6)		24
R6		10.45		0.15		0.14			0.29			(0.16	)		(0.02	)		—		(0.18	)		10.56		2.75	(5)		10		0.57	(6)(7)		0.49	(6)(7)(29)		3.00	(6)		24
Y		10.45		0.16		0.14			0.30			(0.16	)		(0.02	)		—		(0.18	)		10.57		2.90	(5)		1,066,685		0.45	(6)(7)		0.45	(6)(7)(29)		3.10	(6)		24
For the Year Ended October 31, 2015
A	$	10.71	$	0.23	$	(0.21	)	$	0.02		$	(0.22	)	$	(0.23	)	$	—	$	(0.45	)	$	10.28		0.35	%	$	672,638		0.87	%		0.87	%		2.20	%		57	%
B		10.63		0.15		(0.20	)		(0.05	)		(0.15	)		(0.23	)		—		(0.38	)		10.20		(0.50	)		10,528		1.86			1.62			1.43			57
C		10.72		0.16		(0.20	)		(0.04	)		(0.15	)		(0.23	)		—		(0.38	)		10.30		(0.38	)		67,147		1.59			1.59			1.50			57
I		10.72		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—		(0.49	)		10.30		0.67			23,201		0.56			0.56			2.60			57
R3		10.90		0.21		(0.21	)		—			(0.19	)		(0.23	)		—		(0.42	)		10.48		0.07			6,198		1.16			1.16			1.93			57
R4		10.88		0.24		(0.20	)		0.04			(0.23	)		(0.23	)		—		(0.46	)		10.46		0.39			15,610		0.84			0.84			2.25			57
R5		10.88		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—		(0.49	)		10.46		0.68			1,423		0.55			0.55			2.57			57
R6(28)		10.87		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—		(0.49	)		10.45		0.65	(5)		10		0.50	(6)		0.50	(6)		2.61	(6)		57
Y		10.87		0.28		(0.20	)		0.08			(0.27	)		(0.23	)		—		(0.50	)		10.45		0.79			1,103,177		0.44			0.44			2.67			57
For the Year Ended October 31, 2014
A	$	10.48	$	0.24	$	0.22		$	0.46		$	(0.23	)	$	—		$	—	$	(0.23	)	$	10.71		4.46	%	$	602,306		1.00	%		0.91	%		2.26	%		84	%
B		10.40		0.16		0.22			0.38			(0.15	)		—			—		(0.15	)		10.63		3.72			19,329		1.93			1.65			1.52			84
C		10.49		0.16		0.22			0.38			(0.15	)		—			—		(0.15	)		10.72		3.68			70,539		1.72			1.65			1.51			84
I		10.49		0.27		0.22			0.49			(0.26	)		—			—		(0.26	)		10.72		4.75			11,737		0.67			0.62			2.51			84
R3		10.66		0.21		0.23			0.44			(0.20	)		—			—		(0.20	)		10.90		4.16			6,868		1.28			1.21			1.96			84
R4		10.64		0.24		0.23			0.47			(0.23	)		—			—		(0.23	)		10.88		4.48			16,342		0.96			0.90			2.26			84
R5		10.64		0.27		0.24			0.51			(0.27	)		—			—		(0.27	)		10.88		4.79			978		0.67			0.60			2.55			84
Y		10.63		0.29		0.22			0.51			(0.27	)		—			—		(0.27	)		10.87		4.89			1,003,275		0.56			0.51			2.66			84

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

292

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Total Return Bond Fund (continued)
For the Year Ended October 31, 2013
A	$	11.16	$	0.23	$	(0.32	)	$	(0.09	)	$	(0.26	)	$	(0.33	)	$	—		$	(0.59	)	$	10.48		(0.83	)%	$	586,762		0.99	%		0.95	%		2.15	%		106	%
B		11.08		0.15		(0.32	)		(0.17	)		(0.18	)		(0.33	)		—			(0.51	)		10.40		(1.58	)		31,258		1.88			1.70			1.39			106
C		11.18		0.15		(0.33	)		(0.18	)		(0.18	)		(0.33	)		—			(0.51	)		10.49		(1.66	)		78,034		1.70			1.70			1.40			106
I		11.17		0.26		(0.32	)		(0.06	)		(0.29	)		(0.33	)		—			(0.62	)		10.49		(0.55	)		6,771		0.68			0.68			2.42			106
R3		11.35		0.20		(0.33	)		(0.13	)		(0.23	)		(0.33	)		—			(0.56	)		10.66		(1.21	)		7,655		1.28			1.25			1.85			106
R4		11.33		0.23		(0.33	)		(0.10	)		(0.26	)		(0.33	)		—			(0.59	)		10.64		(0.92	)		15,725		0.96			0.95			2.15			106
R5		11.33		0.26		(0.33	)		(0.07	)		(0.29	)		(0.33	)		—			(0.62	)		10.64		(0.61	)		664		0.67			0.65			2.44			106
Y		11.32		0.28		(0.34	)		(0.06	)		(0.30	)		(0.33	)		—			(0.63	)		10.63		(0.52	)		883,706		0.55			0.55			2.55			106
For the Year Ended October 31, 2012(9)
A	$	10.76	$	0.29	$	0.50		$	0.79		$	(0.34	)	$	(0.05	)	$	—		$	(0.39	)	$	11.16		7.50	%	$	696,383		0.98	%		0.89	%		2.64	%		77	%
B		10.69		0.20		0.50			0.70			(0.26	)		(0.05	)		—			(0.31	)		11.08		6.66			47,026		1.85			1.64			1.90			77
C		10.78		0.21		0.50			0.71			(0.26	)		(0.05	)		—			(0.31	)		11.18		6.70			105,330		1.69			1.63			1.90			77
I		10.77		0.31		0.51			0.82			(0.37	)		(0.05	)		—			(0.42	)		11.17		7.78			11,177		0.68			0.62			2.92			77
R3		10.94		0.26		0.51			0.77			(0.31	)		(0.05	)		—			(0.36	)		11.35		7.14			9,944		1.27			1.19			2.35			77
R4		10.92		0.29		0.51			0.80			(0.34	)		(0.05	)		—			(0.39	)		11.33		7.47			21,940		0.95			0.89			2.65			77
R5		10.92		0.32		0.51			0.83			(0.37	)		(0.05	)		—			(0.42	)		11.33		7.79			1,018		0.66			0.59			2.94			77
Y		10.91		0.33		0.51			0.84			(0.38	)		(0.05	)		—			(0.43	)		11.32		7.91			952,621		0.55			0.49			3.04			77
For the Year Ended October 31, 2011(9)
A	$	10.70	$	0.33	$	0.06		$	0.39		$	(0.33	)	$	—		$	—		$	(0.33	)	$	10.76		3.78	%	$	673,310		0.98	%		0.95	%		3.16	%		131	%
B		10.63		0.25		0.07			0.32			(0.26	)		—			—			(0.26	)		10.69		3.03			54,934		1.85			1.70			2.41			131
C		10.71		0.26		0.07			0.33			(0.26	)		—			—			(0.26	)		10.78		3.10			104,382		1.69			1.69			2.42			131
I		10.70		0.37		0.06			0.43			(0.36	)		—			—			(0.36	)		10.77		4.15			11,973		0.68			0.68			3.45			131
R3		10.87		0.31		0.06			0.37			(0.30	)		—			—			(0.30	)		10.94		3.49			11,922		1.26			1.25			2.85			131
R4		10.85		0.34		0.06			0.40			(0.33	)		—			—			(0.33	)		10.92		3.81			25,330		0.95			0.95			3.16			131
R5		10.85		0.37		0.07			0.44			(0.37	)		—			—			(0.37	)		10.92		4.12			990		0.66			0.66			3.46			131
Y		10.84		0.38		0.07			0.45			(0.38	)		—			—			(0.38	)		10.91		4.23			952,265		0.54			0.54			3.56			131
The Hartford Unconstrained Bond Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	9.65	$	0.18	$	(0.20	)	$	(0.02	)	$	(0.17	)	$	—		$	—		$	(0.17	)	$	9.46		(0.21	)%(5)	$	51,180		1.24	%(6)(7)		1.00	%(6)(7)(30)		3.77	%(6)		16	%
B		9.64		0.14		(0.20	)		(0.06	)		(0.13	)		—			—			(0.13	)		9.45		(0.69	)(5)		844		2.20	(6)(7)		1.75	(6)(7)(30)		3.00	(6)		16
C		9.67		0.14		(0.20	)		(0.06	)		(0.13	)		—			—			(0.13	)		9.48		(0.58	)(5)		11,344		1.92	(6)(7)		1.75	(6)(7)(30)		3.02	(6)		16
I		9.65		0.19		(0.20	)		(0.01	)		(0.18	)		—			—			(0.18	)		9.46		(0.08	)(5)		4,539		0.87	(6)(7)		0.75	(6)(7)(30)		4.06	(6)		16
R3		9.63		0.16		(0.19	)		(0.03	)		(0.15	)		—			—			(0.15	)		9.45		(0.46	)(5)		213		1.50	(6)(7)		1.30	(6)(7)(30)		3.52	(6)		16
R4		9.64		0.18		(0.20	)		(0.02	)		(0.17	)		—			—			(0.17	)		9.45		(0.32	)(5)		440		1.19	(6)(7)		1.00	(6)(7)(30)		3.77	(6)		16
R5		9.63		0.19		(0.20	)		(0.01	)		(0.18	)		—			—			(0.18	)		9.44		(0.17	)(5)		112		0.89	(6)(7)		0.70	(6)(7)(30)		4.08	(6)		16
Y		9.62		0.19		(0.20	)		(0.01	)		(0.18	)		—			—			(0.18	)		9.43		(0.07	)(5)		20,517		0.78	(6)(7)		0.70	(6)(7)(30)		4.07	(6)		16
For the Year Ended October 31, 2015
A	$	10.07	$	0.31	$	(0.44	)	$	(0.13	)	$	(0.28	)	$	—		$	(0.01	)	$	(0.29	)	$	9.65		(1.29	)%	$	56,678		1.17	%		0.99	%		3.14	%		67	%
B		10.06		0.23		(0.43	)		(0.20	)		(0.22	)		—			—	(15)		(0.22	)		9.64		(1.93	)		1,169		2.11			1.74			2.35			67
C		10.09		0.24		(0.44	)		(0.20	)		(0.22	)		—			—	(15)		(0.22	)		9.67		(2.02	)		12,517		1.86			1.74			2.42			67
I		10.07		0.34		(0.44	)		(0.10	)		(0.31	)		—			(0.01	)		(0.32	)		9.65		(1.04	)		4,075		0.81			0.74			3.42			67
R3		10.05		0.28		(0.44	)		(0.16	)		(0.26	)		—			—	(15)		(0.26	)		9.63		(1.49	)		144		1.45			1.29			2.86			67
R4		10.05		0.32		(0.44	)		(0.12	)		(0.28	)		—			(0.01	)		(0.29	)		9.64		(1.20	)		454		1.14			0.99			3.20			67
R5		10.05		0.34		(0.44	)		(0.10	)		(0.31	)		—			(0.01	)		(0.32	)		9.63		(0.90	)		112		0.83			0.69			3.49			67
Y		10.04		0.34		(0.44	)		(0.10	)		(0.31	)		—			(0.01	)		(0.32	)		9.62		(1.01	)		19,916		0.73			0.69			3.50			67

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

293

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations			Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions			Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford Unconstrained Bond Fund (continued)
For the Year Ended October 31, 2014
A	$	10.06	$	0.29	$	0.02		$	0.31		$	(0.26	)	$	—		$	(0.04	)	$	(0.30	)	$	10.07		3.16	%	$	70,192		1.17	%		0.99	%		2.86	%		62	%
B		10.06		0.21		0.02			0.23			(0.20	)		—			(0.03	)		(0.23	)		10.06		2.30			1,974		2.08			1.74			2.12			62
C		10.09		0.21		0.02			0.23			(0.20	)		—			(0.03	)		(0.23	)		10.09		2.29			15,869		1.86			1.74			2.11			62
I		10.07		0.31		0.02			0.33			(0.28	)		—			(0.05	)		(0.33	)		10.07		3.32			5,311		0.77			0.73			3.10			62
R3		10.05		0.26		0.02			0.28			(0.24	)		—			(0.04	)		(0.28	)		10.05		2.76			193		1.46			1.29			2.56			62
R4		10.05		0.29		0.02			0.31			(0.27	)		—			(0.04	)		(0.31	)		10.05		3.07			161		1.15			0.99			2.85			62
R5		10.05		0.32		0.02			0.34			(0.29	)		—			(0.05	)		(0.34	)		10.05		3.37			113		0.85			0.69			3.17			62
Y		10.03		0.32		0.02			0.34			(0.28	)		—			(0.05	)		(0.33	)		10.04		3.48			19,584		0.73			0.69			3.16			62
For the Year Ended October 31, 2013
A	$	10.51	$	0.25	$	(0.41	)	$	(0.16	)	$	(0.29	)	$	—		$	—		$	(0.29	)	$	10.06		(1.54	)%	$	85,062		1.13	%		0.99	%		2.43	%		69	%
B		10.51		0.17		(0.41	)		(0.24	)		(0.21	)		—			—			(0.21	)		10.06		(2.28	)		3,234		2.01			1.74			1.68			69
C		10.53		0.17		(0.40	)		(0.23	)		(0.21	)		—			—			(0.21	)		10.09		(2.18	)		18,711		1.82			1.74			1.67			69
I		10.51		0.28		(0.40	)		(0.12	)		(0.32	)		—			—			(0.32	)		10.07		(1.19	)		1,602		0.76			0.74			2.69			69
R3		10.50		0.22		(0.41	)		(0.19	)		(0.26	)		—			—			(0.26	)		10.05		(1.83	)		179		1.44			1.29			2.17			69
R4		10.50		0.25		(0.41	)		(0.16	)		(0.29	)		—			—			(0.29	)		10.05		(1.54	)		130		1.11			0.99			2.46			69
R5		10.50		0.28		(0.41	)		(0.13	)		(0.32	)		—			—			(0.32	)		10.05		(1.24	)		149		0.82			0.69			2.75			69
Y		10.48		0.29		(0.42	)		(0.13	)		(0.32	)		—			—			(0.32	)		10.03		(1.24	)		17,992		0.71			0.69			2.85			69
For the Year Ended October 31, 2012
A	$	10.06	$	0.37	$	0.47		$	0.84		$	(0.39	)	$	—		$	—		$	(0.39	)	$	10.51		8.47	%	$	120,395		1.09	%		0.77	%		3.59	%		134	%
B		10.05		0.30		0.47			0.77			(0.31	)		—			—			(0.31	)		10.51		7.77			5,187		1.96			1.53			2.92			134
C		10.07		0.29		0.48			0.77			(0.31	)		—			—			(0.31	)		10.53		7.76			29,736		1.79			1.52			2.83			134
I(31)		10.30		0.13		0.21			0.34			(0.13	)		—			—			(0.13	)		10.51		3.35	(5)		1,132		0.83	(6)		0.62	(6)		2.93	(6)		134
R3		10.04		0.33		0.49			0.82			(0.36	)		—			—			(0.36	)		10.50		8.27			141		1.40			1.06			3.20			134
R4		10.04		0.37		0.48			0.85			(0.39	)		—			—			(0.39	)		10.50		8.60			111		1.07			0.77			3.57			134
R5		10.04		0.40		0.48			0.88			(0.42	)		—			—			(0.42	)		10.50		8.92			111		0.77			0.47			3.87			134
Y		10.04		0.48		0.38			0.86			(0.42	)		—			—			(0.42	)		10.48		8.73			115		0.72			0.69			4.70			134
For the Year Ended October 31, 2011(9)
A	$	9.98	$	0.46	$	0.10		$	0.56		$	(0.48	)	$	—		$	—		$	(0.48	)	$	10.06		5.71	%	$	126,654		1.06	%		0.95	%		4.56	%		207	%
B		9.98		0.38		0.09			0.47			(0.40	)		—			—			(0.40	)		10.05		4.82			7,324		1.88			1.70			3.82			207
C		10.00		0.38		0.09			0.47			(0.40	)		—			—			(0.40	)		10.07		4.81			27,057		1.74			1.70			3.80			207
R3(13)		9.89		0.03		0.15			0.18			(0.03	)		—			—			(0.03	)		10.04		1.81	(5)		102		1.34	(6)		1.25	(6)		4.29	(6)		207
R4(13)		9.89		0.04		0.14			0.18			(0.03	)		—			—			(0.03	)		10.04		1.84	(5)		102		1.04	(6)		0.95	(6)		4.58	(6)		207
R5(13)		9.89		0.04		0.15			0.19			(0.04	)		—			—			(0.04	)		10.04		1.87	(5)		102		0.74	(6)		0.65	(6)		4.87	(6)		207
Y		9.97		0.49		0.09			0.58			(0.51	)		—			—			(0.51	)		10.04		5.96			102,134		0.63			0.63			4.90			207
The Hartford World Bond Fund
For the Six-Month Period Ended April 30, 2016 (Unaudited)
A	$	10.47	$	0.05	$	0.06		$	0.11		$	(0.03	)	$	(0.26	)	$	—		$	(0.29	)	$	10.29		1.09	%(5)	$	504,826		1.14	%(6)(7)		1.06	%(6)(7)(32)		1.00	%(6)		89	%
C		10.46		0.01		0.06			0.07			(0.01	)		(0.26	)		—			(0.27	)		10.26		0.66	(5)		173,080		1.78	(6)(7)		1.78	(6)(7)(32)		0.29	(6)		89
I		10.49		0.07		0.04			0.11			(0.04	)		(0.26	)		—			(0.30	)		10.30		1.13	(5)		2,339,629		0.79	(6)(7)		0.79	(6)(7)(32)		1.28	(6)		89
R3		10.48		0.04		0.05			0.09			(0.02	)		(0.26	)		—			(0.28	)		10.29		0.89	(5)		1,080		1.40	(6)(7)		1.36	(6)(7)(32)		0.72	(6)		89
R4		10.48		0.05		0.06			0.11			(0.03	)		(0.26	)		—			(0.29	)		10.30		1.11	(5)		4,733		1.08	(6)(7)		1.06	(6)(7)(32)		1.01	(6)		89
R5		10.48		0.07		0.05			0.12			(0.05	)		(0.26	)		—			(0.31	)		10.29		1.14	(5)		356		0.84	(6)(7)		0.76	(6)(7)(32)		1.32	(6)		89
R6		10.49		0.07		0.06			0.13			(0.05	)		(0.26	)		—			(0.31	)		10.31		1.26	(5)		467		0.71	(6)(7)		0.71	(6)(7)(32)		1.39	(6)		89
Y		10.49		0.07		0.06			0.13			(0.05	)		(0.26	)		—			(0.31	)		10.31		1.27	(5)		488,020		0.68	(6)(7)		0.68	(6)(7)(32)		1.38	(6)		89

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

294

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Inves- tment Income (Loss)		Net Realized and Unrea- lized Gain (Loss) on Inves- tments			Total from Investment Operations		Dividends from Net Investment Income			Distribu- tions from Realized Gains			Distribu- tions		Total Dividends and Distribu- tions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio  Turnover
The Hartford World Bond Fund (continued)
For the Year Ended October 31, 2015
A	$	10.76	$	0.09	$	—		$	0.09	$	(0.38	)	$	—		$	—	$	(0.38	)	$	10.47		0.82	%	$	624,111		1.08	%		1.05	%		0.84	%		99	%
C		10.74		0.01		0.01	(33)		0.02		(0.30	)		—			—		(0.30	)		10.46		0.17			175,560		1.77			1.77			0.13			99
I		10.77		0.12		—			0.12		(0.40	)		—			—		(0.40	)		10.49		1.16			2,283,590		0.77			0.77			1.13			99
R3		10.77		0.06		(0.01	)		0.05		(0.34	)		—			—		(0.34	)		10.48		0.48			810		1.39			1.35			0.55			99
R4		10.78		0.10		(0.02	)		0.08		(0.38	)		—			—		(0.38	)		10.48		0.71			4,850		1.08			1.05			0.98			99
R5		10.76		0.12		—			0.12		(0.40	)		—			—		(0.40	)		10.48		1.19			297		0.83			0.75			1.17			99
R6(28)		10.78		0.14		(0.02	)		0.12		(0.41	)		—			—		(0.41	)		10.49		1.18	(5)		188		0.74	(6)		0.70	(6)		1.32	(6)		99
Y		10.77		0.13		—			0.13		(0.41	)		—			—		(0.41	)		10.49		1.27			634,789		0.67			0.67			1.24			99
For the Year Ended October 31, 2014
A	$	10.63	$	0.12	$	0.17		$	0.29	$	(0.13	)	$	(0.03	)	$	—	$	(0.16	)	$	10.76		2.74	%	$	422,689		1.02	%		0.99	%		1.15	%		140	%
C		10.61		0.04		0.17			0.21		(0.05	)		(0.03	)		—		(0.08	)		10.74		2.00			179,147		1.76			1.73			0.41			140
I		10.64		0.15		0.17			0.32		(0.16	)		(0.03	)		—		(0.19	)		10.77		3.03			1,966,455		0.76			0.74			1.40			140
R3		10.64		0.09		0.17			0.26		(0.10	)		(0.03	)		—		(0.13	)		10.77		2.42			759		1.39			1.32			0.82			140
R4		10.64		0.12		0.18			0.30		(0.13	)		(0.03	)		—		(0.16	)		10.78		2.80			725		1.07			1.02			1.12			140
R5		10.63		0.15		0.17			0.32		(0.16	)		(0.03	)		—		(0.19	)		10.76		3.03			226		0.79			0.70			1.42			140
Y		10.64		0.16		0.17			0.33		(0.17	)		(0.03	)		—		(0.20	)		10.77		3.11			517,167		0.67			0.64			1.50			140
For the Year Ended October 31, 2013
A	$	10.77	$	0.10	$	0.06		$	0.16	$	(0.18	)	$	(0.12	)	$	—	$	(0.30	)	$	10.63		1.47	%	$	481,684		1.03	%		0.93	%		0.95	%		129	%
C		10.76		0.02		0.05			0.07		(0.10	)		(0.12	)		—		(0.22	)		10.61		0.67			177,802		1.77			1.67			0.21			129
I		10.78		0.13		0.05			0.18		(0.20	)		(0.12	)		—		(0.32	)		10.64		1.71			891,048		0.79			0.69			1.19			129
R3		10.78		0.06		0.05			0.11		(0.13	)		(0.12	)		—		(0.25	)		10.64		1.03			519		1.40			1.25			0.60			129
R4		10.78		0.10		0.05			0.15		(0.17	)		(0.12	)		—		(0.29	)		10.64		1.40			976		1.08			0.95			0.92			129
R5		10.77		0.13		0.06			0.19		(0.21	)		(0.12	)		—		(0.33	)		10.63		1.73			372		0.79			0.65			1.18			129
Y		10.78		0.14		0.05			0.19		(0.21	)		(0.12	)		—		(0.33	)		10.64		1.81			340,669		0.68			0.58			1.30			129
For the Year Ended October 31, 2012
A	$	10.32	$	0.10	$	0.59		$	0.69	$	(0.20	)	$	(0.04	)	$	—	$	(0.24	)	$	10.77		6.79	%	$	250,916		1.11	%		0.95	%		0.95	%		191	%
C		10.31		0.02		0.60			0.62		(0.13	)		(0.04	)		—		(0.17	)		10.76		6.12			97,235		1.83			1.67			0.19			191
I		10.32		0.12		0.60			0.72		(0.22	)		(0.04	)		—		(0.26	)		10.78		7.11			421,508		0.86			0.70			1.14			191
R3		10.32		0.09		0.57			0.66		(0.16	)		(0.04	)		—		(0.20	)		10.78		6.51			1,297		1.51			1.25			0.85			191
R4		10.32		0.12		0.57			0.69		(0.19	)		(0.04	)		—		(0.23	)		10.78		6.82			1,345		1.21			0.95			1.15			191
R5		10.32		0.15		0.56			0.71		(0.22	)		(0.04	)		—		(0.26	)		10.77		7.03			1,276		0.91			0.65			1.45			191
Y		10.32		0.12		0.61			0.73		(0.23	)		(0.04	)		—		(0.27	)		10.78		7.18			197,637		0.73			0.57			1.12			191
For the Year Ended October 31, 2011(10)
A	$	10.00	$	0.09	$	0.28		$	0.37	$	(0.05	)	$	—		$	—	$	(0.05	)	$	10.32		3.74	%(5)	$	33,346		1.27	%(6)		0.85	%(6)		1.93	%(6)		50	%(5)
C		10.00		0.05		0.28			0.33		(0.02	)		—			—		(0.02	)		10.31		3.33	(5)		9,175		2.03	(6)		1.61	(6)		1.18	(6)		50	(5)
I		10.00		0.09		0.29			0.38		(0.06	)		—			—		(0.06	)		10.32		3.84	(5)		24,552		1.01	(6)		0.59	(6)		2.10	(6)		50	(5)
R3		10.00		0.07		0.29			0.36		(0.04	)		—			—		(0.04	)		10.32		3.58	(5)		2,071		1.72	(6)		1.25	(6)		1.64	(6)		50	(5)
R4		10.00		0.09		0.28			0.37		(0.05	)		—			—		(0.05	)		10.32		3.70	(5)		2,073		1.42	(6)		0.95	(6)		1.94	(6)		50	(5)
R5		10.00		0.10		0.28			0.38		(0.06	)		—			—		(0.06	)		10.32		3.83	(5)		2,076		1.12	(6)		0.65	(6)		2.24	(6)		50	(5)
Y		10.00		0.10		0.28			0.38		(0.06	)		—			—		(0.06	)		10.32		3.85	(5)		9,344		1.02	(6)		0.60	(6)		2.29	(6)		50	(5)

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.

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

295

Fixed Income Funds

Financial Highlights – (continued)

⁽⁵⁾  Not annualized.

⁽⁶⁾  Annualized.

⁽⁷⁾  Certain non-recurring expenses incurred by the Fund were not annualized for the six-month period ended April 30, 2016.

⁽⁸⁾  Commenced operations on November 29, 2013.

⁽⁹⁾  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

⁽¹⁰⁾  Commenced operations on May 31, 2011.

⁽¹¹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹²⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹³⁾  Commenced operations on September 30, 2011.

⁽¹⁴⁾ Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁵⁾  Included in this amount are tax distributions from capital of less than ($0.01).

⁽¹⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁷⁾  Class L was merged into Class A on August 5, 2011.

⁽¹⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.

⁽¹⁹⁾  Commenced operations on May 29, 2015.

⁽²⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 0.68%, 1.44%, 1.44% and 0.44% for Class A, Class B, Class C and Class I, respectively.

⁽²¹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.90%, 1.65%, 1.65% and 0.65% for Class A, Class B, Class C and Class I, respectively.

⁽²²⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44%, 0.44% and 0.44% for Class A, Class B, Class C, Class I and Class Y, respectively.

⁽²³⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.

⁽²⁴⁾  Excluding the expenses not subject to cap, the ratios would have been 0.93%, 1.68%, 0.65%, 1.25%, 0.95%, 0.65% and 0.60% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²⁵⁾  Commenced operations on November 30, 2012.

⁽²⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.59%, 0.54%, 1.15%, 0.85%, 0.55% and 0.49% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.22%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65%, 0.60% and 0.60% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²⁸⁾  Commenced operations on November 7, 2014.

⁽²⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.86%, 1.62%, 1.59%, 0.54%, 1.16%, 0.84%, 0.55%, 0.48% and 0.44% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽³⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 0.99%, 1.74%, 1.74%, 0.74%, 1.29%, 0.99%, 0.69% and 0.69% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽³¹⁾  Commenced operations on May 25, 2012.

⁽³²⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.78%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽³³⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

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

296

Fixed Income Funds

Notes to Financial Statements

April 30, 2016 (Unaudited)

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-five and four series, respectively, as of April 30, 2016. The financial statements for certain other series of the Companies are presented in separate reports. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

Hartford Duration-Hedged Strategic Income Fund (the “Duration-Hedged Strategic Income Fund”)

The Hartford Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford Unconstrained Bond Fund (the “Unconstrained Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Municipal Real Return Fund (the “Municipal Real Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Local Debt Fund, Floating Rate High Income Fund and World Bond Fund, are diversified open-end management investment companies. Emerging Markets Local Debt Fund, Floating Rate High Income Fund and World Bond Fund are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting under Accounting Standards and Codification Topic 946, “Financial Services – Investment Companies”.

Each of Municipal Income Fund and Municipal Short Duration Fund commenced operations on May 29, 2015. Each Fund offers Class A, Class C, and Class I shares. In addition, each Fund, except Duration-Hedged Strategic Income Fund, Emerging Markets Local Debt Fund, Floating Rate High Income Fund, Municipal Income Fund, Municipal Short Duration Fund, Quality Bond Fund and World Bond Fund offer Class B shares. Additionally, each Fund, except Municipal Income Fund, Municipal Opportunities Fund, Municipal Real Return Fund and Municipal Short Duration Fund, offer Class R3, Class R4 and Class R5 shares. Each Fund offers Class Y shares, except Municipal Income Fund, Municipal Opportunities Fund and Municipal Short Duration Fund. Strategic Income Fund, Total Return Bond Fund and World Bond Fund offer Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class A shares are sold with a front-end sales charge of up to 3.00% for Floating Rate Fund and Floating Rate High Income Fund and up to 2.00% for Short Duration Fund. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from up to 5.00% to zero depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4, R5 and R6 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years.

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No new or additional investments are allowed in Class B shares of each Fund (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in each Fund’s prospectus. Reinstatement privileges with respect to Class B shares are set forth in each Fund’s prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of each Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

The Duration-Hedged Strategic Income Fund, as a “fund of funds,” seeks its investment objective through investment primarily in Class Y shares of Strategic Income Fund (“Affiliated Investment Company”) and may also invest in one or more unaffiliated money market funds (together with the Affiliated Investment Company, the “Underlying Funds”) and other instruments.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The per share net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – Investments in open-end mutual funds are valued at the respective NAV of each Underlying Fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses. The Duration-Hedged Strategic Income Fund generally uses market prices in valuing the remaining portfolio holdings. If market prices are not readily available or are deemed unreliable, the Duration-Hedged Strategic Income Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of The Hartford Mutual Funds, Inc. For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio, except Duration-Hedged Strategic Income Fund, for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent

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pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of OTC options and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

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The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable. Income and capital gain distributions from the Underlying Funds are accrued on the ex-dividend date.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

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g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Duration-Hedged Strategic Income Fund, Emerging Markets Local Debt Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Duration-Hedged Strategic Income Fund, Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

Long-term capital gains distributions received from Underlying Funds, if applicable, are distributed at least annually, when required. Unless shareholders specify otherwise, all dividends and distributions will be automatically reinvested in additional full or fractional shares of Duration-Hedged Strategic Income Fund.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3. Securities and Other Investments:

a) Repurchase Agreements – A repurchase agreement is an agreement by which a counterparty agrees to sell an investment and agrees to repurchase the investment sold from the buyer at a mutually agreed upon time and price. During the period of the repurchase agreement, the counterparty will deposit cash and or securities in a third party custodial account to serve as collateral. At the time a Fund enters into a repurchase agreement, the value of the underlying collateral, including accrued interest, will be equal to or exceed the value of the repurchase agreement. Repurchase agreements expose a Fund to counterparty risk - that is, the risk that the counterparty will not fulfill its obligations. To minimize counterparty risk, the investments that serve to collateralize the repurchase agreement are held by a Fund’s custodian in book entry or physical form in the custodial account of the Fund or in a third party custodial account. Repurchase agreements are valued at cost plus accrued interest, which approximates fair value. Repurchase agreements have master netting arrangements which allow a Fund to offset amounts owed to a counterparty with amounts owed by the counterparty, including any collateral. Upon an event of default under a master repurchase agreement, the nondefaulting party may close out all transactions traded under such agreement and net amounts owed under each transaction to one net amount payable by one party to the other. Absent an event of default, the master repurchase agreement does not result in an offset of reported amounts of assets and liabilities in the Statements of Assets and Liabilities across transactions between a Fund and the applicable counterparty. See each Fund’s Schedule of Investments, if applicable, for outstanding repurchase agreements and related collateral as of April 30, 2016.

b) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid

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pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2016.

c) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2016.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date.

A Fund may enter into “dollar rolls” in which the Fund sells securities and contracts with the same counterparty to repurchase substantially similar securities (for example, same issuer, coupon and maturity) on a specified future date at an agreed upon price. A Fund gives up the right to receive interest paid on the investments sold. The Fund would benefit to the extent of any differences between the price received for the security and the lower forward price for the future purchase. Dollar rolls involve the risk that the market value of the securities that a Fund is required to purchase may decline below the agreed upon repurchase price of those securities. A Fund records dollar roll transactions as purchases and sales and realizes gains and losses on these transactions. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for open dollar roll transactions as of April 30, 2016.

d) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2016.

e) Mortgage Related and Other Asset Backed Securities – Certain Funds may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and

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loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of April 30, 2016.

f) Inflation Indexed Bonds – Certain Funds may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of April 30, 2016.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts are used to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. See each Fund’s Schedule of Investments, if applicable, for outstanding foreign currency contracts as of April 30, 2016.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily at the most recent settlement price reported by an exchange on which, over time, they are traded most extensively, and an appropriate payable or receivable for the change in value (“variation margin”) is recorded by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities; however, a Fund seeks to reduce this risk through the use of an FCM. See each Fund’s Schedule of Investments, if applicable, for outstanding futures contracts as of April 30, 2016.

c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or

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on a specific date. Option contracts are either privately negotiated in the over-the-counter market (“OTC options”) or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will pledge cash or other liquid investments having a value equal to or greater than the fluctuating market value of the option investment or currency. Writing put options increases a Fund’s exposure to the underlying instrument. Writing call options decreases a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options increases a Fund’s exposure to the underlying instrument. Purchasing put options decreases a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into over-the-counter options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

See each Fund’s Schedule of Investments, if applicable, for outstanding option contracts as of April 30, 2016. Transactions involving written option contracts during the six-month period ended April 30, 2016, are summarized below:

The Hartford Emerging Markets Local Debt Fund

Options Activity During the Six-Month Period Ended April 30, 2016

Call Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		11,600,000		$	114,632
Written		22,349,000			392,857
Expired		(6,401,000	)		(58,170	)
Closed		(20,279,000	)		(291,424	)
Exercised		(1,638,000	)		(39,803	)
End of Period		5,631,000		$	118,092
Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		30,801,000		$	350,169
Written		85,555,000			785,905
Expired		(32,660,000	)		(270,160	)
Closed		(44,237,000	)		(528,293	)
Exercised		(9,835,000	)		(71,613	)
End of Period		29,624,000		$	266,008

304

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Hartford Strategic Income Fund

Options Activity During the Six-Month Period Ended April 30, 2016

Call Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		15,610,000		$	229,269
Written		242,315,000			3,053,688
Expired		(81,985,000	)		(967,084	)
Closed		—			—
Exercised		(122,950,000	)		(1,714,552	)
End of Period		52,990,000		$	601,321
Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		15,610,000		$	181,282
Written		246,890,000			2,774,554
Expired		(122,950,000	)		(1,610,642	)
Closed		(3,313,000	)		(91,869	)
Exercised		(81,985,000	)		(775,143	)
End of Period		54,252,000		$	478,182

The Hartford Total Return Bond Fund

Options Activity During the Six-Month Period Ended April 30, 2016

Call Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		605,433,000			1,952,766
Expired		(325,783,000	)		(955,283	)
Closed		—			—
Exercised		(279,650,000	)		(997,483	)
End of Period		—			—
				$	—-
Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		618,906,000			1,829,279
Expired		(279,650,000	)		(794,447	)
Closed		(9,533,000	)		(264,350	)
Exercised		(325,778,000	)		(762,079	)
End of Period		3,945,000		$	8,403

The Hartford Unconstrained Bond Fund

Options Activity During the Six-Month Period Ended April 30, 2016

Call Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		2,115,000		$	31,064
Written		46,250,000			588,612
Expired		(11,210,000	)		(134,117	)
Closed		—			—
Exercised		(25,735,000	)		(358,426	)
End of Period		11,420,000		$	127,133

305

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		2,115,000		$	24,562
Written		47,265,000			539,395
Expired		(25,735,000	)		(339,169	)
Closed		(741,000	)		(20,548	)
Exercised		(11,210,000	)		(101,754	)
End of Period		11,694,000		$	102,486

The Hartford World Bond Fund

Options Activity During the Six-Month Period Ended April 30, 2016

Call Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		23,787,500		$	168,891
Written		116,337,750			1,448,753.00
Expired		(51,536,250.00	)		(191,090.00	)
Closed		—			—
Exercised		—			—
End of Period		88,589,000		$	1,426,554
Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		123,497,596		$	802,163
Written		370,236,250			1,134,705
Expired		(104,130,000	)		(409,151	)
Closed		(224,833,596	)		(852,589	)
Exercised		—			—
End of Period		164,770,250		$	675,128

d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared in a central clearing house (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for

306

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. The Fund is still exposed to the counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage its exposure to the market or certain sectors of the market, to reduce its risk exposure to defaults of corporate and sovereign issuers, or to create exposure to corporate or sovereign issuers to which it is not otherwise exposed. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of six-month period-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. See each Fund’s Schedule of Investments, if applicable, for outstanding credit default swap contracts as of April 30, 2016.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. The value of fixed rate bonds may decrease if interest rates rise. To hedge against this risk and to maintain its ability to generate income at prevailing market rates, a Fund may enter into interest rate swap contracts. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

307

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive. See each Fund’s Schedule of Investments, if applicable, for outstanding interest rate swap contracts as of April 30, 2016.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying referenced securities, indices or commodities. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying securities, indices or commodities and based on a fixed or variable rate. One party would receive payments based on the price appreciation or depreciation of a commodity index, a portion of the index, or a single commodity in exchange for paying to or receiving from the counterparty seller an agreed-upon rate, which can be fixed or variable. A variable rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which are defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. See each Fund’s Schedule of Investments, if applicable, for outstanding total return swap contracts as of April 30, 2016.

Spreadlock Swap Contracts – Certain Funds may invest in spreadlock swap contracts. These contracts involve commitments to pay or receive a settlement amount calculated as the spread difference between two interest rate curves and a fixed spread at a specific forward date determined at the beginning of the contract. Settlement amounts paid or received are recorded as a realized gain or loss on the Statements of Operations at the determination date. See each Fund’s Schedule of Investments, if applicable, for outstanding speadlock swap contracts as of April 30, 2016.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction. See each Fund’s Schedule of Investments, if applicable, for outstanding cross currency swap contracts as of April 30, 2016.

e) Additional Derivative Instrument Information:

Duration-Hedged Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	52,472	$	—	$	—	$	—	$	—	$	—	$	52,472
Total	$	52,472	$	—	$	—	$	—	$	—	$	—	$	52,472
Liabilities:
Unrealized depreciation on futures contracts(1)	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—

308

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(313,654	)	$	—	$	—	$	—	$	—	$	—	$	(313,654	)
Total	$	(313,654	)	$	—	$	—	$	—	$	—	$	—	$	(313,654	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	80,818		$	—	$	—	$	—	$	—	$	—	$	80,818
Total	$	80,818		$	—	$	—	$	—	$	—	$	—	$	80,818

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Short		(74	)

Emerging Markets Local Debt Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	132,738	$	546,702	$	—	$	—	$	—	$	—	$	679,440
Unrealized appreciation on futures contracts(1)		1,900		—		—		—		—		—		1,900
Unrealized appreciation on foreign currency contracts		—		5,165,466		—		—		—		—		5,165,466
Unrealized appreciation on swap contracts(2)		543,360		234,728		—		—		—		—		778,088
Total	$	677,998	$	5,946,896	$	—	$	—	$	—	$	—	$	6,624,894
Liabilities:
Unrealized depreciation on futures contracts(1)	$	446	$	—	$	—	$	—	$	—	$	—	$	446
Unrealized depreciation on foreign currency contracts		—		3,761,823		—		—		—		—		3,761,823
Written options, market value		2,516		545,560		—		—		—		—		548,076
Unrealized depreciation on swap contracts(2)		517,538		266,392		—		—		—		—		783,930
Total	$	520,500	$	4,573,775	$	—	$	—	$	—	$	—	$	5,094,275

309

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	55,337		$	(54,151	)	$	—	$	—	$	—	$	—	$	1,186
Net realized gain (loss) on futures contracts		(106,705	)		—			—		—		—		—		(106,705	)
Net realized gain (loss) on written options contracts		—			224,791			—		—		—		—		224,791
Net realized gain (loss) on swap contracts		(228,519	)		—			—		—		—		—		(228,519	)
Net realized gain (loss) on foreign currency contracts		—			1,259,974			—		—		—		—		1,259,974
Total	$	(279,887	)	$	1,430,614		$	—	$	—	$	—	$	—	$	1,150,727
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(55,690	)	$	106,426		$	—	$	—	$	—	$	—	$	50,736
Net change in unrealized appreciation (depreciation) of futures contracts		20,414			—			—		—		—		—		20,414
Net change in unrealized appreciation (depreciation) of written options contracts		5,919			(233,784	)		—		—		—		—		(227,865	)
Net change in unrealized appreciation (depreciation) of swap contracts		371,496			(31,664	)		—		—		—		—		339,832
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			792,837			—		—		—		—		792,837
Total	$	342,139		$	633,815		$	—	$	—	$	—	$	—	$	975,954

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		6,231,602,667
Futures Contracts Long		14
Futures Contracts Short		(27	)
Written Options Contracts		(34,792,500	)
Swap Contracts	$	28,791,289,059
Foreign Currency Contracts Long	$	164,015,255
Foreign Currency Contracts Short	$	139,387,371

Floating Rate Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	978,165	$	—	$	—	$	—	$	—	$	978,165
Total	$	—	$	978,165	$	—	$	—	$	—	$	—	$	978,165

310

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	2,921,579		$	—	$	—	$	—	$	—	$	2,921,579
Total	$	—	$	2,921,579		$	—	$	—	$	—	$	—	$	2,921,579
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(1,083,853	)	$	—	$	—	$	—	$	—	$	(1,083,853	)
Total	$	—	$	(1,083,853	)	$	—	$	—	$	—	$	—	$	(1,083,853	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Long	$	5,283,284
Foreign Currency Contracts Short	$	104,591,870

Floating Rate High Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	48,335	$	—	$	—	$	—	$	—	$	48,335
Total	$	—	$	48,335	$	—	$	—	$	—	$	—	$	48,335

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	664,784		$	—	$	—	$	—	$	—	$	664,784
Total	$	—	$	664,784		$	—	$	—	$	—	$	—	$	664,784
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(78,896	)	$	—	$	—	$	—	$	—	$	(78,896	)
Total	$	—	$	(78,896	)	$	—	$	—	$	—	$	—	$	(78,896	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Long	$	1,826,971
Foreign Currency Contracts Short	$	10,275,749

311

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

High Yield Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Unrealized appreciation on swap contracts(1)		—		—		195,295		—		—		—		195,295
Total	$	—	$	—	$	195,295	$	—	$	—	$	—	$	195,295
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	87,609	$	—	$	—	$	—	$	—	$	87,609
Total	$	—	$	87,609	$	—	$	—	$	—	$	—	$	87,609

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	—	$	—		$	277,867		$	—	$	—	$	—	$	277,867
Net realized gain (loss) on foreign currency contracts		—		(126,047	)		—			—		—		—		(126,047	)
Total	$	—	$	(126,047	)	$	277,867		$	—	$	—	$	—	$	151,820
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—		$	(161,523	)	$	—	$	—	$	—	$	(161,523	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		(119,235	)		—			—		—		—		(119,235	)
Total	$	—	$	(119,235	)	$	(161,523	)	$	—	$	—	$	—	$	(280,758	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts	$	13,810,950
Foreign Currency Contracts Long	$	550,132
Foreign Currency Contracts Short	$	6,239,705

Inflation Plus Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	66,776	$	—	$	—	$	—	$	—	$	—	$	66,776
Unrealized appreciation on foreign currency contracts		—		233,840		—		—		—		—		233,840
Unrealized appreciation on swap contracts(2)		141,548		—		317,426		—		—		—		458,974
Total	$	208,324	$	233,840	$	317,426	$	—	$	—	$	—	$	759,590
Liabilities:
Unrealized depreciation on futures contracts(1)	$	3,164	$	—	$	—	$	—	$	—	$	—	$	3,164
Unrealized depreciation on foreign currency contracts		—		2,137,908		—		—		—		—		2,137,908
Unrealized depreciation on swap contracts(2)		193,812		—		4,835		—		—		—		198,647
Total	$	196,976	$	2,137,908	$	4,835	$	—	$	—	$	—	$	2,339,719

312

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(97,885	)	$	—		$	—		$	—	$	—	$	—	$	(97,885	)
Net realized gain (loss) on written options contracts		—			—			—			—		—		—		—
Net realized gain (loss) on swap contracts		(257,421	)		—			(473,759	)		—		—		—		(731,180	)
Net realized gain (loss) on foreign currency contracts		—			(753,608	)		—			—		—		—		(753,608	)
Total	$	(355,306	)	$	(753,608	)	$	(473,759	)	$	—	$	—	$	—	$	(1,582,673	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	63,612		$	—		$	—		$	—	$	—	$	—	$	63,612
Net change in unrealized appreciation (depreciation) of written options contracts		—			—			—			—		—		—		—
Net change in unrealized appreciation (depreciation) of swap contracts		641,142			—			504,303			—		—		—		1,145,445
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(1,894,262	)		—			—		—		—		(1,894,262	)
Total	$	704,754		$	(1,894,262	)	$	504,303		$	—	$	—	$	—	$	(685,205	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		537
Futures Contracts Short		(123	)
Swap Contracts	$	103,862,333
Foreign Currency Contracts Long	$	37,791,776
Foreign Currency Contracts Short	$	64,325,099

Municipal Opportunities Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	204,358	$	—	$	—	$	—	$	—	$	—	$	204,358
Total	$	204,358	$	—	$	—	$	—	$	—	$	—	$	204,358
Liabilities:
Unrealized depreciation on futures contracts(1)	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—

313

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(1,121,258	)	$	—	$	—	$	—	$	—	$	—	$	(1,121,258	)
Total	$	(1,121,258	)	$	—	$	—	$	—	$	—	$	—	$	(1,121,258	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	356,386		$	—	$	—	$	—	$	—	$	—	$	356,386
Total	$	356,386		$	—	$	—	$	—	$	—	$	—	$	356,386

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Short		(81	)

Municipal Real Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on swap contracts(1)	$	183,876	$	—	$	—	$	—	$	—	$	—	$	183,876
Total	$	183,876	$	—	$	—	$	—	$	—	$	—	$	183,876
Liabilities:
Unrealized depreciation on swap contracts(1)	$	8,571,930	$	—	$	—	$	—	$	—	$	—	$	8,571,930
Total	$	8,571,930	$	—	$	—	$	—	$	—	$	—	$	8,571,930

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	(1,561,275	)	$	—	$	—	$	—	$	—	$	—	$	(1,561,275	)
Total	$	(1,561,275	)	$	—	$	—	$	—	$	—	$	—	$	(1,561,275	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	1,799,333		$	—	$	—	$	—	$	—	$	—	$	1,799,333
Total	$	1,799,333		$	—	$	—	$	—	$	—	$	—	$	1,799,333

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts	$	134,413,833

314

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Quality Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Unrealized appreciation on futures contracts(1)		9,880		—		—		—		—		—		9,880
Unrealized appreciation on swap contracts(2)		—		—		—		—		—		—		—
Total	$	9,880	$	—	$	—	$	—	$	—	$	—	$	9,880
Liabilities:
Unrealized depreciation on futures contracts(1)	$	43,914	$	—	$	—	$	—	$	—	$	—	$	43,914
Unrealized depreciation on swap contracts(2)		—		—		—		—		—		—		—
Total	$	43,914	$	—	$	—	$	—	$	—	$	—	$	43,914

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	299,131		$	—	$	—	$	—	$	—	$	—	$	299,131
Net realized gain (loss) on written options contracts		(5,564	)		—		—		—		—		—		(5,564	)
Net realized gain (loss) on swap contracts		12,584			—		—		—		—		—		12,584
Total	$	306,151		$	—	$	—	$	—	$	—	$	—	$	306,151
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	1,441		$	—	$	—	$	—	$	—	$	—	$	1,441
Net change in unrealized appreciation (depreciation) of futures contracts		(40,883	)		—		—		—		—		—		(40,883	)
Net change in unrealized appreciation (depreciation) of swap contracts		2,697			—		—		—		—		—		2,697
Total	$	(36,745	)	$	—	$	—	$	—	$	—	$	—	$	(36,745	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		51
Futures Contracts Short		(24	)
Swap Contracts	$	1,900,000

315

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Short Duration Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	320,934	$	—	$	—	$	—	$	—	$	—	$	320,934
Total	$	320,934	$	—	$	—	$	—	$	—	$	—	$	320,934
Liabilities:
Unrealized depreciation on futures contracts(1)	$	69,425	$	—	$	—	$	—	$	—	$	—	$	69,425
Total	$	69,425	$	—	$	—	$	—	$	—	$	—	$	69,425

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(1,764,916	)	$	—	$	—	$	—	$	—	$	—	$	(1,764,916	)
Total	$	(1,764,916	)	$	—	$	—	$	—	$	—	$	—	$	(1,764,916	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	507,675		$	—	$	—	$	—	$	—	$	—	$	507,675
Total	$	507,675		$	—	$	—	$	—	$	—	$	—	$	507,675

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		520
Futures Contracts Short		(842	)

Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	1,019	$	121,942	$	—	$	—	$	—	$	—	$	122,961
Unrealized appreciation on futures contracts(1)		43,967		172,445		—		—		—		—		216,412
Unrealized appreciation on foreign currency contracts		—		1,298,125		—		—		—		—		1,298,125
Unrealized appreciation on swap contracts(2)		65,274		2,869		3,611,108		22,784		—		—		3,702,035
Total	$	110,260	$	1,595,381	$	3,611,108	$	22,784	$	—	$	—	$	5,339,533
Liabilities:
Unrealized depreciation on futures contracts(1)	$	517,168	$	740,579	$	—	$	—	$	—	$	—	$	1,257,747
Unrealized depreciation on foreign currency contracts		—		1,907,715		—		—		—		—		1,907,715
Written options, market value		956,103		1,728		—		—		—		—		957,831
Unrealized depreciation on swap contracts(2)		12,065		72,258		2,373,989		—		—		—		2,458,312
Total	$	1,485,336	$	2,722,280	$	2,373,989	$	—	$	—	$	—	$	6,581,605

316

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts			Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(78,126	)	$	(33,261	)	$	—		$	—	$	—	$	(398	)	$	(111,785	)
Net realized gain (loss) on futures contracts		3,594,474			(119,526	)		—			—		—		—			3,474,948
Net realized gain (loss) on written options contracts		2,577,727			8,369			—			—		—		—			2,586,096
Net realized gain (loss) on swap contracts		(445,023	)		(48,808	)		(1,676,529	)		585,279		—		—			(1,585,081	)
Net realized gain (loss) on foreign currency contracts		—			434,912			—			—		—		—			434,912
Total	$	5,649,052		$	241,686		$	(1,676,529	)	$	585,279	$	—	$	(398	)	$	4,799,090
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	963		$	104,794		$	—		$	—	$	—	$	—		$	105,757
Net change in unrealized appreciation (depreciation) of futures contracts		(484,503	)		(568,134	)		—			—		—		—			(1,052,637	)
Net change in unrealized appreciation (depreciation) of written options contracts		155,914			960			—			—		—		—			156,874
Net change in unrealized appreciation (depreciation) of swap contracts		197,386			(90,055	)		(1,037,442	)		22,784		—		—			(907,327	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			230,561			—			—		—		—			230,561
Total	$	(130,240	)	$	(321,874	)	$	(1,037,442	)	$	22,784	$	—	$	—		$	(1,466,772	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		16,884,503
Futures Contracts Long		1,151
Futures Contracts Short		(638	)
Written Options Contracts		(97,178,400	)
Swap Contracts	$	491,208,135
Foreign Currency Contracts Long	$	50,728,657
Foreign Currency Contracts Short	$	65,223,475

Total Return Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	382,366	$	—	$	—	$	—	$	—	$	382,366
Unrealized appreciation on futures contracts(1)		597,193		—		—		—		—		—		597,193
Unrealized appreciation on foreign currency contracts		—		667,077		—		—		—		—		667,077
Unrealized appreciation on swap contracts(2)		584,418		7,479		5,034,837		—		—		—		5,626,734
Total	$	1,181,611	$	1,056,922	$	5,034,837	$	—	$	—	$	—	$	7,273,370
Liabilities:
Unrealized depreciation on futures contracts(1)	$	1,197,589	$	—	$	—	$	—	$	—	$	—	$	1,197,589
Unrealized depreciation on foreign currency contracts		—		2,487,114		—		—		—		—		2,487,114
Written options, market value		—		5,401		—		—		—		—		5,401
Unrealized depreciation on swap contracts(2)		137,519		211,471		5,430,531		—		—		—		5,779,521
Total	$	1,335,108	$	2,703,986	$	5,430,531	$	—	$	—	$	—	$	9,469,625

317

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(366,181	)	$	152,796		$	—		$	—	$	—	$	—	$	(213,385	)
Net realized gain (loss) on futures contracts		(962,868	)		—			—			—		—		—		(962,868	)
Net realized gain (loss) on written options contracts		1,749,731			24,080			—			—		—		—		1,773,811
Net realized gain (loss) on swap contracts		(1,190,773	)		(150,320	)		(8,248,272	)		—		—		—		(9,589,365	)
Net realized gain (loss) on foreign currency contracts		—			(1,809,927	)		—			—		—		—		(1,809,927	)
Total	$	(770,091	)	$	(1,783,371	)	$	(8,248,272	)	$	—	$	—	$	—	$	(10,801,734	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	24,583		$	(37,092	)	$	—		$	—	$	—	$	—	$	(12,509	)
Net change in unrealized appreciation (depreciation) of futures contracts		(132,649	)		—			—			—		—		—		(132,649	)
Net change in unrealized appreciation (depreciation) of written options contracts		—			3,002			—			—		—		—		3,002
Net change in unrealized appreciation (depreciation) of swap contracts		1,236,232			(270,102	)		2,665,268			—		—		—		3,631,398
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(476,068	)		—			—		—		—		(476,068	)
Total	$	1,128,166		$	(780,260	)	$	2,665,268		$	—	$	—	$	—	$	3,013,174

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		52,192,652
Futures Contracts Long		3,230
Futures Contracts Short		(2,365	)
Written Options Contracts		(303,701,500	)
Swap Contracts	$	597,324,427
Foreign Currency Contracts Long	$	44,233,297
Foreign Currency Contracts Short	$	107,797,804

Unconstrained Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	26,489	$	—	$	—	$	—	$	—	$	26,489
Unrealized appreciation on futures contracts(1)		55,517		—		—		—		—		—		55,517
Unrealized appreciation on foreign currency contracts		—		69,038		—		—		—		—		69,038
Unrealized appreciation on swap contracts(2)		15,647		622		516,980		7,226		—		—		540,475
Total	$	71,164	$	96,149	$	516,980	$	7,226	$	—	$	—	$	691,519
Liabilities:
Unrealized depreciation on futures contracts(1)	$	18,851	$	—	$	—	$	—	$	—	$	—	$	18,851
Unrealized depreciation on foreign currency contracts		—		421,827		—		—		—		—		421,827
Written options, market value		206,051		375		—		—		—		—		206,426
Unrealized depreciation on swap contracts(2)		2,660		15,655		716,426		—		—		—		734,741
Total	$	227,562	$	437,857	$	716,426	$	—	$	—	$	—	$	1,381,845

318

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(33,874	)	$	(27,090	)	$	—		$	—	$	—	$	—	$	(60,964	)
Net realized gain (loss) on futures contracts		(583,105	)		—			—			—		—		—		(583,105	)
Net realized gain (loss) on written options contracts		473,285			1,872			—			—		—		—		475,157
Net realized gain (loss) on swap contracts		(263,355	)		(12,564	)		(865,741	)		222,360		—		—		(919,300	)
Net realized gain (loss) on foreign currency contracts		—			(163,396	)		—			—		—		—		(163,396	)
Total	$	(407,049	)	$	(201,178	)	$	(865,741	)	$	222,360	$	—	$	—	$	(1,251,608	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	1,718		$	29,454		$	—		$	—	$	—	$	—	$	31,172
Net change in unrealized appreciation (depreciation) of futures contracts		31,909			—			—			—		—		—		31,909
Net change in unrealized appreciation (depreciation) of written options contracts		22,984			209			4,769			—		—		—		27,962
Net change in unrealized appreciation (depreciation) of swap contracts		141,543			(20,543	)		(342,866	)		7,226		—		—		(214,640	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(257,921	)		—			—		—		—		(257,921	)
Total	$	198,154		$	(248,801	)	$	(338,097)		$	7,226	$	—	$	—	$	(381,518	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		4,449,667
Futures Contracts Long		52
Futures Contracts Short		(195	)
Written Options Contracts		(18,554,800	)
Swap Contracts	$	89,542,060
Foreign Currency Contracts Long	$	8,128,910
Foreign Currency Contracts Short	$	18,514,270

World Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	490,193	$	2,815,917	$	—	$	—	$	—	$	—	$	3,306,110
Unrealized appreciation on futures contracts(1)		2,344,260		—		—		—		—		—		2,344,260
Unrealized appreciation on foreign currency contracts		—		13,807,751		—		—		—		—		13,807,751
Unrealized appreciation on swap contracts(2)		358,266		—		2,151,297		—		—		—		2,509,563
Total	$	3,192,719	$	16,623,668	$	2,151,297	$	—	$	—	$	—	$	21,967,684
Liabilities:
Unrealized depreciation on futures contracts(1)	$	4,832,779	$	—	$	—	$	—	$	—	$	—	$	4,832,779
Unrealized depreciation on foreign currency contracts		—		27,687,386		—		—		—		—		27,687,386
Written options, market value		73,604		771,762		—		—		—		—		845,366
Unrealized depreciation on swap contracts(2)		1,791,382		—		5,180,115		—		—		—		6,971,497
Total	$	6,697,765	$	28,459,148	$	5,180,115	$	—	$	—	$	—	$	40,337,028

319

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts			Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(788,391	)	$	(1,129,258	)	$	—		$	—	$	—	$	(155,114	)	$	(2,072,763	)
Net realized gain (loss) on futures contracts		(6,943,948	)		—			—			—		—		—			(6,943,948	)
Net realized gain (loss) on written options contracts		122,224			361,723			—			—		—		—			483,947
Net realized gain (loss) on swap contracts		4,097,782			—			(4,835,109	)		—		—		—			(737,327	)
Net realized gain (loss) on foreign currency contracts		—			(11,916,560	)		—			—		—		—			(11,916,560	)
Total	$	(3,512,333	)	$	(12,684,095	)	$	(4,835,109	)	$	—	$	—	$	(155,114	)	$	(21,186,651	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(131,540	)	$	278,789		$	800,101		$	—	$	—	$	—		$	947,350
Net change in unrealized appreciation (depreciation) of futures contracts		(2,510,681	)		—			—			—		—		—			(2,510,681	)
Net change in unrealized appreciation (depreciation) of written options contracts		(6,194	)		1,173,295			(318,204	)		—		—		—			848,897
Net change in unrealized appreciation (depreciation) of swap contracts		(1,585,717	)		—			(1,922,861	)		—		—		—			(3,508,578	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(25,292,499	)		—			—		—		—			(25,292,499	)
Total	$	(4,234,132	)	$	(23,840,415	)	$	(1,440,964	)	$	—	$	—	$	—		$	(29,515,511	)

For the period ended April 30, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		4,290,852,028
Futures Contracts Long		3,459
Futures Contracts Short		(6,555	)
Written Options Contracts		(231,285,433	)
Swap Contracts	$	41,020,165,030
Foreign Currency Contracts Long	$	1,093,026,324
Foreign Currency Contracts Short	$	2,618,284,855

⁽¹⁾  Cumulative appreciation (depreciation) on futures contracts is disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities.

⁽²⁾  Statements of Assets and Liabilities location: Cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, is disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

320

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2016:

Duration-Hedged Strategic Income Fund
Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	52,472	$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		52,472		—
Derivatives not subject to a MNA		(52,472)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Emerging Markets Local Debt Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	5,165,466		$	(3,761,823	)
Futures contracts		1,900			(446	)
Purchased options		679,440			—
Swap contracts		789,304			(795,146	)
Written options		—			(548,076	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		6,636,110			(5,105,491	)
Derivatives not subject to a MNA		(57,619	)		52,756
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	6,578,491		$	(5,052,735)

Emerging Markets Local Debt Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	365,900	$	(287,650	)	$	—	$	—	$	78,250
Barclays		230,124		(230,124	)		—		—		—
BNP Paribas Securities Services		33,579		(33,579	)		—		—		—
Citibank NA		675,164		(319,362	)		—		—		355,802
Credit Agricle		38,899		(38,899	)		—		—		—
Credit Suisse First Boston Corp.		79,877		(79,877	)		—		—		—
Deutsche Bank Securities, Inc.		616,131		(616,131	)		—		—		—
Goldman Sachs & Co.		169,341		(169,341	)		—		—		—
HSBC Bank USA		20,382		(324	)		—		—		20,058
JP Morgan Chase & Co.		2,168,589		(1,421,680	)		—		—		746,909
Morgan Stanley		1,524,414		(865,583	)		—		—		658,831
Nomura International		4,879		—			—		—		4,879
RBC Dominion Securities, Inc.		18,401		—			—		—		18,401
RBS Greenwich Capital		24,991		(4,478	)		—		—		20,513
Societe Generale Group		261		—			—		—		261
Standard Chartered Bank		70,907		(7,292	)		—		—		63,615
State Street Global Markets LLC		420,623		(420,623	)		—		—		—
Toronto-Dominion Bank		82,458		—			—		—		82,458
UBS AG		5,707		(5,707	)		—		—		—
Westpac International		27,864		(27,864	)		—		—		—
Total	$	6,578,491	$	(4,528,514	)	$	—	$	—	$	2,049,977

321

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(287,650	)	$	287,650	$	—	$	—	$	—
Barclays		(342,413	)		230,124		—		—		(112,289	)
BNP Paribas Securities Services		(116,468	)		33,579		—		—		(82,889	)
Citibank NA		(319,362	)		319,362		—		—		—
Credit Agricle		(164,737	)		38,899		—		—		(125,838	)
Credit Suisse First Boston Corp.		(96,765	)		79,877		—		—		(16,888	)
Deutsche Bank Securities, Inc.		(636,732	)		616,131		—		—		(20,601	)
Goldman Sachs & Co.		(268,379	)		169,341		—		—		(99,038	)
HSBC Bank USA		(324	)		324		—		—		—
JP Morgan Chase & Co.		(1,421,680	)		1,421,680		—		—		—
Morgan Stanley		(865,583	)		865,583		—		—		—
RBS Greenwich Capital		(4,478	)		4,478		—		—		—
Standard Chartered Bank		(7,292	)		7,292		—		—		—
State Street Global Markets LLC		(432,433	)		420,623		—		—		(11,810	)
UBS AG		(51,341	)		5,707		—		—		(45,634	)
Westpac International		(37,098	)		27,864		—		—		(9,234	)
Total	$	(5,052,735	)	$	4,528,514	$	—	$	—	$	(524,221	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	—	$	(978,165	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(978,165	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	(978,165	)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(238,992	)	$	—	$	—	$	—	$	(238,992	)
State Street Global Markets LLC		(739,173	)		—		—		—		(739,173	)
Total	$	(978,165	)	$	—	$	—	$	—	$	(978,165	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate High Income Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	—	$	(48,335	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(48,335	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	(48,335	)

322

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(25,866	)	$	—	$	—	$	—	$	(25,866	)
State Street Global Markets LLC		(22,469	)		—		—		—		(22,469	)
Total	$	(48,335	)	$	—	$	—	$	—	$	(48,335	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

High Yield Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	—		$	(87,609	)
Swap contracts		384,364			—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		384,364			(87,609	)
Derivatives not subject to a MNA		(384,364	)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	(87,609	)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
State Street Global Markets LLC	$	(87,609	)	$	—	$	—	$	—	$	(87,609	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Inflation Plus Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	233,840		$	(2,137,908	)
Futures contracts		66,776			(3,164	)
Swap contracts		141,548			(706,147	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		442,164			(2,847,219	)
Derivatives not subject to a MNA		(66,776	)		3,164
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	375,388		$	(2,844,055	)

323

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Inflation Plus Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	212,757		$	(212,757	)	$	—	$	—	$	—
Credit Suisse First Boston Corp.		29,317			—			—		—		29,317
Deutsche Bank Securities, Inc.		77,857			(14,337	)		—		—		63,520
State Street Global Markets LLC		55,457			(55,457	)		—		—		—
Total	$	375,388		$	(282,551	)	$	—	$	—	$	92,837
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(575,250	)	$	212,757		$	—	$	260,000	$	(102,493	)
Barclays		(156,143	)		—			—		—		(156,143	)
Citibank NA		(403,732	)		—			—		112,000		(291,732	)
Credit Suisse International		(15,108	)		—			—		—		(15,108	)
Deutsche Bank Securities, Inc.		(14,337	)		14,337			—		—		—
Goldman Sachs & Co.		(76,372	)		—			—		—		(76,372	)
HSBC Bank USA		(27,449	)		—			—		—		(27,449	)
JP Morgan Chase & Co.		(382,681	)		—			—		—		(382,681	)
Morgan Stanley		(222,905	)		—			—		—		(222,905	)
National Australia Bank Limited		(28,527	)		—			—		—		(28,527	)
State Street Global Markets LLC		(492,595	)		55,457			—		—		(437,138	)
Toronto-Dominion Bank		(423,366	)		—			—		—		(423,366	)
UBS AG		(25,590	)		—			—		—		(25,590	)
Total	$	(2,844,055	)	$	282,551		$	—	$	372,000	$	(2,189,504	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Municipal Opportunities Fund
Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	204,358		$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		204,358			—
Derivatives not subject to a MNA		(204,358	)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

Municipal Real Return Fund
Derivative Financial Instruments:	Assets		Liabilities
Swap contracts	$	183,876	$	(8,571,930	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		183,876		(8,571,930	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	183,876	$	(8,571,930	)

324

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Municipal Real Return Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
BNP Paribas Securities Services	$	40,706	$	(40,706	)	$	—	$	—	$	—
JP Morgan Chase & Co.		143,170		(143,170	)		—		—		—
Total	$	183,876	$	(183,876	)	$	—	$	—	$	—

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(530,795	)	$	—	$	—	$	530,000	$	(795	)
Barclays		(2,727,669	)		—		—		2,727,669		—
BNP Paribas Securities Services		(158,182	)		40,706		—		—		(117,476	)
Citibank NA		(164,864	)		—		—		164,864		—
Deutsche Bank Securities, Inc.		(692,132	)		—		—		692,132		—
JP Morgan Chase & Co.		(774,714	)		143,170		—		631,544		—
Morgan Stanley		(170,525	)		—		—		170,525		—
UBS AG		(3,353,049	)		—		—		3,353,049		—
Total	$	(8,571,930	)	$	183,876	$	—	$	8,269,783	$	(118,271	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Quality Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	9,880		$	(43,914	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		9,880			(43,914	)
Derivatives not subject to a MNA		(9,880	)		43,914
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

Short Duration Fund
Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	320,935		$	(69,425	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		320,935			(69,425	)
Derivatives not subject to a MNA		(320,935	)		69,425
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

325

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Strategic Income Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	1,298,125		$	(1,907,715	)
Futures contracts		216,412			(1,257,747	)
Purchased options		122,961			—
Swap contracts		7,559,066			(8,027,566	)
Written options		—			(957,831	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		9,196,564			(12,150,859	)
Derivatives not subject to a MNA		(1,985,510	)		2,094,733
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	7,211,054		$	(10,056,126	)

Strategic Income Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	627,847	$	(627,847	)	$	—	$	—		$	—
Barclays		141,453		(141,453	)		—		—			—
BNP Paribas Securities Services		13,456		(13,456	)		—		—			—
Citibank NA		237,537		(13,471	)		—		—			224,066
Credit Agricle		169,157		(36,059	)		—		—			133,098
Credit Suisse International		2,169,445		(1,729,857	)		—		—			439,588
Deutsche Bank Securities, Inc.		447,656		(83,901	)		—		(240,000	)		123,755
Goldman Sachs & Co.		681,922		(681,922	)		—		—			—
HSBC Bank USA		1,807		(1,807	)		—		—			—
JP Morgan Chase & Co.		1,183,467		(541,155	)		—		(590,000	)		52,312
Merrill Lynch International		127,028		(127,028	)		—		—			—
Morgan Stanley		714,034		(714,034	)		—		—			—
National Australia Bank Limited		479		(479	)		—		—			—
RBC Dominion Securities, Inc.		3,785		(407	)		—		—			3,378
RBS Greenwich Capital		53,433		(2,010	)		—		—			51,423
Standard Chartered Bank		1,846		(1,846	)		—		—			—
State Street Global Markets LLC		113,193		(113,193	)		—		—			—
Toronto-Dominion Bank		464,142		(4,373	)		—		—			459,769
UBS AG		59,367		(59,367	)		—		—			—
Total	$	7,211,054	$	(4,893,665	)	$	—	$	(830,000	)	$	1,487,389

326

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(1,474,273	)	$	627,847	$	—	$	—	$	(846,426	)
Barclays		(821,423	)		141,453		—		—		(679,970	)
BNP Paribas Securities Services		(1,336,564	)		13,456		—		—		(1,323,108	)
Citibank NA		(13,471	)		13,471		—		—		—
Credit Agricle		(36,059	)		36,059		—		—		—
Credit Suisse First Boston Corp.		(120,415	)		—		—		—		(120,415	)
Credit Suisse International		(1,729,857	)		1,729,857		—		—		—
Deutsche Bank Securities, Inc.		(83,901	)		83,901		—		—		—
Goldman Sachs & Co.		(1,647,155	)		681,922		965,233		—		—
HSBC Bank USA		(10,498	)		1,807		—		—		(8,691	)
JP Morgan Chase & Co.		(541,155	)		541,155		—		—		—
Merrill Lynch International		(646,477	)		127,028		—		390,000		(129,449	)
Morgan Stanley		(938,141	)		714,034		—		—		(224,107	)
National Australia Bank Limited		(4,547	)		479		—		—		(4,068	)
RBC Dominion Securities, Inc.		(407	)		407		—		—		—
RBS Greenwich Capital		(2,010	)		2,010		—		—		—
Standard Chartered Bank		(21,478	)		1,846		—		—		(19,632	)
State Street Global Markets LLC		(510,884	)		113,193		—		—		(397,691	)
Toronto-Dominion Bank		(4,373	)		4,373		—		—		—
UBS AG		(104,798	)		59,367		—		45,431		—
Westpac International		(8,240	)		—		—		—		(8,240	)
Total	$	(10,056,126	)	$	4,893,665	$	965,233	$	435,431	$	(3,761,797	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Total Return Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	667,077		$	(2,487,114	)
Futures contracts		597,193			(1,197,589	)
Purchased options		382,366			—
Swap contracts		16,113,966			(15,829,806	)
Written options		—			(5,401	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		17,760,602			(19,519,910	)
Derivatives not subject to a MNA		(1,582,992	)		3,602,392
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	16,177,610		$	(15,917,518	)

327

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Total Return Bond Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	1,391,123		$	(1,391,123	)	$	—	$	—		$	—
Barclays		3,617,755			(1,444,018	)		—		(2,173,737	)		—
BNP Paribas Securities Services		47,187			—			—		—			47,187
Citibank NA		457,453			(33,603	)		—		(290,000	)		133,850
Credit Suisse International		2,447,391			(2,447,391	)		—		—			—
Deutsche Bank Securities, Inc.		791,341			(64,773	)		—		(560,000	)		166,568
Goldman Sachs & Co.		3,874,723			(3,625,203	)		—		—			249,520
JP Morgan Chase & Co.		396,503			(396,503	)		—		—			—
Merrill Lynch International		311,425			(311,425	)		—		—			—
Morgan Stanley		2,791,643			(2,077,823	)		—		(713,820	)		—
RBC Dominion Securities, Inc.		12,111			—			—		—			12,111
State Street Global Markets LLC		29,342			(29,342	)		—		—			—
UBS AG		9,613			(9,613	)		—		—			—
Total	$	16,177,610		$	(11,830,817	)	$	—	$	(3,737,557	)	$	609,236
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(1,665,921	)	$	1,391,123		$	—	$	—		$	(274,798	)
Barclays		(1,444,018	)		1,444,018			—		—			—
Citibank NA		(33,603	)		33,603			—		—			—
Credit Agricle		(14,281	)		—			—		—			(14,281	)
Credit Suisse First Boston Corp.		(330,660	)		—			—		255,000			(75,660	)
Credit Suisse International		(3,168,996	)		2,447,391			—		—			(721,605	)
Deutsche Bank Securities, Inc.		(64,773	)		64,773			—		—			—
Goldman Sachs & Co.		(3,625,203	)		3,625,203			—		—			—
HSBC Bank USA		(14,915	)		—			—		—			(14,915	)
JP Morgan Chase & Co.		(899,163	)		396,503			—		—			(502,660	)
Merrill Lynch International		(2,014,501	)		311,425			—		30,000			(1,673,076	)
Morgan Stanley		(2,077,823	)		2,077,823			—		—			—
Standard Chartered Bank		(162,490	)		—			—		—			(162,490	)
State Street Global Markets LLC		(245,465	)		29,342			—		—			(216,123	)
UBS AG		(119,395	)		9,613			—		—			(109,782	)
Westpac International		(36,311	)		—			—		—			(36,311	)
Total	$	(15,917,518	)	$	11,830,817		$	—	$	285,000		$	(3,801,701	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

328

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Unconstrained Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	69,038		$	(421,827	)
Futures contracts		55,517			(18,851	)
Purchased options		26,489			—
Swap contracts		1,823,382			(2,058,604	)
Written options		—			(206,426	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,974,426			(2,705,708	)
Derivatives not subject to a MNA		(94,393	)		399,897
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,880,033		$	(2,305,811	)

Unconstrained Bond Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	158,810	$	(158,810	)	$	—	$	—		$	—
Barclays		167,445		(167,445	)		—		—			—
BNP Paribas Securities Services		2,931		(2,931	)		—		—			—
Citibank NA		5,781		(3,816	)		—		—			1,965
Credit Suisse International		387,115		(292,670	)		—		—			94,445
Deutsche Bank Securities, Inc.		112,660		(17,099	)		—		(55,000	)		40,561
Goldman Sachs & Co.		277,911		(277,911	)		—		—			—
HSBC Bank USA		142		(142	)		—		—			—
JP Morgan Chase & Co.		293,663		(73,019	)		—		(120,000	)		100,644
Merrill Lynch International		45,075		(45,075	)		—		—			—
Morgan Stanley		414,925		(371,047	)		—		(30,000	)		13,878
RBC Dominion Securities, Inc.		757		—			—		—			757
Standard Chartered Bank		196		(196	)		—		—			—
State Street Global Markets LLC		11,737		(11,737	)		—		—			—
UBS AG		885		(885	)		—		—			—
Total	$	1,880,033	$	(1,422,783	)	$	—	$	(205,000	)	$	252,250

329

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(331,084	)	$	158,810	$	—	$	—	$	(172,274	)
Barclays		(202,339	)		167,445		—		—		(34,894	)
BNP Paribas Securities Services		(88,923	)		2,931		—		—		(85,992	)
Citibank NA		(3,816	)		3,816		—		—		—
Credit Agricle		(7,710	)		—		—		—		(7,710	)
Credit Suisse First Boston Corp.		(26,006	)		—		—		—		(26,006	)
Credit Suisse International		(292,670	)		292,670		—		—		—
Deutsche Bank Securities, Inc.		(17,099	)		17,099		—		—		—
Goldman Sachs & Co.		(445,816	)		277,911		167,905		—		—
HSBC Bank USA		(5,997	)		142		—		—		(5,855	)
JP Morgan Chase & Co.		(73,019	)		73,019		—		—		—
Merrill Lynch International		(223,551	)		45,075		—		—		(178,476	)
Morgan Stanley		(371,047	)		371,047		—		—		—
National Australia Bank Limited		(4,862	)		—		—		—		(4,862	)
RBS Greenwich Capital		(995	)		—		—		—		(995	)
Standard Chartered Bank		(16,638	)		196		—		—		(16,442	)
State Street Global Markets LLC		(79,057	)		11,737		—		—		(67,320	)
Toronto-Dominion Bank		(72,853	)		—		—		—		(72,853	)
UBS AG		(39,727	)		885		—		38,842		—
Westpac International		(2,602	)		—		—		—		(2,602	)
Total	$	(2,305,811	)	$	1,422,783	$	167,905	$	38,842	$	(676,281	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

World Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	13,807,751		$	(27,687,386	)
Futures contracts		2,344,260			(4,832,779	)
Purchased options		3,306,110			—
Swap contracts		11,920,898			(10,981,464	)
Written options		—			(845,366	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		31,379,019			(44,346,995	)
Derivatives not subject to a MNA		(4,064,691	)		7,688,545
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	27,314,328		$	(36,658,450	)

330

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

World Bond Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	487,287		$	(487,287	)	$	—	$	—		$	—
Barclays		1,245,382			(1,002,877	)		—		(242,505	)		—
BNP Paribas Securities Services		543,112			(543,112	)		—		—			—
Citibank NA		1,452,850			(1,452,850	)		—		—			—
Credit Agricle		3,339			—			—		—			3,339
Credit Suisse International		1,051,425			(108,065	)		—		(890,000	)		53,360
Deutsche Bank Securities, Inc.		774,489			(655,704	)		—		—			118,785
Goldman Sachs & Co.		8,720,341			(7,999,775	)		—		—			720,566
HSBC Bank USA		1,581,539			(257,017	)		—		—			1,324,522
JP Morgan Chase & Co.		7,658,573			(7,658,573	)		—		—			—
Morgan Stanley		1,394,481			(853,831	)		—		(540,650	)		—
National Australia Bank Limited		1,535,291			(283,739	)		—		—			1,251,552
RBS Greenwich Capital		22,393			(3,247	)		—		—			19,146
Societe Generale Group		50,447			—			—		—			50,447
Standard Chartered Bank		496,571			(221,267	)		—		—			275,304
State Street Global Markets LLC		252,968			(252,968	)		—		—			—
UBS AG		31,808			(31,808	)		—		—			—
Westpac International		12,032			—			—		—			12,032
Total	$	27,314,328		$	(21,812,120	)	$	—	$	(1,673,155	)	$	3,829,053
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(599,557	)	$	487,287		$	—	$	112,270		$	—
Barclays		(1,002,877	)		1,002,877			—		—			—
BNP Paribas Securities Services		(1,574,919	)		543,112			—		—			(1,031,807	)
Citibank NA		(1,460,126	)		1,452,850			—		7,276			—
Credit Suisse First Boston Corp.		(1,442	)		—			—		—			(1,442	)
Credit Suisse International		(108,065	)		108,065			—		—			—
Deutsche Bank Securities, Inc.		(655,704	)		655,704			—		—			—
Goldman Sachs & Co.		(7,999,775	)		7,999,775			—		—			—
HSBC Bank USA		(257,017	)		257,017			—		—			—
JP Morgan Chase & Co.		(13,211,780	)		7,658,573			—		—			(5,553,207	)
Morgan Stanley		(853,831	)		853,831			—		—			—
National Australia Bank Limited		(283,739	)		283,739			—		—			—
Nomura International		(1,766,113	)		—			—		—			(1,766,113	)
RBS Greenwich Capital		(3,247	)		3,247			—		—			—
Standard Chartered Bank		(221,267	)		221,267			—		—			—
State Street Global Markets LLC		(4,951,352	)		252,968			—		—			(4,698,384	)
Toronto-Dominion Bank		(1,326,306	)		—			—		—			(1,326,306	)
UBS AG		(381,333	)		31,808			—		—			(349,525	)
Total	$	(36,658,450	)	$	21,812,120		$	—	$	119,546		$	(14,726,784	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

331

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

Certain Funds are exposed to the risks of the Underlying Funds and/or ETFs/ETNs in direct proportion to the amount of assets those Funds allocate to each Underlying Fund and/or ETF/ETN. The market values of the Underlying Funds and/or ETFs/ETNs may decline due to general market conditions which are not specifically related to a particular company in which the Underlying Fund and/or ETF/ETN invested, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities in which the Underlying Funds and/or ETFs/ETNs invest may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency (U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

332

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by the Funds.

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2015 and October 31, 2014 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2015								For the Year Ended October 31, 2014
Fund	Tax Exempt Income		Ordinary Income		Long-Term Capital  Gains(1)		Tax Return of Capital		Tax Exempt Income		Ordinary Income		Long-Term Capital Gains(1)		Tax Return of Capital
Duration-Hedged Strategic Income Fund	$	—	$	647,684	$	—	$	—	$	—	$	299,034	$	—	$	—
Emerging Markets Local Debt Fund		—		—		—		14,832,158		—		1,392,618		162,064		12,542,479
Floating Rate Fund		—		198,061,840		—		21,709,481		—		255,305,057		—		—
Floating Rate High Income Fund		—		23,497,814		3,133,226		4,211,886		—		22,169,499		328,632		—
High Yield Fund		—		17,589,631		—		89,258		—		22,188,186		—		—
Inflation Plus Fund		—		487,150		—		—		—		6,586,732		49,264,538		—
Municipal Income Fund		75,458		180		—		—		—		—		—		—
Municipal Opportunities Fund		11,534,074		218,269		—		—		9,362,323		72,719		—		—
Municipal Real Return Fund		4,871,021		6,204		—		—		5,041,336		2,592		—		—
Municipal Short Duration Fund		31,362		128		—		—		—		—		—		—
Quality Bond Fund		—		520,579		75,092		—		—		191,093		—		—
Short Duration Fund		—		12,891,498		1,331,299		—		—		10,685,735		2,643,200		—
Strategic Income Fund		—		19,882,297		5,081,698		—		—		19,322,292		—		—
Total Return Bond Fund		—		64,332,894		17,437,160		—		—		38,834,479		—		—
Unconstrained Bond Fund		—		3,017,996		—		55,488		—		3,028,985		—		498,937
World Bond Fund		—		86,731,896		33,840,537		—		—		31,703,925		5,557,399		—

⁽¹⁾ The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

As of October 31, 2015, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Tax Exempt Income		Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments			Other Temporary Differences			Total Accumulated Earnings (Deficit)
Duration-Hedged Strategic Income Fund	$	—	$	5,738	$	—	$	(502,557	)	$	(1,012,053	)	$	—		$	(1,508,872	)
Emerging Markets Local Debt Fund		—		—		—		(24,634,171	)		(22,683,037	)		—			(47,317,208	)
Floating Rate Fund		—		—		—		(445,155,319	)		(323,723,370	)		—			(768,878,689	)
Floating Rate High Income Fund		—		—		—		(12,039,023	)		(33,287,191	)		—			(45,326,214	)
High Yield Fund		—		—		—		(28,927,306	)		(14,528,808	)		—			(43,456,114	)
Inflation Plus Fund		—		—		—		(52,948,793	)		(18,435,709	)		—			(71,384,502	)
Municipal Income Fund		7,482		—		—		(65,892	)		160,395			—			101,985
Municipal Opportunities Fund		343,109		—		—		(27,924,766	)		16,439,359			—			(11,142,298	)
Municipal Real Return Fund		76,366		—		—		(43,623,439	)		(3,441,308	)		—			(46,988,381	)
Municipal Short Duration Fund		6,321		—		—		(21,682	)		87,021			—			71,660
Quality Bond Fund		—		384,703		77,250		—			31,123			—			493,076
Short Duration Fund		—		213,638		—		(1,846,578	)		(3,787,112	)		—			(5,420,052	)
Strategic Income Fund		—		491,585		—		(6,798,701	)		(16,867,774	)		(249,779	)		(23,424,669	)
Total Return Bond Fund		—		—		3,274,787		—			(18,109,884	)		(416,412	)		(15,251,509	)
Unconstrained Bond Fund		—		—		—		(18,756,613	)		(2,701,200	)		(10,181	)		(21,467,994	)
World Bond Fund		—		—		91,906,891		—			(136,625,717	)		(1,419,599	)		(46,138,425	)

⁽¹⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, PFICs, expiration or utilization of capital loss carryforwards or net operating losses.

333

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2015, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Duration-Hedged Strategic Income Fund	$	—		$	135,741		$	(135,741	)
Emerging Markets Local Debt Fund		(39,473,627	)		211,651			39,261,976
Floating Rate Fund		(21,709,481	)		(5,900,012	)		27,609,493
Floating Rate High Income Fund		(4,211,885	)		(951,989	)		5,163,874
High Yield Fund		(89,258	)		(486,849	)		576,107
Inflation Plus Fund		(3,533,849	)		5,280,504			(1,746,655	)
Municipal Income Fund		(7,482	)		7,482			—
Municipal Opportunities Fund		—			—			—
Municipal Real Return Fund		—			—			—
Municipal Short Duration Fund		(7,569	)		7,569			—
Quality Bond Fund		—			22,559			(22,559	)
Short Duration Fund		—			819,298			(819,298	)
Strategic Income Fund		—			(954,351	)		954,351
Total Return Bond Fund		—			458,341			(458,341	)
Unconstrained Bond Fund		(55,488	)		(509,498	)		564,986
World Bond Fund		(10,513,186	)		14,449,249			(3,936,063	)

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

334

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

At October 31, 2015 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration
Fund	2016		2017		2018		2019		Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Duration-Hedged Strategic Income Fund	$	—	$	—	$	—	$	—	$	220,069	$	282,488
Emerging Markets Local Debt Fund		—		—		—		—		3,268,282		21,365,889
Floating Rate Fund		109,198,281		272,060,203		—		—		1,836,710		62,060,125
Floating Rate High Income Fund		—		—		—		—		5,185,292		6,877,488
High Yield Fund		734,446		18,103,626		—		—		6,227,925		3,861,309
Inflation Plus Fund		—		—		—		—		11,039,578		41,895,944
Municipal Income Fund		—		—		—		—		19,069		46,823
Municipal Opportunities Fund		—		11,258,037		6,120,720		10,546,009		—		—
Municipal Real Return Fund		18,856,445		16,621,393		6,087,643		1,653,837		109,767		294,354
Municipal Short Duration Fund		—		—		—		—		6,745		14,937
Quality Bond Fund		—		—		—		—		—		—
Short Duration Fund		—		—		—		—		333,044		1,513,534
Strategic Income Fund		—		—		—		—		4,964,480		1,834,221
Total Return Bond Fund		—		—		—		—		—		—
Unconstrained Bond Fund		—		12,172,503		—		—		3,745,950		2,838,160
World Bond Fund		—		—		—		—		—		—

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes. At October 31, 2015, the following Funds elected to defer Late-Year Ordinary Losses:

Fund	Amount
Inflation Plus Fund	$	13,271

The Quality Bond Fund, Total Return Bond Fund and World Bond Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2015.

During the year ended October 31, 2015, the Municipal Opportunities Fund, Municipal Real Return Fund, and World Bond Fund utilized $1,007,466, $330,547, and $4,406,658 of prior year capital loss carryforwards, respectively.

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of April 30, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

335

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Duration-Hedged Strategic Income Fund	0.1000% on first $500 million and;
	0.0900% on next $500 million and;
	0.0850% on next $1.5 billion and;
	0.0800% on next $2.5 billion and;
	0.0750% on next $2.5 billion and;
	0.0700% on next $2.5 billion and;
	0.0650% over $10 billion
Emerging Markets Local Debt Fund	1.0000% on first $250 million and;
	0.9500% on next $250 million and;
	0.9000% on next $4.5 billion and;
	0.8975% on next $5 billion and;
	0.8950% over $10 billion
Floating Rate Fund	0.6500% on first $500 million and;
	0.6000% on next $2 billion and;
	0.5900% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5700% over $10 billion
Floating Rate High Income Fund	0.7000% on first $500 million and;
	0.6500% on next $2 billion and;
	0.6400% on next $2.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
High Yield Fund	0.6500% on first $500 million and;
	0.6000% on next $500 million and;
	0.5950% on next $1.5 billion and;
	0.5900% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5700% over $10 billion
Inflation Plus Fund	0.5000% on first $500 million and;
	0.4500% on next $500 million and;
	0.4450% on next $1.5 billion and;
	0.4400% on next $2.5 billion and;
	0.4300% on next $5 billion and;
	0.4200% over $10 billion
Municipal Income Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion

336

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Fund	Management Fee Rates
Municipal Opportunities Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Real Return Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Short Duration Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Quality Bond Fund	0.5000% on first $500 million and;
	0.4500% on next $500 million and;
	0.4450% on next $1.5 billion and;
	0.4400% on next $2.5 billion and;
	0.4300% on next $5 billion and;
	0.4200% over $10 billion
Short Duration Fund	0.4500% on first $500 million and;
	0.4000% on next $500 million and;
	0.3950% on next $1.5 billion and;
	0.3900% on next $2.5 billion and;
	0.3800% on next $5 billion and;
	0.3700% over $10 billion
Strategic Income Fund	0.5500% on first $500 million and;
	0.5000% on next $500 million and;
	0.4750% on next $1.5 billion and;
	0.4650% on next $2.5 billion and;
	0.4550% on next $5 billion and;
	0.4450% over $10 billion
Total Return Bond Fund	0.4300% on first $500 million and;
	0.3800% on next $500 million and;
	0.3700% on next $4 billion and;
	0.3600% on next $5 billion and;
	0.3500% over $10 billion
Unconstrained Bond Fund	0.5500% on first $500 million and;
	0.5000% on next $500 million and;
	0.4750% on next $1.5 billion and;
	0.4650% on next $2.5 billion and;
	0.4550% on next $5 billion and;
	0.4450% over $10 billion

337

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Fund	Management Fee Rates
World Bond Fund	0.7000% on first $250 million and;
	0.6500% on next $250 million and;
	0.6000% on next $4.5 billion and;
	0.5750% on next $5 billion and;
	0.5725% on over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Duration-Hedged Strategic Income Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Emerging Markets Local Debt Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
Floating Rate Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Floating Rate High Income Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
High Yield Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $5 billion
Inflation Plus Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Municipal Income Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Municipal Opportunities Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Municipal Real Return Fund	0.016% on first $5 billion and;
	0.013% on next $5 billion and;
	0.010% over $10 billion
Municipal Short Duration Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Quality Bond Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Short Duration Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion

338

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Fund	Accounting Services Fee Rates
Strategic Income Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
Total Return Bond Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
Unconstrained Bond Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
World Bond Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by each Company are allocated to each Fund and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of April 30, 2016, HFMC contractually limited the total operating expenses of each Fund through February 28, 2017 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Duration-Hedged Strategic Income Fund(1)		1.15	%		NA			1.90	%		0.90	%		1.45	%		1.15	%		0.85	%		NA			0.75	%
Emerging Markets Local Debt Fund(2)		1.25	%		NA			2.00	%		1.00	%		1.55	%		1.25	%		0.95	%		NA			0.90	%
Floating Rate Fund(2)		1.00	%		1.75	%		1.75	%		0.75	%		1.25	%		1.00	%		0.70	%		NA			0.70	%
Floating Rate High Income Fund(2)		1.05	%		NA			1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		NA			0.75	%
High Yield Fund(2)		1.05	%		1.80	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		NA			0.70	%
Inflation Plus Fund(2)		0.85	%		1.60	%		1.60	%		0.60	%		1.20	%		0.90	%		0.60	%		NA			0.55	%
Municipal Income Fund(2)		0.69	%		NA			1.44	%		0.44	%		NA			NA			NA			NA			NA
Municipal Opportunities Fund(2)		0.69	%		1.44	%		1.44	%		0.44	%		NA			NA			NA			NA			NA
Municipal Real Return Fund(2)		0.69	%		1.44	%		1.44	%		0.44	%		NA			NA			NA			NA			0.44	%
Municipal Short Duration Fund(2)		0.69	%		NA			1.44	%		0.44	%		NA			NA			NA			NA			NA
Quality Bond Fund(2)		0.95	%		NA			1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		NA			0.60	%
Short Duration Fund(2)		0.85	%		1.60	%*		1.60	%		0.60	%		1.15	%		0.85	%		0.55	%		NA			0.55	%
Strategic Income Fund(2)		0.95	%		1.70	%**		1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		0.60	%		0.60	%
Total Return Bond Fund(2)		0.87	%		1.62	%		1.62	%		0.62	%		1.17	%		0.87	%		0.57	%		0.52	%		0.52	%
Unconstrained Bond Fund(2)		0.99	%		1.74	%		1.74	%		0.74	%		1.29	%		0.99	%		0.69	%		NA			0.69	%
World Bond Fund(2)		1.05	%		NA			1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		0.70	%		0.70	%

* The reduction in amounts charged in connection with the Short Duration Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect July 1, 2011, in order to comply with applicable Financial Industry Regulatory Authority (“FINRA”) rules, caused the limit on net operating expenses attributable to the Short Duration Fund’s Class B shares to be, effectively, 0.85%.

** The reduction in amounts charged in connection with the Strategic Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect January 1, 2016, in order to comply with applicable rules of FINRA, caused the effective limit on net operating expenses attributable to Class B shares to be 0.95%.

⁽¹⁾  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

⁽²⁾  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

339

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Duration-Hedged Strategic Income Fund		0.52	%		—			1.26	%		0.20	%		0.87	%		0.57	%		0.27	%		—			0.17	%
Emerging Markets Local Debt Fund		1.26	%		—			2.01	%		1.01	%		1.56	%		1.26	%		0.96	%		—			0.91	%
Floating Rate Fund		1.01	%		1.76	%		1.74	%		0.74	%		1.26	%		1.01	%		0.71	%		—			0.66	%
Floating Rate High Income Fund		1.06	%		—			1.81	%		0.81	%		1.36	%		1.06	%		0.76	%		—			0.76	%
High Yield Fund		1.06	%		1.81	%		1.81	%		0.81	%		1.36	%		1.06	%		0.76	%		—			0.71	%
Inflation Plus Fund		0.86	%		1.61	%		1.61	%		0.61	%		1.21	%		0.91	%		0.61	%		—			0.56	%
Municipal Income Fund		0.70	%		—			1.45	%		0.45	%		—			—			—			—			—
Municipal Opportunities Fund		0.69	%		1.45	%		1.45	%		0.45	%		—			—			—			—			—
Municipal Real Return Fund		0.70	%		1.45	%		1.45	%		0.45	%		—			—			—			—			0.45	%
Municipal Short Duration Fund		0.70	%		—			1.45	%		0.45	%		—			—			—			—			—
Quality Bond Fund		0.95	%		—			1.70	%		0.67	%		1.27	%		0.97	%		0.67	%		—			0.62	%
Short Duration Fund		0.86	%		0.86	%		1.60	%		0.55	%		1.16	%		0.86	%		0.56	%		—			0.50	%
Strategic Income Fund		0.96	%		1.23	%		1.71	%		0.71	%		1.26	%		0.96	%		0.66	%		0.61	%		0.61	%
Total Return Bond Fund		0.87	%		1.63	%		1.60	%		0.55	%		1.17	%		0.85	%		0.56	%		0.49	%		0.45	%
Unconstrained Bond Fund		1.00	%		1.75	%		1.75	%		0.75	%		1.30	%		1.00	%		0.70	%		—			0.70	%
World Bond Fund		1.06	%		—			1.78	%		0.79	%		1.36	%		1.06	%		0.76	%		0.71	%		0.68	%

e) Distribution and Service Plan for Class A, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Duration-Hedged Strategic Income Fund	$	2,564	$	—	*
Emerging Markets Local Debt Fund		2,135		—	*
Floating Rate Fund		202,527		99,722
Floating Rate High Income Fund		46,035		13,856
High Yield Fund		307,963		5,834
Inflation Plus Fund		72,804		1,329
Municipal Income Fund		33,095		52
Municipal Opportunities Fund		415,098		27,109
Municipal Real Return Fund		98,510		14,065
Municipal Short Duration Fund		12,448		36
Quality Bond Fund		66,513		368
Short Duration Fund		434,397		39,988
Strategic income Fund		145,560		4,424
Total Return Bond Fund		2,107,729		13,120
Unconstrained Bond Fund		8,111		1,338
World Bond Fund		741,411		26,060

* Total CDSC includes Underwriter adjustment credits which may cause negative dollar amounts.

340

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, B, C, R3 and R4 shares. Under a Plan, Class A, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective January 1, 2011, there was a reduction in the amount charged in connection with Short Duration Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Effective January 1, 2016, there was a reduction in the amount charged in connection with Strategic Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at other such intervals as the respective Company’s Board of Directors may determine.

f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2016, a portion of each Company’s Chief Compliance Officer’s compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. HASCO is compensated based on average daily net assets, plus out of pocket expenses for providing such services, a portion of which may be used to compensate BFDS. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

341

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

Fund	CCO Compensation Paid by Fund
Duration-Hedged Strategic Income Fund		23
Emerging Markets Local Debt Fund		246
Floating Rate Fund		7,385
Floating Rate High Income Fund		578
High Yield Fund		576
Inflation Plus Fund		1,234
Municipal Income Fund		22
Municipal Opportunities Fund		1,025
Municipal Real Return Fund		301
Municipal Short Duration Fund		28
Quality Bond Fund		176
Short Duration Fund		1,464
Strategic Income Fund		706
Total Return Bond Fund		3,394
Unconstrained Bond Fund		162
World Bond Fund		6,452

8. Affiliate Holdings:

As of April 30, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Duration-Hedged Strategic Income Fund		15	%		—		22	%		94	%		100	%		100	%		100	%		—			100	%
Emerging Markets Local Debt Fund		—			—		—			—			34	%		24	%		100	%		—			—
Floating Rate Fund		—			—		—			—			—			—			—			—			—
Floating Rate High Income Fund		—			—		—			—			—			—			4	%		—			—	%*
High Yield Fund		—			—		—			—			—			—			—			—			—
Inflation Plus Fund		—			—		—			—			—			—			—			—			—
Municipal Income Fund		46	%		—		96	%		—			—			—			—			—			—
Municipal Opportunities Fund		—			—		—			—			—			—			—			—			—
Municipal Real Return Fund		—			—		—			—			—			—			—			—			—
Municipal Short Duration Fund		37	%		—		61	%		—			—			—			—			—			—
Quality Bond Fund		—			—		—			—			6	%		47	%		49	%		—			—	%*
Short Duration Fund		—			—		—			—			—			—			99	%		—			—
Strategic Income Fund		—			—		—			—			—			42	%		25	%		100	%		—	%*
Total Return Bond Fund		—			—		—			—			—			—			—			100	%		—
Unconstrained Bond Fund		—			—		—			—			51	%		25	%		100	%		—			—
World Bond Fund		—			—		—			—			—			—			17	%		2	%		—

342

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Percentage of Fund:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Duration-Hedged Strategic Income Fund		9	%		—		3	%		3	%		3	%		2	%		3	%		—			14	%
Emerging Markets Local Debt Fund		—			—		—			—			—	%*		—	%*		—	%*		—			—
Floating Rate Fund		—			—		—			—			—			—			—			—			—
Floating Rate High Income Fund		—			—		—			—			—			—			—	%*		—			—	%*
High Yield Fund		—			—		—			—			—			—			—			—			—
Inflation Plus Fund		—			—		—			—			—			—			—			—			—
Municipal Income Fund		19	%		—		19	%		—			—			—			—			—			—
Municipal Opportunities Fund		—			—		—			—			—			—			—			—			—
Municipal Real Return Fund		—			—		—			—			—			—			—			—			—
Municipal Short Duration Fund		15	%		—		15	%		—			—			—			—			—			—
Quality Bond Fund		—			—		—			—			—	%*		—	%*		—	%*		—			—	%*
Short Duration Fund		—			—		—			—			—			—			—	%*		—			—
Strategic Income Fund		—			—		—			—			—			—	%*		—	%*		—	%*		—	%*
Total Return Bond Fund		—			—		—			—			—			—			—			—	%*		—
Unconstrained Bond Fund		—			—		—			—			—	%*		—	%*		—	%*		—			—
World Bond Fund		—			—		—			—			—			—			—	%*		—	%*		—

* Percentage rounds to zero.

As of April 30, 2016, the Funds shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

Funds	Class Y
High Yield Fund		2	%
Inflation Plus Fund		10	%
Quality Bond Fund		79	%
Short Duration Fund		5	%
Strategic Income Fund		45	%
Total Return Bond Fund		36	%
Unconstrained Bond Fund		23	%
World Bond Fund		5	%

9. Affiliate Fund Transactions:

A summary of affiliate fund transactions for the Duration-Hedged Strategic Income Fund for the six-month period ended April 30, 2016 follows:

Duration-Hedged Strategic Income Fund

Affiliated Investment Companies	Number of shares held at October 31, 2015		Shares purchased		Shares sold			Number of shares held at April 30, 2016
The Hartford Strategic Income Fund		1,555,632		160,471		(300,260	)		1,415,843

Affiliated Investment Companies	Net Realized Gain/(Loss) on sales of Affiliated Investment Companies		Capital Gain Distributions from Affiliated Investment Companies		Dividend Income from Affiliated Investment Companies		Ending Value as of April 30, 2016
The Hartford Strategic Income Fund	$	(354,853)	$	—	$	282,710	$	12,119,616

343

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

10. Investment Transactions:

For the six-month period ended April 30, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Duration-Hedged Strategic Income Fund	$	1,323,933	$	2,479,027
Emerging Markets Local Debt Fund	$	124,687,810	$	216,973,915
Floating Rate Fund	$	579,343,405	$	1,243,714,978
Floating Rate High Income Fund	$	75,177,779	$	171,389,971
High Yield Fund	$	75,346,389	$	77,088,513
Inflation Plus Fund	$	27,117,423	$	29,939,001
Municipal Income Fund	$	3,188,073	$	594,617
Municipal Opportunities Fund	$	176,672,073	$	27,443,193
Municipal Real Return Fund	$	11,923,908	$	13,337,036
Municipal Short Duration Fund	$	4,897,080	$	552,248
Quality Bond Fund	$	37,580,982	$	8,107,187
Short Duration Fund	$	148,720,736	$	83,070,347
Strategic Income Fund	$	88,113,338	$	95,702,727
Total Return Bond Fund	$	398,016,342	$	399,542,729
Unconstrained Bond Fund	$	14,980,317	$	21,070,284
World Bond Fund	$	2,674,175,547	$	2,636,501,662

Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Duration-Hedged Strategic Income Fund	$	—	$	—
Emerging Markets Local Debt Fund	$	—	$	—
Floating Rate Fund	$	—	$	—
Floating Rate High Income Fund	$	—	$	—
High Yield Fund	$	—	$	—
Inflation Plus Fund	$	96,119,227	$	270,482,591
Municipal Income Fund	$	—	$	—
Municipal Opportunities Fund	$	—	$	—
Municipal Real Return Fund	$	—	$	—
Municipal Short Duration Fund	$	—	$	—
Quality Bond Fund	$	85,575,854	$	37,137,271
Short Duration Fund	$	111,292,553	$	49,004,652
Strategic Income Fund	$	59,592,262	$	12,292,611
Total Return Bond Fund	$	167,768,546	$	215,083,055
Unconstrained Bond Fund	$	2,527,201	$	6,258,825
World Bond Fund	$	294,258,286	$	305,045,712

344

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Fund	Total Cost of Purchases		Total Sales Proceeds
Duration-Hedged Strategic Income Fund	$	1,323,933	$	2,479,027
Emerging Markets Local Debt Fund	$	124,687,810	$	216,973,915
Floating Rate Fund	$	579,343,405	$	1,243,714,978
Floating Rate High Income Fund	$	75,177,779	$	171,389,971
High Yield Fund	$	75,346,389	$	77,088,513
Inflation Plus Fund	$	123,236,650	$	300,421,592
Municipal Income Fund	$	3,188,073	$	594,617
Municipal Opportunities Fund	$	176,672,073	$	27,443,193
Municipal Real Return Fund	$	11,923,908	$	13,337,036
Municipal Short Duration Fund	$	4,897,080	$	552,248
Quality Bond Fund	$	123,156,836	$	45,244,458
Short Duration Fund	$	260,013,289	$	132,074,999
Strategic Income Fund	$	147,705,600	$	107,995,338
Total Return Bond Fund	$	565,784,888	$	614,625,784
Unconstrained Bond Fund	$	17,507,518	$	27,329,109
World Bond Fund	$	2,968,433,833	$	2,941,547,374

For the six-month period ended April 30, 2016, Strategic Income Fund engaged in security transactions with the Multi-Asset Income Fund. These amounted to $13,533,384 in purchases of investments, which are excluded from the above.

11. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2016, and the year ended October 31, 2015:

Duration-Hedged Strategic Income Fund

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		117,137		$	1,013,115			797,786		$	7,554,451
Shares Issued for Reinvested Dividends		17,171			149,774			40,971			381,355
Shares Redeemed		(184,869	)		(1,603,274	)		(644,735	)		(6,078,184	)
Net Increase (Decrease)		(50,561	)		(440,385	)		194,022			1,857,622
Class C
Shares Sold		4,978		$	42,429			95,916		$	909,347
Shares Issued for Reinvested Dividends		3,254			28,378			8,876			82,697
Shares Redeemed		(38,665	)		(332,295	)		(62,993	)		(593,959	)
Net Increase (Decrease)		(30,433	)		(261,488	)		41,799			398,085
Class I
Shares Sold		—		$	—			3,335		$	30,802
Shares Issued for Reinvested Dividends		992			8,655			2,536			23,630
Shares Redeemed		(2,845	)		(25,014	)		(2,715	)		(25,393	)
Net Increase (Decrease)		(1,853	)		(16,359	)		3,156			29,039
Class R3
Shares Issued for Reinvested Dividends		782		$	6,813			1,968		$	18,341
Net Increase (Decrease)		782			6,813			1,968			18,341

345

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Issued for Reinvested Dividends		852		$	7,424			2,104		$	19,599
Net Increase (Decrease)		852			7,424			2,104			19,599
Class R5
Shares Issued for Reinvested Dividends		923		$	8,042			2,241		$	20,866
Net Increase (Decrease)		923			8,042			2,241			20,866
Class Y
Shares Issued for Reinvested Dividends		4,259		$	37,128			10,288		$	95,809
Net Increase (Decrease)		4,259			37,128			10,288			95,809
Total Net Increase (Decrease)		(76,031	)	$	(658,825	)		255,578		$	2,439,361
Emerging Markets Local Debt Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		123,755		$	861,295			143,198		$	1,157,588
Shares Issued for Reinvested Dividends		20,101			138,532			45,591			356,831
Shares Redeemed		(263,932	)		(1,838,971	)		(454,268	)		(3,658,896	)
Net Increase (Decrease)		(120,076	)		(839,144	)		(265,479	)		(2,144,477	)
Class C
Shares Sold		38,623		$	275,551			24,619		$	198,477
Shares Issued for Reinvested Dividends		2,571			17,766			7,605			59,735
Shares Redeemed		(74,844	)		(504,652	)		(207,059	)		(1,688,561	)
Net Increase (Decrease)		(33,650	)		(211,335	)		(174,835	)		(1,430,349	)
Class I
Shares Sold		95,165		$	668,091			417,466		$	3,526,657
Shares Issued for Reinvested Dividends		6,575			45,398			46,339			367,629
Shares Redeemed		(394,642	)		(2,725,019	)		(4,800,399	)		(39,520,566	)
Net Increase (Decrease)		(292,902	)		(2,011,530	)		(4,336,594	)		(35,626,280	)
Class R3
Shares Sold		2,016		$	13,239			376		$	2,889
Shares Issued for Reinvested Dividends		1,036			7,185			11,095			86,120
Shares Redeemed		(236,939	)		(1,578,014	)		(2	)		(13	)
Net Increase (Decrease)		(233,887	)		(1,557,590	)		11,469			88,996
Class R4
Shares Sold		182		$	1,260			308		$	2,382
Shares Issued for Reinvested Dividends		1,158			8,026			12,017			93,318
Shares Redeemed		(240,951	)		(1,604,745	)		—			—
Net Increase (Decrease)		(239,611	)		(1,595,459	)		12,325			95,700

346

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Issued for Reinvested Dividends		1,208		$	8,369			12,773		$	99,231
Shares Redeemed		(243,446	)		(1,621,350	)		—			—
Net Increase (Decrease)		(242,238	)		(1,612,981	)		12,773			99,231
Class Y
Shares Sold		10,230,375		$	69,193,250			25,352,557		$	204,857,829
Shares Issued for Reinvested Dividends		400,469			2,727,647			1,743,319			13,559,430
Shares Redeemed		(23,876,567	)		(160,415,496	)		(30,584,485	)		(235,152,152	)
Net Increase (Decrease)		(13,245,723	)		(88,494,599	)		(3,488,609	)		(16,734,893	)
Total Net Increase (Decrease)		(14,408,087	)	$	(96,322,638	)		(8,228,950	)	$	(55,652,072	)
Floating Rate Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		10,860,503		$	88,449,870			24,521,260		$	212,940,115
Shares Issued for Reinvested Dividends		2,418,467			19,666,794			5,677,145			49,210,187
Shares Redeemed		(32,373,383	)		(263,251,792	)		(62,722,259	)		(544,171,583	)
Shares converted (from) Class B into Class A		19,793			160,489			110,864			964,794
Net Increase (Decrease)		(19,074,620	)		(154,974,639	)		(32,412,990	)		(281,056,487	)
Class B
Shares Sold		15,675		$	128,324			33,810		$	291,997
Shares Issued for Reinvested Dividends		12,385			100,504			44,374			384,692
Shares Redeemed		(291,517	)		(2,370,925	)		(1,129,048	)		(9,800,998	)
Shares converted (from) Class B into Class A		(19,831	)		(160,489	)		(111,034	)		(964,794	)
Net Increase (Decrease)		(283,288	)		(2,302,586	)		(1,161,898	)		(10,089,103	)
Class C
Shares Sold		3,929,616		$	32,038,828			10,173,038		$	88,299,036
Shares Issued for Reinvested Dividends		2,506,863			20,348,241			5,688,167			49,243,475
Shares Redeemed		(28,307,894	)		(229,853,208	)		(55,925,951	)		(484,762,751	)
Net Increase (Decrease)		(21,871,415	)		(177,466,139	)		(40,064,746	)		(347,220,240	)
Class I
Shares Sold		29,135,805		$	237,653,041			61,465,508		$	535,353,344
Shares Issued for Reinvested Dividends		3,371,516			27,454,182			8,181,766			70,989,536
Shares Redeemed		(69,913,009	)		(568,529,276	)		(129,552,816	)		(1,126,122,563	)
Net Increase (Decrease)		(37,405,688	)		(303,422,053	)		(59,905,542	)		(519,779,683	)
Class R3
Shares Sold		155,468		$	1,272,871			927,502		$	8,103,048
Shares Issued for Reinvested Dividends		28,150			229,405			64,904			563,970
Shares Redeemed		(361,862	)		(2,943,861	)		(1,386,409	)		(12,124,357	)
Net Increase (Decrease)		(178,244	)		(1,441,585	)		(394,003	)		(3,457,339	)

347

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Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		78,785		$	637,356			203,055		$	1,765,555
Shares Issued for Reinvested Dividends		14,714			119,536			28,749			248,822
Shares Redeemed		(141,218	)		(1,145,183	)		(444,166	)		(3,849,245	)
Net Increase (Decrease)		(47,719	)		(388,291	)		(212,362	)		(1,834,868	)
Class R5
Shares Sold		17,815		$	144,232			84,013		$	732,228
Shares Issued for Reinvested Dividends		6,508			52,896			14,136			122,449
Shares Redeemed		(51,320	)		(412,033	)		(185,796	)		(1,616,417	)
Net Increase (Decrease)		(26,997	)		(214,905	)		(87,647	)		(761,740	)
Class Y
Shares Sold		10,208,716		$	83,243,198			27,366,958		$	237,149,585
Shares Issued for Reinvested Dividends		689,251			5,600,450			1,617,420			13,994,457
Shares Redeemed		(22,705,576	)		(185,071,301	)		(28,148,422	)		(243,267,304	)
Net Increase (Decrease)		(11,807,609	)		(96,227,653	)		835,956			7,876,738
Total Net Increase (Decrease)		(90,695,580	)	$	(736,437,851	)		(133,403,232	)	$	(1,156,322,722	)
Floating Rate High Income Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,971,475		$	18,112,030			6,418,254		$	64,703,495
Shares Issued for Reinvested Dividends		336,640			3,092,116			1,064,334			10,654,628
Shares Redeemed		(4,525,513	)		(41,551,415	)		(11,544,097	)		(115,478,650	)
Net Increase (Decrease)		(2,217,398	)		(20,347,269	)		(4,061,509	)		(40,120,527	)
Class C
Shares Sold		532,689		$	4,914,669			2,444,760		$	24,666,587
Shares Issued for Reinvested Dividends		222,878			2,046,682			613,802			6,143,653
Shares Redeemed		(2,193,134	)		(20,208,673	)		(3,900,528	)		(39,095,916	)
Net Increase (Decrease)		(1,437,567	)		(13,247,322	)		(841,966	)		(8,285,676	)
Class I
Shares Sold		2,826,485		$	25,993,629			11,957,426		$	121,072,578
Shares Issued for Reinvested Dividends		340,779			3,135,324			1,230,329			12,331,294
Shares Redeemed		(8,721,864	)		(79,988,016	)		(17,405,605	)		(174,295,762	)
Net Increase (Decrease)		(5,554,600	)		(50,859,063	)		(4,217,850	)		(40,891,890	)
Class R3
Shares Sold		3,115		$	28,692			16,479		$	164,418
Shares Issued for Reinvested Dividends		828			7,630			15,111			151,211
Shares Redeemed		(55,610	)		(512,705	)		(221,642	)		(2,136,115	)
Net Increase (Decrease)		(51,667	)		(476,383	)		(190,052	)		(1,820,486	)

348

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		919		$	8,415			2,972		$	29,814
Shares Issued for Reinvested Dividends		1,887			17,547			17,761			177,349
Shares Redeemed		(253,238	)		(2,324,742	)		(5,558	)		(54,404	)
Net Increase (Decrease)		(250,432	)		(2,298,780	)		15,175			152,759
Class R5
Shares Sold		37,192		$	343,645			37,737		$	376,537
Shares Issued for Reinvested Dividends		2,149			20,024			18,148			181,029
Shares Redeemed		(292,549	)		(2,685,593	)		(2	)		(20	)
Net Increase (Decrease)		(253,208	)		(2,321,924	)		55,883			557,546
Class Y
Shares Sold		4,790		$	44,506			227,997		$	2,221,146
Shares Issued for Reinvested Dividends		11,230			102,970			66,263			665,189
Shares Redeemed		(218,082	)		(1,995,151	)		(1,034,144	)		(10,510,147	)
Net Increase (Decrease)		(202,062	)		(1,847,675	)		(739,884	)		(7,623,812	)
Total Net Increase (Decrease)		(9,966,934	)	$	(91,398,416	)		(9,980,203	)	$	(98,032,086	)
High Yield Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		3,101,589		$	21,241,599			11,756,228		$	86,660,217
Shares Issued for Reinvested Dividends		759,087			5,211,090			1,545,148			11,457,361
Shares Redeemed		(6,379,163	)		(43,853,974	)		(13,173,616	)		(98,187,449	)
Shares converted (from) Class B into Class A		26,097			179,037			62,806			467,338
Net Increase (Decrease)		(2,492,390	)		(17,222,248	)		190,566			397,467
Class B
Shares Sold		10,520		$	72,244			9,692		$	71,339
Shares Issued for Reinvested Dividends		7,652			52,143			22,248			164,193
Shares Redeemed		(127,690	)		(870,900	)		(252,063	)		(1,860,547	)
Shares converted (from) Class B into Class A		(26,266	)		(179,037	)		(63,147	)		(467,338	)
Net Increase (Decrease)		(135,784	)		(925,550	)		(283,270	)		(2,092,353	)
Class C
Shares Sold		694,430		$	4,716,480			2,580,674		$	19,200,594
Shares Issued for Reinvested Dividends		168,621			1,153,384			387,356			2,863,332
Shares Redeemed		(1,807,307	)		(12,265,584	)		(5,906,989	)		(43,790,819	)
Net Increase (Decrease)		(944,256	)		(6,395,720	)		(2,938,959	)		(21,726,893	)
Class I
Shares Sold		2,878,834		$	19,610,282			3,833,501		$	28,593,094
Shares Issued for Reinvested Dividends		85,358			591,008			221,668			1,656,568
Shares Redeemed		(2,812,158	)		(19,218,869	)		(5,857,575	)		(43,863,192	)
Net Increase (Decrease)		152,034			982,421			(1,802,406	)		(13,613,530	)

349

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		125,202		$	851,540			61,802		$	459,488
Shares Issued for Reinvested Dividends		8,549			58,617			13,339			98,775
Shares Redeemed		(32,034	)		(216,849	)		(94,102	)		(706,559	)
Net Increase (Decrease)		101,717			693,308			(18,961	)		(148,296	)
Class R4
Shares Sold		22,260		$	152,919			61,371		$	455,620
Shares Issued for Reinvested Dividends		4,256			29,249			8,268			61,188
Shares Redeemed		(37,262	)		(254,843	)		(54,874	)		(403,804	)
Net Increase (Decrease)		(10,746	)		(72,675	)		14,765			113,004
Class R5
Shares Sold		14,087		$	93,894			16,621		$	123,496
Shares Issued for Reinvested Dividends		1,831			12,571			3,405			25,173
Shares Redeemed		(7,030	)		(47,892	)		(19,602	)		(143,676	)
Net Increase (Decrease)		8,888			58,573			424			4,993
Class Y
Shares Sold		131,913		$	908,209			1,260,144		$	9,375,101
Shares Issued for Reinvested Dividends		28,046			192,230			55,364			410,394
Shares Redeemed		(84,862	)		(577,963	)		(1,328,755	)		(9,855,457	)
Net Increase (Decrease)		75,097			522,476			(13,247	)		(69,962	)
Total Net Increase (Decrease)		(3,245,440	)	$	(22,359,415	)		(4,851,088	)	$	(37,135,570	)
Inflation Plus Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		850,106		$	8,996,829			2,172,503		$	23,229,608
Shares Issued for Reinvested Dividends		—			—			15,924			169,456
Shares Redeemed		(3,024,325	)		(31,983,696	)		(9,417,336	)		(100,608,799	)
Shares converted (from) Class B into Class A		54,479			577,611			58,516			626,146
Net Increase (Decrease)		(2,119,740	)		(22,409,256	)		(7,170,393	)		(76,583,589	)
Class B
Shares Sold		5,894		$	59,967			5,999		$	61,437
Shares Issued for Reinvested Dividends		—			—			286			2,950
Shares Redeemed		(232,378	)		(2,370,676	)		(528,222	)		(5,461,537	)
Shares converted (from) Class B into Class A		(56,653	)		(577,611	)		(60,514	)		(626,146	)
Net Increase (Decrease)		(283,137	)		(2,888,320	)		(582,451	)		(6,023,296	)
Class C
Shares Sold		238,047		$	2,419,048			523,858		$	5,409,507
Shares Issued for Reinvested Dividends		—			—			4,082			42,084
Shares Redeemed		(2,376,024	)		(24,158,873	)		(5,988,706	)		(61,897,091	)
Net Increase (Decrease)		(2,137,977	)		(21,739,825	)		(5,460,766	)		(56,445,500	)

350

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class I
Shares Sold		914,270		$	9,855,339			1,939,151		$	21,032,744
Shares Issued for Reinvested Dividends		—			—			4,537			48,958
Shares Redeemed		(1,349,418	)		(14,505,609	)		(4,341,804	)		(47,076,441	)
Net Increase (Decrease)		(435,148	)		(4,650,270	)		(2,398,116	)		(25,994,739	)
Class R3
Shares Sold		281,992		$	2,940,780			760,259		$	8,018,831
Shares Issued for Reinvested Dividends		—			—			2,455			25,803
Shares Redeemed		(675,971	)		(7,051,244	)		(1,397,145	)		(14,704,591	)
Net Increase (Decrease)		(393,979	)		(4,110,464	)		(634,431	)		(6,659,957	)
Class R4
Shares Sold		245,475		$	2,594,130			494,580		$	5,287,298
Shares Issued for Reinvested Dividends		—			—			888			9,447
Shares Redeemed		(521,535	)		(5,503,535	)		(771,113	)		(8,236,319	)
Net Increase (Decrease)		(276,060	)		(2,909,405	)		(275,645	)		(2,939,574	)
Class R5
Shares Sold		51,010		$	548,199			185,914		$	2,009,264
Shares Issued for Reinvested Dividends		—			—			281			3,027
Shares Redeemed		(127,876	)		(1,374,651	)		(304,508	)		(3,291,759	)
Net Increase (Decrease)		(76,866	)		(826,452	)		(118,313	)		(1,279,468	)
Class Y
Shares Sold		2,043,506		$	22,076,486			1,865,717		$	20,282,792
Shares Issued for Reinvested Dividends		—			—			14,463			156,200
Shares Redeemed		(11,483,504	)		(122,184,558	)		(4,641,661	)		(50,391,110	)
Net Increase (Decrease)		(9,439,998	)		(100,108,072	)		(2,761,481	)		(29,952,118	)
Total Net Increase (Decrease)		(15,162,905	)	$	(159,642,064	)		(19,401,596	)	$	(205,878,241	)
Municipal Income Fund
	For the Six-Month Period Ended April 30, 2016						For the Period Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A(1)
Shares Sold		268,072		$	2,746,507			314,934		$	3,148,910
Shares Issued for Reinvested Dividends		4,231			43,379			2,109			21,116
Shares Redeemed		(20,449	)		(209,785	)		(12,266	)		(123,027	)
Net Increase (Decrease)		251,854			2,580,101			304,777			3,046,999
Class C(1)
Shares Sold		15,532		$	159,825			250,001		$	2,500,010
Shares Issued for Reinvested Dividends		1,732			17,742			1,115			11,155
Shares Redeemed		(5,608	)		(57,929	)		—			—
Net Increase (Decrease)		11,656			119,638			251,116			2,511,165

351

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Period Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class I(1)
Shares Sold		12,670		$	128,010			501,867		$	5,018,760
Shares Issued for Reinvested Dividends		5,971			61,153			4,332			43,367
Shares Redeemed		(12,405	)		(126,295	)		—			—
Net Increase (Decrease)		6,236			62,868			506,199			5,062,127
Total Net Increase (Decrease)		269,746		$	2,762,607			1,062,092		$	10,620,291
(1)    Commenced operations on May 29, 2015.
Municipal Opportunities Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		7,864,415		$	67,850,718			7,214,484		$	61,554,119
Shares Issued for Reinvested Dividends		329,826			2,851,904			621,917			5,300,768
Shares Redeemed		(3,537,585	)		(30,565,164	)		(5,532,013	)		(47,087,797	)
Shares converted (from) Class B into Class A		2,435			20,983			1,232			10,413
Net Increase (Decrease)		4,659,091			40,158,441			2,305,620			19,777,503
Class B
Shares Sold		4,106		$	35,498			10,050		$	86,461
Shares Issued for Reinvested Dividends		1,757			15,167			5,433			46,276
Shares Redeemed		(92,703	)		(800,951	)		(107,070	)		(911,664	)
Shares converted (from) Class B into Class A		(2,438	)		(20,983	)		(1,234	)		(10,413	)
Net Increase (Decrease)		(89,278	)		(771,269	)		(92,821	)		(789,340	)
Class C
Shares Sold		3,048,139		$	26,348,945			2,551,806		$	21,797,097
Shares Issued for Reinvested Dividends		94,807			820,113			192,431			1,641,079
Shares Redeemed		(1,113,517	)		(9,630,269	)		(1,979,118	)		(16,877,974	)
Net Increase (Decrease)		2,029,429			17,538,789			765,119			6,560,202
Class I
Shares Sold		14,973,696		$	129,667,962			12,638,263		$	107,875,352
Shares Issued for Reinvested Dividends		246,540			2,137,168			320,340			2,735,106
Shares Redeemed		(2,813,079	)		(24,364,138	)		(5,445,264	)		(46,364,758	)
Net Increase (Decrease)		12,407,157			107,440,992			7,513,339			64,245,700
Total Net Increase (Decrease)		19,006,399		$	164,366,953			10,491,257		$	89,794,065

352

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Municipal Real Return Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,310,380		$	12,057,657			1,907,256		$	17,811,740
Shares Issued for Reinvested Dividends		144,577			1,335,218			307,261			2,850,442
Shares Redeemed		(1,730,149	)		(15,912,409	)		(2,753,766	)		(25,643,479	)
Shares converted (from) Class B into Class A		475			4,367			1,741			16,156
Net Increase (Decrease)		(274,717	)		(2,515,167	)		(537,508	)		(4,965,141	)
Class B
Shares Sold		176		$	1,613			4,741		$	43,871
Shares Issued for Reinvested Dividends		812			7,425			2,487			22,896
Shares Redeemed		(26,103	)		(238,376	)		(74,791	)		(688,211	)
Shares converted (from) Class B into Class A		(480	)		(4,367	)		(1,758	)		(16,156	)
Net Increase (Decrease)		(25,595	)		(233,705	)		(69,321	)		(637,600	)
Class C
Shares Sold		203,402		$	1,859,947			385,760		$	3,581,759
Shares Issued for Reinvested Dividends		23,403			214,808			50,381			464,655
Shares Redeemed		(294,464	)		(2,693,897	)		(809,821	)		(7,491,003	)
Net Increase (Decrease)		(67,659	)		(619,142	)		(373,680	)		(3,444,589	)
Class I
Shares Sold		674,637		$	6,231,831			973,619		$	9,003,071
Shares Issued for Reinvested Dividends		25,317			234,453			41,444			385,605
Shares Redeemed		(448,678	)		(4,141,656	)		(1,078,269	)		(10,067,050	)
Net Increase (Decrease)		251,276			2,324,628			(63,206	)		(678,374	)
Class Y
Shares Sold		3,400		$	31,210			7,913		$	73,630
Shares Issued for Reinvested Dividends		25,663			236,305			53,823			497,931
Shares Redeemed		(97,598	)		(897,224	)		(276,061	)		(2,562,145	)
Net Increase (Decrease)		(68,535	)		(629,709	)		(214,325	)		(1,990,584	)
Total Net Increase (Decrease)		(185,230	)	$	(1,673,095	)		(1,258,040	)	$	(11,716,288	)
Municipal Short Duration Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A(1)
Shares Sold		476,633		$	4,791,865			422,006		$	4,223,773
Shares Issued for Reinvested Dividends		2,718			27,397			1,005			10,081
Shares Redeemed		(197,189	)		(1,984,922	)		(26,032	)		(261,642	)
Net Increase (Decrease)		282,162			2,834,340			396,979			3,972,212

353

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C(1)
Shares Sold		123,423		$	1,240,468			312,187		$	3,123,664
Shares Issued for Reinvested Dividends		261			2,626			73			727
Shares Redeemed		(26,737	)		(269,446	)		(238	)		(2,379	)
Net Increase (Decrease)		96,947			973,648			312,022			3,122,012
Class I(1)
Shares Sold		34,654		$	350,010			505,604		$	5,056,260
Shares Issued for Reinvested Dividends		2,863			28,845			2,062			20,682
Shares Redeemed		(1	)		(10	)		—			—
Net Increase (Decrease)		37,516			378,845			507,666			5,076,942
Total Net Increase (Decrease)		416,625		$	4,186,833			1,216,667		$	12,171,166
(1)     Commenced operations on May 29, 2015.
Quality Bond Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		914,982		$	9,331,781			451,725		$	4,605,653
Shares Issued for Reinvested Dividends		14,623			148,714			17,906			181,810
Shares Redeemed		(767,005	)		(7,773,519	)		(180,529	)		(1,835,642	)
Net Increase (Decrease)		162,600			1,706,976			289,102			2,951,821
Class C
Shares Sold		283,813		$	2,876,182			95,549		$	969,710
Shares Issued for Reinvested Dividends		2,385			24,056			3,353			33,865
Shares Redeemed		(180,972	)		(1,813,827	)		(41,884	)		(424,125	)
Net Increase (Decrease)		105,226			1,086,411			57,018			579,450
Class I
Shares Sold		934,164		$	9,550,105			11,592		$	118,698
Shares Issued for Reinvested Dividends		4,941			50,546			4,708			47,873
Shares Redeemed		(257,445	)		(2,605,195	)		(318	)		(3,256	)
Net Increase (Decrease)		681,660			6,995,456			15,982			163,315
Class R3
Shares Sold		16,859		$	172,448			—		$	—
Shares Issued for Reinvested Dividends		1,548			15,625			3,405			34,474
Shares Redeemed		(205,295	)		(2,062,737	)		—			—
Net Increase (Decrease)		(186,888	)		(1,874,664	)		3,405			34,474
Class R4
Shares Sold		1,220		$	12,500			—		$	—
Shares Issued for Reinvested Dividends		1,608			16,268			3,943			40,012
Shares Redeemed		(206,713	)		(2,081,163	)		—			—
Net Increase (Decrease)		(203,885	)		(2,052,395	)		3,943			40,012

354

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		1,135		$	11,699			—		$	—
Shares Issued for Reinvested Dividends		1,696			17,191			4,500			45,747
Shares Redeemed		(208,184	)		(2,099,977	)		—			—
Net Increase (Decrease)		(205,353	)		(2,071,087	)		4,500			45,747
Class Y
Shares Sold		10,049,391		$	101,872,654			—		$	—
Shares Issued for Reinvested Dividends		94,347			963,501			20,664			210,236
Shares Redeemed		(1,509,308	)		(15,281,836	)		—			—
Net Increase (Decrease)		8,634,430			87,554,319			20,664			210,236
Total Net Increase (Decrease)		8,987,790		$	91,345,016			394,614		$	4,025,055
Short Duration Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		16,114,245		$	157,037,243			19,935,942		$	196,481,956
Shares Issued for Reinvested Dividends		378,237			3,691,498			814,487			8,025,170
Shares Redeemed		(12,078,139	)		(117,722,679	)		(20,343,245	)		(200,636,994	)
Shares converted (from) Class B into Class A		32,611			318,196			104,899			1,033,751
Net Increase (Decrease)		4,446,954			43,324,258			512,083			4,903,883
Class B
Shares Sold		57,450		$	562,466			137,624		$	1,361,571
Shares Issued for Reinvested Dividends		3,122			30,617			9,654			95,574
Shares Redeemed		(165,564	)		(1,625,296	)		(244,888	)		(2,427,402	)
Shares converted (from) Class B into Class A		(32,433	)		(318,196	)		(104,351	)		(1,033,751	)
Net Increase (Decrease)		(137,425	)		(1,350,409	)		(201,961	)		(2,004,008	)
Class C
Shares Sold		4,307,430		$	41,918,619			5,563,812		$	54,801,580
Shares Issued for Reinvested Dividends		51,835			505,650			130,161			1,281,996
Shares Redeemed		(3,932,685	)		(38,320,009	)		(6,372,618	)		(62,819,850	)
Net Increase (Decrease)		426,580			4,104,260			(678,645	)		(6,736,274	)
Class I
Shares Sold		10,029,441		$	97,833,937			8,081,204		$	79,818,854
Shares Issued for Reinvested Dividends		104,532			1,022,483			206,407			2,038,854
Shares Redeemed		(5,912,361	)		(57,745,346	)		(16,368,747	)		(161,725,868	)
Net Increase (Decrease)		4,221,612			41,111,074			(8,081,136	)		(79,868,160	)
Class R3
Shares Sold		28,087		$	272,544			33,836		$	332,733
Shares Issued for Reinvested Dividends		652			6,342			1,270			12,455
Shares Redeemed		(18,055	)		(176,565	)		(13,157	)		(129,314	)
Net Increase (Decrease)		10,684			102,321			21,949			215,874

355

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		9,679		$	93,988			7,926		$	77,994
Shares Issued for Reinvested Dividends		419			4,079			1,402			13,807
Shares Redeemed		(13,171	)		(128,842	)		(40,920	)		(402,387	)
Net Increase (Decrease)		(3,073	)		(30,775	)		(31,592	)		(310,586	)
Class R5
Shares Sold		58		$	568			50		$	495
Shares Issued for Reinvested Dividends		110			1,064			247			2,426
Shares Redeemed		(1	)		(7	)		(2	)		(23	)
Net Increase (Decrease)		167			1,625			295			2,898
Class Y
Shares Sold		4,338,866		$	42,087,139			634,680		$	6,260,925
Shares Issued for Reinvested Dividends		33,645			327,837			16,703			164,180
Shares Redeemed		(266,824	)		(2,601,656	)		(310,449	)		(3,051,937	)
Net Increase (Decrease)		4,105,687			39,813,320			340,934			3,373,168
Total Net Increase (Decrease)		13,071,186		$	127,075,674			(8,118,073	)	$	(80,423,205	)
Strategic Income Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,098,751		$	9,122,278			2,791,470		$	24,672,491
Shares Issued for Reinvested Dividends		290,552			2,415,732			943,479			8,311,867
Shares Redeemed		(1,978,510	)		(16,439,307	)		(4,760,856	)		(42,045,998	)
Shares converted (from) Class B into Class A		11,319			94,987			11,715			102,608
Net Increase (Decrease)		(577,888	)		(4,806,310	)		(1,014,192	)		(8,959,032	)
Class B
Shares Sold		1,948		$	16,069			15,858		$	142,122
Shares Issued for Reinvested Dividends		7,084			59,006			32,189			284,064
Shares Redeemed		(101,561	)		(849,817	)		(249,477	)		(2,195,154	)
Shares converted (from) Class B into Class A		(11,314	)		(94,987	)		(11,715	)		(102,608	)
Net Increase (Decrease)		(103,843	)		(869,729	)		(213,145	)		(1,871,576	)
Class C
Shares Sold		415,010		$	3,448,791			990,476		$	8,814,998
Shares Issued for Reinvested Dividends		154,140			1,284,106			597,932			5,281,705
Shares Redeemed		(1,784,669	)		(14,849,305	)		(3,218,708	)		(28,343,332	)
Net Increase (Decrease)		(1,215,519	)		(10,116,408	)		(1,630,300	)		(14,246,629	)
Class I
Shares Sold		495,620		$	4,165,382			1,223,319		$	10,906,040
Shares Issued for Reinvested Dividends		57,795			482,536			258,336			2,289,738
Shares Redeemed		(997,473	)		(8,317,520	)		(3,300,155	)		(29,242,204	)
Net Increase (Decrease)		(444,058	)		(3,669,602	)		(1,818,500	)		(16,046,426	)

356

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		4,177		$	34,361			14,778		$	130,366
Shares Issued for Reinvested Dividends		724			6,004			1,744			15,289
Shares Redeemed		(10,258	)		(87,006	)		(2,633	)		(22,607	)
Net Increase (Decrease)		(5,357	)		(46,641	)		13,889			123,048
Class R4
Shares Sold		3,671		$	30,048			5,911		$	52,479
Shares Issued for Reinvested Dividends		479			3,981			1,054			9,245
Shares Redeemed		(326	)		(2,720	)		(555	)		(4,808	)
Net Increase (Decrease)		3,824			31,309			6,410			56,916
Class R5
Shares Sold		20,180		$	167,300			21,841		$	192,311
Shares Issued for Reinvested Dividends		967			8,066			1,351			11,768
Shares Redeemed		(713	)		(5,788	)		(185	)		(1,586	)
Net Increase (Decrease)		20,434			169,578			23,007			202,493
Class R6(1)
Shares Sold		—		$	—			1,079		$	10,000
Shares Issued for Reinvested Dividends		27			223			75			663
Net Increase (Decrease)		27			223			1,154			10,663
Class Y
Shares Sold		9,739,759		$	80,876,266			3,071,591		$	27,327,001
Shares Issued for Reinvested Dividends		471,897			3,917,799			876,389			7,705,821
Shares Redeemed		(1,922,605	)		(15,866,326	)		(3,081,561	)		(27,010,531	)
Net Increase (Decrease)		8,289,051			68,927,739			866,419			8,022,291
Total Net Increase (Decrease)		5,966,671		$	49,620,159			(3,765,258	)	$	(32,708,252	)
(1)     Commenced operations on November 7, 2014.
Total Return Bond Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		10,990,970		$	112,189,046			15,822,804		$	165,479,638
Shares Issued for Reinvested Dividends		1,017,584			10,411,537			2,546,025			26,659,013
Shares Redeemed		(5,656,577	)		(57,727,921	)		(9,412,518	)		(98,452,494	)
Shares converted (from) Class B into Class A		58,625			598,647			187,748			1,966,981
Net Increase (Decrease)		6,410,602			65,471,309			9,144,059			95,653,138

357

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class B
Shares Sold		34,838		$	352,914			50,198		$	520,841
Shares Issued for Reinvested Dividends		10,053			101,905			55,829			580,796
Shares Redeemed		(286,706	)		(2,908,167	)		(704,109	)		(7,323,974	)
Shares converted (from) Class B into Class A		(59,088	)		(598,647	)		(189,234	)		(1,966,981	)
Net Increase (Decrease)		(300,903	)		(3,051,995	)		(787,316	)		(8,189,318	)
Class C
Shares Sold		1,212,018		$	12,419,803			1,239,932		$	13,019,484
Shares Issued for Reinvested Dividends		71,391			731,447			224,496			2,355,009
Shares Redeemed		(831,142	)		(8,491,688	)		(1,524,371	)		(15,966,653	)
Net Increase (Decrease)		452,267			4,659,562			(59,943	)		(592,160	)
Class I
Shares Sold		925,769		$	9,461,267			1,739,972		$	18,273,483
Shares Issued for Reinvested Dividends		36,943			378,316			70,060			733,181
Shares Redeemed		(741,777	)		(7,563,420	)		(651,643	)		(6,799,361	)
Net Increase (Decrease)		220,935			2,276,163			1,158,389			12,207,303
Class R3
Shares Sold		46,147		$	478,560			114,325		$	1,219,266
Shares Issued for Reinvested Dividends		7,618			79,383			24,605			262,521
Shares Redeemed		(112,245	)		(1,169,042	)		(177,425	)		(1,896,607	)
Net Increase (Decrease)		(58,480	)		(611,099	)		(38,495	)		(414,820	)
Class R4
Shares Sold		169,501		$	1,762,707			233,836		$	2,474,405
Shares Issued for Reinvested Dividends		22,319			232,168			64,710			689,053
Shares Redeemed		(242,613	)		(2,521,238	)		(307,733	)		(3,266,190	)
Net Increase (Decrease)		(50,793	)		(526,363	)		(9,187	)		(102,732	)
Class R5
Shares Sold		18,068		$	187,552			67,533		$	720,111
Shares Issued for Reinvested Dividends		2,378			24,744			5,241			55,732
Shares Redeemed		(4,514	)		(47,237	)		(26,562	)		(282,633	)
Net Increase (Decrease)		15,932			165,059			46,212			493,210
Class R6(1)
Shares Sold		—		$	—			920		$	10,000
Shares Issued for Reinvested Dividends		16			168			43			460
Net Increase (Decrease)		16			168			963			10,460
Class Y
Shares Sold		5,593,557		$	57,941,492			21,140,633		$	225,627,199
Shares Issued for Reinvested Dividends		1,747,179			18,161,035			4,624,687			49,178,640
Shares Redeemed		(11,952,918	)		(123,469,501	)		(12,470,486	)		(132,684,840	)
Net Increase (Decrease)		(4,612,182	)		(47,366,974	)		13,294,834			142,120,999
Total Net Increase (Decrease)		2,077,394		$	21,015,830			22,749,516		$	241,186,080
(1)     Commenced operations on November 7, 2014.

358

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

Unconstrained Bond Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		104,479		$	983,204			332,550		$	3,296,159
Shares Issued for Reinvested Dividends		97,251			916,192			182,093			1,791,570
Shares Redeemed		(670,632	)		(6,316,370	)		(1,620,505	)		(15,985,961	)
Shares converted (from) Class B into Class A		5,481			51,717			7,753			76,633
Net Increase (Decrease)		(463,421	)		(4,365,257	)		(1,098,109	)		(10,821,599	)
Class B
Shares Sold		43		$	401			6,234		$	62,274
Shares Issued for Reinvested Dividends		1,398			13,168			3,116			30,684
Shares Redeemed		(27,938	)		(264,057	)		(76,501	)		(758,832	)
Shares converted (from) Class B into Class A		(5,482	)		(51,717	)		(7,754	)		(76,633	)
Net Increase (Decrease)		(31,979	)		(302,205	)		(74,905	)		(742,507	)
Class C
Shares Sold		117,540		$	1,111,762			297,180		$	2,934,674
Shares Issued for Reinvested Dividends		16,311			153,998			30,488			300,464
Shares Redeemed		(231,616	)		(2,183,550	)		(606,082	)		(5,958,073	)
Net Increase (Decrease)		(97,765	)		(917,790	)		(278,414	)		(2,722,935	)
Class I
Shares Sold		239,963		$	2,245,496			201,910		$	1,994,999
Shares Issued for Reinvested Dividends		6,115			57,706			15,647			154,267
Shares Redeemed		(188,537	)		(1,784,763	)		(322,716	)		(3,172,876	)
Net Increase (Decrease)		57,541			518,439			(105,159	)		(1,023,610	)
Class R3
Shares Sold		10,939		$	101,806			226		$	2,240
Shares Issued for Reinvested Dividends		279			2,626			297			2,910
Shares Redeemed		(3,603	)		(33,634	)		(4,869	)		(48,617	)
Net Increase (Decrease)		7,615			70,798			(4,346	)		(43,467	)
Class R4
Shares Sold		2,431		$	22,850			43,757		$	437,653
Shares Issued for Reinvested Dividends		294			2,753			458			4,496
Shares Redeemed		(3,279	)		(30,586	)		(13,095	)		(130,017	)
Net Increase (Decrease)		(554	)		(4,983	)		31,120			312,132
Class R5
Shares Issued for Reinvested Dividends		227			2,132			372			3,652
Net Increase (Decrease)		227			2,132			372			3,652
Class Y
Shares Sold		158,644		$	1,491,039			447,023		$	4,423,846
Shares Issued for Reinvested Dividends		40,835			383,477			67,421			661,032
Shares Redeemed		(94,282	)		(883,415	)		(395,129	)		(3,870,677	)
Net Increase (Decrease)		105,197			991,101			119,315			1,214,201
Total Net Increase (Decrease)		(423,139	)	$	(4,007,765	)		(1,410,126	)	$	(13,824,133	)

359

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

World Bond Fund
	For the Six-Month Period Ended April 30, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		16,557,364		$	169,006,906			38,826,411		$	408,315,205
Shares Issued for Reinvested Dividends		1,585,606			16,002,213			1,469,833			15,395,394
Shares Redeemed		(28,665,671	)		(293,224,179	)		(19,980,732	)		(209,884,805	)
Net Increase (Decrease)		(10,522,701	)		(108,215,060	)		20,315,512			213,825,794
Class C
Shares Sold		2,457,297		$	25,028,028			4,976,996		$	52,346,119
Shares Issued for Reinvested Dividends		375,455			3,777,808			413,011			4,320,013
Shares Redeemed		(2,752,290	)		(27,976,106	)		(5,275,005	)		(55,394,866	)
Net Increase (Decrease)		80,462			829,730			115,002			1,271,266
Class I
Shares Sold		56,398,874		$	575,792,747			102,514,841		$	1,080,268,578
Shares Issued for Reinvested Dividends		5,749,508			58,117,013			5,773,250			60,533,358
Shares Redeemed		(52,815,623	)		(538,741,401	)		(73,070,011	)		(768,624,225	)
Net Increase (Decrease)		9,332,759			95,168,359			35,218,080			372,177,711
Class R3
Shares Sold		46,724		$	475,261			52,501		$	552,038
Shares Issued for Reinvested Dividends		2,009			20,300			2,346			24,597
Shares Redeemed		(21,141	)		(216,402	)		(47,972	)		(502,481	)
Net Increase (Decrease)		27,592			279,159			6,875			74,154
Class R4
Shares Sold		47,165		$	481,563			451,765		$	4,765,776
Shares Issued for Reinvested Dividends		10,837			109,500			2,645			27,690
Shares Redeemed		(61,058	)		(620,209	)		(59,119	)		(621,257	)
Net Increase (Decrease)		(3,056	)		(29,146	)		395,291			4,172,209
Class R5
Shares Sold		11,677		$	119,964			9,683		$	101,928
Shares Issued for Reinvested Dividends		977			9,877			888			9,302
Shares Redeemed		(6,419	)		(65,243	)		(3,242	)		(33,999	)
Net Increase (Decrease)		6,235			64,598			7,329			77,231
Class R6(1)
Shares Sold		32,153		$	324,941			18,565		$	195,406
Shares Issued for Reinvested Dividends		624			6,321			98			1,024
Shares Redeemed		(5,367	)		(54,943	)		(751	)		(7,881	)
Net Increase (Decrease)		27,410			276,319			17,912			188,549
Class Y
Shares Sold		12,496,030		$	128,383,556			23,700,164		$	249,845,543
Shares Issued for Reinvested Dividends		1,788,839			18,097,496			1,996,607			20,938,623
Shares Redeemed		(27,452,618	)		(278,396,503	)		(13,181,915	)		(138,769,308	)
Net Increase (Decrease)		(13,167,749	)		(131,915,451	)		12,514,856			132,014,858
Total Net Increase (Decrease)		(14,219,048	)	$	(143,541,492	)		68,590,857		$	723,801,772

⁽¹⁾  Commenced operations on November 7, 2014.

360

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2016, none of the Funds had borrowings under this facility.

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not a party to the suit.

In July 2007, the Floating Rate Fund and more than 60 other lenders (known collectively as the “Transeastern Lenders”) accepted the payoff of a guarantee from Tousa, Inc. (“Tousa”), a Florida homebuilder. In order to fund the payoff, Tousa borrowed money from certain new lenders and secured the loan by granting liens to the new lenders on the assets of certain Tousa subsidiaries (the “Subsidiaries”). Tousa entered bankruptcy in January of 2008. In July of 2008, a committee of creditors of the Subsidiaries (the “Committee”) brought suit against the Transeastern Lenders alleging that the Subsidiaries had received no benefit in return for the liens on their assets, that the Subsidiaries were co-borrowers on the loan from the new lenders, and that the Transeastern Lenders received the value of the liens when the Transeastern Lenders accepted the payoff. The Subsidiaries sought the avoidance of their liens and the return of the value of those liens to the bankruptcy estate. On October 13, 2009, the bankruptcy court in the Southern District of Florida ruled in favor of the Committee, avoided the liens, and ordered the Transeastern Lenders to return the payoff amount to the bankruptcy estate. The Transeastern Lenders, together with the Fund, appealed the decision to the district court. On February 11, 2011, the District Court ruled in favor of the Transeastern Lenders and the Fund and quashed the bankruptcy court opinion. The Committee appealed to the Eleventh Circuit. The Eleventh Circuit reinstated the bankruptcy court opinion, but remanded back to the District Court on the question of remedies. The District Court has not yet issued a decision. If found liable, the Fund would be required to return approximately $3-3.5 million to the bankruptcy estate. Management of the Fund believes resolution of this matter will not have a material impact on the Fund’s financial statements.

361

Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2016 (Unaudited)

14. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

15. Recent Accounting Pronouncement:

In May 2015, FASB issued Accounting Standards Update 2015-07 (“ASU”) which removes the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the NAV per share practical expedient. The ASU also removes the requirement to make certain disclosures for all investments that are eligible to be measured at fair value using the NAV per share practical expedient. The ASU is effective for annual periods beginning after December 15, 2015 and interim periods within those annual periods. At this time, management is evaluating the impact of these changes on the Funds’ financial statement disclosures.

16. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2016, events and transactions subsequent to April 30, 2016, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. No subsequent events requiring financial statement adjustment or disclosure have been identified.

362

Fixed Income Funds

Shareholder Meeting Results (Unaudited)

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below. The Meeting was adjourned for certain funds until April 19, 2016 with respect to proposals 2 through 6 listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
Hartford Duration-Hedged Strategic Income Fund		1,471,444.6880
The Hartford Emerging Markets Local Debt Fund		23,736,810.3720
The Hartford Floating Rate Fund		516,690,259.4380
The Hartford Floating Rate High Income Fund		35,679,415.572
The Hartford High Yield Fund		45,350,028.1450
The Hartford Inflation Plus Fund		63,270,033.3020
Hartford Municipal Income Fund		1,127,105.6320
The Hartford Municipal Opportunities Fund		61,171,320.7480
The Hartford Municipal Real Return Fund		17,948,212.2090
Hartford Municipal Short Duration Fund		1,562,448.3240
The Hartford Quality Bond Fund		9,057,574.1480
The Hartford Short Duration Fund		79,539,897.7940
The Hartford Strategic Income Fund		49,719,286.8940
The Hartford Total Return Bond Fund		179,486,174.9360
The Hartford Unconstrained Bond Fund		9,547,034.0720
The Hartford World Bond Fund		355,022,721.8400

363

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal One: The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

Approval of Board of Directors for The Hartford Mutual Funds II, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		106,921,113.5646		2,249,725.6650
Lynn S. Birdsong		106,960,028.8694		2,210,810.3602
James E. Davey		106,948,613.2097		2,222,226.0199
Christine Detrick		106,998,232.0779		2,172,607.1517
Duane E. Hill		106,897,991.8797		2,272,847.3499
Sandra S. Jaffee		106,933,502.5447		2,237,336.6849
William P. Johnston		106,914,115.2392		2,256,723.9904
Phillip O. Peterson		106,964,295.5796		2,206,543.6500
Lemma W. Senbet		106,953,626.6527		2,217,212.5769

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

364

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Duration-Hedged Strategic Income Fund(1)		810,652.8626		0.0000		17,753.6514		134,493.0000
The Hartford Emerging Markets Local Debt Fund(1)		11,884,341.1674		29,893.1168		70,539.0378		3,392,268.0000
The Hartford Floating Rate Fund(1)		210,658,229.6846		4,753,366.7659		6,107,744.4668		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,481,236.357		238,052.885		512,935.999		6,424,488.000
The Hartford High Yield Fund(1)		16,450,461.6725		431,922.3554		971,271.3078		5,641,710.0000
The Hartford Inflation Plus Fund(1)		23,436,435.2954		531,730.4514		919,782.5962		7,232,637.0000
Hartford Municipal Income Fund(1)		1,058,002.0730		0.0000		0.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,697,001.3140		478,674.1370		974,253.0660		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,664,062.4905		221,170.4098		313,901.5217		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,316,335.7540		65,461.4185		73,974.0525		536,264.0000
The Hartford Short Duration Fund(1)		36,753,224.7060		778,223.0629		909,288.3551		8,402,512.0000
The Hartford Strategic Income Fund(1)		27,170,167.6453		515,974.8851		1,074,477.7946		5,538,609.0000
The Hartford Total Return Bond Fund(1)		73,710,273.9014		16,052,101.2235		2,041,682.0425		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,474,709.8797		62,088.1904		125,535.7739		1,364,988.0000
The Hartford World Bond Fund(1)		180,188,007.0756		1,721,296.6203		2,408,026.9270		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Duration-Hedged Strategic Income Fund(1)		805,001.9150		16,068.0873		7,336.5117		134,493.0000
The Hartford Emerging Markets Local Debt Fund(1)		11,851,881.8807		15,620.9940		117,270.4473		3,392,268.0000
The Hartford Floating Rate Fund(1)		208,072,841.6220		6,939,666.3639		6,506,832.9314		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,336,756.338		388,052.640		507,416.263		6,424,488.000
The Hartford High Yield Fund(1)		16,178,680.1581		669,386.8688		1,005,588.3088		5,641,710.0000
The Hartford Inflation Plus Fund(1)		22,931,410.0499		843,900.1487		1,112,638.1444		7,232,637.0000
Hartford Municipal Income Fund(1)		1,052,349.0730		0.0000		5,653.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,335,643.6630		1,024,686.3010		789,598.5530		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,617,116.5434		253,211.0394		328,806.8392		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,286,992.2756		94,804.8959		73,974.0535		536,264.0000
The Hartford Short Duration Fund(1)		36,379,950.4612		1,104,919.7690		955,865.8938		8,402,512.0000
The Hartford Strategic Income Fund(1)		26,844,392.6020		892,203.0635		1,024,024.6595		5,538,609.0000
The Hartford Total Return Bond Fund(1)		72,953,617.5043		16,588,062.8744		2,262,376.7887		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,414,909.8940		107,475.7150		139,948.2350		1,364,988.0000
The Hartford World Bond Fund(1)		179,276,457.9122		2,409,836.2973		2,631,036.4134		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

365

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Duration-Hedged Strategic Income Fund(1)		805,001.9150		16,068.0873		7,336.5117		134,493.0000
The Hartford Emerging Markets Local Debt Fund(1)		11,860,303.5379		46,511.4521		77,958.3320		3,392,268.0000
The Hartford Floating Rate Fund(1)		208,110,551.8109		6,861,966.4067		6,546,822.6997		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,278,119.123		420,320.224		533,785.893		6,424,488.000
The Hartford High Yield Fund(1)		16,197,463.4950		651,667.3937		1,004,524.4470		5,641,710.0000
The Hartford Inflation Plus Fund(1)		22,971,745.5346		797,925.3784		1,118,277.4300		7,232,637.0000
Hartford Municipal Income Fund(1)		1,058,002.0730		0.0000		0.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,511,179.6370		647,790.5100		990,958.3710		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,563,032.8481		344,205.0675		291,896.5064		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,328,883.1845		52,913.9880		73,974.0525		536,264.0000
The Hartford Short Duration Fund(1)		36,266,169.6861		1,243,693.2688		930,873.1691		8,402,512.0000
The Hartford Strategic Income Fund(1)		26,701,340.5248		1,017,997.0427		1,041,282.7575		5,538,609.0000
The Hartford Total Return Bond Fund(1)		73,010,996.4779		16,627,697.1324		2,165,363.5571		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,381,812.4850		125,908.4506		154,612.9084		1,364,988.0000
The Hartford World Bond Fund(1)		179,285,720.0266		2,354,371.6827		2,677,238.9136		79,048,005.1000

⁽¹⁾ Meeting Held on March 14, 2016

⁽²⁾ Meeting Held on April 19, 2016

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Duration-Hedged Strategic Income Fund(1)		805,001.9150		16,068.0873		7,336.5117		134,493.0000
The Hartford Emerging Markets Local Debt Fund(1)		11,856,039.9798		105,441.9610		23,291.3812		3,392,268.0000
The Hartford Floating Rate Fund(1)		208,116,372.9289		6,846,899.9970		6,556,067.9914		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,270,559.706		415,550.559		546,114.976		6,424,488.000
The Hartford High Yield Fund(1)		16,222,934.5173		603,732.0102		1,026,988.8082		5,641,710.0000
The Hartford Inflation Plus Fund(1)		22,921,832.4432		832,477.6394		1,133,638.2604		7,232,637.0000
Hartford Municipal Income Fund(1)		1,058,002.0730		0.0000		0.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,328,855.2040		818,066.1550		1,003,007.1580		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,547,351.0264		327,696.4305		324,086.9651		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,381,797.1725		0.0000		73,974.0525		536,264.0000
The Hartford Short Duration Fund(1)		36,393,301.3209		1,075,243.4235		972,191.3796		8,402,512.0000
The Hartford Strategic Income Fund(1)		26,808,368.4609		814,459.6186		1,137,792.2455		5,538,609.0000
The Hartford Total Return Bond Fund(1)		73,079,159.5187		16,461,489.0440		2,263,408.6047		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,416,394.4343		101,225.0513		144,714.3584		1,364,988.0000
The Hartford World Bond Fund(1)		179,215,022.1394		2,388,195.6289		2,714,112.8546		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾ Meeting Held on April 19, 2016

366

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Duration-Hedged Strategic Income Fund(1)		807,244.1793		18,347.9066		2,814.4281		134,493.0000
The Hartford Emerging Markets Local Debt Fund(1)		1,455,932.0488		10,487,264.2996		41,576.9736		3,392,268.0000
The Hartford Floating Rate Fund(1)		122,407,121.0179		92,149,518.3952		6,962,701.5042		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		10,018,179.101		4,677,277.031		536,769.108		6,424,488.000
The Hartford High Yield Fund(1)		15,194,238.1318		1,562,927.9128		1,096,489.2911		5,641,710.0000
The Hartford Inflation Plus Fund(1)		20,766,706.0531		3,026,017.1717		1,095,225.1182		7,232,637.0000
Hartford Municipal Income Fund(1)		1,050,734.0730		1,615.0000		5,653.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		15,456,341.3020		9,606,195.1390		1,087,391.7770		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		5,679,929.8912		1,226,476.7420		292,727.7888		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,316,335.7539		139,435.4711		0.0000		536,264.0000
The Hartford Short Duration Fund(1)		24,988,228.6280		12,416,164.7826		1,036,342.7134		8,402,512.0000
The Hartford Strategic Income Fund(1)		25,018,516.3694		2,607,475.3263		1,134,628.6293		5,538,609.0000
The Hartford Total Return Bond Fund(1)		65,167,909.8537		24,413,945.4922		2,222,201.8215		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,300,184.7554		216,824.8670		145,324.2216		1,364,988.0000
The Hartford World Bond Fund(1)		111,943,562.4884		69,595,180.2885		2,778,587.8460		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾ Meeting Held on April 19, 2016

367

Fixed Income Funds

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

368

Fixed Income Funds

Approval of the New Investment Management Agreement (Unaudited)

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

Hartford Duration-Hedged Strategic Income Fund

The Hartford Emerging Markets Local Debt Fund

The Hartford Floating Rate Fund

The Hartford Floating Rate High Income Fund

The Hartford High Yield Fund

The Hartford Inflation Plus Fund

Hartford Municipal Income Fund

The Hartford Municipal Opportunities Fund

The Hartford Municipal Real Return Fund

Hartford Municipal Short Duration Fund

The Hartford Quality Bond Fund

The Hartford Short Duration Fund

The Hartford Strategic Income Fund

The Hartford Total Return Bond Fund

The Hartford Unconstrained Bond Fund

The Hartford World Bond Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), initially approve, and subsequently annually review and consider the continuation of, the mutual fund’s investment advisory agreement. At their meeting held on November 4-5, 2015, the Boards of Directors (collectively, the “Board”) of The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II” and collectively with HMF, the “Companies”), including each of the Independent Directors, unanimously voted to approve a new investment management agreement (the “New Agreement”) between each of HMF and HMF II, on behalf of each of their respective series listed above (each a “Fund” and collectively, the “Funds”), and Hartford Funds Management Company, LLC (“HFMC” or the “Adviser”). At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain Funds, shareholders of the Funds were asked to approve the New Agreement, among other proposals. With respect to The Hartford Floating Rate High Income Fund and The Hartford Municipal Opportunities Fund, shareholders did not approve the New Agreement, and therefore those Funds continue to be subject to the Investment Management Agreement between HMF and HFMC, dated January 1, 2013.

The New Agreement differs from the Investment Management Agreements between HMF and HFMC and between HMF II and HFMC, each dated January 1, 2013 (together, the “Previous Agreements”) (the two Previous Agreements have been consolidated into the New Agreement for administrative efficiency) in that it: (i) expands the descriptions of the advisory, management, and administrative services provided by HFMC, as the Funds’ investment manager, to reflect in additional detail the nature and scope of services currently provided by HFMC to the Funds, (ii) updates the discussion of HFMC’s and sub-advisers’ obligations to seek best execution with respect to the Funds’ portfolio transactions to better reflect industry best practices, and (iii) implements general enhancements to clarify existing obligations and responsibilities. The Board did not view the differences between the Previous Agreements and the New Agreement to be material. Importantly, the Board considered that the New Agreement does not result in an increase in the overall fees paid by the Funds.

In the months preceding the November 4-5, 2015 meeting, the Board requested and reviewed written responses from the Adviser to questions posed to the Adviser on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such information as it deemed reasonably necessary to evaluate the New Agreement, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the approval of the New Agreement. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by HFMC and its affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 16-17, 2015 and August 4-5, 2015 in connection with its annual approval of the continuation of the Previous Agreements.

In determining whether to approve the New Agreement for the Funds, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the New Agreement was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the approval of the New Agreement. The Board was also furnished with an analysis of its fiduciary

369

Fixed Income Funds

Approval of the New Investment Management Agreement (Unaudited) – (continued)

obligations in connection with its evaluation and, throughout the evaluation process, the Board was assisted by counsel for the Funds, and the Independent Directors were also separately assisted by independent legal counsel. A more detailed discussion of the factors the Board considered with respect to its approval of the New Agreement is provided below.

Nature, Extent and Quality of Services Provided by HFMC

The Board considered the nature, extent and quality of the services that the investment manager would continue to provide to each Fund. In this regard, the Board considered, among other things, the terms of the New Agreement and the range of services provided by HFMC thereunder, including HFMC’s oversight of fund operations and service providers, and provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Funds’ sub-adviser. The Board also considered that Wellington Management Company LLP (“Wellington”) is expected to continue to provide sub-advisory services to those Funds for which it currently serves as sub-adviser, pursuant to a separate investment sub-advisory agreement between HFMC and Wellington. The Board concluded that it was satisfied with the nature, extent and quality of the services that HFMC would continue to provide to each Fund.

Performance of each Fund and HFMC

The Board considered the investment performance of each Fund and its investment manager and sub-adviser, if applicable. The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year. These reports include, among other things, information on each Fund’s gross and net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board concluded that it had continued confidence in HFMC’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of HFMC

The Board considered the information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 regarding the costs of the services provided and the profits realized by the investment manager and its affiliates from the investment manager’s relationship with the Companies. The Board also considered the updated information provided at the November 4-5, 2015 meeting. The Board noted that the New Agreement would not result in an increase in the overall fees paid by the Funds, and concluded that the profits anticipated to be realized by HFMC and its affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by HFMC

The Board considered the comparative information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed at the meetings on June 16-17, 2015, August 4-5, 2015 and November 4-5, 2015, were reasonable in light of the services provided under the Previous Agreements and to be provided under the New Agreement.

Economies of Scale

The Board considered information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 regarding the extent to which economies of scale would be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board noted that the New Agreement would not result in any change in the management fee schedules for the Funds, and they concluded that they were satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels.

Other Benefits

The Board considered information that had been provided at meetings on June 16-17, 2015 and August 4-5, 2015 with respect to the other benefits to HFMC and its affiliates from their relationships with the Funds, including fees for fund accounting services performed by HFMC, fees for transfer agency services performed by Hartford Administrative Services Company, and distribution fees paid to Hartford Funds Distributors, LLC.

* * * *

Based upon its review of these various factors, among others, the Board unanimously approved the New Agreement at a meeting held on November 4-5, 2015, and the Board concluded that it would be in the best interests of each Fund and its shareholders for shareholders to approve the New Agreement. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.

370

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy, and

https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

We will also give You a copy of our current Privacy Policy once a year if you maintain a continuing business relationship with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC.; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of Hartford Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

Hartford Funds are underwritten and distributed by Hartford Funds Distributors, LLC.

MFSAR-FI16  6/16    117963-2    Printed in U.S.A.

Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable

Item 6. Investments.

(a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.

(b) Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment

Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Exhibits.

(a)(1) Not applicable.

(a)(2) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

(a)(3) Not applicable.

(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	THE HARTFORD MUTUAL FUNDS II, INC.
Date:  June 29, 2016	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

Date:  June 29, 2016	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer
Date:  June 29, 2016	By:	/s/ Michael Flook
		Michael Flook, Vice President,
		Treasurer and Controller