N-Q 1 d345301dnq.htm THE HARTFORD MUTUAL FUNDS II INC. The Hartford Mutual Funds II Inc.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-00558

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)

Alice A. Pellegrino

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 19087

(Name and Address of Agent for Service)

Registrant’s telephone number, including area code: (610) 386-1844

Date of fiscal year end: October 31

Date of reporting period: January 31, 2017

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

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


Item 1. Schedule of Investments.


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  
Common Stocks - 90.5%   
  

Automobiles & Components - 2.5%

  
1,150,173   

Tata Motors Ltd. ADR

   $ 44,810,740  
231,131   

Tesla Motors, Inc.*

     58,228,833  
     

 

 

 
     103,039,573  
     

 

 

 
  

Banks - 5.4%

  
1,034,540   

Bank of the Ozarks, Inc.

     56,765,210  
734,225   

Citigroup, Inc.

     40,991,782  
3,163,260   

Huntington Bancshares, Inc.

     42,798,908  
427,382   

PNC Financial Services Group, Inc.

     51,482,435  
585,327   

Wells Fargo & Co.

          32,971,470  
     

 

 

 
     225,009,805  
     

 

 

 
  

Capital Goods - 6.6%

  
495,903   

Deere & Co.

     53,086,416  
1,676,251   

Fastenal Co.

     83,276,150  
653,493   

Middleby Corp.*

     87,685,691  
341,004   

Rockwell Automation, Inc.

     50,465,182  
     

 

 

 
     274,513,439  
     

 

 

 
  

Commercial & Professional Services - 1.4%

  
63,425   

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

     6,981,818  
1,689,128   

TransUnion*

     53,258,206  
     

 

 

 
     60,240,024  
     

 

 

 
  

Consumer Durables & Apparel - 0.7%

  
208,741   

Pandora A/S

     27,355,265  
45,891   

Under Armour, Inc. Class C*

     882,025  
     

 

 

 
     28,237,290  
     

 

 

 
  

Consumer Services - 3.7%

  
1,031,644   

Hilton Worldwide Holdings, Inc.

     59,402,061  
2,436,365   

Kroton Educacional S.A.

     10,445,651  
487,506   

Marriott International, Inc. Class A

     41,243,008  
215,746   

Panera Bread Co. Class A*

     45,103,859  
     

 

 

 
     156,194,579  
     

 

 

 
  

Diversified Financials - 3.3%

  
498,406   

Capital One Financial Corp.

     43,555,700  
1,928,514   

Double Eagle Acquisition Corp.*

     20,114,401  
903,521   

Synchrony Financial

     32,364,122  
1,059,572   

Voya Financial, Inc.

     42,615,986  
     

 

 

 
     138,650,209  
     

 

 

 
  

Energy - 6.0%

  
1,041,920   

Baker Hughes, Inc.

     65,724,314  
83,948   

Centennial Resource Development, Inc. Class A*(1)(2)(3)

     1,402,193  
254,421   

Cimarex Energy Co.

     34,400,263  
262,187   

Diamondback Energy, Inc.*

     27,574,207  
884,337   

Newfield Exploration Co.*

     35,444,227  
192,854   

Pioneer Natural Resources Co.

     34,758,076  
823,900   

Seven Generations Energy Ltd. Class A*

     16,468,503  
2,446,265   

WPX Energy, Inc.*

     34,076,471  
     

 

 

 
     249,848,254  
     

 

 

 
  

Food & Staples Retailing - 1.6%

  
411,314   

Costco Wholesale Corp.

     67,434,930  
     

 

 

 
  

Food, Beverage & Tobacco - 1.6%

  
1,536,878   

Monster Beverage Corp.*

     65,471,003  
     

 

 

 
  

Health Care Equipment & Services - 6.2%

  
761,301   

Align Technology, Inc.*

     69,803,689  
526,602   

DexCom, Inc.*

     41,680,548  
754,750   

Edwards Lifesciences Corp.*

     72,637,140  
984,392   

Hologic, Inc.*

     39,897,408  


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

826,201   

Veeva Systems, Inc. Class A*

   $ 34,973,088  
     

 

 

 
        258,991,873  
     

 

 

 
  

Insurance - 1.0%

  
754,980   

MetLife, Inc.

          41,078,462  
     

 

 

 
  

Materials - 6.4%

  
11,313,220   

Glencore plc*

     46,855,762  
773,136   

International Paper Co.

     43,759,498  
5,665,610   

Platform Specialty Products Corp.*

     68,780,505  
852,858   

Steel Dynamics, Inc.

     28,835,129  
3,776,485   

Vale S.A. ADR

     38,444,617  
782,750   

WestRock Co.

     41,767,540  
     

 

 

 
        268,443,051  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 5.9%

  
1,853,072   

Bristol-Myers Squibb Co.

     91,097,020  
561,454   

Celgene Corp.*

     65,212,882  
581,944   

Eisai Co., Ltd.

     32,077,150  
459,216   

Ionis Pharmaceuticals, Inc.*

     20,435,112  
88,393   

TESARO, Inc.*

     14,393,916  
247,776   

Vertex Pharmaceuticals, Inc.*

     21,276,525  
     

 

 

 
        244,492,605  
     

 

 

 
  

Real Estate - 1.2%

  
115,793   

Equinix, Inc. REIT

     44,577,989  
81,341   

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

     4,082,688  
     

 

 

 
        48,660,677  
     

 

 

 
  

Retailing - 10.7%

  
193,064   

Amazon.com, Inc.*

     158,984,343  
116,585   

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

     4,019,851  
123,196   

JAND, Inc. Class A*(1)(2)(3)

     1,209,785  
860,372   

Netflix, Inc.*

     121,062,944  
61,482   

Priceline Group, Inc.*

     96,842,142  
418,006   

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

     20,779,070  
157,436   

Ulta Salon Cosmetics & Fragrance, Inc.*

     42,866,674  
     

 

 

 
        445,764,809  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.1%

  
563,380   

Analog Devices, Inc.

     42,219,697  
1,896,429   

Micron Technology, Inc.*

     45,722,903  
     

 

 

 
        87,942,600  
     

 

 

 
  

Software & Services - 21.7%

  
602,248   

Alibaba Group Holding Ltd. ADR*

     61,013,745  
901,089   

Atlassian Corp. plc Class A*

     24,897,089  
215,296   

CoStar Group, Inc.*

     43,511,322  
1,336,826   

Facebook, Inc. Class A*

     174,215,164  
847,726   

Global Payments, Inc.

     65,512,265  
1,632,204   

Mobileye N.V.*

     70,119,484  
1,420,395   

PayPal Holdings, Inc.*

     56,503,313  
492,371   

Salesforce.com, Inc.*

     38,946,546  
824,183   

ServiceNow, Inc.*

     74,687,464  
1,381,745   

SS&C Technologies Holdings, Inc.

     44,395,467  
136,358   

Trade Desk, Inc. Class A*

     4,044,378  
268,652   

Ultimate Software Group, Inc.*

     52,027,146  
757,207   

Visa, Inc. Class A

     62,628,591  
931,835   

Workday, Inc. Class A*

     77,426,170  
1,530,186   

Zillow Group, Inc. Class C*

     54,137,981  
     

 

 

 
        904,066,125  
     

 

 

 
  

Technology Hardware & Equipment - 1.1%

  
491,921   

Arista Networks, Inc.*

     46,240,574  
     

 

 

 
  

Transportation - 1.4%

  
595,122   

J.B. Hunt Transport Services, Inc.

     58,964,688  
     

 

 

 
  

Total Common Stocks
(cost $3,386,509,904)

     3,773,284,570  
     

 

 

 

 


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Corporate Bonds - 0.1%   
   Internet - 0.1%  
  

DraftKings, Inc.

  
        $        2,665,674   

5.00%, 12/23/2017(1)(2)(3)

   $ 2,665,674  
     

 

 

 
  

Total Corporate Bonds
(cost $2,665,674)

     2,665,674  
     

 

 

 
Preferred Stocks - 8.5%   
   Capital Goods - 0.5%  
4,106,956   

Lithium Technology Corp. *(1)(2)(3)

          20,000,876  
     

 

 

 
  

Commercial & Professional Services - 0.3%

 

470,535   

Rubicon Global Holdings LLC *(1)(2)(3)

     10,563,511  
     

 

 

 
  

Consumer Durables & Apparel - 0.0%

 

923,832   

One Kings Lane, Inc. *(1)(2)(3)

     960,785  
     

 

 

 
  

Consumer Services - 0.1%

 

2,428,921   

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

     4,663,528  
     

 

 

 
  

Real Estate - 1.1%

 

2,437,006   

Redfin Corp. Series G *(1)(2)(3)

     10,064,835  
404,267   

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

     20,291,070  
317,638   

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

     15,942,966  
     

 

 

 
        46,298,871  
     

 

 

 
   Retailing - 0.5%  
4,434,460   

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

     18,181,286  
275,096   

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

     2,701,443  
     

 

 

 
        20,882,729  
     

 

 

 
   Software & Services - 5.9%  
1,526,069   

Birst, Inc. Series F *(1)(2)(3)

     8,027,123  
387,642   

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

     7,128,736  
5,668,755   

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

     11,450,885  
879,475   

ForeScout Technologies, Inc. *(1)(2)(3)

     11,591,481  
169,309   

General Assembly Space, Inc. *(1)(2)(3)

     8,299,680  
743,470   

Lookout, Inc. Series F *(1)(2)(3)

     5,947,760  
1,078,374   

MarkLogic Corp. Series F *(1)(2)(3)

     11,387,630  
610,175   

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

     17,885,114  
1,410,890   

Pinterest, Inc. Series G *(1)(2)(3)

     8,832,171  
585,996   

Trade Desk, Inc. Series C *(1)(2)(3)

     16,917,158  
2,311,920   

Uber Technologies, Inc. *(1)(2)(3)

     112,757,489  
566,228   

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

     11,613,336  
3,194,823   

Zuora, Inc. Series F *(1)(2)(3)

     12,140,327  
     

 

 

 
        243,978,890  
     

 

 

 
   Telecommunication Services - 0.1%  
19,187   

DocuSign, Inc. Series B *(1)(2)(3)

     356,303  
5,747   

DocuSign, Inc. Series B-1 *(1)(2)(3)

     106,722  
13,788   

DocuSign, Inc. Series D *(1)(2)(3)

     256,043  
298,549   

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

     5,544,055  
     

 

 

 
        6,263,123  
     

 

 

 
  

Total Preferred Stocks
(cost $238,687,098)

     353,612,313  
     

 

 

 
Convertible Preferred Stocks - 0.2%   
   Retailing - 0.2%  
272,032   

Honest Co. Series C *(1)(2)(3)

     9,379,663  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $7,360,451)

     9,379,663  
     

 

 

 
  

Total Long-Term Investments
(cost $3,635,223,127)

       4,138,942,220  
     

 

 

 
Short-Term Investments - 0.5%   
   Other Investment Pools & Funds - 0.5%  
23,059,861   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

     23,059,861  
     

 

 

 
  

Total Short-Term Investments
(cost $23,059,861)

     23,059,861  
     

 

 

 

 


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    

Total Investments
(cost $3,658,282,988)^

     99.8%      $ 4,162,002,081  
    

Other Assets and Liabilities

     0.2%        6,296,279  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $     4,168,298,360  
       

 

 

    

 

 

 

 

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

   $ 583,581,429  

Unrealized Depreciation

     (79,862,336
  

 

 

 

Net Unrealized Appreciation

   $       503,719,093  
  

 

 

 

 

*   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 January 31, 2017, the aggregate fair value of these securities was $404,133,055, which represents 9.7% 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.
(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    

12/2016

     83,948    

Centennial Resource Development, Inc. Class A

     1,220,604    

02/2014

     387,642    

Cloudera, Inc. Preferred

     5,644,068    

11/2014

     4,434,460    

Coupang LLC Preferred

     13,805,011    

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

     181,070    

02/2014

     298,549    

DocuSign, Inc. Series E Preferred

     3,920,665    

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    

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

     7,360,451    

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

     6,956,489    

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 Global Holdings LLC Preferred

     9,392,114    

11/2013

     418,006    

Tory Burch LLC

     32,761,838    

02/2016

     585,996    

Trade Desk, Inc. Series C Preferred

     9,171,643    


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

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    
       

 

 

 
        $       295,575,994    
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $404,133,055, which represents 9.7% 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 January 31, 2017, the aggregate value of these securities was $404,133,055, which represents 9.7% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   

American Depositary Receipt

REIT   

Real Estate Investment Trust


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 103,039,573      $ 103,039,573      $      $  

Banks

     225,009,805        225,009,805                

Capital Goods

     274,513,439        274,513,439                

Commercial & Professional Services

     60,240,024        53,258,206               6,981,818  

Consumer Durables & Apparel

     28,237,290        882,025        27,355,265         

Consumer Services

     156,194,579        156,194,579                

Diversified Financials

     138,650,209        138,650,209                

Energy

     249,848,254        248,446,061               1,402,193  

Food & Staples Retailing

     67,434,930        67,434,930                

Food, Beverage & Tobacco

     65,471,003        65,471,003                

Health Care Equipment & Services

     258,991,873        258,991,873                

Insurance

     41,078,462        41,078,462                

Materials

     268,443,051        221,587,289        46,855,762         

Pharmaceuticals, Biotechnology & Life Sciences

     244,492,605        212,415,455        32,077,150         

Real Estate

     48,660,677        44,577,989               4,082,688  

Retailing

     445,764,809        419,756,103               26,008,706  

Semiconductors & Semiconductor Equipment

     87,942,600        87,942,600                

Software & Services

     904,066,125        904,066,125                

Technology Hardware & Equipment

     46,240,574        46,240,574                

Transportation

     58,964,688        58,964,688                

Corporate Bonds

     2,665,674                      2,665,674  

Preferred Stocks

     353,612,313                      353,612,313  

Convertible Preferred Stocks

     9,379,663                      9,379,663  

Short-Term Investments

     23,059,861        23,059,861                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     4,162,002,081      $     3,651,580,849      $       106,288,177      $   404,133,055  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2017:

 

   

Common

Stocks

   

Convertible

Preferred Stocks

   

Preferred

Stocks

    Corporate
Bonds
    Total  
 

 

 

 

Beginning balance

            $36,637,334         $         10,203,920           $  347,869,870           $ 2,665,674             $ 397,376,798  

Purchases

    1,220,604       -       -       -       1,220,604  

Sales

    -       -       -       -       -  

Accrued discounts/(premiums)

    -       -       -       -       -  

Total realized gain/(loss)

    -       -       (5     -       (5

Net change in unrealized

appreciation/depreciation

    617,467       (824,257     5,742,448       -       5,535,658  

Transfers into Level 3

    -       -       -       -       -  

Transfers out of Level 3

    -       -       -       -       -  
 

 

 

 

Ending balance

            $ 38,475,405         $ 9,379,663           $ 353,612,313           $ 2,665,674             $ 404,133,055  
 

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2017 was $5,535,658.


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 91.8%

  
  

Alabama - 0.9%

 

          $          1,500,000   

County of Jefferson, AL, Sewer Rev
5.00%, 10/01/2018

   $           1,562,835  
     

 

 

 
  

Alaska - 0.9%

 

375,000   

Alaska Municipal Bond Bank Auth Rev
5.75%, 09/01/2033

     402,023  
1,000,000   

CIVICVentures, AK
5.00%, 09/01/2026

     1,142,120  
     

 

 

 
        1,544,143  
     

 

 

 
  

Arizona - 0.9%

 

1,000,000   

Arizona State Health Fac Auth Hospital System Rev
5.00%, 02/01/2020

     1,091,040  
265,000   

Estrella Mountain Ranch, AZ, Community Fac Dist GO
6.20%, 07/15/2032

     267,020  
191,000   

Sundance, AZ, Community Fac Dist
7.13%, 07/01/2027(1)

     191,015  
     

 

 

 
        1,549,075  
     

 

 

 
  

California - 12.4%

 

  

California State Communities DA Rev

 

570,000   

1.45%, 04/01/2036(2)

     481,109  
1,000,000   

5.00%, 10/01/2022

     1,067,910  
500,000   

California State Dept Water Resources Supply Rev
5.00%, 05/01/2022

     525,175  
1,000,000   

California State Health Facilities
6.00%, 07/01/2029

     1,113,470  
170,000   

California State Public Works Board, State University Trustees
6.13%, 04/01/2029

     188,153  
220,000   

City of Los Angeles, CA, Department of Airports
5.00%, 05/15/2030

     251,009  
1,530,000   

Corona-Norco California University
4.00%, 09/01/2019

     1,619,168  
300,000   

El Dorado, CA, Irrigation Dist
5.38%, 08/01/2024

     330,534  
315,000   

Elk Grove, CA, Finance Auth
5.00%, 09/01/2031

     360,792  
435,000   

Foothill-Eastern, CA, Transportation Corridor Agency
5.00%, 01/15/2053(2)

     441,107  
425,000   

Golden State, CA, Tobacco Securitization Corp.
5.00%, 06/01/2017

     430,670  
1,000,000   

Hemet, CA, Unif School Dist FA Special Tax
5.00%, 09/01/2031

     1,087,840  
400,000   

Huntington Park, CA, Public FA Rev
5.25%, 09/01/2019

     401,348  
810,000   

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

     850,524  
1,100,000   

Los Angeles, CA, Regional Airports Improvement Corp.
5.00%, 01/01/2020

     1,192,851  
1,000,000   

Oakland, CA, Airport Rev
5.00%, 05/01/2026

     1,102,590  
500,000   

San Bernardino, CA, Community College Dist GO
6.38%, 08/01/2026

     539,690  
500,000   

San Buenaventura, CA, Rev
5.25%, 12/01/2017

     511,840  
60,000   

San Diego, CA, Redev Agency, Centre City Sub Pkg
5.25%, 09/01/2026

     60,220  
1,120,000   

San Francisco City & County, CA, Redev FA
6.50%, 08/01/2032

     1,250,166  
290,000   

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

     321,016  
1,000,000   

San Jose, CA, Redev Agency
6.50%, 08/01/2019

     1,077,640  


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

          $          665,000   

Santa Cruz County, CA, Redev Agency
6.63%, 09/01/2029

   $ 754,655  
  

Santa Margarita, CA, Water Dist Special Tax

 

500,000   

5.00%, 09/01/2024

     558,015  
500,000   

5.00%, 09/01/2025

     555,810  
970,000   

5.00%, 09/01/2028

     1,078,359  
500,000   

Southern California State Public Power Auth
5.00%, 07/01/2023

     533,525  
215,000   

Temecula, CA, Redev Agency Tax Allocation Rev
5.63%, 12/15/2038

     217,318  
1,000,000   

Tuolumne, CA, Wind Proj Auth Rev
5.88%, 01/01/2029

     1,089,850  
1,250,000   

Ventura County, CA, Certificates of Participation
5.63%, 08/15/2027

     1,386,937  
1,000,000   

Washington Township, CA, Health Care Dist Rev
6.00%, 07/01/2029

     1,070,930  
     

 

 

 
           22,450,221  
     

 

 

 
  

Colorado - 0.8%

 

750,000   

Denver, CO, Convention Center Hotel Auth.
5.00%, 12/01/2027

     840,690  
600,000   

University of Colorado Enterprise Rev
5.75%, 06/01/2028

     661,890  
     

 

 

 
     1,502,580  
     

 

 

 
  

Connecticut - 2.6%

 

1,500,000   

City of Bridgeport, CT, GO
5.00%, 08/15/2025

     1,712,235  
950,000   

City of Hartford, CT, GO
5.00%, 07/01/2027

     1,034,236  
1,000,000   

City of New Haven, CT, GO
5.00%, 11/01/2017

     1,026,920  
750,000   

State of Connecticut, GO
5.00%, 05/15/2025

     871,200  
     

 

 

 
     4,644,591  
     

 

 

 
  

District of Columbia - 2.4%

 

3,000,000   

District of Columbia University Rev
5.25%, 04/01/2034(2)

     3,204,330  
1,035,000   

Metropolitan Washington, DC, Airport Auth System Rev
5.00%, 10/01/2022

     1,184,878  
     

 

 

 
     4,389,208  
     

 

 

 
  

Florida - 5.7%

 

  

Broward County, FL, Airport System Rev

 

145,000   

5.00%, 10/01/2019

     156,883  
265,000   

5.00%, 10/01/2020

     293,122  
285,000   

5.00%, 10/01/2021

     320,294  
  

City of Port State Lucie, FL

 

590,000   

4.00%, 07/01/2028

     612,509  
585,000   

4.00%, 07/01/2029

     603,053  
  

Collier County, FL, Industrial Development Auth

 

500,000   

6.50%, 05/15/2020(1)

     500,945  
500,000   

7.00%, 05/15/2024(1)

     545,575  
1,000,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

     1,123,840  
2,000,000   

Jacksonville, FL, Econ Development Commission
6.25%, 09/01/2027(1)

     2,034,240  
190,000   

Miami Beach, FL, Health Fac Auth
5.00%, 11/15/2020

     208,552  
530,000   

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2027

     592,434  
625,000   

Miami-Dade County, FL, Expressway Auth
5.00%, 07/01/2024

     731,012  
1,000,000   

Miami-Dade County, FL, School Board
5.00%, 08/01/2027

     1,165,970  


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

          $          1,000,000   

Palm Beach County, FL, Health
6.80%, 06/01/2025

   $ 1,127,650  
360,000   

River Bend Community Development Dist, FL, Capital Improvement Rev
7.13%, 11/01/2015(3)

     46,440  
190,000   

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

     189,789  
     

 

 

 
           10,252,308  
     

 

 

 
  

Georgia - 1.2%

 

2,000,000   

Atlanta, GA, Airport Passenger Fac Charge Rev
5.00%, 01/01/2023

     2,192,920  
     

 

 

 
  

Hawaii - 0.6%

 

1,000,000   

Hawaii State Dept of Transportation
5.00%, 08/01/2022

     1,131,990  
     

 

 

 
  

Illinois - 17.6%

 

  

Chicago, IL, Board of Education

 

635,000   

6.00%, 01/01/2020

     671,551  
150,000   

6.00%, 04/01/2046

     149,372  
1,000,000   

Chicago, IL, Midway International Airport
5.00%, 01/01/2036

     1,093,120  
  

Chicago, IL, O’Hare International Airport Rev

 

825,000   

5.00%, 01/01/2023

     905,734  
1,500,000   

5.00%, 01/01/2026

     1,647,720  
2,670,000   

Chicago, IL, Park Dist, GO
5.00%, 01/01/2025

     2,967,545  
100,000   

Chicago, IL, Transit Auth
5.25%, 06/01/2022

     103,753  
  

City of Chicago, IL, GO

 

785,000   

4.00%, 01/01/2018

     784,490  
300,000   

5.00%, 12/01/2023

     298,950  
1,000,000   

5.50%, 01/01/2030

     989,030  
  

City of Chicago, IL, Wastewater Transmission Rev

 

285,000   

5.00%, 01/01/2028

     311,633  
715,000   

5.00%, 01/01/2029

     776,690  
  

City of Chicago, IL, Waterworks Rev

 

260,000   

5.00%, 11/01/2017

     260,790  
1,205,000   

5.00%, 11/01/2029

     1,298,255  
310,000   

Cook County, IL, Community High School Dist No 212 Leyden
5.00%, 12/01/2027

     347,671  
885,000   

Cook County, IL, GO
5.00%, 11/15/2027

     987,138  
1,498,000   

Huntley, IL, Special Service No. 9
5.10%, 03/01/2028

     1,502,659  
  

Illinois State FA Rev

 

1,000,000   

5.00%, 10/01/2023

     1,161,150  
1,000,000   

5.00%, 02/15/2027

     1,070,010  
335,000   

5.00%, 11/15/2028

     372,966  
1,000,000   

5.00%, 11/15/2031

     1,097,950  
1,000,000   

5.00%, 11/15/2033

     1,088,990  
625,000   

5.00%, 11/15/2034

     677,131  
  

Illinois State GO

 

1,000,000   

5.00%, 01/01/2022

     1,037,210  
2,000,000   

5.25%, 01/01/2021

     2,123,080  
  

Illinois State Toll Highway Auth

 

1,000,000   

5.00%, 01/01/2027

     1,127,190  
1,000,000   

5.00%, 01/01/2031

     1,135,670  
1,400,000   

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2031

     1,518,930  
625,000   

Kane McHenry Cook & DeKalb Counties, IL, USD
5.00%, 01/01/2027

     712,906  
1,000,000   

Met Pier & Exposition Auth, IL, Rev
5.00%, 12/15/2035

     1,029,540  
1,000,000   

Railsplitter, IL, Tobacco Settlement Auth
5.50%, 06/01/2023

     1,125,790  


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

          $          500,000   

Springfield, IL, Water Rev
5.25%, 03/01/2026

   $ 520,790  
1,000,000   

State of Illinois
5.00%, 02/01/2026

     1,032,750  
     

 

 

 
           31,928,154  
     

 

 

 
  

Indiana - 0.6%

 

  

University of Southern Indiana

 

820,000   

5.00%, 10/01/2022

     896,153  
250,000   

5.00%, 10/01/2023

     273,013  
     

 

 

 
     1,169,166  
     

 

 

 
  

Kentucky - 0.8%

 

230,000   

Kentucky Public Transportation Inf Auth
5.00%, 07/01/2017

     233,139  
1,085,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

     1,205,750  
     

 

 

 
     1,438,889  
     

 

 

 
  

Louisiana - 1.8%

 

1,500,000   

Louisana State, Tobacco Settlement Financing Corp.
5.00%, 05/15/2026

     1,515,255  
1,155,000   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev
6.00%, 11/15/2030

     1,196,314  
500,000   

New Orleans, LA, Aviation Board
5.00%, 01/01/2034

     541,005  
     

 

 

 
     3,252,574  
     

 

 

 
  

Massachusetts - 0.1%

 

200,000   

Massachusetts School Building Auth.
5.00%, 11/15/2030

     236,666  
     

 

 

 
  

Michigan - 2.2%

 

1,000,000   

Great Lakes, MI, Water Auth. Water Supply System Rev.
5.00%, 07/01/2029

     1,122,770  
  

Michigan Finance Auth

 

600,000   

5.00%, 07/01/2018

     624,996  
335,000   

5.00%, 07/01/2027

     371,843  
335,000   

5.00%, 07/01/2028

     370,302  
350,000   

5.00%, 07/01/2029

     388,584  
265,000   

Michigan State Building Auth
5.00%, 04/15/2027

     311,015  
370,000   

State of Michigan
5.00%, 03/15/2027

     440,552  
275,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     309,193  
     

 

 

 
     3,939,255  
     

 

 

 
  

Minnesota - 0.1%

 

240,000   

Duluth, MN, Independent School District No. 709
4.00%, 02/01/2027

     259,387  
     

 

 

 
  

Missouri - 0.1%

 

1,000,000   

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027(3)(4)

     250,000  
     

 

 

 
  

Nevada - 0.2%

 

390,000   

Las Vegas, NV, Special Improvement Dist
5.00%, 06/01/2028

     398,857  
     

 

 

 
  

New Jersey - 1.5%

 

  

New Jersey State Econ DA

 

480,000   

4.88%, 09/15/2019

     498,408  
1,000,000   

5.00%, 09/01/2021

     1,052,240  
1,060,000   

New Jersey Transportation Trust Fund Auth
5.00%, 06/15/2021

     1,094,196  
     

 

 

 
     2,644,844  
     

 

 

 

 


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

New York - 9.2%

 

          $        1,000,000   

City of New York, NY
6.25%, 10/15/2028

   $ 1,086,098  
1,000,000   

Metropolitan Transportation Auth, NY, Rev
5.25%, 11/15/2023

     1,133,450  
395,000   

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

     412,823  
415,000   

New York Mortgage Agency Rev
3.50%, 10/01/2034

     428,039  
  

New York State Dormitory Auth Rev

 

1,500,000   

5.00%, 03/15/2030

     1,757,310  
4,500,000   

5.00%, 03/15/2031

     5,253,615  
2,000,000   

5.38%, 03/01/2029

     2,154,520  
765,000   

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(1)

     818,542  
520,000   

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

     540,197  
  

Newburth, NY, GO

 

610,000   

5.00%, 06/15/2017

     617,064  
645,000   

5.00%, 06/15/2018

     671,748  
75,000   

Syracuse, NY, Industrial Dev. Agcy.
5.00%, 01/01/2029

     83,790  
  

Town of Oyster Bay, NY,

 

265,000   

3.00%, 03/01/2021

     270,724  
155,000   

4.00%, 11/01/2022

     161,901  
  

Town of Oyster Bay, NY, GO

 

50,000   

2.50%, 03/15/2018

     49,381  
175,000   

3.00%, 08/15/2017

     174,538  
445,000   

TSASC, Inc., NY
5.00%, 06/01/2026

     511,848  
575,000   

Ulster County, NY, Capital Resource Corp. Rev
0.00%, 09/15/2044(1)(5)

     502,820  
     

 

 

 
              16,628,408  
     

 

 

 
  

North Carolina - 0.2%

 

275,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027(6)

     316,800  
     

 

 

 
  

Ohio - 2.6%

 

  

City of Cleveland, OH, Airport System Rev

 

355,000   

5.00%, 01/01/2022

     400,319  
325,000   

5.00%, 01/01/2023

     371,111  
85,000   

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

     103,157  
1,200,000   

Cuyahoga, OH, Community College Dist
5.00%, 08/01/2027

     1,329,612  
2,000,000   

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

     2,371,040  
250,000   

Ohio Air Quality Dev Auth Rev
3.13%, 07/01/2033(2)

     110,508  
     

 

 

 
        4,685,747  
     

 

 

 
  

Oklahoma - 1.3%

 

2,310,000   

Norman, OK, Regional Hospital Auth Rev
5.25%, 09/01/2019

     2,358,140  
     

 

 

 
  

Other U.S. Territories - 0.2%

 

380,000   

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

     391,453  
     

 

 

 
  

Pennsylvania - 5.3%

 

470,000   

Beaver County, PA, Industrial Dev Auth Rev
2.70%, 04/01/2035(2)

     207,195  
1,000,000   

Commonwealth FA, PA
5.00%, 06/01/2026

     1,144,000  
1,000,000   

Montgomery County, PA, Higher Education and Health
5.00%, 10/01/2023

     1,119,900  
  

Pennsylvania State Turnpike Commission Rev

 

200,000   

5.00%, 12/01/2027

     230,744  


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

          $          665,000   

6.00%, 06/01/2028

   $ 708,464  
750,000   

Pennsylvania State, GO
5.00%, 08/15/2023

     865,785  
1,000,000   

Philadelphia, PA, GO
5.25%, 08/01/2019

               1,088,650  
365,000   

Philadelphia, PA, School Dist GO
5.00%, 09/01/2023

     400,734  
200,000   

Philadelphia, PA, School Dist GO
5.25%, 09/01/2023

     213,402  
  

Pittsburgh, PA, School Dist GO

 

1,570,000   

5.00%, 09/01/2021

     1,780,192  
750,000   

5.00%, 09/01/2023

     844,447  
1,000,000   

Susquehanna Area, PA, Regional Airport Auth
5.00%, 01/01/2018

     1,022,000  
     

 

 

 
     9,625,513  
     

 

 

 
  

Rhode Island - 2.0%

 

1,410,000   

Cranston, RI, GO
5.00%, 07/01/2018

     1,484,730  
  

Rhode Island Health & Educational Bldg Corp.

 

1,215,000   

5.00%, 05/15/2018

     1,266,443  
800,000   

5.00%, 05/15/2027

     915,912  
     

 

 

 
     3,667,085  
     

 

 

 
  

South Carolina - 0.6%

 

1,000,000   

South Carolina St Jobs-Econ DA Rev
5.25%, 08/01/2024

     1,115,010  
     

 

 

 
  

South Dakota - 0.3%

 

415,000   

South Dakota State Health & Educational FA
5.00%, 11/01/2029

     464,049  
     

 

 

 
  

Texas - 10.6%

 

595,000   

City of Austin, TX, Airport System Rev
5.00%, 11/15/2026(6)

     697,977  
2,250,000   

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

     2,625,457  
1,050,000   

Clifton, TX, Higher Education Finance Corp.
4.00%, 08/15/2030

     1,104,422  
1,000,000   

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2030

     1,163,330  
750,000   

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2023

     824,213  
1,500,000   

Grapevine-Colleyville Independent School Dist GO, TX
5.00%, 08/15/2027

     1,778,955  
250,000   

Harris County - Houston, TX
5.00%, 11/15/2032

     274,273  
2,000,000   

Houston, TX, Utility System Rev
6.00%, 11/15/2036

     2,211,873  
1,580,000   

La Joya Independent School Dist
5.00%, 02/15/2025

     1,841,063  
1,000,000   

New Hope, TX, Cultural Education Facilities Finance Corp.
5.00%, 11/01/2031

     1,040,630  
  

North Texas Tollway Auth Rev

 

1,000,000   

5.00%, 01/01/2030

     1,123,970  
370,000   

6.00%, 01/01/2025

     385,832  
325,000   

San Antonio, TX, Water Rev
5.00%, 05/15/2031

     377,598  
  

Tarrant County, TX, Cultural Education Fac

 

405,000   

3.88%, 11/15/2020

     405,279  
550,000   

5.00%, 10/01/2034

     570,873  
1,000,000   

6.25%, 11/15/2029

     1,088,630  
1,000,000   

Texas State Municipal Gas Acquisition & Supply Corp.
5.25%, 12/15/2017

     1,033,390  
550,000   

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

     594,374  
     

 

 

 
     19,142,139  
     

 

 

 

 


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Vermont - 0.3%

 

          $          600,000   

Vermont State Econ DA Waste
4.75%, 04/01/2036(1)(2)

 

   $ 598,422  
        

 

 

 
  

Virginia - 0.3%

 

500,000   

Virginia State Resources Auth Infrastructure
5.00%, 11/01/2024

 

     532,990  
        

 

 

 
  

Washington - 3.2%

 

2,285,000   

FYI Properties, WA, Lease Rev
5.50%, 06/01/2034

 

     2,488,319  
  

Washington State Health Care Fac Auth Rev

 

590,000   

5.00%, 01/01/2026

 

     682,831  
1,820,000   

5.00%, 03/01/2029

 

     2,054,289  
550,000   

Washington State Housing Finance Commission
6.50%, 07/01/2030(1)

 

     545,110  
        

 

 

 
                   5,770,549  
        

 

 

 
  

Wisconsin - 2.3%

 

1,705,000   

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2024

 

     1,927,537  
  

Wisconsin State

 

125,000   

5.75%, 05/01/2033

 

     136,625  
865,000   

6.00%, 05/01/2036

 

     956,249  
1,000,000   

Wisconsin State Health & Educational Fac Auth Rev
5.00%, 11/15/2027

 

     1,147,590  
        

 

 

 
           4,168,001  
        

 

 

 
  

Total Municipal Bonds
(cost $164,123,375)

 

     166,201,969  
        

 

 

 
  

Total Long-Term Investments
(cost $164,123,375)

 

     166,201,969  
        

 

 

 

Short-Term Investments - 7.2%

     
  

Other Investment Pools & Funds - 7.2%

 

13,073,209   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     13,073,209  
        

 

 

 
  

Total Short-Term Investments
(cost $13,073,209)

 

     13,073,209  
        

 

 

 
  

Total Investments
(cost $177,196,584)^

     99.0%      $ 179,275,178  
  

Other Assets and Liabilities

     1.0%        1,876,897  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 181,152,075  
     

 

 

    

 

 

 

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

   $         5,004,119  

Unrealized Depreciation

     (2,925,525
  

 

 

 

Net Unrealized Appreciation

   $ 2,078,594  
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $5,736,669, which represents 3.2% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(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 January 31, 2017, the aggregate value of these securities was $250,000, 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 $1,040,744 at January 31, 2017.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017  

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       1.15% Fixed   CPURNSA     USD             3,600,000             01/15/20       $       $     $ 90,189     $ 90,189  
  BCLY       1.18% Fixed   CPURNSA     USD       7,550,000     01/15/19                 132,010       132,010  
  BCLY       1.28% Fixed   CPURNSA     USD       3,700,000     01/15/20                 93,520       93,520  
  BCLY       1.53% Fixed   CPURNSA     USD       3,335,000     03/03/17                 (7,543     (7,543
  BCLY       1.54% Fixed   CPURNSA     USD       7,000,000     03/03/21                 242,821       242,821  
  BCLY       1.67% Fixed   CPURNSA     USD       5,750,000     03/08/26                 323,525       323,525  
  BCLY       2.29% Fixed   CPURNSA     USD       6,592,000     01/15/22                 1,415       1,415  
  BNP       1.07% Fixed   CPURNSA     USD       6,275,000     02/03/17                 5,972       5,972  
  BNP       1.53% Fixed   CPURNSA     USD       5,425,000     01/15/18                 (74,420     (74,420
  BNP       1.59% Fixed   CPURNSA     USD       22,263,000     07/15/21                 752,798       752,798  
  BNP       1.69% Fixed   CPURNSA     USD       4,850,000     01/15/23                 197,158       197,158  
  BOA       1.62% Fixed   CPURNSA     USD       8,639,000     07/15/21                 281,824       281,824  
  BOA       2.12% Fixed   CPURNSA     USD       7,429,000     01/15/24                 62,024       62,024  
  BOA       2.45% Fixed   CPURNSA     USD       7,800,000     03/22/17                 (470,454     (470,454
  CBK       2.03% Fixed   CPURNSA     USD       1,185,000     06/01/25                 16,177       16,177  
  CBK       2.26% Fixed   CPURNSA     USD       2,098,000     02/15/42                 36,086       36,086  
  CBK       2.33% Fixed   CPURNSA     USD       525,000     04/15/18                 (25,053     (25,053
  CBK       2.45% Fixed   CPURNSA     USD       950,000     11/07/34                 (41,392     (41,392
  DEUT       1.23% Fixed   CPURNSA     USD       7,450,000     11/12/19                 169,550       169,550  
  DEUT       1.46% Fixed   CPURNSA     USD       6,785,000     03/02/17                 (7,062     (7,062
  DEUT       1.48% Fixed   CPURNSA     USD       3,155,000     03/02/17                 (4,405     (4,405
  DEUT       1.48% Fixed   CPURNSA     USD       2,300,000     07/15/23                 96,920       96,920  
  DEUT       1.53% Fixed   CPURNSA     USD       1,850,000     12/11/24                 84,556       84,556  
  DEUT       1.55% Fixed   CPURNSA     USD       5,020,000     09/02/20                 114,624       114,624  
  DEUT       1.68% Fixed   CPURNSA     USD       1,985,000     08/04/25                 95,243       95,243  
  DEUT       1.70% Fixed   CPURNSA     USD       1,475,000     12/02/24                 67,758       67,758  
  JPM       1.76% Fixed   CPURNSA     USD       12,288,000     07/15/23                 537,923       537,923  
  JPM       1.80% Fixed   CPURNSA     USD       5,080,000     11/03/25                 195,344       195,344  
  JPM       2.33% Fixed   CPURNSA     USD       7,000,000     09/30/21                 (420,113     (420,113
  JPM       2.75% Fixed   CPURNSA     USD       1,075,000     03/03/21                 (109,277     (109,277
  MSC       1.44% Fixed   CPURNSA     USD       1,525,000     08/09/23                 72,061       72,061  
           

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

            Total

        $     $     $     2,509,779     $     2,509,779  
           

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBK   

Citibank NA

DEUT   

Deutsche Bank Securities, Inc.

JPM   

JP Morgan Chase & Co.

MSC   

Morgan Stanley


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

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 Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $ 166,201,969     $      $ 166,201,969     $  

Short-Term Investments

     13,073,209       13,073,209               

Swaps - Interest Rate(2)

     3,669,498              3,669,498        
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Total

   $       182,944,676     $       13,073,209      $       169,871,467     $                     —  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Liabilities

         

Swaps - Interest Rate(2)

   $ (1,159,719   $      $ (1,159,719   $  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Total

   $ (1,159,719   $      $ (1,159,719   $  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

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


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.0%

  
  

Automobiles & Components - 1.9%

 

22,500   

American Axle & Manufacturing Holdings, Inc.*

   $ 459,000  
15,297   

Cooper Tire & Rubber Co.

     554,516  
8,454   

Cooper-Standard Holding, Inc.*

     890,037  
5,706   

LCI Industries

     626,234  
165,076   

Tenneco, Inc.*

     11,134,376  
47,414   

Visteon Corp.*

     4,246,872  
     

 

 

 
           17,911,035  
     

 

 

 
  

Banks - 4.5%

 

16,800   

Enterprise Financial Services Corp.

     699,720  
33,383   

Essent Group Ltd.*

     1,154,050  
79,242   

FCB Financial Holdings, Inc. Class A*

     3,720,412  
91,774   

First Hawaiian, Inc.

     3,027,624  
244,505   

First Merchants Corp.

     9,371,877  
104,151   

Great Western Bancorp, Inc.

     4,452,455  
65,152   

IBERIABANK Corp.

     5,352,237  
372,658   

MGIC Investment Corp.*

     3,968,808  
94,010   

Sandy Spring Bancorp, Inc.

     3,851,590  
244,084   

Sterling Bancorp

     5,821,403  
     

 

 

 
     41,420,176  
     

 

 

 
  

Capital Goods - 10.3%

 

190,670   

AAON, Inc.

     6,473,247  
19,743   

Aegion Corp.*

     459,222  
165,266   

Altra Industrial Motion Corp.

     6,164,422  
76,441   

American Woodmark Corp.*

     5,442,599  
11,348   

Argan, Inc.

     836,915  
107,292   

Armstrong World Industries, Inc.*

     4,286,315  
126,430   

Astronics Corp.*

     4,148,168  
106,600   

AZZ, Inc.

     6,348,030  
8,800   

Caesarstone Ltd.*

     267,080  
49,625   

Continental Building Products, Inc.*

     1,153,781  
7,434   

Encore Wire Corp.

     314,087  
53,295   

Energy Recovery, Inc.*

     545,741  
7,400   

EnerSys

     576,830  
55,766   

Esterline Technologies Corp.*

     4,776,358  
173,036   

Generac Holdings, Inc.*

     6,966,429  
20,906   

Gibraltar Industries, Inc.*

     917,773  
21,700   

Global Brass & Copper Holdings, Inc.

     719,355  
12,100   

Greenbrier Cos., Inc.

     529,375  
70,785   

Heico Corp. Class A

     4,693,046  
13,136   

Hyster-Yale Materials Handling, Inc.

     808,127  
18,065   

Insteel Industries, Inc.

     669,128  
90,817   

ITT, Inc.

     3,711,691  
44,800   

JELD-WEN Holding, Inc.*

     1,212,736  
19,822   

Lennox International, Inc.

     3,108,288  
11,768   

Lydall, Inc.*

     717,848  
146,013   

Manitowoc Foodservice, Inc.*

     2,800,529  
39,301   

MasTec, Inc.*

     1,463,962  
106,966   

Meritor, Inc.*

     1,543,519  
51,275   

MRC Global, Inc.*

     1,053,701  
23,219   

Navistar International Corp.*

     633,182  
98,450   

Rexnord Corp.*

     2,174,761  
99,886   

SiteOne Landscape Supply, Inc.*

     3,837,620  
62,204   

TASER International, Inc.*

     1,553,856  
56,040   

Teledyne Technologies, Inc.*

     6,885,635  
63,373   

Toro Co.

     3,734,571  
35,711   

Trex Co., Inc.*

     2,418,706  
11,296   

Universal Forest Products, Inc.

     1,148,916  
17,998   

Wabash National Corp.

     317,665  
     

 

 

 
     95,413,214  
     

 

 

 
  

Commercial & Professional Services - 4.4%

 

29,346   

Brink’s Co.

     1,305,897  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

109,758   

Deluxe Corp.

   $ 7,995,870  
103,463   

Exponent, Inc.

     6,006,027  
65,346   

GP Strategies Corp.*

     1,679,392  
29,730   

Herman Miller, Inc.

     927,576  
6,768   

HNI Corp.

     341,175  
101,235   

Huron Consulting Group, Inc.*

     4,585,946  
14,792   

Insperity, Inc.

     1,057,628  
154,535   

On Assignment, Inc.*

     6,997,345  
18,771   

Quad/Graphics, Inc.

     491,613  
59,623   

RPX Corp.*

     647,506  
21,970   

Steelcase, Inc. Class A

     369,096  
41,101   

TriNet Group, Inc.*

     1,045,198  
104,383   

WageWorks, Inc.*

     7,531,233  
     

 

 

 
        40,981,502  
     

 

 

 
  

Consumer Durables & Apparel - 3.9%

 

21,437   

American Outdoor Brands Corp.*

     456,608  
30,400   

Callaway Golf Co.

     344,432  
60,356   

Carter’s, Inc.

     5,054,815  
2,921   

Helen of Troy Ltd.*

     272,529  
13,630   

iRobot Corp.*

     825,433  
332,651   

Kate Spade & Co.*

     6,157,370  
23,858   

La-Z-Boy, Inc.

     682,339  
46,211   

Oxford Industries, Inc.

     2,542,529  
201,653   

Steven Madden Ltd.*

     7,098,185  
9,234   

Sturm Ruger & Co., Inc.

     487,093  
173,060   

TopBuild Corp.*

     6,422,257  
84,443   

Vista Outdoor, Inc.*

     2,432,803  
142,887   

Wolverine World Wide, Inc.

     3,356,416  
     

 

 

 
              36,132,809  
     

 

 

 
  

Consumer Services - 5.0%

 

23,700   

American Public Education, Inc.*

     575,910  
6,236   

BJ’s Restaurants, Inc.*

     221,690  
359,586   

Bloomin’ Brands, Inc.

     6,152,516  
2,433   

Buffalo Wild Wings, Inc.*

     367,383  
21,391   

Capella Education Co.

     1,828,930  
22,652   

Cheesecake Factory, Inc.

     1,365,010  
7,363   

Dave & Buster’s Entertainment, Inc.*

     400,989  
15,532   

DeVry Education Group, Inc.

     520,322  
13,130   

Domino’s Pizza, Inc.

     2,291,710  
119,332   

Dunkin’ Brands Group, Inc.

     6,189,751  
15,815   

Grand Canyon Education, Inc.*

     932,769  
350,509   

La Quinta Holdings, Inc.*

     4,952,692  
78,729   

Marriott Vacations Worldwide Corp.

     6,808,484  
57,366   

Papa John’s International, Inc.

     4,888,731  
61,112   

Scientific Games Corp. Class A*

     1,038,904  
23,364   

Sotheby’s*

     927,784  
10,562   

Strayer Education, Inc.*

     855,522  
11,195   

Texas Roadhouse, Inc.

     522,135  
178,453   

Wingstop, Inc.

     5,080,557  
     

 

 

 
        45,921,789  
     

 

 

 
  

Diversified Financials - 1.4%

 

27,700   

BGC Partners, Inc. Class A

     306,639  
121,515   

Evercore Partners, Inc. Class A

     9,411,337  
10,890   

Green Dot Corp. Class A*

     291,852  
78,614   

KCG Holdings, Inc. Class A*

     1,098,238  
76,369   

OneMain Holdings, Inc.*

     1,709,138  
     

 

 

 
        12,817,204  
     

 

 

 
  

Energy - 2.0%

 

49,611   

Bill Barrett Corp.*

     324,952  
10,166   

Carrizo Oil & Gas, Inc.*

     359,470  
61,750   

PDC Energy, Inc.*

     4,565,795  
62,277   

Pioneer Energy Services Corp.*

     392,345  
83,800   

Resolute Energy Corp.*

     3,853,962  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

15,558   

REX American Resources Corp.*

   $ 1,291,781  
88,131   

RSP Permian, Inc.*

     3,750,855  
93,000   

Sanchez Energy Corp.*

     1,233,180  
216,900   

WildHorse Resource Development Corp.*

     3,151,557  
     

 

 

 
              18,923,897  
     

 

 

 
  

Food & Staples Retailing - 1.4%

 

52,758   

Casey’s General Stores, Inc.

     6,061,894  
6,470   

Ingles Markets, Inc. Class A

     292,768  
76,150   

PriceSmart, Inc.

     6,449,905  
     

 

 

 
        12,804,567  
     

 

 

 
  

Food, Beverage & Tobacco - 1.6%

 

6,245   

Calavo Growers, Inc.

     345,348  
16,136   

Fresh Del Monte Produce, Inc.

     923,786  
173,413   

Hostess Brands, Inc.*

     2,478,072  
15,191   

National Beverage Corp.

     762,436  
53,528   

Pilgrim’s Pride Corp.

     1,024,526  
39,863   

Post Holdings, Inc.*

     3,335,736  
8,073   

Sanderson Farms, Inc.

     734,643  
63,692   

TreeHouse Foods, Inc.*

     4,832,949  
     

 

 

 
        14,437,496  
     

 

 

 
  

Health Care Equipment & Services - 9.2%

 

79,025   

Acadia Healthcare Co., Inc.*

     3,032,189  
120,773   

Anika Therapeutics, Inc.*

     6,103,867  
11,968   

Atrion Corp.

     5,847,565  
123,832   

Cardiovascular Systems, Inc.*

     3,058,650  
3,255   

Chemed Corp.

     540,623  
107,336   

Cynosure, Inc. Class A*

     5,731,742  
20,362   

Glaukos Corp.*

     839,322  
249,399   

Globus Medical, Inc. Class A*

     6,574,158  
30,012   

HealthEquity, Inc.*

     1,388,055  
73,826   

HMS Holdings Corp.*

     1,340,680  
45,011   

ICU Medical, Inc.*

     6,171,008  
6,400   

Inogen, Inc.*

     411,968  
115,440   

Integra LifeSciences Holdings Corp.*

     4,817,311  
15,200   

Magellan Health, Inc.*

     1,139,240  
38,138   

Masimo Corp.*

     2,806,194  
11,170   

Medidata Solutions, Inc.*

     553,362  
19,600   

Meridian Bioscience, Inc.

     256,760  
173,539   

Natus Medical, Inc.*

     6,776,698  
124,774   

Omnicell, Inc.*

     4,479,387  
28,304   

Orthofix International N.V.*

     1,017,246  
48,600   

Triple-S Management Corp. Class B*

     928,746  
71,346   

U.S. Physical Therapy, Inc.

     5,004,922  
145,555   

Vascular Solutions, Inc.*

     8,143,802  
57,926   

WellCare Health Plans, Inc.*

     8,430,550  
     

 

 

 
        85,394,045  
     

 

 

 
  

Household & Personal Products - 0.1%

 

15,413   

Medifast, Inc.

     649,966  
12,800   

Usana Health Sciences, Inc.*

     797,440  
     

 

 

 
        1,447,406  
     

 

 

 
  

Insurance - 1.7%

 

59,533   

Ambac Financial Group, Inc.*

     1,245,430  
98,289   

AMERISAFE, Inc.

     6,197,121  
47,625   

Greenlight Capital Re Ltd. Class A*

     1,076,325  
117,927   

James River Group Holdings Ltd.

     4,675,806  
48,546   

Maiden Holdings Ltd.

     861,692  
24,935   

MBIA, Inc.*

     254,337  
3,760   

Primerica, Inc.

     283,692  
31,731   

Universal Insurance Holdings, Inc.

     829,766  
     

 

 

 
        15,424,169  
     

 

 

 
  

Materials - 4.1%

 

200,021   

Boise Cascade Co.*

     4,960,521  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

59,899   

Chemours Co.

   $ 1,582,532  
22,779   

Clearwater Paper Corp.*

     1,432,799  
65,300   

Cliffs Natural Resources, Inc.*

     572,681  
23,262   

Coeur Mining, Inc.*

     271,002  
496,990   

Graphic Packaging Holding Co.

     6,217,345  
15,526   

Headwaters, Inc.*

     359,737  
4,042   

Innospec, Inc.

     288,397  
18,643   

KapStone Paper & Packaging Corp.

     447,059  
23,600   

Koppers Holdings, Inc.*

     954,620  
166,562   

Louisiana-Pacific Corp.*

     3,186,331  
421,637   

OMNOVA Solutions, Inc.*

     3,836,897  
205,173   

PolyOne Corp.

     6,998,451  
28,800   

Rayonier Advanced Materials, Inc.

     390,816  
17,873   

Stepan Co.

     1,396,060  
114,427   

Summit Materials, Inc. Class A*

     2,872,118  
22,806   

Trinseo S.A.

     1,476,688  
16,993   

Worthington Industries, Inc.

     812,095  
     

 

 

 
              38,056,149  
     

 

 

 
  

Media - 0.1%

 

13,162   

MSG Networks, Inc. Class A*

     305,358  
26,460   

New Media Investment Group, Inc.

     403,251  
     

 

 

 
        708,609  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 10.7%

 

115,956   

Aerie Pharmaceuticals, Inc.*

     5,090,468  
40,606   

Agios Pharmaceuticals, Inc.*

     1,747,276  
170,650   

Alder Biopharmaceuticals, Inc.*

     3,506,858  
52,198   

AMAG Pharmaceuticals, Inc.*

     1,257,972  
257,510   

Amicus Therapeutics, Inc.*

     1,416,305  
291,140   

Aratana Therapeutics, Inc.*

     2,326,209  
191,500   

ARIAD Pharmaceuticals, Inc.*

     4,561,530  
33,692   

Array BioPharma, Inc.*

     366,232  
27,192   

BioSpecifics Technologies Corp.*

     1,394,678  
53,753   

Bluebird Bio, Inc.*

     4,004,599  
15,027   

Cambrex Corp.*

     788,166  
131,775   

Coherus Biosciences, Inc.*

     3,676,523  
30,600   

Depomed, Inc.*

     553,554  
29,566   

Emergent Biosolutions, Inc.*

     894,963  
151,757   

Exelixis, Inc.*

     2,749,837  
23,868   

FibroGen, Inc.*

     540,610  
136,866   

Five Prime Therapeutics, Inc.*

     6,269,831  
147,230   

Flexion Therapeutics, Inc.*

     2,856,262  
123,760   

GlycoMimetics, Inc.*

     704,194  
21,649   

Horizon Pharma plc*

     354,394  
22,829   

Impax Laboratories, Inc.*

     300,201  
65,669   

INC Research Holdings, Inc. Class A*

     3,480,457  
25,334   

Innoviva, Inc.*

     268,540  
196,789   

Intersect ENT, Inc.*

     2,656,652  
90,471   

Ionis Pharmaceuticals, Inc.*

     4,025,959  
147,290   

Ironwood Pharmaceuticals, Inc.*

     2,118,030  
18,100   

Jounce Therapeutics, Inc.*

     300,098  
99,704   

Lexicon Pharmaceuticals, Inc.*

     1,428,758  
46,671   

Luminex Corp.*

     943,688  
135,430   

Medicines Co.*

     4,882,251  
15,891   

Myriad Genetics, Inc.*

     257,116  
83,184   

Neurocrine Biosciences, Inc.*

     3,569,425  
191,387   

Otonomy, Inc.*

     2,803,820  
7,185   

Pacira Pharmaceuticals, Inc.*

     276,263  
10,988   

PAREXEL International Corp.*

     778,939  
525,265   

PDL BioPharma, Inc.

     1,155,583  
132,010   

Portola Pharmaceuticals, Inc.*

     3,597,273  
33,489   

PRA Health Sciences, Inc.*

     1,962,121  
29,050   

Prestige Brands Holdings, Inc.*

     1,532,678  
123,399   

PTC Therapeutics, Inc.*

     1,616,527  
5,312   

Puma Biotechnology, Inc.*

     172,109  
61,600   

Seres Therapeutics, Inc.*

     609,224  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

63,895   

Supernus Pharmaceuticals, Inc.*

   $ 1,728,360  
48,275   

TESARO, Inc.*

     7,861,101  
20,844   

Trevena, Inc.*

     145,491  
65,886   

Ultragenyx Pharmaceutical, Inc.*

     4,942,109  
38,218   

Vanda Pharmaceuticals, Inc.*

     540,785  
     

 

 

 
              99,014,019  
     

 

 

 
  

Real Estate - 3.4%

 

68,046   

CareTrust, Inc. REIT

     1,031,577  
104,625   

Coresite Realty Corp. REIT

     9,011,351  
12,333   

Gramercy Property Trust REIT

     324,851  
189,968   

HFF, Inc. Class A REIT

     5,638,250  
169,011   

LaSalle Hotel Properties REIT

     5,099,062  
25,800   

Medical Properties Trust, Inc. REIT

     328,950  
90,073   

Pennsylvania REIT

     1,613,208  
15,880   

Physicians Realty Trust REIT

     294,574  
25,700   

RLJ Lodging Trust REIT

     596,497  
14,100   

Sabra Healthcare, Inc. REIT

     358,140  
14,503   

STAG Industrial, Inc. REIT

     335,599  
353,904   

Sunstone Hotel Investors, Inc. REIT

     5,209,467  
9,407   

Urban Edge Properties REIT

     263,114  
166,069   

Washington Prime Group, Inc. REIT

     1,602,566  
     

 

 

 
        31,707,206  
     

 

 

 
  

Retailing - 4.5%

 

40,596   

American Eagle Outfitters, Inc.

     613,406  
14,009   

Big Lots, Inc.

     700,450  
20,884   

Buckle, Inc.

     441,697  
51,295   

Burlington Stores, Inc.*

     4,293,392  
7,741   

Cato Corp. Class A

     196,544  
63,023   

Chico’s FAS, Inc.

     850,180  
15,800   

Children’s Place, Inc.

     1,532,600  
146,082   

Core-Mark Holding Co., Inc.

     5,102,644  
26,267   

Finish Line, Inc. Class A

     451,792  
125,856   

Five Below, Inc.*

     5,015,362  
55,346   

Francescas Holding Corp.*

     965,234  
88,321   

HSN, Inc.

     3,113,315  
152,428   

Michaels Cos., Inc.*

     2,998,259  
92,935   

Monro Muffler Brake, Inc.

     5,566,806  
23,518   

Overstock.com, Inc.*

     390,399  
20,947   

PetMed Express, Inc.

     443,867  
43,498   

Pier 1 Imports, Inc.

     316,230  
47,800   

Select Comfort Corp.*

     964,604  
23,900   

Shutterfly, Inc.*

     1,226,787  
30,053   

Tailored Brands, Inc.

     638,626  
36,786   

Tile Shop Holdings, Inc.*

     702,613  
121,108   

Wayfair, Inc. Class A*

     5,033,248  
     

 

 

 
        41,558,055  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.0%

 

45,571   

Advanced Energy Industries, Inc.*

     2,681,398  
80,930   

Advanced Micro Devices, Inc.*

     839,244  
21,357   

Ambarella, Inc.*

     1,059,521  
89,653   

Amkor Technology, Inc.*

     843,635  
101,563   

Cirrus Logic, Inc.*

     6,126,280  
34,368   

Inphi Corp.*

     1,574,742  
302,406   

Integrated Device Technology, Inc.*

     7,617,607  
75,647   

Kulicke & Soffa Industries, Inc.*

     1,329,874  
108,688   

MACOM Technology Solutions Holdings, Inc.*

     5,168,114  
239,616   

MaxLinear, Inc. Class A*

     6,129,377  
149,853   

MKS Instruments, Inc.

     9,875,313  
4,934   

Synaptics, Inc.*

     278,179  
57,843   

Tessera Holding Corp.

     2,614,503  
     

 

 

 
        46,137,787  
     

 

 

 
  

Software & Services - 17.1%

 

103,236   

Aspen Technology, Inc.*

     5,482,864  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

55,618   

Barracuda Networks, Inc.*

   $ 1,306,467  
84,814   

Blackbaud, Inc.

     5,564,647  
156,372   

Blackhawk Network Holdings, Inc.*

     5,582,480  
83,256   

Bottomline Technologies de, Inc.*

     2,141,344  
90,268   

BroadSoft, Inc.*

     3,791,256  
44,150   

CACI International, Inc. Class A*

     5,421,620  
232,719   

Cardtronics plc Class A*

     12,701,803  
58,744   

Cass Information Systems, Inc.

     3,863,593  
5,054   

CommVault Systems, Inc.*

     248,151  
66,110   

comScore, Inc.*

     2,217,990  
55,885   

Convergys Corp.

     1,387,066  
39,058   

CSG Systems International, Inc.

     1,890,407  
220,213   

Envestnet, Inc.*

     8,324,051  
36,762   

EPAM Systems, Inc.*

     2,366,002  
121,226   

Exlservice Holdings, Inc.*

     5,570,335  
60,424   

Fair Isaac Corp.

     7,450,279  
288,958   

Five9, Inc.*

     4,467,291  
15,072   

Gigamon, Inc.*

     499,637  
160,023   

GrubHub, Inc.*

     6,648,956  
72,867   

Guidewire Software, Inc.*

     3,813,130  
101,920   

HubSpot, Inc.*

     5,228,496  
137,481   

j2 Global, Inc.

     11,522,283  
11,926   

LogMeIn, Inc.

     1,289,201  
12,401   

Manhattan Associates, Inc.*

     635,675  
100,977   

MAXIMUS, Inc.

     5,567,872  
10,500   

New Relic, Inc. PIPE*

     380,100  
11,765   

NIC, Inc.

     283,536  
11,406   

Paycom Software, Inc.*

     527,413  
127,031   

Pegasystems, Inc.

     4,928,803  
4,573   

Proofpoint, Inc.*

     366,572  
91,591   

PTC, Inc.*

     4,814,939  
70,113   

Q2 Holdings, Inc.*

     2,226,088  
15,432   

Science Applications International Corp.

     1,256,473  
27,773   

Shutterstock, Inc.*

     1,494,187  
57,955   

Sykes Enterprises, Inc.*

     1,618,683  
117,371   

Take-Two Interactive Software, Inc.*

     6,296,954  
26,087   

Tyler Technologies, Inc.*

     3,809,224  
52,249   

WebMD Health Corp.*

     2,606,703  
60,990   

WEX, Inc.*

     6,972,987  
25,977   

Wix.com Ltd.*

     1,365,091  
168,630   

Zendesk, Inc.*

     4,035,316  
     

 

 

 
        157,965,965  
     

 

 

 
  

Technology Hardware & Equipment - 3.5%

 

42,769   

3D Systems Corp.*

     705,261  
199,672   

Ciena Corp.*

     4,860,017  
45,626   

ePlus, Inc.*

     5,112,393  
13,585   

InterDigital, Inc.

     1,268,839  
59,516   

Itron, Inc.*

     3,672,137  
16,356   

Ixia*

     318,124  
21,637   

Lumentum Holdings, Inc.*

     821,124  
7,739   

NETGEAR, Inc.*

     440,349  
91,797   

NetScout Systems, Inc.*

     3,056,840  
5,140   

Plantronics, Inc.

     290,821  
72,561   

Rogers Corp.*

     5,801,252  
31,373   

Sanmina Corp.*

     1,221,978  
42,651   

Ubiquiti Networks, Inc.*

     2,661,423  
106,497   

Vishay Intertechnology, Inc.

     1,767,850  
     

 

 

 
              31,998,408  
     

 

 

 
  

Telecommunication Services - 0.7%

 

27,403   

IDT Corp. Class B

     526,138  
316,559   

ORBCOMM, Inc.*

     2,586,287  
419,510   

Vonage Holdings Corp.*

     2,974,326  
     

 

 

 
        6,086,751  
     

 

 

 

 


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Transportation - 2.4%

 

3,071   

Alaska Air Group, Inc.

 

   $ 288,121  
5,145   

Allegiant Travel Co.

 

     884,940  
204,377   

Celadon Group, Inc.

 

     1,553,265  
65,448   

Genesee & Wyoming, Inc. Class A*

 

     4,932,162  
43,000   

Hawaiian Holdings, Inc.*

 

     2,190,850  
233,055   

Knight Transportation, Inc.

 

     7,784,037  
132,726   

Marten Transport Ltd.

 

     3,032,789  
48,213   

Swift Transportation Co.*

 

     1,100,703  
        

 

 

 
           21,766,867  
        

 

 

 
  

Utilities - 0.1%

 

6,000   

Southwest Gas Corp.

 

     483,420  
        

 

 

 
  

Total Common Stocks
(cost $772,711,376)

 

     914,512,545  
        

 

 

 

Warrants - 0.0%

     
  

Diversified Financials - 0.0%

 

1,613   

Emergent Capital, Inc. Expires 4/11/19*(1)

 

      
        

 

 

 
  

Total Warrants
(cost $—)

 

      
        

 

 

 
  

Total Long-Term Investments
(cost $772,711,376)

 

     914,512,545  
        

 

 

 

Short-Term Investments - 0.8%

     
  

Other Investment Pools & Funds - 0.8%

 

885,358   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     885,358  
6,266,388   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     6,266,388  
        

 

 

 
  

Total Short-Term Investments
(cost $7,151,746)

 

     7,151,746  
        

 

 

 
  

Total Investments
(cost $779,863,122)^

     99.8%      $ 921,664,291  
  

Other Assets and Liabilities

     0.2%        1,681,947  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 923,346,238  
     

 

 

    

 

 

 

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

   $ 192,753,701  

Unrealized Depreciation

     (50,952,532
  

 

 

 

Net Unrealized Appreciation

   $         141,801,169  
  

 

 

 

 

* Non-income producing.
(1) 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     

         04/2016

                                 1,613    

Emergent Capital, Inc. Warrants

   $                         —    

At January 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

PIPE   

Private Investment in Public Equity

REIT   

Real Estate Investment Trust


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 17,911,035      $ 17,911,035      $      $  

Banks

     41,420,176        41,420,176                

Capital Goods

     95,413,214        95,413,214                

Commercial & Professional Services

     40,981,502        40,981,502                

Consumer Durables & Apparel

     36,132,809        36,132,809                

Consumer Services

     45,921,789        45,921,789                

Diversified Financials

     12,817,204        12,817,204                

Energy

     18,923,897        18,923,897                

Food & Staples Retailing

     12,804,567        12,804,567                

Food, Beverage & Tobacco

     14,437,496        14,437,496                

Health Care Equipment & Services

     85,394,045        85,394,045                

Household & Personal Products

     1,447,406        1,447,406                

Insurance

     15,424,169        15,424,169                

Materials

     38,056,149        38,056,149                

Media

     708,609        708,609                

Pharmaceuticals, Biotechnology & Life Sciences

     99,014,019        99,014,019                

Real Estate

     31,707,206        31,707,206                

Retailing

     41,558,055        41,558,055                

Semiconductors & Semiconductor Equipment

     46,137,787        46,137,787                

Software & Services

     157,965,965        157,965,965                

Technology Hardware & Equipment

     31,998,408        31,998,408                

Telecommunication Services

     6,086,751        6,086,751                

Transportation

     21,766,867        21,766,867                

Utilities

     483,420        483,420                

Warrants

                           

Short-Term Investments

     7,151,746        7,151,746                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

  

 

$

 

 

921,664,291

 

 

 

 

   $ 921,664,291      $                     —      $                     —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

  The Hartford Value Opportunities Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.8%

  
  

Automobiles & Components - 0.7%

 

26,200   

Delphi Automotive plc

   $ 1,835,572  
     

 

 

 
  

Banks - 11.0%

 

156,777   

Citigroup, Inc.

     8,752,860  
23,944   

M&T Bank Corp.

     3,892,576  
64,997   

PNC Financial Services Group, Inc.

     7,829,538  
140,000   

Wells Fargo & Co.

     7,886,200  
     

 

 

 
     28,361,174  
     

 

 

 
  

Capital Goods - 1.8%

 

33,283   

Eaton Corp. plc

     2,355,771  
234,400   

Sanwa Holdings Corp.

     2,181,878  
     

 

 

 
     4,537,649  
     

 

 

 
  

Commercial & Professional Services - 3.3%

 

73,200   

Herman Miller, Inc.

     2,283,840  
94,777   

IHS Markit Ltd.*

     3,738,953  
148,600   

Steelcase, Inc. Class A

     2,496,480  
     

 

 

 
     8,519,273  
     

 

 

 
  

Consumer Durables & Apparel - 3.2%

 

11,360,000   

Global Brands Group Holding Ltd.*

     1,427,443  
22,167   

Ralph Lauren Corp.

     1,960,228  
60,300   

Toll Brothers, Inc.*

     1,891,008  
59,900   

VF Corp.

     3,083,652  
     

 

 

 
     8,362,331  
     

 

 

 
  

Consumer Services - 1.4%

 

56,068   

Las Vegas Sands Corp.

     2,948,055  
44,500   

Melco Crown Entertainment Ltd. ADR

     749,380  
     

 

 

 
     3,697,435  
     

 

 

 
  

Diversified Financials - 1.5%

 

51,468   

Raymond James Financial, Inc.

     3,856,497  
     

 

 

 
  

Energy - 11.1%

 

54,670   

Anadarko Petroleum Corp.

     3,801,205  
21,600   

Baker Hughes, Inc.

     1,362,528  
111,700   

Cabot Oil & Gas Corp.

     2,399,316  
69,963   

Canadian Natural Resources Ltd.

     2,114,982  
230,633   

Cobalt International Energy, Inc.*

     226,205  
14,203   

Diamondback Energy, Inc.*

     1,493,730  
84,456   

Halliburton Co.

     4,777,676  
24,265   

Helmerich & Payne, Inc.

     1,726,697  
21,400   

Hess Corp.

     1,159,452  
85,378   

HollyFrontier Corp.

     2,473,401  
68,372   

Marathon Oil Corp.

     1,145,231  
13,410   

Pioneer Natural Resources Co.

     2,416,884  
61,785   

QEP Resources, Inc.*

     1,077,530  
131,518   

Southwestern Energy Co.*

     1,184,977  
347,788   

Trican Well Service Ltd.*

     1,306,961  
     

 

 

 
           28,666,775  
     

 

 

 
  

Food, Beverage & Tobacco - 2.5%

 

76,274   

British American Tobacco plc

     4,708,232  
131,500   

Hostess Brands, Inc.*

     1,879,135  
     

 

 

 
     6,587,367  
     

 

 

 
  

Health Care Equipment & Services - 2.9%

 

51,749   

Envision Healthcare Corp.*

     3,518,932  
28,338   

McKesson Corp.

     3,943,233  
     

 

 

 
     7,462,165  
     

 

 

 
  

Household & Personal Products - 1.2%

 

161,904   

Coty, Inc. Class A

     3,108,557  
     

 

 

 

 


 

  The Hartford Value Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Insurance - 11.5%

 

76,453   

American International Group, Inc.

   $ 4,912,870  
82,794   

Arthur J Gallagher & Co.

     4,456,801  
190,021   

MetLife, Inc.

     10,339,042  
65,108   

Principal Financial Group, Inc.

     3,717,016  
72,756   

Unum Group

     3,305,305  
81,200   

XL Group Ltd.

     3,050,684  
     

 

 

 
              29,781,718  
     

 

 

 
  

Materials - 6.2%

 

20,800   

Bemis Co., Inc.

     1,013,376  
63,744   

Celanese Corp. Series A

     5,379,994  
17,399   

CF Industries Holdings, Inc.

     614,011  
132,980   

Constellium N.V. Class A*

     997,350  
58,119   

CRH plc

     2,028,294  
18,600   

PPG Industries, Inc.

     1,860,186  
53,080   

Reliance Steel & Aluminum Co.

     4,227,822  
     

 

 

 
        16,121,033  
     

 

 

 
  

Media - 2.2%

 

45,600   

John Wiley & Sons, Inc. Class A

     2,512,560  
160,265   

SES S.A.

     3,116,312  
     

 

 

 
        5,628,872  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.7%

 

39,300   

Alder Biopharmaceuticals, Inc.*

     807,615  
16,948   

Allergan plc*

     3,709,748  
7,749   

Biogen, Inc.*

     2,148,333  
73,872   

Bristol-Myers Squibb Co.

     3,631,548  
18,700   

Eli Lilly & Co.

     1,440,461  
120,107   

Mylan N.V.*

     4,570,071  
4,250   

Regeneron Pharmaceuticals, Inc.*

     1,526,982  
58,300   

Teva Pharmaceutical Industries Ltd. ADR

     1,948,969  
     

 

 

 
        19,783,727  
     

 

 

 
  

Real Estate - 7.5%

 

51,686   

American Tower Corp. REIT

     5,349,501  
127,361   

Columbia Property Trust, Inc. REIT

     2,833,782  
202,400   

Host Hotels & Resorts, Inc. REIT

     3,657,368  
10,100   

Simon Property Group, Inc. REIT

     1,856,077  
174,800   

STORE Capital Corp. REIT

     4,135,768  
21,000   

Taubman Centers, Inc. REIT

     1,487,640  
     

 

 

 
        19,320,136  
     

 

 

 
  

Retailing - 0.2%

 

571,800   

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

     486,030  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.2%

 

86,900   

QUALCOMM, Inc.

     4,643,067  
42,029   

Silicon Motion Technology Corp. ADR

     1,643,334  
50,100   

Skyworks Solutions, Inc.

     4,596,174  
     

 

 

 
        10,882,575  
     

 

 

 
  

Software & Services - 2.7%

 

3,343   

Alphabet, Inc. Class A*

     2,741,895  
55,100   

Envestnet, Inc.*

     2,082,780  
85,000   

Genpact Ltd.*

     2,097,800  
     

 

 

 
        6,922,475  
     

 

 

 
  

Technology Hardware & Equipment - 4.7%

 

54,715   

ARRIS International plc*

     1,563,755  
141,327   

Cisco Systems, Inc.

     4,341,565  
1,590   

Samsung Electronics Co., Ltd.

     2,704,232  
45,912   

Western Digital Corp.

     3,660,564  
     

 

 

 
        12,270,116  
     

 

 

 
  

Telecommunication Services - 2.3%

 

49,200   

Nippon Telegraph & Telephone Corp.

     2,173,277  


 

  The Hartford Value Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

78,499   

Verizon Communications, Inc.

 

   $ 3,847,236  
        

 

 

 
     6,020,513  
        

 

 

 
  

Transportation - 2.4%

 

49,188   

Genesee & Wyoming, Inc. Class A*

 

     3,706,808  
25,500   

J.B. Hunt Transport Services, Inc.

 

     2,526,540  
        

 

 

 
     6,233,348  
        

 

 

 
  

Utilities - 6.6%

 

126,946   

Exelon Corp.

 

     4,554,823  
280,454   

Iberdrola S.A.

 

     1,771,385  
6,232   

Iberdrola S.A.*

 

     39,362  
95,641   

OGE Energy Corp.

 

     3,207,799  
82,506   

PG&E Corp.

 

     5,106,296  
24,300   

Sempra Energy

 

     2,488,077  
        

 

 

 
           17,167,742  
        

 

 

 
  

Total Common Stocks
(cost $247,877,045)

 

     255,613,080  
        

 

 

 
  

Total Long-Term Investments
(cost $247,877,045)

 

     255,613,080  
        

 

 

 

Short-Term Investments - 0.7%

     
  

Other Investment Pools & Funds - 0.7%

 

1,820,017   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     1,820,017  
        

 

 

 
  

Total Short-Term Investments
(cost $1,820,017)

 

     1,820,017  
        

 

 

 
  

Total Investments
(cost $249,697,062)^

     99.5%      $ 257,433,097  
  

Other Assets and Liabilities

     0.5%        1,194,895  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 258,627,992  
     

 

 

    

 

 

 

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

   $         29,894,401  

Unrealized Depreciation

     (22,158,366
  

 

 

 

Net Unrealized Appreciation

   $ 7,736,035  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At January 31, 2017, the aggregate value of this security was $486,030, which represents 0.2% of total net assets.
(2) 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    

         08/2011

                         571,800    

Allstar Co.

   $             248,744    


 

  The Hartford Value Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

At January 31, 2017, the aggregate value of these securities was $486,030, which represents 0.2% of total net assets.

 

(3) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of this security was $486,030, 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 January 31, 2017  
Currency    Buy / Sell      Delivery Date          Counterparty    Contract
Amount
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

 

 

EUR

   Sell       03/15/17    MSC    $     2,426,745      $             2,456,265      $ (29,520)  

GBP

   Buy       03/15/17    BCLY      1,492,830        1,519,884        27,054   

GBP

   Sell       03/15/17    BCLY      1,537,105        1,519,884        17,221   

JPY

   Sell       03/15/17    BCLY      1,841,527        1,920,226        (78,699)  
                   

 

 

 

Total

 

   $ (63,944)  
                   

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY   

Barclays

MSC   

Morgan Stanley

Currency Abbreviations:

EUR   

Euro

GBP   

British Pound

JPY   

Japanese Yen

Other Abbreviations:

ADR   

American Depositary Receipt

REIT   

Real Estate Investment Trust


 

  The Hartford Value Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

           

Automobiles & Components

   $ 1,835,572      $ 1,835,572      $      $  

Banks

     28,361,174        28,361,174                

Capital Goods

     4,537,649        2,355,771        2,181,878         

Commercial & Professional Services

     8,519,273        8,519,273                

Consumer Durables & Apparel

     8,362,331        6,934,888        1,427,443         

Consumer Services

     3,697,435        3,697,435                

Diversified Financials

     3,856,497        3,856,497                

Energy

     28,666,775        28,666,775                

Food, Beverage & Tobacco

     6,587,367        1,879,135        4,708,232         

Health Care Equipment & Services

     7,462,165        7,462,165                

Household & Personal Products

     3,108,557        3,108,557                

Insurance

     29,781,718        29,781,718                

Materials

     16,121,033        14,092,739        2,028,294         

Media

     5,628,872        2,512,560        3,116,312         

Pharmaceuticals, Biotechnology & Life Sciences

     19,783,727        19,783,727                

Real Estate

     19,320,136        19,320,136                

Retailing

     486,030                      486,030  

Semiconductors & Semiconductor Equipment

     10,882,575        10,882,575                

Software & Services

     6,922,475        6,922,475                

Technology Hardware & Equipment

     12,270,116        9,565,884        2,704,232         

Telecommunication Services

     6,020,513        3,847,236        2,173,277         

Transportation

     6,233,348        6,233,348                

Utilities

     17,167,742        15,396,357        1,771,385         

Short-Term Investments

     1,820,017        1,820,017                

Foreign Currency Contracts(2)

     44,275               44,275         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

  

 

$

 

 

    257,477,372

 

 

 

 

   $     236,836,014      $       20,155,328      $           486,030  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (108,219)      $      $ (108,219)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

  

 

$

 

 

(108,219)

 

 

 

 

   $      $ (108,219)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 0.8%

  
   Argentina - 0.8%  
$             600,000   

YPF S.A.
23.85%, 07/07/2020(1)(2)

   $ 666,000  
     

 

 

 
  

Total Corporate Bonds
(cost $600,000)

     666,000  
     

 

 

 

Foreign Government Obligations - 63.8%

  
   Argentina - 4.1%  
ARS              540,000   

Argentina Bonar Bonds
23.23%, 03/01/2020(2)

     35,226  
  

Argentine Bonos del Tesoro

 

19,950,000   

15.50%, 10/17/2026

     1,357,806  
3,200,000   

16.00%, 10/17/2023

     208,440  
5,240,000   

18.20%, 10/03/2021

     349,885  
$400,000   

Argentine Republic Government International Bond
7.63%, 04/22/2046(3)

     395,400  
500,000   

City of Buenos Aires Argentina
7.50%, 06/01/2027(3)

     508,750  
500,000   

Provincia de Buenos Aire
7.88%, 06/15/2027(3)

     498,100  
     

 

 

 
               3,353,607  
     

 

 

 
   Brazil - 10.0%  
  

Brazil Notas do Tesouro Nacional

 

BRL            2,600,000   

10.00%, 01/01/2018

     819,418  
11,242,000   

10.00%, 01/01/2023

     3,443,638  
9,805,000   

10.00%, 01/01/2025

     2,973,991  
3,200,000   

10.00%, 01/01/2027

     963,560  
     

 

 

 
        8,200,607  
     

 

 

 
   Colombia - 2.2%  
  

Colombia Government International Bond

 

COP        480,000,000   

7.75%, 04/14/2021

     171,955  
3,938,000,000   

9.85%, 06/28/2027

     1,658,876  
     

 

 

 
        1,830,831  
     

 

 

 
   Czech Republic - 4.5%  
CZK          90,000,000   

Czech Republic Government Bond
0.85%, 03/17/2018(3)

     3,667,776  
     

 

 

 
   Ecuador - 2.6%  
  

Ecuador Government International Bond

 

$            1,750,000   

7.95%, 06/20/2024(3)

     1,732,500  
370,000   

10.75%, 03/28/2022(1)

     415,325  
     

 

 

 
        2,147,825  
     

 

 

 
   Hungary - 4.3%  
  

Hungary Government Bond

 

HUF        625,340,000   

2.50%, 06/22/2018

     2,244,527  
7,400,000   

4.00%, 04/25/2018

     26,947  
10,000,000   

5.50%, 12/20/2018

     38,151  
4,960,000   

6.75%, 02/24/2017

     17,340  
337,960,000   

6.75%, 11/24/2017

     1,238,612  
     

 

 

 
        3,565,577  
     

 

 

 
   Indonesia - 4.7%  
  

Indonesia Treasury Bond

 

    IDR    15,535,000,000   

7.00%, 05/15/2027

     1,109,934  
13,600,000,000   

8.38%, 09/15/2026

     1,068,160  
8,050,000,000   

8.38%, 03/15/2034

     613,434  
9,440,000,000   

8.75%, 05/15/2031

     743,393  
4,700,000,000   

8.75%, 02/15/2044

     365,729  
     

 

 

 
        3,900,650  
     

 

 

 
   Mexico - 7.5%  
  

Mexican Bonos

 

MXN             8,500,900   

7.75%, 11/13/2042

     396,580  


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

MXN       26,499,100   

8.50%, 11/18/2038

   $ 1,332,127  
14,550,000   

10.00%, 12/05/2024

     807,092  
   Mexico Cetes  
2,912,100   

4.68%, 05/25/2017

     136,854  
50,087,900   

5.09%, 05/25/2017

     2,353,880  
2,000,000   

5.20%, 09/14/2017

     92,063  
8,298,800   

5.34%, 09/14/2017

     382,007  
15,000,000   

5.94%, 05/25/2017

     704,925  
     

 

 

 
               6,205,528  
     

 

 

 
   Poland - 9.6%  
  

Poland Government Bond

  
PLN       18,340,000   

2.50%, 07/25/2018

     4,623,125  
12,900,000   

4.75%, 04/25/2017

     3,244,730  
     

 

 

 
        7,867,855  
     

 

 

 
   Russia - 5.1%  
  

Russian Federal Bond - OFZ

  
RUB       54,850,000   

7.00%, 08/16/2023

     869,047  
28,000,000   

7.05%, 01/19/2028

     430,089  
46,600,000   

7.60%, 04/14/2021

     764,595  
12,000,000   

7.60%, 07/20/2022

     196,779  
46,841,000   

7.75%, 09/16/2026

     758,832  
71,659,000   

8.15%, 02/03/2027

     1,203,153  
     

 

 

 
        4,222,495  
     

 

 

 
   Singapore - 4.3%  
  

Singapore Government Bond

  
SGD         4,180,000   

0.50%, 04/01/2018

     2,947,518  
390,000   

1.38%, 10/01/2017

     277,609  
390,000   

2.38%, 04/01/2017

     277,415  
     

 

 

 
        3,502,542  
     

 

 

 
   South Africa - 4.9%  
  

South Africa Government Bond

  
ZAR         5,750,000   

6.50%, 02/28/2041

     305,413  
10,908,808   

8.25%, 03/31/2032

     736,362  
7,590,000   

8.50%, 01/31/2037

     510,913  
4,210,000   

8.75%, 01/31/2044

     287,062  
26,950,000   

10.50%, 12/21/2026

     2,218,000  
     

 

 

 
        4,057,750  
     

 

 

 
  

Total Foreign Government Obligations
(cost $51,069,597)

     52,523,043  
     

 

 

 
  

Total Long-Term Investments
(cost $51,669,597)

     53,189,043  

Short-Term Investments - 35.4%

  
   Other Investment Pools & Funds - 3.1%  
2,570,088   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

     2,570,088  
     

 

 

 
   U.S. Treasury - 32.3%  
   U.S. Treasury Bills- 32.3%  
1,650,000   

0.38%, 03/09/2017(4)

     1,649,373  
2,000,000   

0.39%, 03/30/2017(4)

     1,998,762  
1,826,600   

0.41%, 03/02/2017(4)

     1,825,978  
773,400   

0.42%, 03/02/2017(4)

     773,135  
2,000,000   

0.44%, 03/23/2017(4)

     1,998,767  
2,800,000   

0.46%, 03/09/2017(4)

     2,798,690  
6,500,000   

0.47%, 03/16/2017(4)

     6,496,351  
2,000,000   

0.49%, 03/30/2017(4)

     1,998,461  
3,500,000   

0.52%, 04/06/2017(4)

     3,497,091  
3,500,000   

0.54%, 06/29/2017(4)

     3,492,374  
     

 

 

 
        26,528,982  
     

 

 

 
  

Total Short-Term Investments
(cost $29,098,774)

     29,099,070  
     

 

 

 

 


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Investments
(cost $80,768,371)^

     100.0%      $ 82,288,113  
  

Other Assets and Liabilities

     0.0%        (37,516
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $           82,250,597  
     

 

 

    

 

 

 

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

   $ 2,317,434  

Unrealized Depreciation

     (797,692
  

 

 

 

Net Unrealized Appreciation

   $      1,519,742  
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $1,081,325, which represents 1.3% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(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 January 31, 2017, the aggregate value of these securities was $6,802,526, which represents 8.3% of total net assets.
(4) The rate shown represents current yield to maturity.

 

      Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell              Delivery Date            Counterparty     Contract 
Amount
        Market Value †          Unrealized   
     Appreciation/   
    (Depreciation)   
 

 

 

BRL

     Buy                   02/02/17    CSFB    $ 809,969      $ 824,641     $ 14,672    

BRL

     Buy         02/02/17    CBK      818,898        824,642       5,744    

BRL

     Buy         02/02/17    BCLY      119,497        120,525       1,028    

BRL

     Sell         02/02/17    CBK      407,101        421,835       (14,734)   

BRL

     Sell         02/02/17    UBS      1,281,665            1,347,972       (66,307)   

BRL

     Sell         03/09/17    GSC      1,860,358        2,036,624       (176,266)   

BRL

     Sell         08/02/17    BCLY      114,337        115,459       (1,122)   

CLP

     Buy         03/07/17    BNP      810,567        830,573       20,006    

CLP

     Buy         03/14/17    BNP      1,197,053        1,199,157       2,104    

CLP

     Buy         07/25/17    JPM      803,517        807,947       4,430    

COP

     Buy         02/15/17    BNP      516,087        545,625       29,538    

COP

     Buy         03/13/17    JPM      810,544        834,960       24,416    

COP

     Buy         04/10/17    CBK      804,559        811,062       6,503    

COP

     Buy         07/25/17    CBK      486,251        482,297       (3,954)   

COP

     Sell         02/15/17    GSC      512,328        545,625       (33,297)   

CZK

     Buy         02/14/17    CBK      1,225,269        1,239,179       13,910    

CZK

     Sell         02/14/17    SCB      3,321,337        3,277,828       43,509    

CZK

     Sell         02/15/17    SSG      818,470        819,496       (1,026)   

CZK

     Sell         02/28/17    CBK      766,437        779,077       (12,640)   

HUF

     Buy         02/10/17    SCB      528,033        529,464       1,431    

HUF

     Buy         02/10/17    SSG      451,681        452,831       1,150    

HUF

     Buy         02/15/17    SCB      271,000        271,730       730    

HUF

     Buy         02/16/17    GSC      772,201        780,370       8,169    

HUF

     Buy         03/10/17    UBS      982,378        983,110       732    

HUF

     Sell         02/10/17    SSG      542,892        536,817       6,075    

HUF

     Sell         02/10/17    RBCA      163,020        163,006       14    

HUF    

     Sell         02/10/17    SSG      104,757        105,587       (830)   


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

HUF

     Sell            02/10/17        BNP          175,610        $ 176,887          (1,277)   

HUF

     Sell            02/15/17        SCB          727,947          731,580          (3,633)   

HUF

     Sell            02/16/17        JPM          778,291          780,370          (2,079)   

HUF

     Sell            03/10/17        HSBC          954,991          983,110          (28,119)   

IDR

     Sell            02/14/17        HSBC          769,338          822,785          (53,447)   

IDR

     Sell            04/10/17        HSBC          658,528          662,136          (3,608)   

INR

     Buy            02/15/17        JPM          330,904          333,945          3,041    

INR

     Buy            02/15/17        SCB          238,928          241,265          2,337    

INR

     Buy            02/15/17        SCB          225,849          228,024          2,175    

INR

     Buy            04/10/17        BCLY          804,211          803,037          (1,174)   

INR

     Sell            02/15/17        HSBC          805,429          803,234          2,195    

MXN

     Buy            02/07/17        JPM          423,851          428,158          4,307    

MXN

     Buy            02/07/17        CBK          405,969          410,212          4,243    

MXN

     Buy            02/07/17        JPM          68,974          70,741          1,767    

MXN

     Buy            02/07/17        CBK          50,413          51,660          1,247    

MXN

     Buy            02/07/17        CBK          44,145          45,273          1,128    

MXN

     Buy            02/07/17        JPM          190,346          189,369          (977)   

MXN

     Buy            02/07/17        HSBC          163,417          162,422          (995)   

MXN

     Buy            02/07/17        CBK          190,611          189,555          (1,056)   

MXN

     Buy            02/15/17        JPM          99,638          99,133          (505)   

MXN

     Buy            02/15/17        HSBC          85,219          84,706          (513)   

MXN

     Buy            02/15/17        CBK          99,062          98,515          (547)   

MXN

     Buy            03/10/17        HSBC          829,239          825,009          (4,230)   

MXN

     Buy            03/15/17        BCLY          809,503          805,309          (4,194)   

MXN

     Sell            02/07/17        GSC          834,762          776,090          58,672    

MXN

     Sell            02/07/17        JPM          823,729          771,300          52,429    

MXN

     Sell            02/15/17        GSC          1,200,159              1,191,627          8,532    

MXN

     Sell            03/10/17        JPM          1,398,171          1,374,856          23,315    

MXN

     Sell            03/15/17        GSC          825,544          805,310          20,234    

MXN

     Sell            04/17/17        GSC          1,012,161          1,054,559          (42,398)   

MYR

     Buy            04/10/17        GSC          805,459          809,895          4,436    

PEN

     Buy            02/28/17        JPM          1,137,707          1,202,359          64,652    

PEN

     Buy            07/26/17        JPM          792,227          794,919          2,692    

PLN

     Buy            02/15/17        GSC          801,847          823,813          21,966    

PLN

     Buy            02/15/17        JPM          807,614          823,812          16,198    

PLN

     Sell            02/15/17        JPM          390,052          396,487          (6,435)   

PLN

     Sell            02/15/17        GSC          389,512          396,487          (6,975)   

PLN

     Sell            02/15/17        BCLY          397,905          405,298          (7,393)   

PLN

     Sell            02/15/17        SCB          1,240,080          1,248,201          (8,121)   

PLN

     Sell            02/15/17        JPM          2,011,113          2,059,531          (48,418)   

PLN

     Sell            02/16/17        JPM          788,217          807,574          (19,357)   

PLN

     Sell            04/06/17        SCB          1,334,566          1,391,992          (57,426)   

RUB

     Buy            02/28/17        CSFB          560,964          599,405          38,441    

RUB

     Buy            02/28/17        CSFB          1,202,766          1,235,139          32,373    

RUB

     Buy            04/10/17        BCLY          814,723          805,344          (9,379)  

RUB

     Buy            04/14/17        SCB          772,409          901,061          128,652    

RUB

     Sell            02/28/17        CSFB          350,892          350,892          —    

RUB

     Sell            02/28/17        GSC          1,361,054          1,483,652          (122,598)   

RUB

     Sell            04/10/17        CSFB          405,116          402,672          2,444    

RUB

     Sell            04/10/17        BCLY          404,551          402,672          1,879    

RUB

     Sell            04/14/17        BCLY          342,886          338,205          4,681    

RUB

     Sell            04/14/17        CSFB          446,735          446,037          698    

SGD

     Sell            02/14/17        WEST          3,480,729          3,477,256          3,473    

ZAR

     Buy            02/14/17        JPM          840,431          851,462          11,031    

ZAR

     Sell            02/14/17        BCLY          806,118          851,461          (45,343)   
                             

 

 

 

Total

                              $         (86,974)   
                             

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY   

Barclays

BNP       

BNP Paribas Securities Services


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CBK   

Citibank NA

CSFB   

Credit Suisse First Boston Corp.

GSC   

Goldman Sachs & Co.

HSBC   

HSBC Bank USA

JPM   

JP Morgan Chase & Co.

RBCA   

Royal Bank of Canada

SCB   

Standard Chartered Bank

SSG   

State Street Global Markets LLC

UBS   

UBS AG

WEST   

Westpac International

Currency Abbreviations:

ARS   

Argentine Peso

BRL   

Brazilian Real

CLP   

Chilean Peso

COP   

Colombian Peso

CZK   

Czech Koruna

HUF   

Hungarian Forint

IDR   

Indonesian Rupiah

INR   

Indian Rupee

MXN   

Mexican Peso

MYR   

Malaysian Ringgit

PEN   

Peruvian Nuevo Sol

PLN   

Polish Zloty

RUB   

Russian Ruble

SGD   

Singapore Dollar

USD   

United States Dollar

ZAR   

South African Rand


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Corporate Bonds

   $ 666,000       $ —       $ 666,000       $             —   

Foreign Government Obligations

     52,523,043         —         52,523,043         —   

Short-Term Investments

     29,099,070         2,570,088         26,528,982         —   

Foreign Currency Contracts(2)

     703,399         —         703,399         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   82,991,512       $   2,570,088       $   80,421,424       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (790,373)      $ —       $ (790,373)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (790,373)      $ —       $ (790,373)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

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


 

   Hartford Schroders Emerging Markets Equity Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.8%

  
  

Argentina - 0.5%

  
292,109   

Grupo Financiero Galicia S.A. ADR

   $ 9,075,827  
     

 

 

 
  

Brazil - 10.1%

  
1,592,313   

Banco Bradesco S.A. ADR

     16,448,593  
1,012,493   

BRF S.A. ADR

     14,306,526  
3,434,056   

CCR S.A.

     16,902,735  
              4,868,450   

Itau Unibanco Holding S.A. ADR

     57,496,395  
1,261,200   

Klabin S.A. UNIT

     6,499,917  
1,202,840   

Lojas Americanas S.A. (Preference Shares)

     6,386,187  
1,730,800   

Lojas Renner S.A.

     13,116,532  
2,295,009   

Petroleo Brasileiro S.A. ADR*

     22,506,561  
1,202,262   

Telefonica Brasil S.A. ADR

     17,769,432  
472,400   

Transmissora Alianca de Energia Eletrica S.A.

     3,217,195  
181,900   

Ultrapar Participacoes S.A.

     3,819,144  
1,362,290   

Vale S.A. ADR

     13,868,112  
1,321,200   

WEG S.A.

     6,670,779  
     

 

 

 
          199,008,108  
     

 

 

 
  

Chile - 0.9%

  
86,549   

Banco Santander Chile ADR

     1,868,593  
1,038,684   

Enel Americas S.A. ADR

     9,379,316  
771,867   

SACI Falabella

     6,257,410  
     

 

 

 
     17,505,319  
     

 

 

 
  

China - 20.9%

  
118,500   

AAC Technologies Holdings, Inc.

     1,216,959  
754,420   

Alibaba Group Holding Ltd. ADR*

     76,430,290  
3,993,500   

Anhui Conch Cement Co., Ltd. Class H

     12,850,940  
91,440,320   

China Construction Bank Corp. Class H

     67,792,787  
6,874,000   

China Mengniu Dairy Co., Ltd.

     12,831,320  
10,062,400   

China Pacific Insurance Group Co., Ltd. Class H

     35,741,718  
59,469,600   

China Petroleum & Chemical Corp. Class H

     46,976,600  
2,886,000   

Industrial & Commercial Bank of China Ltd. Class H

     1,764,456  
533,925   

New Oriental Education & Technology Group, Inc. ADR*

     25,388,134  
1,232,000   

Shenzhou International Group Holdings Ltd.

     7,599,463  
4,228,700   

Tencent Holdings Ltd.

     110,560,883  
2,566,500   

Zhuzhou CRRC Times Electric Co., Ltd. Class H

     14,622,711  
     

 

 

 
     413,776,261  
     

 

 

 
  

Colombia - 0.6%

  
328,919   

Bancolombia S.A. ADR

     12,452,873  
     

 

 

 
  

Egypt - 0.5%

  
970,991   

Commercial International Bank Egypt S.A.E.

     3,916,757  
1,627,639   

Commercial International Bank Egypt S.A.E. GDR

     6,469,865  
     

 

 

 
     10,386,622  
     

 

 

 
  

Greece - 0.4%

  
907,638   

Hellenic Telecommunications Organization S.A.

     8,231,977  
     

 

 

 
  

Hong Kong - 6.1%

  
5,387,200   

AIA Group Ltd.

     33,354,043  
5,589,500   

China Mobile Ltd.

     62,896,528  
5,572,000   

China Resources Beer Holdings Co., Ltd.*

     11,317,363  
10,642,000   

China Unicom Hong Kong Ltd.

     12,560,979  
     

 

 

 
     120,128,913  
     

 

 

 
  

Hungary - 1.9%

  
107,617   

MOL Hungarian Oil & Gas plc

     7,583,861  
992,600   

OTP Bank plc

     30,522,906  
     

 

 

 
     38,106,767  
     

 

 

 
  

India - 5.1%

  
2,704,626   

Axis Bank Ltd.

     18,605,355  
1,351,345   

HDFC Bank Ltd.

     28,881,277  
1,257,135   

Hindustan Unilever Ltd.

     15,860,102  
200,942   

Maruti Suzuki India Ltd.

     17,486,192  


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

1,567,261   

Tata Motors Ltd.

   $ 12,142,400  
132,662   

UltraTech Cement Ltd.

     7,235,296  
     

 

 

 
        100,210,622  
     

 

 

 
  

Indonesia - 0.3%

  
              8,123,700   

Bank Mandiri Persero Tbk PT

     6,635,279  
     

 

 

 
  

Mexico - 0.5%

  
371,102   

El Puerto de Liverpool S.A.B. de C.V. Class C1

     2,340,131  
59,398   

Fomento Economico Mexicano S.A.B. de C.V. ADR

     4,468,511  
373,824   

Grupo Aeroportuario del Pacifico S.A.B. de C.V. Class B

     2,897,591  
     

 

 

 
        9,706,233  
     

 

 

 
  

Poland - 1.2%

  
355,270   

Bank Pekao S.A.

     12,019,060  
1,317,069   

Powszechny Zaklad Ubezpieczen S.A.

     11,589,837  
     

 

 

 
        23,608,897  
     

 

 

 
  

Russia - 9.4%

  
753,940   

Lukoil PJSC ADR

     42,488,101  
503,351   

Mail.Ru Group Ltd. GDR*

     9,135,821  
943,558   

MMC Norilsk Nickel PJSC ADR

     15,303,044  
833,627   

Mobile TeleSystems PJSC ADR

     8,728,075  
98,740   

Novatek PJSC GDR

     12,565,411  
536,985   

Polymetal International plc

     6,245,269  
5,834,857   

Sberbank of Russia PJSC ADR

     68,414,947  
701,351   

X5 Retail Group N.V. GDR*

     23,530,326  
     

 

 

 
             186,410,994  
     

 

 

 
  

South Africa - 2.9%

  
462,959   

AVI Ltd.

     3,147,778  
1,323,748   

Barclays Africa Group Ltd.

     15,590,337  
544,377   

Foschini Group Ltd.

     6,510,530  
195,658   

Naspers Ltd. Class N

     31,170,635  
256,078   

Sibanye Gold Ltd.

     578,977  
     

 

 

 
        56,998,257  
     

 

 

 
  

South Korea - 19.4%

  
45,973   

Amorepacific Corp.

     12,547,807  
112,680   

CJ CGV Co., Ltd.

     7,704,480  
1,047,240   

DGB Financial Group, Inc.

     8,894,235  
85,771   

E-Mart, Inc.

     15,015,224  
948,272   

Hana Financial Group, Inc.

     28,117,000  
210,196   

Hyundai Motor Co.

     25,305,123  
73,036   

Hyundai Motor Co. (Preference Shares)

     6,043,328  
259,953   

Korea Aerospace Industries Ltd.

     13,877,087  
126,076   

LG Chem Ltd.

     28,429,644  
68,086   

LG Innotek Co., Ltd.

     5,813,404  
13,430   

Medy-Tox, Inc.

     4,790,153  
42,885   

NAVER Corp.

     28,013,049  
69,909   

NCSoft Corp.

     18,303,014  
80,708   

Samsung Electronics Co., Ltd.

     137,266,140  
612,246   

SK Hynix, Inc.

     28,275,905  
67,125   

SK Telecom Co., Ltd.

     12,868,299  
18,651   

Yuhan Corp.

     3,021,983  
     

 

 

 
        384,285,875  
     

 

 

 
  

Taiwan - 12.4%

  
8,775,000   

Advanced Semiconductor Engineering, Inc.

     9,669,992  
19,096,489   

Cathay Financial Holding Co., Ltd.

     29,081,645  
4,347,000   

Far EasTone Telecommunications Co., Ltd.

     10,328,289  
6,298,000   

Formosa Plastics Corp.

     18,197,612  
20,354,213   

Hon Hai Precision Industry Co., Ltd.

     54,585,476  
2,989,000   

Taiwan Mobile Co., Ltd.

     9,983,677  
19,103,139   

Taiwan Semiconductor Manufacturing Co., Ltd.

     113,832,941  
     

 

 

 
        245,679,632  
     

 

 

 
  

Thailand - 2.3%

  
1,038,375   

Kasikornbank PCL

     5,533,942  


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

3,675,425   

Kasikornbank PCL NVDR

 

   $ 19,693,690  
5,910,500   

PTT Global Chemical PCL NVDR

 

     11,375,907  
4,751,400   

Thai Oil PCL NVDR

 

     9,684,368  
        

 

 

 
     46,287,907  
        

 

 

 
  

Turkey - 1.0%

     
2,613,318   

Akbank TAS

 

     5,825,073  
3,611,973   

KOC Holding AS

 

     14,550,117  
        

 

 

 
     20,375,190  
        

 

 

 
  

United Arab Emirates - 1.4%

     
173,357   

DP World Ltd.

 

     3,276,447  
12,105,804   

Emaar Properties PJSC

 

     24,464,199  
        

 

 

 
     27,740,646  
        

 

 

 
  

Total Common Stocks
(cost $1,640,247,759)

 

     1,936,612,199  
        

 

 

 

Affiliated Investment Companies - 0.9%

     
  

International/Global Equity Funds - 0.9%

     
1,498,891   

Schroder Emerging Markets Small Cap Fund, Class R6

 

     17,267,221  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $15,498,779)

 

     17,267,221  
        

 

 

 
  

Total Long-Term Investments
(cost $1,655,746,538)

 

     1,953,879,420  
        

 

 

 

Short-Term Investments - 1.7%

     
  

Other Investment Pools & Funds - 1.7%

     
34,754,471   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

 

     34,754,471  
        

 

 

 
  

Total Short-Term Investments
(cost $34,754,471)

 

     34,754,471  
        

 

 

 
  

Total Investments
(cost $1,690,501,009)^

     100.4%      $   1,988,633,891  
  

Other Assets and Liabilities

     (0.4)%        (7,676,472
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     1,980,957,419  
     

 

 

    

 

 

 

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

   $ 328,272,459  

Unrealized Depreciation

     (30,139,577
  

 

 

 

Net Unrealized Appreciation

   $      298,132,882  
  

 

 

 

 

* Non-income producing.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   

American Depositary Receipt

GDR   

Global Depositary Receipt

NVDR   

Non-Voting Depositary Receipt

PJSC   

Private Joint Stock Company


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Argentina

   $ 9,075,827       $ 9,075,827       $ —       $             —   

Brazil

     199,008,108         199,008,108         —         —   

Chile

     17,505,319         17,505,319         —         —   

China

     413,776,261         101,818,424         311,957,837         —   

Colombia

     12,452,873         12,452,873         —         —   

Egypt

     10,386,622         10,386,622         —         —   

Greece

     8,231,977         —         8,231,977         —   

Hong Kong

     120,128,913         —         120,128,913         —   

Hungary

     38,106,767         —         38,106,767         —   

India

     100,210,622         28,881,277         71,329,345         —   

Indonesia

     6,635,279         —         6,635,279         —   

Mexico

     9,706,233         9,706,233         —         —   

Poland

     23,608,897         —         23,608,897         —   

Russia

     186,410,994         41,394,222         145,016,772         —   

South Africa

     56,998,257         3,147,778         53,850,479         —   

South Korea

     384,285,875         —         384,285,875         —   

Taiwan

     245,679,632         —         245,679,632         —   

Thailand

     46,287,907         —         46,287,907         —   

Turkey

     20,375,190         —         20,375,190         —   

United Arab Emirates

     27,740,646         3,276,447         24,464,199         —   

Affiliated Investment Companies

     17,267,221         17,267,221         —         —   

Short-Term Investments

     34,754,471         34,754,471         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,988,633,891       $   488,674,822       $   1,499,959,069       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $25,091,408 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor; there were no transfers from Level 1 to Level 2 and there were no transfers in and out of Level 3.

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


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 34.5%

  
  

Argentina - 1.0%

  
$        550,000   

YPF S.A.
8.50%, 07/28/2025(1)

   $ 578,771  
     

 

 

 
  

Bermuda - 0.7%

  
485,000   

Digicel Ltd.
6.75%, 03/01/2023(1)

     450,747  
     

 

 

 
  

Brazil - 1.3%

  
310,000   

Banco do Estado do Rio Grande do Sul S.A.
7.38%, 02/02/2022(2)

     314,340  
445,000   

Centrais Electricas Brasileiras S.A.
5.75%, 10/27/2021(2)

     448,204  
     

 

 

 
        762,544  
     

 

 

 
  

British Virgin Islands - 1.6%

  
200,000   

CLP Power Hong Kong Financing Ltd.
3.13%, 05/06/2025(2)

     194,351  
200,000   

Star Energy Geothermal Wayang Windu Ltd.
6.13%, 03/27/2020(1)

     205,800  
200,000   

Talent Yield Investments Ltd.
4.50%, 04/25/2022(1)

     210,157  
360,000   

Yingde Gases Investment Ltd.
8.13%, 04/22/2018(1)

     348,300  
     

 

 

 
        958,608  
     

 

 

 
  

Cayman Islands - 4.4%

  
265,000   

Alibaba Group Holding Ltd.
3.60%, 11/28/2024

     263,459  
200,000   

Braskem Finance Ltd.
6.45%, 02/03/2024

     214,060  
430,000   

China Aoyuan Property Group Ltd.
6.53%, 04/25/2019(2)

     440,107  
525,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(1)

     461,737  
375,000   

GrupoSura Finance S.A.
5.50%, 04/29/2026(1)

     391,500  
290,000   

Lima Metro Line 2 Finance Ltd.
5.88%, 07/05/2034(1)

     307,763  
580,000   

Vale Overseas Ltd.
6.88%, 11/21/2036

     602,620  
     

 

 

 
        2,681,246  
     

 

 

 
  

Chile - 3.2%

  
790,000   

Cencosud S.A.
6.63%, 02/12/2045(1)

     781,207  
400,000   

Corp. Nacional del Cobre de Chile
4.50%, 09/16/2025(1)

     412,613  
210,000   

Empresa de Transporte de Pasajeros Metro S.A.
5.00%, 01/25/2047(1)

     209,738  
300,000   

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(2)

     291,212  
250,000   

GNL Quintero S.A.
4.63%, 07/31/2029(1)

     250,850  
     

 

 

 
              1,945,620  
     

 

 

 
  

China - 0.3%

  
200,000   

Bank of China Ltd.
3.88%, 06/30/2025(2)

     202,742  
     

 

 

 
  

Colombia - 2.8%

  
200,000   

Banco de Bogota S.A.
6.25%, 05/12/2026(1)

     207,800  
575,000   

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

     613,813  
280,000   

Empresa de Energia de Bogota S.A. ESP
6.13%, 11/10/2021(1)

     289,100  


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  COP    1,298,000,000   

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(1)

   $ 336,306  
751,000,000   

Empresas Publicas de Medellin ESP
7.63%, 09/10/2024(1)

     247,781  
     

 

 

 
          1,694,800  
     

 

 

 
  

Hong Kong - 0.8%

  
$              240,000   

Beijing State-Owned Assets Management Hong Kong
4.13%, 05/26/2025(2)

     240,746  
260,000   

CRCC Yuxiang Ltd.
3.50%, 05/16/2023(2)

     260,616  
     

 

 

 
     501,362  
     

 

 

 
  

Kazakhstan - 0.4%

  
250,000   

Development Bank of Kazakhstan JSC
4.13%, 12/10/2022(2)

     243,740  
     

 

 

 
  

Luxembourg - 1.3%

  
450,000   

Millicom International Cellular S.A.
6.00%, 03/15/2025(2)

     458,195  
300,000   

Minerva Luxembourg S.A.
8.75%, 04/03/2019(1)(3)(4)

     312,690  
     

 

 

 
     770,885  
     

 

 

 
  

Mexico - 7.0%

  
455,000   

Banco Mercantil del Norte SA
5.75%, 10/04/2031(1)(4)

     423,150  
400,000   

Banco Nacional de Comercio Exterior S.N.
C. 3.80%, 08/11/2026(1)(4)

     381,000  
200,000   

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

     204,397  
762,970   

Fermaca Enterprises S de RL de C.V.
6.38%, 03/30/2038(1)

     762,970  
230,000   

Fomento Economico Mexicano S.A.B. de C.V.
2.88%, 05/10/2023

     221,728  
310,000   

Mexichem S.A.B. de C.V.
5.88%, 09/17/2044(2)

     279,769  
285,029   

Mexico Generadora de Energia S de rl
5.50%, 12/06/2032(1)

     282,691  
  

Petroleos Mexicanos

 

210,000   

5.38%, 03/13/2022(1)

     214,084  
355,000   

5.50%, 06/27/2044

     291,175  
245,000   

6.50%, 03/13/2027(1)

     251,970  
636,000   

6.63%, 06/15/2035

     622,135  
290,000   

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

     272,745  
     

 

 

 
          4,207,814  
     

 

 

 
  

Netherlands - 5.1%

  
210,000   

Lukoil International Finance B.V.
4.56%, 04/24/2023(1)

     211,617  
445,000   

Marfrig Holdings Europe B.V.
8.00%, 06/08/2023(1)

     468,919  
  

Petrobras Global Finance B.V.

 

440,000   

7.38%, 01/17/2027

     456,808  
1,753,000   

8.75%, 05/23/2026

     1,974,579  
     

 

 

 
     3,111,923  
     

 

 

 
  

Peru - 0.5%

  
275,000   

Banco Internacional del Peru
SAA 6.63%, 03/19/2029(1)(4)

     298,375  
     

 

 

 
  

Singapore - 0.3%

  
200,000   

SingTel Group Treasury Pte Ltd.
3.25%, 06/30/2025(2)

     199,405  
     

 

 

 
  

South Africa - 1.1%

  
640,000   

Eskom Holdings SOC Ltd.
7.13%, 02/11/2025(1)

     646,666  
     

 

 

 

 


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

United Kingdom - 0.8%

  
  

Vedanta Resources plc

 

$            260,000   

6.38%, 07/30/2022(1)

   $ 260,390  
210,000   

8.25%, 06/07/2021(2)

     228,165  
     

 

 

 
        488,555  
     

 

 

 
  

Venezuela - 1.9%

  
3,025,000   

Petroleos de Venezuela S.A.
6.00%, 11/15/2026(1)

     1,148,441  
     

 

 

 
  

Total Corporate Bonds
(cost $20,663,047)

     20,892,244  
     

 

 

 

Foreign Government Obligations - 60.0%

  
  

Argentina - 3.8%

  
755,000   

City of Buenos Aires Argentina
7.50%, 06/01/2027(1)

     768,212  
1,525,000   

Provincia de Cordoba
7.13%, 06/10/2021(1)

     1,563,125  
     

 

 

 
        2,331,337  
     

 

 

 
  

Brazil - 5.0%

  
  

Brazil Notas do Tesouro Nacional

 

  BRL          3,495,000   

10.00%, 01/01/2018

     1,101,486  
1,530,000   

10.00%, 01/01/2021

     476,538  
4,610,000   

Brazil Notas do Tesouro Nacional Serie F
10.00%, 01/01/2019

     1,456,339  
     

 

 

 
        3,034,363  
     

 

 

 
  

Chile - 0.3%

  
CLP      100,000,000   

Chile Government International Bond
5.50%, 08/05/2020

     163,050  
     

 

 

 
  

Colombia - 1.7%

  
  

Colombia Government International Bond

 

COP  1,971,000,000   

4.38%, 03/21/2023

     603,926  
1,165,000,000   

7.75%, 04/14/2021

     417,350  
     

 

 

 
        1,021,276  
     

 

 

 
  

Costa Rica - 1.3%

  
  

Costa Rica Government International Bond

 

$              340,000   

5.63%, 04/30/2043(1)

     281,557  
540,000   

7.00%, 04/04/2044(1)

     519,594  
     

 

 

 
        801,151  
     

 

 

 
  

Dominican Republic - 0.5%

  
290,000   

Dominican Republic International Bond
6.85%, 01/27/2045(1)

     285,163  
     

 

 

 
  

Ecuador - 2.4%

  
  

Ecuador Government International Bond

 

565,000   

10.50%, 03/24/2020(1)

     617,263  
755,000   

10.75%, 03/28/2022(1)

     847,487  
     

 

 

 
        1,464,750  
     

 

 

 
  

Egypt - 3.2%

  
  

Egypt Government International Bond

 

1,465,000   

5.75%, 04/29/2020(1)

     1,494,300  
460,000   

6.13%, 01/31/2022(1)

     464,135  
     

 

 

 
              1,958,435  
     

 

 

 
  

El Salvador - 1.4%

  
  

El Salvador Government International Bond

 

315,000   

6.38%, 01/18/2027(1)

     276,412  
570,000   

8.25%, 04/10/2032(1)

     547,200  
     

 

 

 
        823,612  
     

 

 

 
  

Ghana - 2.8%

  
1,625,000   

Ghana Government International Bond
9.25%, 09/15/2022(1)

     1,716,780  
     

 

 

 

 


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Hungary - 0.8%

  
  

Hungary Government Bond

 

HUF        44,940,000   

3.00%, 06/26/2024

   $ 156,769  
31,610,000   

3.50%, 06/24/2020

     118,007  
45,440,000   

5.50%, 06/24/2025

     185,206  
     

 

 

 
        459,982  
     

 

 

 
  

Indonesia - 2.9%

  
  

Indonesia Treasury Bond

 

  IDR    3,672,000,000   

5.63%, 05/15/2023

     249,038  
17,949,000,000   

7.00%, 05/15/2027

     1,282,407  
3,015,000,000   

8.38%, 03/15/2024

     234,268  
     

 

 

 
        1,765,713  
     

 

 

 
  

Lebanon - 3.9%

  
  

Lebanon Government International Bond

 

$              585,000   

5.15%, 11/12/2018(2)

     585,421  
570,000   

5.45%, 11/28/2019(2)

     566,945  
635,000   

6.00%, 01/27/2023(2)

     627,190  
555,000   

6.10%, 10/04/2022(2)

     549,272  
45,000   

6.65%, 04/22/2024(2)

     45,086  
     

 

 

 
        2,373,914  
     

 

 

 
  

Malaysia - 2.4%

  
  

Malaysia Government Bond

 

MYR            1,150,000   

3.42%, 08/15/2022

     254,258  
470,000   

3.49%, 03/31/2020

     105,863  
675,000   

3.65%, 10/31/2019

     153,338  
680,000   

3.89%, 03/15/2027

     148,208  
370,000   

4.18%, 07/15/2024

     84,097  
1,980,000   

4.24%, 02/07/2018

     452,238  
1,130,000   

4.25%, 05/31/2035

     242,424  
     

 

 

 
        1,440,426  
     

 

 

 
  

Mexico - 5.1%

  
  

Mexican Bonos

 

MXN            6,030,000   

4.75%, 06/14/2018

     282,004  
16,605,000   

5.00%, 12/11/2019

     757,966  
13,100,000   

5.75%, 03/05/2026

     559,012  
6,575,000   

6.50%, 06/10/2021

     308,312  
6,585,000   

6.50%, 06/09/2022

     306,022  
3,735,000   

7.50%, 06/03/2027

     178,055  
6,625,000   

7.75%, 05/29/2031

     314,981  
8,035,000   

7.75%, 11/13/2042

     374,845  
     

 

 

 
              3,081,197  
     

 

 

 
  

Nigeria - 1.9%

  
$            1,135,000   

Nigeria Government International Bond
6.75%, 01/28/2021(1)

     1,152,933  
     

 

 

 
  

Peru - 0.7%

  
PEN            1,410,000   

Peru Government Bond
6.95%, 08/12/2031

     450,347  
     

 

 

 
  

Poland - 1.1%

  
  

Poland Government Bond

 

PLN            1,620,000   

2.50%, 07/25/2026

     363,951  
1,295,000   

4.00%, 10/25/2023

     333,136  
     

 

 

 
        697,087  
     

 

 

 
  

Romania - 0.6%

  
  

Romania Government Bond

 

RON              435,000   

4.75%, 02/24/2025

     111,456  
870,000   

5.75%, 04/29/2020

     231,466  
     

 

 

 
        342,922  
     

 

 

 
  

Russia - 1.8%

  
  

Russian Federal Bond - OFZ

 

RUB          30,005,000   

6.20%, 01/31/2018

     487,821  


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

RUB          34,925,000   

7.50%, 03/15/2018

   $ 575,776  
     

 

 

 
     1,063,597  
     

 

 

 
  

Saudi Arabia - 0.4%

  
$              235,000   

Saudi Government International Bond
2.38%, 10/26/2021(1)

     228,890  
     

 

 

 
  

South Africa - 2.8%

  
  

South Africa Government Bond

 

  ZAR          10,125,000   

7.75%, 02/28/2023

     727,122  
14,520,000   

8.00%, 01/31/2030

     977,427  
     

 

 

 
              1,704,549  
     

 

 

 
  

Sri Lanka - 1.7%

  
  

Sri Lanka Government International Bond

 

$                670,000   

6.13%, 06/03/2025(2)

     642,514  
360,000   

6.83%, 07/18/2026(1)

     359,143  
     

 

 

 
        1,001,657  
     

 

 

 
  

Thailand - 1.0%

  
  

Thailand Government Bond

 

  THB            3,865,000   

3.58%, 12/17/2027

     115,719  
8,570,000   

3.63%, 06/16/2023

     260,740  
7,000,000   

3.65%, 12/17/2021

     212,209  
     

 

 

 
        588,668  
     

 

 

 
  

Trinidad - 0.4%

  
$                270,000   

Trinidad & Tobago Government International Bond
4.50%, 08/04/2026(1)

     267,589  
     

 

 

 
  

Turkey - 6.1%

  
  

Turkey Government Bond

 

  TRY              950,000   

7.10%, 03/08/2023

     210,991  
1,310,000   

8.00%, 03/12/2025

     296,153  
305,000   

8.80%, 11/14/2018

     78,086  
520,000   

10.40%, 03/20/2024

     135,611  
1,725,000   

10.50%, 01/15/2020

     454,206  
1,945,000   

10.70%, 02/17/2021

     513,938  
  

Turkey Government International Bond

 

$            1,850,000   

4.25%, 04/14/2026

     1,655,380  
350,000   

6.00%, 03/25/2027

     352,871  
     

 

 

 
        3,697,236  
     

 

 

 
  

Ukraine - 4.0%

  
  

Ukraine Government International Bond

 

970,000   

7.75%, 09/01/2020(1)

     948,777  
1,545,000   

7.75%, 09/01/2023(1)

     1,461,786  
     

 

 

 
        2,410,563  
     

 

 

 
  

Total Foreign Government Obligations
(cost $36,002,551)

     36,327,187  
     

 

 

 
  

Total Long-Term Investments
(cost $56,665,598)

     57,219,431  

Short-Term Investments - 3.4%

  
  

Other Investment Pools & Funds - 3.4%

  
2,029,549   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

     2,029,549  
     

 

 

 
  

Total Short-Term Investments
(cost $2,029,549)

     2,029,549  
     

 

 

 


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Investments
(cost $58,695,147)^

     97.9%      $ 59,248,980  
  

Other Assets and Liabilities

     2.1%        1,246,676  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   60,495,656  
     

 

 

    

 

 

 

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

   $         1,776,795  

Unrealized Depreciation

     (1,222,962
  

 

 

 

Net Unrealized Appreciation

   $        553,833  
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $25,153,479, which represents 41.6% of total net assets.
(2) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $7,090,765, which represents 11.7% 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 January 31, 2017.

 

        OTC Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
                  

(Pay)/Receive    

Fixed          

          Upfront     Upfront           Unrealized  
        Reference Entity   Counter-
party
      

    Notional          Rate/Implied    

    Amount (a)    Credit Spread (b)

    Expiration    
Date    
    Premiums
Paid
    Premiums
Received
    Market
Value †
    Appreciation/
(Depreciation)
 

Credit default swaps on single-name issues:

 

                  

Buy protection:

                    

Japan Government

    JPM          USD       1,000,000       (1.00%)/0.06%        06/20/18     $ —         $ (7,829)     $ (16,707)     $ (8,878)  
              

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

                  

Sell protection:

                    

Panama Government

    JPM          USD       1,275,000       1.00%/1.29%        12/20/21     $ —         $ (20,483)     $ (12,597)     $ 7,886   

Panama Government

    JPM          USD       1,275,000       1.00%/1.29%        12/20/21       —           (17,577)       (12,597)       4,980   
              

 

 

   

 

 

   

 

 

   

 

 

 

Total

               $ —         $ (38,060)     $ (25,194)     $     12,866   
              

 

 

   

 

 

   

 

 

   

 

 

 
                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

               $ —         $ (45,889)     $ (41,901)     $ 3,988   
              

 

 

   

 

 

   

 

 

   

 

 

 
                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

               $          —         $     (45,889)     $       (41,901)     $ 3,988   
              

 

 

   

 

 

   

 

 

   

 

 

 

 

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


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(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 January 31, 2017. 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.

 

      Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell              Delivery Date              Counterparty       Contract 
Amount
        Market Value †          Unrealized   
     Appreciation/   
    (Depreciation)   
 

 

 

ARS

     Buy           02/24/17        UBS      $         880,000      $ 889,359     $ 9,359    

ARS

     Sell           02/24/17        BNP        882,716        889,359       (6,643)   

BRL

     Sell           03/06/17        HSBC        468,443        525,316       (56,873)   

COP

     Buy           03/10/17        HSBC        287,356        297,139       9,783    

COP

     Sell           03/10/17        SCB        287,027        297,140       (10,113)   

EUR

     Buy           03/07/17        JPM        2,168,052        2,172,934       4,882    

EUR

     Sell           02/28/17        JPM        1,207,553        1,221,089       (13,536)   

EUR

     Sell           03/07/17        GSC        2,123,424        2,172,934       (49,510)   

KRW

     Buy           02/06/17        HSBC        1,837,681        1,849,244       11,563    

KRW

     Buy           02/10/17        HSBC        1,843,704        1,849,319       5,615    

KRW

     Buy           02/23/17        BNP        1,165,954        1,173,163       7,209    

KRW

     Sell           02/06/17        HSBC        1,843,672        1,849,243       (5,571)   

KRW

     Sell           02/10/17        HSBC        1,863,660        1,849,319       14,341    

KRW

     Sell           02/23/17        HSBC        1,161,483        1,173,163       (11,680)   

MXN

     Buy           02/09/17        HSBC        1,477,788        1,499,089       21,301    

MXN

     Buy           02/09/17        HSBC        1,479,730        1,499,089       19,359    

MXN

     Buy           02/09/17        HSBC        1,483,940        1,499,090       15,150    

MXN

     Buy           02/24/17        JPM        1,101,279        1,128,080       26,801    

MXN

     Buy           02/28/17        HSBC        446,135        444,191       (1,944)   

MXN

     Sell           02/09/17        BNP        1,563,241        1,499,089       64,152    

MXN

     Sell           02/09/17        HSBC        1,559,076        1,499,090       59,986    

MXN

     Sell           02/09/17        HSBC        1,477,788        1,499,089       (21,301)   

MXN

     Sell           02/24/17        NTC        1,130,718        1,128,081       2,637    

MXN

     Sell           02/28/17        GSC        492,071        501,506       (9,435)   

MXN

     Sell           02/28/17        HSBC        1,006,884        1,026,892       (20,008)   

NGN

     Buy           05/12/17        SCB        241,775        288,381       46,606    

NGN

     Buy           05/12/17        SCB        246,011        288,381       42,370    

NGN

     Buy           05/12/17        SCB        253,406        293,847       40,441    

PLN

     Buy           02/24/17        CIB        514,452        536,654       22,202    

PLN

     Sell           02/24/17        CBK        510,198        536,654       (26,456)   

RUB

     Buy           03/01/17        HSBC        445,938        482,043       36,105    

RUB

     Sell           03/01/17        BNP        472,836        482,043       (9,207)   
                 

 

 

 

Total

                  $ 217,585    
                 

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BNP   

BNP Paribas Securities Services

CBK   

Citibank NA

CIB   

Canadian Imperial Bank of Commerce

CIB   

Credit Agricole

GSC   

Goldman Sachs & Co.

HSBC   

HSBC Bank USA

JPM   

JP Morgan Chase & Co.

NTC   

Northern Trust Company

SCB   

Standard Chartered Bank

UBS   

UBS AG


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Currency Abbreviations:

ARS   

Argentine Peso

BRL   

Brazilian Real

CLP   

Chilean Peso

COP   

Colombian Peso

EUR   

Euro

HUF   

Hungarian Forint

IDR   

Indonesian Rupiah

KRW   

South Korean Won

MXN   

Mexican Peso

MYR   

Malaysian Ringgit

NGN   

Nigerian Naira

PEN   

Peruvian Nuevo Sol

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:

JSC   

Joint Stock Company

OTC   

Over-the-Counter


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Corporate Bonds

   $         20,892,244       $ —       $         20,892,244       $ —   

Foreign Government Obligations

     36,327,187         —         36,327,187         —   

Short-Term Investments

     2,029,549         2,029,549         —          —   

Foreign Currency Contracts(2)

     459,862         —         459,862         —   

Swaps - Credit Default(2)

     12,866         —         12,866         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 59,721,708       $     2,029,549       $   57,692,159       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (242,277)      $ —       $ (242,277)      $ —   

Swaps - Credit Default(2)

     (8,878)        —         (8,878)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (251,155)      $ —       $ (251,155)      $                  —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

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


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 10.0%

 

   Cayman Islands - 2.0%  
$        559,161   

Colony American Finance 2016-1 Ltd.
2.54%, 06/15/2048(1)

   $ 548,486  
818,845   

ECAF I Ltd.
3.47%, 06/15/2040(1)

     816,510  
     

 

 

 
     1,364,996  
     

 

 

 
   United States - 8.0%  
417,617   

AmeriCredit Automobile Receivables
1.42%, 10/08/2019

     417,740  
370,000   

Cabela’s Master Credit Card Trust
1.42%, 08/16/2021(1)(2)

     371,969  
410,000   

Citigroup Commercial Mortgage Trust
2.23%, 09/10/2031(1)

     401,295  
163,782   

CLI Funding V LLC
3.22%, 06/18/2028(1)

     158,289  
735,000   

Element Rail Leasing II LLC
3.59%, 02/19/2045(1)

     704,762  
434,690   

Flagship Credit Auto Trust
2.77%, 12/15/2020(1)

     438,325  
350,000   

Hilton USA Trust 2016-HHV
4.19%, 11/05/2038(1)(2)

     337,741  
170,000   

OnDeck Asset Securitization Trust II LLC
4.21%, 05/17/2020(1)

     169,835  
  

OneMain Financial Issuance Trust

 

850,000   

2.57%, 07/18/2025(1)

     849,713  
125,000   

3.19%, 03/18/2026(1)

     126,056  
295,000   

3.66%, 02/20/2029(1)

     299,571  
540,041   

SoFi Professional Loan Program 2015-B LLC
1.82%, 04/25/2035(1)(2)

     544,249  
302,821   

SpringCastle America Funding LLC
3.05%, 04/25/2029(1)

     304,332  
170,833   

TAL Advantage V LLC
3.55%, 11/20/2038(1)

     165,752  
276,175   

Wendys Funding LLC 2015-1
3.37%, 06/15/2045(1)

     277,036  
     

 

 

 
               5,566,665  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $6,986,836)

     6,931,661  
     

 

 

 

Corporate Bonds - 51.4%

  
   Australia - 0.9%  
  GBP         250,000   

BHP Billiton Finance Ltd.
6.50%, 10/22/2077(2)(3)

     351,453  
$         300,000   

Commonwealth Bank of Australia
1.38%, 09/06/2018(1)

     298,065  
     

 

 

 
     649,518  
     

 

 

 
   Belgium - 1.5%  
  EUR         930,000   

Anheuser-Busch InBev S.A.
0.06%, 03/29/2018(2)(3)

     1,006,475  
     

 

 

 
   Canada - 3.9%  
  

Bank of Montreal

 

  GBP         600,000   

0.55%, 01/29/2018(2)(3)

     754,934  
$         350,000   

1.35%, 08/28/2018

     347,944  
  

Bank of Nova Scotia

 

  GBP         750,000   

0.59%, 11/02/2017(2)(3)

     943,811  
$         100,000   

1.65%, 06/14/2019

     99,229  
  

Enbridge, Inc.

 

65,000   

5.50%, 12/01/2046

     70,259  
100,000   

6.00%, 01/15/2077(2)

     101,250  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  EUR         500,000   

Valeant Pharmaceuticals International, Inc.
4.50%, 05/15/2023(3)

   $ 399,415  
     

 

 

 
     2,716,842  
     

 

 

 
   Cayman Islands - 0.0%  
$         30,000   

Vale Overseas Ltd.
6.25%, 08/10/2026

     32,250  
     

 

 

 
   France - 2.5%  
  GBP         500,000   

BPCE S.A.
1.18%, 03/06/2017(2)(3)

     629,283  
  EUR         100,000   

Promontoria MCS SAS
5.75%, 09/30/2021(2)

     109,526  
$         250,000   

SFR Group S.A.
7.38%, 05/01/2026(1)

     256,562  
200,000   

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

     198,620  
520,000   

SPCM S.A.
6.00%, 01/15/2022(1)

     539,500  
     

 

 

 
     1,733,491  
     

 

 

 
   Germany - 0.2%  
  EUR         100,000   

ALBA Group plc & Co. KG
8.00%, 05/15/2018(3)

     107,410  
     

 

 

 
   Ireland - 2.0%  
$         175,000   

AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
4.50%, 05/15/2021

     182,315  
  EUR         100,000   

Allied Irish Banks plc
4.13%, 11/26/2025(2)(3)

     111,054  
900,000   

Caterpillar International Finance Ltd.
0.01%, 09/27/2017(2)(3)

     972,175  
$         100,000   

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

     97,105  
     

 

 

 
     1,362,649  
     

 

 

 
   Italy - 2.5%  
  

Enel S.p.A.

 

  GBP         250,000   

7.75%, 09/10/2075(2)(3)

     345,374  
$         360,000   

8.75%, 09/24/2073(1)(2)

     410,400  
  EUR         100,000   

N&W Global Vending S.p.A.
7.00%, 10/15/2023

     113,428  
400,000   

Schumann S.p.A.
7.00%, 07/31/2023(3)

     444,632  
  GBP         150,000   

Telecom Italia SpA/Milano
6.38%, 06/24/2019

     205,467  
  EUR         177,000   

UniCredit S.p.A.
5.75%, 10/28/2025(2)(3)

     202,404  
     

 

 

 
               1,721,705  
     

 

 

 
   Luxembourg - 1.7%  
$         200,000   

ARD Finance S.A.
(cash) 7.13%, 09/15/2023(1)(4)

     203,250  
  EUR         700,000   

BMBG Bond Finance SCA
3.00%, 06/15/2021

     785,311  
180,000   

Wind Acquisition Finance S.A.
7.00%, 04/23/2021(3)

     202,355  
     

 

 

 
     1,190,916  
     

 

 

 
   Mexico - 0.4%  
$         270,000   

Petroleos Mexicanos
6.50%, 03/13/2027(1)

     277,681  
     

 

 

 
   Netherlands - 3.3%  
  EUR         500,000   

Achmea B.V.
4.55%, 12/29/2049

     517,450  
$         430,000   

Bank Nederlandse Gemeenten N.V.
1.13%, 05/25/2018(1)

     428,500  
150,000   

Deutsche Telekom International Finance B.V.
1.44%, 09/19/2019(1)(2)

     149,764  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  GBP          220,000   

Koninklijke KPN N.V.
6.88%, 03/14/2073

   $ 299,316  
$          200,000   

Mondelez International Holdings Netherlands B.V.
1.63%, 10/28/2019(1)

     196,957  
  

Shell International Finance B.V.

 

145,000   

1.30%, 09/12/2019(2)

     145,484  
50,000   

4.00%, 05/10/2046

     47,807  
500,000   

Ziggo Secured Finance B.V.
5.50%, 01/15/2027(1)

     498,125  
     

 

 

 
     2,283,403  
     

 

 

 
   Spain - 0.3%  
  EUR          200,000   

Bankia S.A.
4.00%, 05/22/2024(2)(3)

     219,970  
     

 

 

 
   Sweden - 2.7%  
$          1,215,000   

Nordea Bank AB
1.62%, 09/30/2019(1)(2)

     1,217,843  
680,000   

Svenska Handelsbanken AB
1.50%, 09/06/2019

     669,142  
     

 

 

 
               1,886,985  
     

 

 

 
   Switzerland - 1.3%  
  EUR          800,000   

Credit Suisse AG
0.12%, 10/16/2019(2)(3)

     868,094  
     

 

 

 
   United Kingdom - 3.2%  
  

Aviva plc

 

122,000   

3.88%, 07/03/2044(2)(3)

     134,959  
  GBP          220,000   

5.90%, 07/27/2020(2)(5)

     291,720  
$          205,000   

Barclays plc
3.20%, 08/10/2021

     203,834  
35,000   

BP Capital Markets plc
1.68%, 05/03/2019

     34,821  
89,000   

Ensco plc
5.75%, 10/01/2044

     71,423  
  GBP          300,000   

Investec plc
4.50%, 05/05/2022

     388,252  
300,000   

Jerrold Finco plc
6.25%, 09/15/2021

     389,099  
  

Royal Bank of Scotland Group plc

 

$          200,000   

3.88%, 09/12/2023

     194,369  
  EUR          300,000   

5.25%, 03/30/2017(3)(5)

     314,685  
$          230,000   

Standard Chartered plc
2.10%, 08/19/2019(1)

     227,727  
     

 

 

 
     2,250,889  
     

 

 

 
   United States - 25.0%  
95,000   

Abbott Laboratories
4.75%, 11/30/2036

     95,555  
30,000   

Aflac, Inc.
4.00%, 10/15/2046

     28,241  
500,000   

Alliance One International, Inc.
9.88%, 07/15/2021

     426,875  
45,000   

Altria Group, Inc.
3.88%, 09/16/2046

     41,236  
134,000   

American International Group, Inc.
3.30%, 03/01/2021

     137,404  
160,000   

American Tower Corp.
3.50%, 01/31/2023

     160,457  
173,000   

Amgen, Inc.
1.85%, 08/19/2021

     166,912  
  

Anadarko Petroleum Corp.

 

30,000   

4.50%, 07/15/2044

     28,953  
37,000   

5.55%, 03/15/2026

     41,622  
30,000   

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

     29,851  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$            165,000   

Anheuser-Busch InBev Finance, Inc.
3.30%, 02/01/2023

   $             167,729  
480,000   

Apple, Inc.
1.00%, 05/03/2018

     478,383  
50,000   

Arch Capital Finance LLC
5.03%, 12/15/2046

     52,109  
140,000   

AT&T, Inc.
5.15%, 03/15/2042

     137,809  
  

Bank of America Corp.

 

15,000   

4.25%, 10/22/2026

     15,107  
110,000   

4.44%, 01/20/2048(2)

     109,490  
200,000   

4.45%, 03/03/2026

     204,114  
65,000   

Bank of New York Mellon Corp.
2.60%, 02/07/2022

     64,861  
30,000   

Barrick North America Finance LLC
5.70%, 05/30/2041

     32,725  
345,000   

Baxter International, Inc.
1.70%, 08/15/2021

     332,248  
150,000   

BB&T Corp.
1.57%, 06/15/2020(2)

     150,299  
45,000   

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

     44,928  
40,000   

Burlington Northern Santa Fe LLC
4.15%, 04/01/2045

     40,337  
260,000   

Capital One NA/Mclean VA
2.35%, 01/31/2020

     260,737  
385,000   

Charter Communications Operating LLC / Charter Communications
4.46%, 07/23/2022

     402,531  
  

Citigroup, Inc.

 

1,160,000   

1.73%, 04/27/2018(2)

     1,163,995  
110,000   

2.70%, 03/30/2021

     109,366  
90,000   

2.90%, 12/08/2021

     89,707  
85,000   

Continental Resources, Inc.
5.00%, 09/15/2022

     86,700  
  

Crown Castle International Corp.

 

145,000   

2.25%, 09/01/2021

     140,404  
9,000   

3.70%, 06/15/2026

     8,769  
6,000   

5.25%, 01/15/2023

     6,518  
65,000   

CVS Health Corp.
5.13%, 07/20/2045

     71,489  
100,000   

Devon Energy Corp.
3.25%, 05/15/2022

     100,343  
35,000   

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
5.45%, 06/15/2023(1)

     37,596  
13,000   

Digital Realty Trust L.P.
3.63%, 10/01/2022

     13,239  
250,000   

Discover Bank/Greenwood DE
4.20%, 08/08/2023

     260,200  
40,000   

Dominion Resources, Inc.
1.60%, 08/15/2019

     39,512  
20,000   

Eastman Chemical Co.
4.65%, 10/15/2044

     20,138  
  

Ecolab, Inc.

 

60,000   

2.70%, 11/01/2026

     57,325  
70,000   

3.70%, 11/01/2046

     63,623  
66,000   

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

     65,811  
78,000   

Energy Transfer Partners L.P.
4.05%, 03/15/2025

     77,354  
200,000   

Enterprise Products Operating LLC
2.55%, 10/15/2019

     202,247  
300,000   

Everest Acquisition Finance, Inc.
9.38%, 05/01/2020

     300,000  
1,500,000   

Exxon Mobil Corp.
0.92%, 03/15/2017

     1,500,436  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Fidelity National Information Services, Inc.

 

$            55,000   

2.25%, 08/15/2021

   $               53,812  
35,000   

4.50%, 08/15/2046

     33,727  
70,000   

Forest Laboratories LLC
4.88%, 02/15/2021(1)

     75,357  
80,000   

Fortive Corp.
4.30%, 06/15/2046(1)

     78,827  
30,000   

General Electric Co.
6.75%, 03/15/2032

     40,176  
  

General Motors Financial Co., Inc.

 

35,000   

3.20%, 07/06/2021

     34,834  
200,000   

3.25%, 05/15/2018

     202,790  
50,000   

Gilead Sciences, Inc.
4.15%, 03/01/2047

     47,043  
200,000   

Glencore Funding LLC
4.13%, 05/30/2023(1)

     205,020  
  

Goldman Sachs Group, Inc.

 

25,000   

2.63%, 04/25/2021

     24,829  
105,000   

3.00%, 04/26/2022

     104,300  
24,000   

Hartford Financial Services Group, Inc.
5.13%, 04/15/2022(6)

     26,586  
65,000   

Home Depot, Inc.
4.25%, 04/01/2046

     67,065  
940,000   

HSBC USA, Inc.
1.70%, 03/05/2018

     939,676  
459,000   

International Paper Co.
4.80%, 06/15/2044

     464,619  
  

JP Morgan Chase & Co.

 

932,000   

1.84%, 03/22/2019(2)

     938,630  
75,000   

3.88%, 09/10/2024

     75,629  
200,000   

Kinder Morgan, Inc.
4.30%, 06/01/2025

     205,360  
40,000   

Kraft Foods Group, Inc.
3.50%, 06/06/2022

     40,702  
20,000   

Kraft Heinz Foods Co.
4.38%, 06/01/2046

     18,698  
30,000   

Lincoln National Corp.
3.63%, 12/12/2026

     29,688  
80,000   

Lockheed Martin Corp.
4.70%, 05/15/2046

     85,471  
65,000   

M&T Bank Corp.
5.13%, 11/01/2026(2)(5)

     63,551  
100,000   

McDonald’s Corp.
4.88%, 12/09/2045

     106,243  
145,000   

Medtronic, Inc.
3.15%, 03/15/2022

     148,220  
  

Microsoft Corp.

 

65,000   

3.30%, 02/06/2027

     65,015  
90,000   

4.10%, 02/06/2037

     91,086  
30,000   

MidAmerican Energy Co.
3.95%, 08/01/2047(7)

     29,815  
200,000   

Molson Coors Brewing Co.
1.45%, 07/15/2019

     197,287  
  

Monsanto Co.

 

100,000   

2.13%, 07/15/2019

     99,992  
55,000   

4.40%, 07/15/2044

     53,926  
  

Morgan Stanley

 

125,000   

2.50%, 04/21/2021

     123,428  
140,000   

2.63%, 11/17/2021

     138,009  
49,000   

3.88%, 01/27/2026

     49,305  
22,000   

Mosaic Co.
4.25%, 11/15/2023

     22,618  
  

Nabors Industries, Inc.

 

12,000   

4.63%, 09/15/2021

     12,240  
10,000   

5.00%, 09/15/2020

     10,405  
10,000   

5.50%, 01/15/2023(1)

     10,450  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$            640,000   

Nestle Holdings, Inc.
1.38%, 06/21/2017(3)

   $             640,415  
75,000   

Newell Brands, Inc.
3.85%, 04/01/2023

     77,315  
80,000   

NextEra Energy Capital Holdings, Inc.
1.65%, 09/01/2018

     79,811  
92,000   

Plains All American Pipeline L.P. / PAA Finance Corp.
3.65%, 06/01/2022

     93,465  
250,000   

PNC Bank NA
1.45%, 07/29/2019

     246,965  
90,000   

Prudential Financial, Inc.
5.10%, 08/15/2043

     98,444  
30,000   

Reynolds American, Inc.
5.85%, 08/15/2045

     34,857  
25,000   

Roper Technologies, Inc.
2.80%, 12/15/2021

     24,983  
177,000   

S&P Global, Inc.
3.30%, 08/14/2020

     181,241  
55,000   

Smithfield Foods, Inc.
2.70%, 01/31/2020(1)(7)

     55,202  
45,000   

Southern Co.
4.40%, 07/01/2046

     44,529  
55,000   

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

     54,782  
106,000   

SUPERVALU, Inc.
7.75%, 11/15/2022

     103,085  
95,000   

T-Mobile USA, Inc.
6.00%, 04/15/2024

     100,938  
35,000   

Target Corp.
3.63%, 04/15/2046

     31,630  
  

United Technologies Corp.

 

90,000   

1.95%, 11/01/2021

     88,315  
30,000   

3.75%, 11/01/2046

     28,179  
65,000   

US Bancorp
2.63%, 01/24/2022

     65,243  
250,000   

US Bank NA
1.36%, 01/24/2020(2)

     250,063  
50,000   

Valero Energy Corp.
4.90%, 03/15/2045

     49,475  
15,000   

Valero Energy Partners L.P.
4.38%, 12/15/2026

     15,181  
20,000   

Ventas Realty L.P.
3.13%, 06/15/2023

     19,753  
250,000   

Verizon Communications, Inc.
6.55%, 09/15/2043

     308,346  
80,000   

Viacom, Inc.
2.20%, 04/01/2019

     79,815  
150,000   

Visa, Inc.
2.80%, 12/14/2022

     150,851  
  

Walgreens Boots Alliance, Inc.

 

15,000   

1.75%, 05/30/2018

     15,027  
200,000   

2.70%, 11/18/2019

     202,740  
  

Wells Fargo & Co.

 

  EUR           400,000   

0.12%, 04/24/2019(2)(3)

     433,743  
$           70,000   

4.75%, 12/07/2046

     71,183  
500,000   

Wells Fargo Bank NA
2.15%, 12/06/2019

     499,625  
  

Williams Partners L.P.

 

20,000   

4.00%, 09/15/2025

     20,128  
15,000   

5.10%, 09/15/2045

     14,983  
     

 

 

 
     17,260,026  
     

 

 

 
  

Total Corporate Bonds
(cost $36,643,229)

     35,568,304  
     

 

 

 


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Foreign Government Obligations - 13.2%

 

   Argentina - 0.2%  
$          150,000   

Provincia de Cordoba
7.13%, 06/10/2021(1)

   $ 153,750  
     

 

 

 
   Germany - 1.7%  
400,000   

FMS Wertmanagement AoeR
1.75%, 01/24/2020

     399,662  
800,000   

Kreditanstalt fuer Wiederaufbau
1.25%, 09/30/2019

     791,165  
     

 

 

 
     1,190,827  
     

 

 

 
   Supranational - 7.2%  
660,000   

African Development Bank
1.00%, 05/15/2019

     651,304  
1,250,000   

European Investment Bank
1.25%, 12/16/2019

     1,231,790  
1,800,000   

Inter-American Development Bank
0.81%, 11/26/2018(2)

     1,795,410  
1,320,000   

International Bank for Reconstruction & Development
1.00%, 09/30/2017(2)

     1,320,250  
     

 

 

 
     4,998,754  
     

 

 

 
   Sweden - 3.6%  
620,000   

Kommuninvest I Sverige AB
1.05%, 08/17/2018(1)(2)

     620,521  
  

Svensk Exportkredit AB

 

900,000   

1.10%, 10/04/2018(2)

     899,856  
970,000   

1.25%, 04/12/2019

     961,658  
     

 

 

 
     2,482,035  
     

 

 

 
   Turkey - 0.5%  
300,000   

Turkey Government International Bond
6.00%, 03/25/2027

     302,461  
     

 

 

 
  

Total Foreign Government Obligations
(cost $9,161,361)

     9,127,827  
     

 

 

 

U.S. Government Agencies - 0.6%

 

   United States - 0.6%  
  

FHLMC - 0.6%

 

395,337   

1.15%, 05/25/2022(2)

     395,089  
     

 

 

 
  

Total U.S. Government Agencies
(cost $395,154)

     395,089  
     

 

 

 

U.S. Government Securities - 16.2%

 

   United States - 16.2%  
   U.S. Treasury Bonds - 0.1%  
50,000   

U.S. Treasury Bonds
2.25%, 08/15/2046

     42,055  
     

 

 

 
  

U.S. Treasury Notes - 16.1%

 

11,277,728   

0.13%, 07/15/2026(8)

     11,030,554  
160,000   

2.00%, 11/15/2026

     153,756  
     

 

 

 
     11,184,310  
     

 

 

 
  

Total U.S. Government Securities
(cost $11,480,242)

             11,226,365  
     

 

 

 

Convertible Bonds - 1.9%

 

   Construction Materials - 0.3%  
  JPY       20,000,000   

LIXIL Group Corp.
0.00%, 03/04/2022(3)(9)

     184,926  
     

 

 

 
   Diversified Financial Services - 0.6%  
$           400,000   

Franshion Capital Ltd.
6.80%, 10/29/2049(3)(5)

     434,500  
     

 

 

 
   Electronics - 0.3%  
200,000   

Zhen Ding Technology Holding Ltd.
0.00%, 06/26/2019(3)(9)

     199,450  
     

 

 

 


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Internet - 0.3%  
$          230,000       

YY, Inc.
2.25%, 04/01/2019

 

   $ 228,994  
        

 

 

 
   Software - 0.4%  
  CAD          300,000       

DH Corp.
5.00%, 09/30/2020(1)

 

     232,277  
        

 

 

 
  

Total Convertible Bonds
(cost $1,262,191)

 

     1,280,147  
        

 

 

 
  

Total Long-Term Investments
(cost $65,929,013)

 

     64,529,393  

Short-Term Investments - 2.7%

 

   Other Investment Pools & Funds - 1.6%  
1,098,291       

Morgan Stanley Treasury Securities Portfolio, Institutional Class

 

     1,098,291  
        

 

 

 
   U.S. Treasury - 1.1%  
800,000       

U.S. Treasury Bills – 1.1%
0.49%, 04/27/2017(10)

 

     799,055  
        

 

 

 
  

Total Short-Term Investments
(cost $1,897,375)

 

     1,897,346  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $67,826,388)

     96.0%      $ 66,426,739  
  

Total Purchased Options
(cost $111,311)

     0.1%      $ 60,165  
     

 

 

    

 

 

 
  

Total Investments
(cost $67,937,699)^

     96.1%      $ 66,486,904  
  

Other Assets and Liabilities

     3.9%        2,663,177  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $      69,150,081  
     

 

 

    

 

 

 

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

   $            256,370  

Unrealized Depreciation

     (1,707,165
  

 

 

 

Net Unrealized Depreciation

   $ (1,450,795
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $12,951,726, which represents 18.7% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(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 January 31, 2017, the aggregate value of these securities was $9,901,517, which represents 14.3% of total net assets.
(4) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(5) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(6) Affiliated Issuer.
(7) 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 $85,013 at January 31, 2017.


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(8) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(9) Security is a zero-coupon bond.
(10) The rate shown represents current yield to maturity.

 

OTC Option Contracts Outstanding at January 31, 2017  
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

                   
GBP Call/USD Put      BNP                    1.26 USD per GBP        04/07/17          GBP       1,750,000     $ 40,481     $ 33,471     $ 7,010  
USD Call/CAD Put      BNP                    1.39 CAD per USD        05/17/17          USD       5,600,000       19,684       77,840       (58,156
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Calls

                7,350,000     $     60,165     $ 111,311     $ (51,146
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total purchased option contracts

 

       7,350,000     $ 60,165     $ 111,311     $ (51,146
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Written option contracts:                    

Calls

                   
GBP Call/USD Put      BNP        1.36 USD per GBP        04/07/17          GBP       (3,340,000   $ (3,748   $ (27,812   $ 24,064  
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total written option contracts

 

       (3,340,000   $ (3,748   $     (27,812   $     24,064  
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

OTC Swaption Contracts Outstanding at January 31, 2017  
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      MSC        2.00% USD        02/28/17        USD       (7,000,000   $ (30,426   $ (38,500   $ 8,074  
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total written swaption contracts

 

        (7,000,000   $   (30,426   $   (38,500   $     8,074  
             

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of 
Contracts 
    

    Expiration    

    Date    

    

Notional

Amount

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

    

 

Long position contracts:

 

Australian 10-Year Bond Future

     92        03/15/2017      $ 8,911,837      $ 8,951,597      $ 39,760  

Euro-Oat Future

     53        03/08/2017        8,540,225        8,460,158        (80,067
              

 

 

 

Total

 

   $ (40,307
              

 

 

 

Short position contracts:

 

Euro-BOBL Future

     41        03/08/2017      $ 5,909,925      $ 5,883,857      $ 26,068  

Euro-BTP Future

     94        03/08/2017        13,529,673        13,283,827        245,846  

Euro-OAT Future

     26        03/08/2017        4,229,185        4,150,266        78,919  

U.S. 10-Year Ultra Future

     86        03/22/2017        11,595,678        11,537,438        58,240  

U.S. Treasury 10-Year Note Future

     26        03/22/2017        3,247,780        3,236,187        11,593  

U.S. Treasury 2-Year Note Future

     27        03/31/2017        5,852,460        5,853,516        (1,056

U.S. Treasury 5-Year Note Future

     55        03/31/2017        6,487,901        6,482,695        5,206  

U.S. Treasury Long Bond Future

     19        03/22/2017        2,873,947        2,866,031        7,916  
              

 

 

 

Total

 

    $           432,732  
              

 

 

 

  
              

 

 

 

Total futures contracts

 

   $ 392,425  
              

 

 

 


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
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:

 

Buy protection:

 

INTESA SPA

    BNP       EUR       300,000        (1.00%)/1.35%      06/20/21      $ 2,971     $     $ 4,464     $ 1,493    

Loxan SAS

    CBK       EUR       150,000        (5.00%)/3.92%      06/20/21              (14,859     (8,143     6,716    

Standard Chartered Bank

    SCB       EUR       470,000        (1.00%)/1.48%      09/20/20        18,005             8,183       (9,822)   

Wendel SA

    BNP       EUR       150,000        (5.00%)/0.94%      06/20/21              (26,177     (29,543     (3,366)   
                

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

                 $ 20,976     $ (41,036   $ (25,039   $ (4,979)   
                

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 
                      
                

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total single-name issues

                 $ 20,976     $ (41,036   $ (25,039   $ (4,979)   
                

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 
                      
                

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total OTC contracts

                 $ 20,976     $ (41,036   $ (25,039   $ (4,979)   
                

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(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 January 31, 2017. 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 January 31, 2017  
       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.IG.25

     USD         8,730,000        (1.00 %)      12/20/20      $ (53,380   $ (156,422   $ (103,042

CDX.NA.IG.27

     USD         8,890,000        (1.00 %)      12/20/21        (99,877     (145,171     (45,294

ITRAXX.XOV.25

     EUR         4,850,000        (5.00 %)      12/20/21        (378,103     (475,247     (97,144
          

 

 

   

 

 

   

 

 

 

Total

 

   $ (531,360   $ (776,840   $ (245,480
          

 

 

   

 

 

   

 

 

 

      
          

 

 

   

 

 

   

 

 

 

Total

 

   $ (531,360   $ (776,840   $ (245,480
          

 

 

   

 

 

   

 

 

 

 

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

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017  

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)

BNP

  HICP    1.48% Fixed      EUR        3,000,000     01/23/27    $       —         $ —       $ (24,868   $ (24,868

MSC

  0.11% Fixed    6M EURIBOR     EUR        6,650,000     12/22/21      —           —         (1,716     (1,716

MSC

  2.33% Fixed    CPURNSA     USD        3,300,000     01/23/27      —           —         1,851       1,851  
              

 

 

   

 

 

   

 

 

 

 

 

 

 

Total

               $ —         $ —       $ (24,733   $ (24,733
              

 

 

   

 

 

   

 

 

 

 

 

 

 


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017

 

Payments made

by Fund

  

Payments received by

Fund

     Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
   Upfront
Premiums
Received
   Market
Value †
  Unrealized 
Appreciation/ 
(Depreciation) 

1.79% Fixed

   3M LIBOR      USD      14,200,000        12/01/21      $ 65,038      $      $ 82,243     $ 17,205  

2.28% Fixed

   3M LIBOR      USD      18,800,000        12/05/26        46,745               70,606       23,861  

0.11% Fixed

   6M EURIBOR      EUR      6,650,000        12/22/21                      26,793       26,793  

6M EURIBOR

   0.72% Fixed      EUR      6,600,000        02/10/27        10,533               (73,652     (84,185
                

 

 

 

  

 

 

 

  

 

 

 

 

 

 

 

Total

 

   $ 122,316      $     —      $ 105,990     $ (16,326
                

 

 

 

  

 

 

 

  

 

 

 

 

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell      Delivery Date          Counterparty    Contract   
Amount   
     Market Value †     

Unrealized  

Appreciation/  

(Depreciation)  

 

BRL

     Buy       02/02/17    CBK    $ 525,100      $ 560,693      $ 35,593   

BRL

     Buy       03/02/17    UBS      1,029,298                    1,036,106        6,808   

BRL

     Sell       02/02/17    UBS      32,676        33,366        (690)  

BRL

     Sell       02/02/17    JPM      513,148        527,326        (14,178)  

CAD

     Buy       02/16/17    JPM      1,043,815        1,051,672        7,857   

CAD

     Buy       02/16/17    JPM      1,045,490        1,051,672        6,182   

CAD

     Buy       02/16/17    CBK      172,846        176,778        3,932   

CAD

     Buy       02/16/17    CBK      166,543        169,091        2,548   

CAD

     Sell       02/16/17    JPM      501,136        504,315        (3,179)  

CAD

     Sell       02/16/17    BNP      542,939        546,473        (3,534)  

CAD

     Sell       02/16/17    SSG      233,206        238,938        (5,732)  

CAD

     Sell       02/16/17    BNP      1,043,472        1,050,788        (7,316)  

CAD

     Sell       02/16/17    CSFB      2,069,114        2,104,191        (35,077)  

EUR

     Buy       02/16/17    BNP      1,219,101        1,228,706        9,605   

EUR

     Buy       02/16/17    BNP      1,210,956        1,220,497        9,541   

EUR

     Buy       02/16/17    CBK      178,235        183,615        5,380   

EUR

     Buy       02/16/17    SSG      99,997        102,609        2,612   

EUR

     Buy       02/16/17    SSG      62,752        64,805        2,053   

EUR

     Sell       02/16/17    SSG      4,074,819        4,142,634        (67,815)  

EUR

     Sell       02/16/17    SSG      3,191,958        3,287,467        (95,509)  

EUR

     Sell       02/16/17    SSG      3,617,168        3,725,400        (108,232)  

GBP

     Buy       02/16/17    SSG      271,338        276,829        5,491   

GBP

     Buy       02/16/17    CSFB      184,089        188,748        4,659   

GBP

     Buy       02/16/17    SSG      127,491        130,537        3,046   

GBP

     Buy       02/16/17    SSG      363,610        364,912        1,302   

GBP

     Buy       02/16/17    SSG      66,453        66,691        238   

GBP

     Buy       02/16/17    SSG      34,606        34,730        124   

GBP

     Sell       02/16/17    SSG      200,612        201,330        (718)  

GBP

     Sell       02/16/17    BNP      685,975        688,299        (2,324)  

GBP

     Sell       02/16/17    BNP      685,077        689,495        (4,418)  

GBP

     Sell       02/16/17    BNP      206,937        213,914        (6,977)  

GBP

     Sell       02/16/17    BNP      681,792        689,495        (7,703)  

GBP

     Sell       02/16/17    SSG      2,055,757        2,104,882        (49,125)  

GBP

     Sell       02/16/17    SSG      2,825,758        2,893,283        (67,525)  

GBP

     Sell       02/16/17    UBS      8,986,999        9,124,308        (137,309)  

IDR

     Buy       02/16/17    BCLY      2,673,835        2,707,520        33,685   

IDR

     Buy       02/21/17    BCLY      1,372,995        1,373,010        15   

INR

     Buy       02/16/17    JPM      5,497,096        5,532,402        35,306   

INR

     Buy       02/16/17    BCLY      1,034,942        1,037,479        2,537   

JPY

     Buy       02/16/17    JPM      1,397,955        1,408,745        10,790   

JPY

     Buy       02/16/17    JPM      1,387,995        1,398,726        10,731   

JPY

     Sell       02/16/17    SSG      164,337        170,456        (6,119)  

KRW

     Buy       02/16/17    BCLY      184,632        190,424        5,792   

KRW

     Buy       02/16/17    BNP      232,870        236,401        3,531   

KRW

     Sell       02/16/17    CBK      178,664        184,545        (5,881)  

KRW

     Sell       02/16/17    CBK      8,267,225        8,582,810        (315,585)  

MXN

     Buy       02/16/17    JPM      1,022,420        1,061,993        39,573   

MXN

     Sell       02/16/17    CBK      56,034        58,062        (2,028)  

MXN

     Sell       02/16/17    JPM      978,304        1,003,931        (25,627)  

NOK

     Buy       02/16/17    JPM      5,522,955        5,692,596        169,641   


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

NZD

     Buy        02/16/17      JPM      1,664,004      $             1,758,309        94,305   

NZD

     Buy        02/16/17      JPM      1,658,908        1,673,678        14,770   

NZD

     Sell        02/16/17      CSFB      12,483        12,761        (278)  

NZD

     Sell        02/16/17      JPM      839,327        854,881        (15,554)  

NZD

     Sell        02/16/17      JPM      847,006        865,514        (18,508)  

NZD

     Sell        02/16/17      JPM      859,828        880,035        (20,207)  

NZD

     Sell        02/16/17      JPM      822,194        843,367        (21,173)  

RUB

     Buy        02/16/17      BCLY      1,089,856        1,107,818        17,962  

RUB

     Sell        02/16/17      CBK      1,026,081        1,023,397        2,684  

TWD

     Buy        02/16/17      SCB      226,667        227,866        1,199  

TWD

     Sell        02/16/17      BCLY      1,045,648        1,067,030        (21,382)  

TWD

     Sell        02/16/17      UBS      5,500,016        5,655,487        (155,471)  

TWD

     Sell        02/21/17      BCLY      1,376,000        1,389,530        (13,530)  
                 

 

 

 

Total

 

   $               (689,212)  
                 

 

 

 

Foreign Cross Currency Contracts Outstanding at January 31, 2017

 

Contract Amount      Counterparty    Delivery Date    Contract Amount     

Unrealized

Appreciation

 

CAD

                             2,099,348      JPM    02/16/17      EUR                2,082,231      $ 17,117  

EUR

     1,653,119      JPM    02/16/17      AUD        1,652,023        1,096  

EUR

     5,594,508      JPM    02/16/17      NOK        5,609,105        (14,597

EUR

     2,084,713      JPM    02/16/17      CAD        2,102,730        (18,017

JPY

     4,211,228      JPM    02/16/17      AUD        4,213,978        (2,750

TRY

     54,108      BCLY    02/16/17      GBP        53,501        607  

TRY

     353,976      CBK    02/16/17      GBP        353,908        67  

TRY

     299,538      CBK    02/16/17      GBP        301,909        (2,371
                 

 

 

 

Total

      $             (18,848
                 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  
CBK   

Citibank NA

  
CSFB   

Credit Suisse First Boston Corp.

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  

Currency Abbreviations:

    
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
EUR   

Euro

  
GBP   

British Pound

  
IDR   

Indonesian Rupiah

  
INR   

Indian Rupee

  
JPY   

Japanese Yen

  
KRW   

South Korean Won

  
MXN   

Mexican Peso

  
NOK   

Norwegian Krone

  
NZD   

New Zealand Dollar

  
RUB   

Russian Ruble

  
TRY   

Turkish Lira

  
TWD   

Taiwanese Dollar

  
USD   

United States Dollar

  

Index Abbreviations:

    
CDX.NA.IG   

Credit Derivatives North American Investment Grade

  
CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

  
ITRAXX.XOV   

Markit iTraxx Index - Europe Crossover

  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Other Abbreviations:

    
EURIBOR   

Euro Interbank Offered Rate

  
FHLMC   

Federal Home Loan Mortgage Corp.

  
HICP   

Harmonised Index of Consumer Prices

  
LIBOR   

London Interbank Offered Rate

  
OTC   

Over-the-Counter

  


 

Hartford Schroders Global Strategic Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 6,931,661       $ —       $ 6,931,661       $ —   

Corporate Bonds

     35,568,304         —         35,568,304         —   

Foreign Government Obligations

     9,127,827         —         9,127,827         —   

U.S. Government Agencies

     395,089         —         395,089         —   

U.S. Government Securities

     11,226,365         —         11,226,365         —   

Convertible Bonds

     1,280,147         —         1,280,147         —   

Short-Term Investments

     1,897,346         1,098,291         799,055         —   

Purchased Options

     60,165         —         60,165         —   

Foreign Currency Contracts(2)

     568,379         —         568,379         —   

Futures Contracts(2)

     473,548         473,548         —         —   

Swaps - Credit Default(2)

     8,209         —         8,209         —   

Swaps - Interest Rate(2)

     69,710         —         69,710         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         67,606,750       $         1,571,839       $         66,034,911       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,276,439)      $ —       $ (1,276,439)      $ —   

Futures Contracts(2)

     (81,123)        (81,123)        —         —   

Swaps - Credit Default(2)

     (258,668)        —         (258,668)        —   

Swaps - Interest Rate(2)

     (110,769)        —         (110,769)        —   

Written Options

     (34,174)        —         (34,174)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,761,173)      $ (81,123)      $ (1,680,050)      $               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

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


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 24.1%

 

  

Advertising - 0.1%

 

        $                20,000   

MDC Partners, Inc.
6.50%, 05/01/2024(1)

   $ 17,400  
     

 

 

 
  

Agriculture - 0.1%

 

23,000

  

Alliance One International, Inc.
9.88%, 07/15/2021

     19,636  
     

 

 

 
  

Airlines - 0.1%

 

35,000

  

Aircastle Ltd.
5.00%, 04/01/2023

     35,528  
     

 

 

 
  

Apparel - 0.0%

 

10,000

  

Hanesbrands, Inc.
4.88%, 05/15/2026(1)

     9,850  
     

 

 

 
  

Auto Parts & Equipment - 1.0%

 

50,000

  

Meritor, Inc.
6.25%, 02/15/2024

     50,260  

42,000

  

MPG Holdco I, Inc.
7.38%, 10/15/2022

     45,150  

150,000

  

ZF North America Capital, Inc.
4.75%, 04/29/2025(1)

     152,505  
     

 

 

 
        247,915  
     

 

 

 
  

Commercial Banks - 1.2%

 

150,000

  

Bank of America Corp.
5.20%, 06/01/2023(2)(3)

     147,187  

50,000

  

Citigroup, Inc.
5.35%, 05/15/2023(2)(3)

     48,812  

50,000

  

Goldman Sachs Group, Inc.
5.38%, 05/10/2020(2)(3)

     51,150  

30,000

  

JPMorgan Chase & Co.
5.30%, 05/01/2020(2)(3)

     30,872  

30,000

  

Morgan Stanley
5.55%, 07/15/2020(2)(3)

     30,788  
     

 

 

 
                    308,809  
     

 

 

 
  

Commercial Services - 1.0%

 

51,000

  

Ahern Rentals, Inc.
7.38%, 05/15/2023(1)

     47,685  

51,479

  

ENA Norte Trust
4.95%, 04/25/2028(4)

     53,281  

50,000

  

NES Rentals Holdings, Inc.
7.88%, 05/01/2018(1)

     50,375  

100,000

  

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

     105,625  
     

 

 

 
        256,966  
     

 

 

 
  

Construction Materials - 0.5%

 

75,000

  

NCI Building Systems, Inc.
8.25%, 01/15/2023(1)

     81,750  
  

Standard Industries, Inc.

 

25,000

  

5.50%, 02/15/2023(1)

     25,937  

32,000

  

6.00%, 10/15/2025(1)

     33,760  
     

 

 

 
        141,447  
     

 

 

 
  

Distribution/Wholesale - 0.0%

 

10,000

  

HD Supply, Inc.
5.75%, 04/15/2024(1)

     10,525  
     

 

 

 
  

Diversified Financial Services - 0.2%

 

20,000

  

Ally Financial, Inc.
5.75%, 11/20/2025

     20,300  

20,000

  

American Express Co.
4.90%, 03/15/2020(2)(3)

     19,581  
     

 

 

 
        39,881  
     

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Electric - 1.3%

 

$      30,000     

Calpine Corp.
5.75%, 01/15/2025

   $ 29,325  
     30,000     

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

     28,575  
  

Empresas Publicas de Medellin ESP

 

COP

     42,000,000     

7.63%, 09/10/2024(1)

     13,857  
     56,000,000     

7.63%, 09/10/2024(4)

     18,477  

$

     200,000     

Eskom Holdings SOC Ltd.
7.13%, 02/11/2025(4)

     202,083  
     45,000     

NRG Energy, Inc.
7.25%, 05/15/2026(1)

     47,081  
        

 

 

 
                 339,398  
        

 

 

 
  

Engineering & Construction - 0.1%

 

     30,000     

SBA Communications Corp.
4.88%, 09/01/2024(1)

     29,283  
        

 

 

 
  

Entertainment - 0.6%

 

     30,000     

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

     31,275  
     40,000     

International Game Technology
7.50%, 06/15/2019

     44,225  
  

Scientific Games International, Inc.

 

     50,000     

7.00%, 01/01/2022(1)

     53,438  
     15,000     

10.00%, 12/01/2022

     15,369  
        

 

 

 
     144,307  
        

 

 

 
  

Environmental Control - 0.2%

 

     40,000     

Advanced Disposal Services, Inc.
5.63%, 11/15/2024(1)

     40,700  
        

 

 

 
  

Food - 0.5%

 

     43,000     

Albertsons Cos. LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC
6.63%, 06/15/2024(1)

     44,815  
     35,000     

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

     33,840  
     49,000     

SUPERVALU, Inc.
7.75%, 11/15/2022

     47,653  
        

 

 

 
     126,308  
        

 

 

 
  

Healthcare-Services - 2.0%

 

     60,000     

Acadia Healthcare Co., Inc.
5.63%, 02/15/2023

     60,900  
     40,000     

CHS/Community Health Systems, Inc.
8.00%, 11/15/2019

     35,600  
     20,000     

Community Health Systems, Inc.
5.13%, 08/15/2018

     20,063  
     100,000     

DaVita, Inc.
5.13%, 07/15/2024

     98,750  
     30,000     

Envision Healthcare Corp.
5.13%, 07/01/2022(1)

     30,525  
  

HCA, Inc.

 

     45,000     

4.50%, 02/15/2027

     44,381  
     68,000     

5.25%, 04/15/2025

     71,570  
     50,000     

HealthSouth Corp.
5.13%, 03/15/2023

     49,750  
     40,000     

LifePoint Health, Inc.
5.38%, 05/01/2024(1)

     38,300  
     50,000     

Select Medical Corp.
6.38%, 06/01/2021

     49,500  
     35,000     

Tenet Healthcare Corp.
6.75%, 06/15/2023

     33,075  
        

 

 

 
     532,414  
        

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Internet - 0.1%

 

        $                 35,000

  

Netflix, Inc.
4.38%, 11/15/2026(1)

   $ 34,344  
     

 

 

 
  

Iron/Steel - 0.3%

 

55,000

  

ArcelorMittal
6.13%, 06/01/2025

     60,466  
   United States Steel Corp.  

1,000

  

7.38%, 04/01/2020

     1,071  

15,000

  

8.38%, 07/01/2021(1)

     16,650  
     

 

 

 
                78,187  
     

 

 

 
  

IT Services - 0.1%

 

35,000

  

EMC Corp.
3.38%, 06/01/2023

     32,833  
     

 

 

 
  

Lodging - 0.5%

 

50,000

  

Boyd Gaming Corp.
6.88%, 05/15/2023

     53,690  

30,000

  

Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Properties
8.00%, 10/01/2020

     31,313  

20,000

  

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

     20,450  

35,000

  

MGM Resorts International
4.63%, 09/01/2026

     33,906  
     

 

 

 
                139,359  
     

 

 

 
   Machinery-Construction & Mining - 0.4%  

56,000

  

BlueLine Rental Finance Corp.
7.00%, 02/01/2019(1)

     55,300  

52,625

  

Vander Intermediate Holding II Corp.
(cash) 9.75%, 02/01/2019(1)(5)

     46,836  
     

 

 

 
                    102,136  
     

 

 

 
  

Media - 2.5%

 

200,000

  

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     212,250  
   CCO Holdings LLC / CCO Holdings Capital Corp.  

60,000

  

5.13%, 05/01/2023(1)

     62,250  

50,000

  

5.88%, 04/01/2024(1)

     53,656  
   DISH DBS Corp.  

75,000

  

5.88%, 11/15/2024

     75,844  

20,000

  

7.75%, 07/01/2026

     22,388  

20,000

  

Sinclair Television Group, Inc.
5.13%, 02/15/2027(1)

     18,838  
   Sirius XM Radio, Inc.  

45,000

  

5.38%, 04/15/2025(1)

     45,787  

15,000

  

5.38%, 07/15/2026(1)

     15,244  

150,000

  

WaveDivision Escrow LLC / WaveDivision Escrow Corp.
8.13%, 09/01/2020(1)

     156,000  
     

 

 

 
        662,257  
     

 

 

 
  

Metal Fabricate/Hardware - 0.2%

 

10,000

  

Grinding Media, Inc. / MC Grinding Media Canada, Inc.
7.38%, 12/15/2023(1)

     10,563  

30,000

  

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

     30,450  
     

 

 

 
        41,013  
     

 

 

 
  

Mining - 0.7%

 

100,000

  

Corp. Nacional del Cobre de Chile
5.63%, 09/21/2035

     108,134  
  

HudBay Minerals, Inc.

 

25,000

  

7.25%, 01/15/2023(1)

     26,438  

5,000

  

7.63%, 01/15/2025(1)

     5,350  
   Teck Resources Ltd.  

25,000

  

5.40%, 02/01/2043

     23,500  


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$

  

            22,000

  

6.25%, 07/15/2041

   $         22,605  
        

 

 

 
             186,027  
        

 

 

 
  

Oil & Gas - 2.5%

 

  

10,000

  

Alta Mesa Holdings L.P. / Alta Mesa Finance Services Corp.
7.88%, 12/15/2024(1)

     10,750  
  

100,000

  

Chesapeake Energy Corp.
5.38%, 06/15/2021

     96,000  
  

30,000

  

Continental Resources, Inc.
5.00%, 09/15/2022

     30,600  
  

Endeavor Energy Resources L.P. / EER Finance, Inc.

 

  

20,000

  

7.00%, 08/15/2021(1)

     20,950  
  

25,000

  

8.13%, 09/15/2023(1)

     27,125  
  

10,000

  

EP Energy LLC / Everest Acquisition Finance, Inc.
8.00%, 11/29/2024(1)

     10,800  
  

100,000

  

EV Energy Partners L.P. / EV Energy Finance Corp.
8.00%, 04/15/2019

     78,500  
  

19,000

  

Halcon Resources Corp.
12.00%, 02/15/2022(1)

     21,470  
  

75,000

  

Jones Energy Holdings LLC / Jones Energy Finance Corp.
6.75%, 04/01/2022

     73,312  
  

21,000

  

Murphy Oil Corp.
6.88%, 08/15/2024

     22,522  
  

100,000

  

Oasis Petroleum, Inc.
6.88%, 03/15/2022

     102,500  
  

Petroleos Mexicanos

 

  

20,000

  

4.25%, 01/15/2025

     18,400  
  

10,000

  

5.38%, 03/13/2022(1)

     10,195  
  

30,000

  

5.50%, 06/27/2044

     26,314  
  

10,000

  

6.50%, 03/13/2027(1)

     10,285  
  

33,000

  

6.63%, 06/15/2035

     32,281  

MXN

  

430,000

  

7.65%, 11/24/2021(1)

     19,007  

$

  

20,000

  

SM Energy Co.
6.75%, 09/15/2026

     20,800  
  

30,000

  

Whiting Petroleum Corp.
5.75%, 03/15/2021

     30,300  
        

 

 

 
                 662,111  
        

 

 

 
  

Packaging & Containers - 0.5%

 

  

60,000

  

BWAY Holding Co.
9.13%, 08/15/2021(1)

     64,500  
  

25,000

  

Multi-Color Corp.
6.13%, 12/01/2022(1)

     26,438  
  

30,000

  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
7.00%, 07/15/2024(1)

     31,965  
        

 

 

 
     122,903  
        

 

 

 
  

Pharmaceuticals - 0.4%

 

  

25,000

  

inVentiv Group Holdings Inc./inVentiv Health Inc./inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(1)

     26,188  
  

30,000

  

NBTY, Inc.
7.63%, 05/15/2021(1)

     31,425  
  

50,000

  

Valeant Pharmaceuticals International, Inc.
6.13%, 04/15/2025(1)

     37,437  
        

 

 

 
     95,050  
        

 

 

 
  

Pipelines - 1.0%

 

  

40,000

  

Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp.
6.25%, 04/01/2023

     41,300  
  

100,000

  

Energy Transfer Equity L.P.
5.88%, 01/15/2024

     106,750  
  

50,000

  

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.75%, 03/15/2024

     54,625  


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

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

 

        $                 5,000

  

6.13%, 10/15/2021

   $ 5,231  

10,000

  

6.38%, 05/01/2024

     10,863  

30,000

  

Williams Cos., Inc.
5.75%, 06/24/2044

     30,375  
     

 

 

 
                    249,144  
     

 

 

 
  

Real Estate Investment Trusts - 0.2%

  

25,000

  

MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc.
4.50%, 09/01/2026(1)

     23,938  
  

MPT Operating Partnership L.P. / MPT Finance Corp.

 

3,000

  

5.50%, 05/01/2024

     3,045  

25,000

  

6.38%, 03/01/2024

     26,406  
     

 

 

 
        53,389  
     

 

 

 
  

Retail - 1.5%

  

30,000

  

Dollar Tree, Inc.
5.75%, 03/01/2023

     31,770  

100,000

  

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

     100,500  

50,000

  

JC Penney Corp., Inc.
6.38%, 10/15/2036

     40,375  

50,000

  

L Brands, Inc.
6.75%, 07/01/2036

     48,250  

40,000

  

Landry’s, Inc.
6.75%, 10/15/2024(1)

     41,200  

40,000

  

Men’s Wearhouse, Inc.
7.00%, 07/01/2022

     37,500  

100,000

  

Suburban Propane Partners LP/Suburban Energy Finance Corp.
5.50%, 06/01/2024

     102,000  
     

 

 

 
        401,595  
     

 

 

 
  

Semiconductors - 0.1%

  

20,000

  

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

     19,990  
     

 

 

 
  

Software - 0.6%

  
  

First Data Corp.

 

50,000

  

5.38%, 08/15/2023(1)

     51,500  

40,000

  

7.00%, 12/01/2023(1)

     42,420  

50,000

  

Infor US, Inc.
6.50%, 05/15/2022

     51,312  

20,000

  

MSCI, Inc.
4.75%, 08/01/2026(1)

     19,900  
     

 

 

 
        165,132  
     

 

 

 
  

Telecommunications - 3.6%

  

80,000

  

CommScope Technologies Finance LLC
6.00%, 06/15/2025(1)

     85,250  

50,000

  

GCI, Inc.
6.88%, 04/15/2025

     52,000  

200,000

  

Koninklijke KPN N.V.
7.00%, 03/28/2073(1)(2)

     215,750  

150,000

  

Qualitytech LP/QTS Finance Corp.
5.88%, 08/01/2022

     152,812  
  

Sprint Corp.

 

100,000

  

7.25%, 09/15/2021

     107,150  

15,000

  

7.88%, 09/15/2023

     16,388  
  

T-Mobile USA, Inc.

 

75,000

  

6.38%, 03/01/2025

     81,094  

15,000

  

6.50%, 01/15/2026

     16,481  

200,000

  

Wind Acquisition Finance S.A.
7.38%, 04/23/2021(1)

     207,980  
     

 

 

 
        934,905  
     

 

 

 
  

Total Corporate Bonds
(cost $6,219,015)

     6,280,742  
     

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Foreign Government Obligations - 17.0%

 

  

Argentina - 0.6%

 

$

     150,000     

Provincia de Cordoba
7.13%, 06/10/2021(4)

     $            153,750  
        

 

 

 
  

Brazil - 1.8%

 

  

Brazil Notas do Tesouro Nacional

 

BRL

     560,000     

10.00%, 01/01/2018

     176,490  
     270,000     

10.00%, 01/01/2021

     84,095  
     100,000     

10.00%, 01/01/2023

     30,632  
     540,000     

Brazil Notas do Tesouro Nacional Serie F
10.00%, 01/01/2019

     170,590  
        

 

 

 
     461,807  
        

 

 

 
  

Canada - 0.5%

 

  

Canadian Government Bond

 

CAD

     123,000     

0.75%, 03/01/2021

     93,281  
     9,000     

2.75%, 12/01/2048

     7,432  
     27,000     

5.75%, 06/01/2029

     29,067  
        

 

 

 
     129,780  
        

 

 

 
  

Colombia - 0.8%

 

  

Colombia Government International Bond

 

COP

     472,000,000     

4.38%, 03/21/2023

     144,624  
     131,000,000     

7.75%, 04/14/2021

     46,929  
     68,000,000     

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(4)

     17,619  
        

 

 

 
     209,172  
        

 

 

 
  

Dominican Republic - 0.4%

 

$

     100,000     

Dominican Republic International Bond
5.50%, 01/27/2025(4)

     99,297  
        

 

 

 
  

Egypt - 0.4%

 

     100,000     

Egypt Government International Bond
5.75%, 04/29/2020(4)

     102,000  
        

 

 

 
  

El Salvador - 0.2%

 

  

El Salvador Government International Bond

 

     45,000     

5.88%, 01/30/2025(4)

     39,286  
     10,000     

8.25%, 04/10/2032(4)

     9,600  
        

 

 

 
     48,886  
        

 

 

 
  

France - 0.4%

 

  

France Government Bond OAT

 

EUR

     34,000     

1.25%, 05/25/2036(1)(4)

     33,793  
     12,339     

4.00%, 04/25/2055(4)

     19,787  
     57,000     

French Republic Government Bond OAT
0.25%, 11/25/2026(4)

     57,009  
        

 

 

 
     110,589  
        

 

 

 
  

Germany - 0.1%

 

  

Bundesrepublik Deutschland

 

     12,000     

2.50%, 08/15/2046(4)

     17,281  
     6,000     

4.00%, 01/04/2037(4)

     10,115  
        

 

 

 
     27,396  
        

 

 

 
  

Hungary - 0.4%

 

  

Hungary Government Bond

 

HUF

     4,350,000     

2.50%, 10/27/2021

     15,535  
     1,220,000     

3.00%, 06/26/2024

     4,256  
     8,730,000     

3.50%, 06/24/2020

     32,591  
     8,220,000     

5.50%, 06/24/2025

     33,503  

$

     20,000     

Hungary Government International Bond
5.38%, 02/21/2023

     21,806  
        

 

 

 
     107,691  
        

 

 

 
  

Indonesia - 1.0%

 

  

Indonesia Treasury Bond

 

IDR

     970,000,000     

5.63%, 05/15/2023

     65,786  


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

IDR

     2,007,000,000     

6.13%, 05/15/2028

   $             130,497  
     431,000,000     

7.00%, 05/15/2027

     30,794  
     300,000,000     

8.25%, 07/15/2021

     23,119  
     295,000,000     

8.38%, 03/15/2024

     22,922  
        

 

 

 
     273,118  
        

 

 

 
  

Italy - 0.7%

 

  

Italy Buoni Poliennali Del Tesoro

 

EUR

     36,000     

0.35%, 11/01/2021

     37,810  
     16,000     

1.60%, 06/01/2026

     16,417  
     31,000     

2.50%, 12/01/2024

     34,917  
     12,000     

4.75%, 09/01/2044(1)(4)

     16,231  
     48,000     

5.00%, 08/01/2034(4)

     66,837  
        

 

 

 
     172,212  
        

 

 

 
  

Lebanon - 0.3%

 

  

Lebanon Government International Bond

 

$

     65,000     

5.45%, 11/28/2019(4)

     64,651  
     5,000     

6.65%, 04/22/2024(4)

     5,010  
        

 

 

 
     69,661  
        

 

 

 
  

Malaysia - 0.8%

 

  

Malaysia Government Bond

 

MYR

     90,000     

3.42%, 08/15/2022

     19,899  
     35,000     

3.49%, 03/31/2020

     7,883  
     130,000     

3.65%, 10/31/2019

     29,532  
     125,000     

3.84%, 04/15/2033

     25,441  
     150,000     

4.18%, 07/15/2024

     34,093  
     325,000     

4.24%, 02/07/2018

     74,231  
     135,000     

4.25%, 05/31/2035

     28,962  
        

 

 

 
     220,041  
        

 

 

 
  

Mexico - 1.5%

 

  

Mexican Bonos

 

MXN

     1,220,000     

5.75%, 03/05/2026

     52,061  
     390,000     

6.50%, 06/09/2022

     18,124  
     585,000     

7.50%, 06/03/2027

     27,888  
     1,350,000     

7.75%, 05/29/2031

     64,185  
     1,500,000     

7.75%, 11/23/2034

     70,517  
     1,185,000     

7.75%, 11/13/2042

     55,282  
  

Mexico Government International Bond

 

$

     45,000     

3.50%, 01/21/2021

     45,945  
     10,000     

3.63%, 03/15/2022

     10,095  
     40,000     

4.75%, 03/08/2044

     36,700  
        

 

 

 
     380,797  
        

 

 

 
  

Peru - 0.4%

 

PEN

     220,000     

Peru Government Bond
6.95%, 08/12/2031

     70,267  

$

     35,000     

Peruvian Government International Bond
4.13%, 08/25/2027

     37,056  
        

 

 

 
     107,323  
        

 

 

 
  

Poland - 0.6%

 

  

Poland Government Bond

 

PLN

     120,000     

2.50%, 07/25/2018

     30,249  
     135,000     

2.50%, 07/25/2026

     30,329  
     50,000     

3.25%, 07/25/2019

     12,773  
     115,000     

4.00%, 10/25/2023

     29,584  
     220,000     

5.25%, 10/25/2020

     59,841  
        

 

 

 
     162,776  
        

 

 

 
  

Romania - 0.2%

 

  

Romania Government Bond

 

RON

     95,000     

4.75%, 02/24/2025

     24,341  
     110,000     

5.75%, 04/29/2020

     29,266  
        

 

 

 
     53,607  
        

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Russia - 0.6%

 

  

Russian Federal Bond - OFZ

 

RUB

     2,345,000     

6.20%, 01/31/2018

   $             38,125  
     7,545,000     

7.50%, 03/15/2018

     124,387  
        

 

 

 
                 162,512  
        

 

 

 
  

Saudi Arabia - 0.7%

 

$

     200,000     

Saudi Government International Bond
2.38%, 10/26/2021(1)

     194,800  
        

 

 

 
  

South Africa - 1.0%

 

  

South Africa Government Bond

 

ZAR

     305,000     

6.75%, 03/31/2021

     21,540  
     320,000     

7.00%, 02/28/2031

     19,595  
     980,000     

7.75%, 02/28/2023

     70,378  
     2,250,000     

8.00%, 01/31/2030

     151,461  
        

 

 

 
     262,974  
        

 

 

 
  

Thailand - 0.6%

 

  

Thailand Government Bond

 

THB

     2,565,000     

3.63%, 06/16/2023

     78,039  
     2,450,000     

3.88%, 06/13/2019

     73,083  
        

 

 

 
     151,122  
        

 

 

 
  

Turkey - 1.7%

 

  

Turkey Government Bond

 

TRY

     135,000     

8.00%, 03/12/2025

     30,520  
     95,000     

8.80%, 11/14/2018

     24,322  
     190,000     

9.00%, 07/24/2024

     45,962  
     100,000     

10.40%, 03/20/2024

     26,079  
     140,000     

10.50%, 01/15/2020

     36,863  
     340,000     

10.70%, 02/17/2021

     89,840  

$

     200,000     

Turkey Government International Bond
4.25%, 04/14/2026

     178,960  
        

 

 

 
     432,546  
        

 

 

 
  

Ukraine - 0.4%

 

     100,000     

Ukraine Government International Bond
7.75%, 09/01/2023(4)

     94,614  
        

 

 

 
  

United Kingdom - 0.9%

 

  

United Kingdom Gilt

 

GBP

     6,000     

0.50%, 07/22/2022(4)

     7,405  
     6,000     

1.50%, 07/22/2026(4)

     7,604  
     4,000     

4.25%, 12/07/2040(4)

     7,147  
     23,425     

4.25%, 12/07/2046(4)

     44,152  
     23,619     

4.25%, 12/07/2055(4)

     48,995  
     17,586     

4.50%, 09/07/2034(4)

     30,759  
     55,997     

4.75%, 12/07/2030(4)

     96,821  
        

 

 

 
     242,883  
        

 

 

 
  

Total Foreign Government Obligations
(cost $4,472,150)

     4,431,354  
        

 

 

 

U.S. Government Securities - 7.6%

 

  

U.S. Treasury Securities - 7.6%

 

  

U.S. Treasury Bonds - 1.2%

 

$

     29,000     

2.50%, 05/15/2046

     25,803  
     137,500     

3.13%, 08/15/2044

     139,412  
     39,100     

4.50%, 02/15/2036

     49,404  
     77,400     

5.25%, 02/15/2029

     98,909  
        

 

 

 
     313,528  
        

 

 

 
  

U.S. Treasury Notes - 6.4%

 

     177,000     

0.75%, 10/31/2018

     175,783  
     149,400     

1.25%, 02/29/2020

     148,268  
     21,000     

1.25%, 10/31/2021

     20,389  
     170,100     

1.38%, 09/30/2018

     170,837  
     145,600     

1.50%, 08/31/2018

     146,533  
     177,300     

1.63%, 11/15/2022

     172,833  


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$        170,600

  

1.75%, 09/30/2019

   $ 172,126  

183,400

  

2.00%, 11/15/2021

     184,095  

167,200

  

2.13%, 08/15/2021

     169,042  

121,400

  

2.13%, 05/15/2025

     118,991  

183,500

  

2.38%, 12/31/2020

     188,001  
     

 

 

 
                  1,666,898  
     

 

 

 
  

Total U.S. Government Securities
(cost $1,993,602)

     1,980,426  
     

 

 

 

Common Stocks - 35.9%

  
  

Automobiles & Components - 0.8%

  

61

  

Continental AG

     11,941  

803

  

Daimler AG

     60,391  

400

  

Fuji Heavy Industries Ltd.

     16,006  

1,821

  

General Motors Co.

     66,667  

3,400

  

Nissan Motor Co., Ltd.

     33,637  

999

  

Schaeffler AG (Preference Shares)

     16,200  
     

 

 

 
        204,842  
     

 

 

 
  

Banks - 2.4%

  

244,000

  

Agricultural Bank of China Ltd. Class H

     101,924  

30,000

  

Bank of China Ltd. Class H

     13,587  

213

  

Bank of Montreal

     16,112  

282

  

Bank of Nova Scotia

     16,852  

1,797

  

Bank of Queensland Ltd.

     16,327  

1,312

  

Barclays Africa Group Ltd.

     15,452  

245

  

BNP Paribas S.A.

     15,673  

1,508

  

Canadian Imperial Bank of Commerce

     128,416  

207,000

  

China Construction Bank Corp. Class H

     153,467  

880

  

DNB ASA

     14,681  

37,000

  

Industrial & Commercial Bank of China Ltd. Class H

     22,621  

949

  

ING Groep N.V.

     13,633  

22,743

  

Intesa Sanpaolo S.p.A.

     53,420  

3,100

  

Public Bank Bhd

     14,067  

241

  

Royal Bank of Canada

     17,328  

247

  

Wells Fargo & Co.

     13,914  
     

 

 

 
        627,474  
     

 

 

 
  

Capital Goods - 1.8%

  

532

  

3M Co.

     93,004  

5,081

  

ABB Ltd.*

     121,084  

121

  

Cummins, Inc.

     17,788  

33

  

Geberit AG

     14,104  

1,000

  

ITOCHU Corp.

     13,776  

141

  

MAN SE

     14,618  

130

  

Rockwell Automation, Inc.

     19,239  

194

  

Safran S.A.

     13,151  

77

  

Schindler Holding AG

     14,677  

1,586

  

Vinci S.A.

     111,173  

1,184

  

Volvo AB Class B

     15,153  

257

  

Wolseley plc

     15,916  

58

  

WW Grainger, Inc.

     14,649  
     

 

 

 
        478,332  
     

 

 

 
  

Commercial & Professional Services - 0.2%

  

730

  

Experian plc

     14,098  

860

  

RELX N.V.

     14,526  

352

  

Robert Half International, Inc.

     16,565  
     

 

 

 
        45,189  
     

 

 

 
  

Consumer Durables & Apparel - 0.6%

  

2,234

  

Barratt Developments plc

     13,472  

2,746

  

Persimmon plc

     66,883  

32,411

  

Taylor Wimpey plc

     68,426  
     

 

 

 
        148,781  
     

 

 

 
  

Consumer Services - 0.6%

  

764

  

Compass Group plc

     13,597  


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

178

  

Darden Restaurants, Inc.

   $ 13,044  

481

  

Flight Centre Travel Group Ltd.

     10,936  

115

  

McDonald’s Corp.

     14,095  

1,595

  

Starbucks Corp.

     88,076  

2,809

  

William Hill plc

     9,163  

217

  

Yum! Brands, Inc.

     14,220  
     

 

 

 
                    163,131  
     

 

 

 
   Diversified Financials - 1.1%  

7,238

  

3i Group plc

     63,939  

190

  

American Express Co.

     14,512  

329

  

Eaton Vance Corp.

     13,795  

4,258

  

FirstRand Ltd.

     15,862  

388

  

Investor AB Class B

     15,487  

473

  

MSCI, Inc.

     39,141  

186

  

Partners Group Holding AG

     93,998  

3,440

  

RMB Holdings Ltd.

     16,597  

181

  

T Rowe Price Group, Inc.

     12,207  
     

 

 

 
        285,538  
     

 

 

 
   Energy - 3.3%  

3,747

  

Caltex Australia Ltd.

     81,320  

329

  

Enbridge, Inc.

     14,007  

13,000

  

Formosa Petrochemical Corp.

     44,408  

1,916

  

Lukoil PJSC ADR

     107,976  

1,499

  

Marathon Petroleum Corp.

     72,027  

2,197

  

Neste Oyj

     76,440  

164

  

Phillips 66

     13,386  

2,300

  

Polski Koncern Naftowy Orlen S.A.

     46,675  

107

  

SK Innovation Co., Ltd.

     14,495  

2,280

  

Surgutneftegas OJSC ADR

     12,254  

729

  

Tatneft PJSC ADR

     29,719  

4,171

  

Total S.A.

             211,032  

1,884

  

Valero Energy Corp.

     123,892  
     

 

 

 
        847,631  
     

 

 

 
   Food & Staples Retailing - 1.0%  

1,063

  

BIM Birlesik Magazalar AS

     15,174  

979

  

CVS Health Corp.

     77,155  

2,770

  

Kroger Co.

     94,069  

1,265

  

Wal-Mart Stores, Inc.

     84,426  
     

 

 

 
        270,824  
     

 

 

 
   Food, Beverage & Tobacco - 3.0%  

11

  

Barry Callebaut AG

     13,611  

1,660

  

Campbell Soup Co.

     103,302  

516

  

Coca-Cola HBC AG*

     11,795  

191

  

Danone S.A.

     11,974  

3,239

  

Diageo plc

     89,972  

655

  

Dr Pepper Snapple Group, Inc.

     59,736  

2,124

  

General Mills, Inc.

     132,707  

352

  

Hormel Foods Corp.

     12,778  

108

  

JM Smucker Co.

     14,672  

5,087

  

Marine Harvest ASA

     89,815  

952

  

McCormick & Co., Inc.

     90,964  

902

  

PepsiCo, Inc.

     93,610  

473

  

Saputo, Inc.

     17,415  

233

  

Tyson Foods, Inc. Class A

     14,630  

18,500

  

WH Group Ltd.(1)

     14,051  
     

 

 

 
        771,032  
     

 

 

 
   Health Care Equipment & Services - 0.6%  

776

  

Cardinal Health, Inc.

     58,169  

448

  

Humana, Inc.

     88,928  

87

  

UnitedHealth Group, Inc.

     14,103  
     

 

 

 
        161,200  
     

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Household & Personal Products - 0.8%  

306

  

Church & Dwight Co., Inc.

   $ 13,837  

802

  

Clorox Co.

     96,240  

155

  

Estee Lauder Cos., Inc. Class A

     12,588  

165

  

Reckitt Benckiser Group plc

     14,158  

1,556

  

Unilever N.V.

     63,114  
     

 

 

 
                    199,937  
     

 

 

 
   Insurance - 2.6%  

1,027

  

Allianz SE

     174,553  

5,552

  

AXA S.A.

     136,453  

640

  

Baloise Holding AG

     82,408  

926

  

Manulife Financial Corp.

     17,755  

700

  

MS&AD Insurance Group Holdings, Inc.

     23,418  

1,222

  

Power Financial Corp.

     31,751  

884

  

Prudential Financial, Inc.

     92,917  

1,293

  

Swiss Re AG

     120,829  
     

 

 

 
        680,084  
     

 

 

 
   Materials - 1.2%  

188

  

Avery Dennison Corp.

     13,728  

206

  

Covestro AG(1)

     15,502  

68

  

EMS-Chemie Holding AG

     35,102  

473

  

Evonik Industries AG

     15,354  

1,435

  

LyondellBasell Industries N.V. Class A

     133,842  

2,200

  

Mitsubishi Chemical Holdings Corp.

     15,345  

79

  

Sherwin-Williams Co.

     24,001  

26,000

  

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     16,100  

1,674

  

Stora Enso Oyj Class R

     18,997  

746

  

UPM-Kymmene Oyj

     16,919  
     

 

 

 
                304,890  
     

 

 

 
   Media - 0.2%  

638

  

Eutelsat Communications S.A.

     10,882  

203

  

Omnicom Group, Inc.

     17,387  

655

  

SES S.A.

     12,736  

3,116

  

Sirius XM Holdings, Inc.

     14,708  
     

 

 

 
        55,713  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 3.1%  

327

  

Agilent Technologies, Inc.

     16,013  

631

  

Amgen, Inc.

     98,865  

6,800

  

Astellas Pharma, Inc.

     91,268  

968

  

Bayer AG

     107,525  

1,276

  

CSL Ltd.

     108,779  

63

  

Galenica AG

     69,073  

1,264

  

Gilead Sciences, Inc.

     91,577  

811

  

Johnson & Johnson

     91,846  

79

  

Lonza Group AG*

     14,514  

138

  

Merck KGaA

     15,226  

700

  

Mitsubishi Tanabe Pharma Corp.

     14,040  

1,800

  

Otsuka Holdings Co., Ltd.

     82,922  

96

  

Thermo Fisher Scientific, Inc.

     14,629  
     

 

 

 
        816,277  
     

 

 

 
   Real Estate - 0.1%  

5,000

  

Wheelock & Co., Ltd.

     30,390  
     

 

 

 
   Retailing - 1.3%  

458

  

Best Buy Co., Inc.

     20,390  

3,873

  

Gap, Inc.

     89,195  

153

  

Genuine Parts Co.

     14,812  

107

  

Home Depot, Inc.

     14,721  

917

  

Industria de Diseno Textil S.A.

     30,330  

1,224

  

Ross Stores, Inc.

     80,919  

171

  

Target Corp.

     11,026  

1,183

  

TJX Cos., Inc.

     88,631  
     

 

 

 
        350,024  
     

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Semiconductors & Semiconductor Equipment - 2.3%  

6,293

  

Intel Corp.

   $ 231,708  

204

  

QUALCOMM, Inc.

     10,900  

40,000

  

Taiwan Semiconductor Manufacturing Co., Ltd.

     238,355  

1,283

  

Texas Instruments, Inc.

     96,918  

252

  

Xilinx, Inc.

     14,666  
     

 

 

 
                    592,547  
     

 

 

 
   Software & Services - 0.8%  

774

  

Accenture plc Class A

     88,135  

938

  

Mastercard, Inc. Class A

     99,738  

300

  

Oracle Corp. Japan

     16,809  

635

  

Western Union Co.

     12,433  
     

 

 

 
        217,115  
     

 

 

 
   Technology Hardware & Equipment - 0.8%  

833

  

Apple, Inc.

     101,085  

468

  

Cisco Systems, Inc.

     14,377  

29,500

  

Hon Hai Precision Industry Co., Ltd.

     79,112  
     

 

 

 
        194,574  
     

 

 

 
   Telecommunication Services - 2.8%  

5,552

  

AT&T, Inc.

     234,072  

2,263

  

BCE, Inc.

     102,015  

28,094

  

BT Group plc

     107,741  

42,000

  

China Telecom Corp. Ltd. Class H

     19,830  

1,126

  

Elisa Oyj

     37,943  

25,000

  

HKT Trust & HKT Ltd. UNIT

     34,923  

1,302

  

Inmarsat plc

     9,976  

300

  

Nippon Telegraph & Telephone Corp.

     13,252  

13,600

  

StarHub Ltd.

     28,634  

238

  

Swisscom AG

     104,993  

47,500

  

Telekomunikasi Indonesia Persero Tbk PT

     13,769  

2,803

  

Telkom S.A. SOC Ltd.

     15,361  

273

  

Verizon Communications, Inc.

     13,380  
     

 

 

 
        735,889  
     

 

 

 
   Transportation - 1.1%  

1,212

  

CH Robinson Worldwide, Inc.

     92,185  

278

  

Delta Air Lines, Inc.

     13,133  

2,900

  

Japan Airlines Co., Ltd.

     92,345  

27,727

  

Qantas Airways Ltd.

     71,670  

118

  

United Parcel Service, Inc. Class B

     12,877  
     

 

 

 
        282,210  
     

 

 

 
   Utilities - 3.4%  

370

  

Ameren Corp.

     19,480  

14,551

  

AusNet Services

     17,453  

67,000

  

China Power International Development Ltd.

     24,145  

18,000

  

China Resources Power Holdings Co., Ltd.

     30,915  

1,500

  

CLP Holdings Ltd.

     14,641  

351

  

CMS Energy Corp.

     14,953  

181

  

Consolidated Edison, Inc.

     13,457  

203

  

Dominion Resources, Inc.

     15,485  

184

  

DTE Energy Co.

     18,150  

1,792

  

Duke Energy Corp.

     140,744  

209

  

Edison International

     15,232  

15,500

  

HK Electric Investments & HK Electric Investments Ltd. UNIT(1)

     12,938  

54,000

  

Huadian Power International Corp. Ltd. Class H

     22,952  

96,000

  

Huaneng Power International, Inc. Class H

     62,275  

2,253

  

Iberdrola S.A.

     14,230  

530

  

Italgas S.p.A.*

     2,014  

834

  

Korea Electric Power Corp.

     30,544  

9,982

  

National Grid plc

     116,921  

114

  

NextEra Energy, Inc.

     14,104  

4,000

  

Osaka Gas Co., Ltd.

     14,994  

368

  

PPL Corp.

     12,821  

2,540

  

Public Service Enterprise Group, Inc.

     112,395  


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

762

  

Red Electrica Corp. S.A.

   $ 13,626  

281

  

Southern Co.

     13,890  

1,100

  

Tohoku Electric Power Co., Inc.

     13,428  

18,000

  

Tokyo Gas Co., Ltd.

     79,881  

231

  

WEC Energy Group, Inc.

     13,641  

348

  

Xcel Energy, Inc.

     14,379  
     

 

 

 
        889,688  
     

 

 

 
  

Total Common Stocks
(cost $9,037,314)

             9,353,312  
     

 

 

 

Exchange Traded Funds - 3.9%

 

  

Other Investment Pools & Funds - 3.9%

 

1,759

  

iShares iBoxx $ High Yield Corporate Bond ETF

     153,631  

7,416

  

iShares iBoxx $ Investment Grade Corporate Bond ETF

     870,268  
     

 

 

 
  

Total Exchange Traded Funds
(cost $1,046,081)

     1,023,899  
     

 

 

 

Preferred Stocks - 0.1%

 

  

Banks - 0.1%

 

800

  

KeyCorp Series E 6.13%(2)(3)

     21,920  
     

 

 

 
  

Total Preferred Stocks
(cost $20,000)

     21,920  
     

 

 

 

Closed End Funds - 2.1%

 

  

Other Investment Pools & Funds - 2.1%

 

32,080

  

3i Infrastructure plc

     77,000  

56,859

  

BBGI SICAV SA

     101,392  

46,819

  

GCP Infrastructure Investments Ltd.

     72,916  

48,392

  

HICL Infrastructure Co. Ltd.

     98,036  

52,182

  

International Public Partnerships Ltd.

     100,896  

76,706

  

Starwood European Real Estate Finance Ltd.

     105,181  
     

 

 

 
  

Total Closed End Funds
(cost $639,779)

     555,421  
     

 

 

 

Affiliated Investment Companies - 0.1%

 

  

International/Global Equity Funds - 0.1%

 

39,788

  

Schroder Advanced Beta Global Equity Value Fund, Class X

     31,458  
     

 

 

 
  

Total Affiliated Investment Companies
(cost $29,600)

     31,458  
     

 

 

 
  

Total Long-Term Investments
(cost $23,457,541)

     23,678,532  

Short-Term Investments - 9.3%

 

  

Other Investment Pools & Funds - 4.5%

 

1,177,797

  

Morgan Stanley Treasury Securities Portfolio, Institutional Class

     1,177,797  
     

 

 

 
  

U.S. Treasury - 4.8%

 

  

U.S. Treasury Bills - 4.8%

 

200,000

  

0.46%, 03/02/2017(6)

     199,925  

250,000

  

0.47%, 03/30/2017(6)

     249,812  

300,000

  

0.50%, 04/27/2017(6)

     299,645  

300,000

  

0.53%, 06/15/2017(6)

     299,418  

200,000

  

0.60%, 07/20/2017(6)

     199,425  
     

 

 

 
        1,248,225  
     

 

 

 
  

Total Short-Term Investments
(cost $2,426,038)

     2,426,022  
     

 

 

 


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $25,883,579)

     100.1%      $ 26,104,554  

                    

  

Total Purchased Options
(cost $90,441)

     0.1%      $ 13,759  
     

 

 

    

 

 

 
  

Total Investments
(cost $25,974,020)^

     100.1%      $ 26,118,313  
  

Other Assets and Liabilities

     (0.1)%        (28,375
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       26,089,938  
     

 

 

    

 

 

 

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.

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

   $         872,683  

Unrealized Depreciation

     (728,390
  

 

 

 

Net Unrealized Appreciation

   $ 144,293  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $2,915,810, which represents 11.2% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(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 January 31, 2017, the aggregate value of these securities was $1,323,604, which represents 5.1% of total net assets.
(5) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(6) The rate shown represents current yield to maturity.

 

OTC Option Contracts Outstanding at January 31, 2017  
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:

 

Puts

 

Dax Index Option

  

JPM

  

11,150.00

 

EUR

   02/17/17   

EUR

    35      $         1,715      $         7,643      $         (5,928

Dax Index Option

  

JPM

  

11,150.00

 

EUR

   02/17/17   

EUR

    35        1,715        6,153        (4,438

Dax Index Option

  

JPM

  

11,150.00

 

EUR

   02/17/17   

EUR

    45        2,205        9,826        (7,621

FTSE 100 Index Option

  

CITI

  

6,875.00

 

GBP

   02/17/17   

GBP

    50        1,168        6,116        (4,948

FTSE 100 Index Option

  

JPM

  

6,875.00

 

GBP

   02/17/17   

GBP

    50        1,168        4,976        (3,808

FTSE 100 Index Option

  

CITI

  

6,875.00

 

GBP

   02/17/17   

GBP

    60        1,401        7,338        (5,937

FTSE 100 Index Option

  

JPM 

  

6,500.00

 

GBP

   02/17/17   

GBP

    160        662        2,464        (1,802


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Mini MSCI Emerging Market Index Option

   CITI    850.00   USD    02/20/17    USD     450     $ 965       12,772       (11,807

Mini MSCI Emerging Market Index Option

   CITI    850.00   USD    02/20/17    USD     600       1,286       17,028       (15,742

MSCI Emerging Market USD Hedged Index Option

   JPM    850.00   USD    02/20/17    USD     450       965       12,600       (11,635

MSCI Emerging Market USD Hedged Index Option

   JPM    750.00   USD    02/20/17    USD     1,500       509       3,525       (3,016
               

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Puts

    3,435     $ 13,759     $ 90,441     $ (76,682
               

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total purchased option contracts

                3,435     $     13,759     $     90,441     $ (76,682
               

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Written option contracts:

 

Puts

 

FTSE 100 Index Option

   CITI    6,500.00   GBP    02/17/17    GBP     (60   $ (249   $ (1,966   $ 1,717  

FTSE 100 Index Option

   CITI    6,500.00   GBP    02/17/17    GBP     (50     (207     (1,638     1,431  

FTSE 100 Index Option

   JPM    6,500.00   GBP    02/17/17    GBP     (50     (206     (1,514     1,308  

Mini MSCI Emerging Market Index Option

   CITI    750.00   USD    02/20/17    USD     (600     (203     (2,856     2,653  

Mini MSCI Emerging Market Index Option

   CITI    750.00   USD    02/20/17    USD     (450     (153     (2,142     1,989  

MSCI Emerging Marke USD Hedged Index Option

   JPM    750.00   USD    02/20/17    USD     (450     (153     (1,800     1,647  
               

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Puts

    (1,660   $ (1,171   $ (11,916   $         10,745  
               

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total written option contracts

    (1,660   $ (1,171   $ (11,916   $ 10,745  
               

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures Contracts Outstanding at January 31, 2017  
Description   

    Number of    

Contracts

         Expiration
     Date
       Notional
     Amount
         Market
     Value †
     Unrealized
Appreciation/
(Depreciation)
 

 

 

Long position contracts:

              

Euro Stoxx 50 Future

     4        03/17/2017    $                 142,047      $             139,644      $ (2,403)  

Tokyo Price Index Future

     2        03/09/2017      271,420        268,710        (2,710)  
              

 

 

 

Total

               $ (5,113)  
              

 

 

 

Short position contracts:

              

Canadian Government 10-Year Bond Future

     2        03/22/2017    $ 210,677      $ 211,243      $ (566)  

Euro-BTP Future

     2        03/08/2017      286,368        282,635        3,733   

Euro-Bund Future

     2        03/08/2017      352,077        350,039                        2,038   

FTSE 100 Index Future

     7        03/17/2017      603,244        620,426        (17,182)  

FTSE/MIB Index Future

     1        03/17/2017      101,040        100,248        792   

Long Gilt Future

     1        03/29/2017      156,342        155,828        514   

U.S. Treasury 10-Year Note Future

     2        03/22/2017      249,966        248,938        1,028   

U.S. Treasury 5-Year Note Future

     1        03/31/2017      118,029        117,867        162   
              

 

 

 

Total

               $ (9,481)  
              

 

 

 
              

 

 

 

Total futures contracts

                        $ (14,594)  
              

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency            Buy / Sell            Delivery Date                Counterparty    Contract
Amount
     Market Value †      Unrealized
Appreciation/
(Depreciation)

 

 

AUD

   Buy     03/16/17    HSBC    $ 531,263      $ 534,098      $                 2,835  

AUD

   Sell     03/16/17    ANZ            1,361,563                    1,400,777        (39,214

BRL

   Sell     04/04/17    BCLY      108,689        116,129        (7,440

CAD

   Buy     02/03/17    CSFB      129,538        129,856        318  

CAD

   Sell     02/03/17    BCLY      4,904        4,978        (74

CAD

   Sell     02/03/17    SCB      120,192        124,878        (4,686

CAD

   Sell     03/03/17    CSFB      129,573        129,893        (320

CAD

   Sell     03/16/17    JPM      522,367         524,353        (1,986


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

                                                                                                                                                                                   

CAD

  

Sell

   03/16/17   

SSG

     368,648      $ 375,197        (6,549

CAD

  

Sell

   03/16/17   

JPM

     515,343        525,891        (10,548

CHF

  

Sell

   03/16/17   

SCB

     677,277        699,080        (21,803

EUR

  

Buy

   02/03/17   

CSFB

     291,251        291,388        137  

EUR

  

Buy

   02/03/17   

CBK

     7,745        7,828        83  

EUR

  

Buy

   02/03/17   

SCB

     6,132        6,209        77  

EUR

  

Sell

   02/03/17   

BNP

     10,562        10,771        (209

EUR

  

Sell

   02/03/17   

SSG

     26,943        27,761        (818

EUR

  

Sell

   02/03/17   

BCLY

     258,810        266,893        (8,083

EUR

  

Sell

   03/03/17   

CSFB

     291,553        291,710        (157

EUR

  

Sell

   03/16/17   

BCLY

             2,195,013                2,253,063        (58,050

GBP

  

Buy

   02/03/17   

SSG

     27,030        27,793        763  

GBP

  

Buy

   02/03/17   

CSFB

     236,859        237,133        274  

GBP

  

Buy

   03/16/17   

SSG

     304,718        312,298        7,580  

GBP

  

Sell

   02/03/17   

CBK

     9,145        9,328        (183

GBP

  

Sell

   02/03/17   

JPM

     248,962        255,599        (6,637

GBP

  

Sell

   03/03/17   

CSFB

     236,976        237,261        (285

GBP

  

Sell

   03/16/17   

CSFB

     1,410,504        1,464,525        (54,021

HKD

  

Sell

   03/16/17   

BCLY

     511,437        511,155        282  

HUF

  

Buy

   03/16/17   

JPM

     95,657        96,240        583  

HUF

  

Sell

   03/16/17   

RBC

     93,946        96,241        (2,295

INR

  

Buy

   03/16/17   

SCB

     438,189        442,477        4,288  

JPY

  

Buy

   03/16/17   

BCLY

     288,894        293,297        4,403  

JPY

  

Buy

   03/16/17   

CBK

     189,717        192,548        2,831  

JPY

  

Buy

   03/16/17   

CBK

     65,756        66,737        981  

JPY

  

Buy

   03/16/17   

HSBC

     265,999        266,639        640  

JPY

  

Sell

   03/16/17   

BCLY

     606,474        626,674        (20,200

KRW

  

Buy

   03/16/17   

BCLY

     260,611        264,287                        3,676  

KRW

  

Buy

   03/16/17   

UBS

     302,149        299,583        (2,566

KRW

  

Sell

   03/16/17   

HSBC

     1,384,938        1,408,382        (23,444

MXN

  

Sell

   03/16/17   

RBS

     165,470        174,378        (8,908

NOK

  

Buy

   03/16/17   

JPM

     426,075        437,842        11,767  

NOK

  

Buy

   03/16/17   

JPM

     262,374        269,255        6,881  

NOK

  

Buy

   03/16/17   

JPM

     110,945        114,009        3,064  

NOK

  

Buy

   03/16/17   

JPM

     243,097        242,572        (525

NOK

  

Sell

   03/16/17   

CBK

     108,712        114,009        (5,297

NZD

  

Buy

   03/16/17   

SSG

     269,170        277,690        8,520  

NZD

  

Sell

   03/16/17   

SSG

     265,262        278,422        (13,160

PLN

  

Buy

   03/16/17   

SSG

     130,321        133,748        3,427  

PLN

  

Buy

   03/16/17   

JPM

     214,433        215,345        912  

PLN

  

Sell

   03/16/17   

HSBC

     334,614        349,093        (14,479

RUB

  

Buy

   03/16/17   

CSFB

     217,786        219,215        1,429  

SGD

  

Sell

   03/16/17   

SCB

     63,888        65,304        (1,416

THB

  

Sell

   03/16/17   

BCLY

     136,115        137,714        (1,599

TRY

  

Buy

   03/16/17   

JPM

     194,089        197,351        3,262  

TRY

  

Sell

   03/16/17   

RBS

     283,762        296,551        (12,789

TWD

  

Sell

   03/16/17   

BCLY

     1,723,233        1,731,301        (8,068

ZAR

  

Buy

   03/16/17   

JPM

     225,057        234,099        9,042  
                 

 

 

 

Total

 

   $ (257,754
                 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
ANZ    Australia and New Zealand Banking Group
BCLY    Barclays
BNP    BNP Paribas Securities Services
CBK    Citibank NA
CITI    Citigroup Global Markets, Inc.
CSFB    Credit Suisse First Boston Corp.
HSBC    HSBC Bank USA
JPM    JP Morgan Chase & Co.
RBC    RBC Dominion Securities, Inc.


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

RBS    RBS Greenwich Capital
SCB    Standard Chartered Bank
SSG    State Street Global Markets LLC
UBS    UBS AG
Currency Abbreviations:
AUD    Australian Dollar
BRL    Brazilian Real
CAD    Canadian Dollar
CHF    Swiss Franc
COP    Colombian Peso
EUR    Euro
GBP    British Pound
HKD    Hong Kong Dollar
HUF    Hungarian Forint
IDR    Indonesian Rupiah
INR    Indian Rupee
JPY    Japanese Yen
KRW    South Korean Won
MXN    Mexican Peso
MYR    Malaysian Ringgit
NOK    Norwegian Krone
NZD    New Zealand Dollar
PEN    Peruvian Nuevo Sol
PLN    Polish Zloty
RON    New Romanian Leu
RUB    Russian Ruble
SGD    Singapore Dollar
THB    Thai Baht
TRY    Turkish Lira
TWD    Taiwanese Dollar
USD    United States Dollar
ZAR    South African Rand
Index Abbreviations:
FTSE    Financial Times and Stock Exchange
MSCI    Morgan Stanley Capital International
Other Abbreviations:
ADR    American Depositary Receipt
ETF    Exchange Traded Fund
MSCI    Morgan Stanley Capital International
OJSC    Open Joint Stock Company
PJSC    Private Joint Stock Company


 

Hartford Schroders Income Builder Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Corporate Bonds

   $ 6,280,742       $ —       $ 6,280,742       $ —    

Foreign Government Obligations

     4,431,354         —         4,431,354         —    

U.S. Government Securities

     1,980,426         —         1,980,426         —    

Common Stocks

 

Automobiles & Components

     204,842         66,667         138,175         —    

Banks

     627,474         206,689         420,785         —    

Capital Goods

     478,332         144,680         333,652         —    

Commercial & Professional Services

     45,189         16,565         28,624         —    

Consumer Durables & Apparel

     148,781         —         148,781         —    

Consumer Services

     163,131         129,435         33,696         —    

Diversified Financials

     285,538         79,655         205,883         —    

Energy

     847,631         223,312         624,319         —    

Food & Staples Retailing

     270,824         255,650         15,174         —    

Food, Beverage & Tobacco

     771,032         539,814         231,218         —    

Health Care Equipment & Services

     161,200         161,200         —         —    

Household & Personal Products

     199,937         122,665         77,272         —    

Insurance

     680,084         142,423         537,661         —    

Materials

     304,890         171,571         133,319         —    

Media

     55,713         32,095         23,618         —    

Pharmaceuticals, Biotechnology & Life Sciences

     816,277         312,930         503,347         —    

Real Estate

     30,390         —         30,390         —    

Retailing

     350,024         319,694         30,330         —    

Semiconductors & Semiconductor Equipment

     592,547         354,192         238,355         —    

Software & Services

     217,115         200,306         16,809         —    

Technology Hardware & Equipment

     194,574         115,462         79,112         —    

Telecommunication Services

     735,889         349,467         386,422         —    

Transportation

     282,210         118,195         164,015         —    

Utilities

     889,688         420,745         468,943         —    

Exchange Traded Funds

     1,023,899         1,023,899         —         —    

Preferred Stocks

     21,920         21,920         —         —    

Closed End Funds

     555,421         457,385         98,036         —    

Affiliated Investment Companies

     31,458         31,458         —         —    

Short-Term Investments

     2,426,022         1,177,797         1,248,225         —    

Purchased Options

     13,759         —         13,759         —    

Foreign Currency Contracts(2)

     78,055         —         78,055         —    

Futures Contracts(2)

     8,267         8,267         —         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 26,204,635       $ 7,204,138       $ 19,000,497       $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (335,809)      $ —       $ (335,809)      $ —    

Futures Contracts(2)

     (22,861)        (22,861)        —         —    

Written Options

     (1,171)        —         (1,171)        —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (359,841)      $ (22,861)      $ (336,980)      $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $147,783 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $176,853 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

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

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


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.4%

 

  

Australia - 5.3%

 

65,829   

Acrux Ltd.*

   $ 15,477  
309,824   

Adelaide Brighton Ltd.

     1,203,854  
176,641   

Asaleo Care Ltd.

     202,115  
37,791   

Ausdrill Ltd.*

     40,103  
22,416   

BGP Holdings plc(1)(2)

     1,458  
108,705   

BHP Billiton Ltd.

     2,205,432  
108,139   

BHP Billiton plc

     1,972,217  
79,595   

BlueScope Steel Ltd.

     676,819  
302,951   

BWP Trust REIT

     671,126  
69,442   

Cabcharge Australia Ltd.

     192,227  
18,469   

Cedar Woods Properties Ltd.

     75,409  
183,947   

Charter Hall Group REIT

     655,832  
471,174   

Coca-Cola Amatil Ltd.

     3,484,493  
61,175   

Collection House Ltd.

     63,372  
577,472   

Cromwell Property Group REIT

     427,066  
88,010   

CSR Ltd.

     294,721  
179,983   

Downer EDI Ltd.

     847,178  
7,355   

DWS Ltd.

     8,317  
13,276   

Fleetwood Corp. Ltd.*

     19,458  
29,018   

Flight Centre Travel Group Ltd.

     659,780  
72,632   

Folkestone Education Trust REIT

     137,159  
109,440   

Fortescue Metals Group Ltd.

     553,798  
68,830   

GWA Group Ltd.

     136,902  
88,735   

Iluka Resources Ltd.

     509,246  
244,870   

Karoon Gas Australia Ltd.*

     334,040  
98,377   

MACA Ltd.

     118,343  
25,258   

Macquarie Group Ltd.

     1,621,954  
222,513   

Medusa Mining Ltd.*

     67,668  
984,375   

Metals X Ltd.*

     597,269  
75,096   

Mineral Resources Ltd.

     701,189  
65,739   

Monadelphous Group Ltd.

     518,822  
228,593   

Myer Holdings Ltd.

     209,989  
243,673   

OZ Minerals Ltd.

     1,662,725  
1,647,597   

Perseus Mining Ltd.*

     421,004  
824,890   

Ramelius Resources Ltd.*

     376,860  
841,349   

Resolute Mining Ltd.

     936,329  
85,941   

Sandfire Resources NL

     430,033  
162,553   

Seek Ltd.

     1,781,680  
337,480   

Seven West Media Ltd.

     207,552  
290,086   

Southern Cross Media Group Ltd.

     323,450  
465,978   

St. Barbara Ltd.*

     824,923  
1,142,396   

Telstra Corp. Ltd.

     4,334,298  
183,394   

Westgold Resources Ltd.*

     276,086  
34,423   

Woodside Petroleum Ltd.

     825,346  
     

 

 

 
             31,623,119  
     

 

 

 
  

Austria - 0.5%

  
10,524   

Andritz AG

     568,820  
14,747   

EVN AG

     180,565  
14,298   

Oesterreichische Post AG

     517,233  
55,773   

OMV AG

     1,951,947  
     

 

 

 
        3,218,565  
     

 

 

 
  

Belgium - 0.9%

  
141,302   

AGFA-Gevaert N.V.*

     557,350  
1,119   

Barco N.V.

     97,156  
31,884   

Colruyt S.A.

     1,560,439  
9,037   

EVS Broadcast Equipment S.A.

     312,662  
79,783   

Proximus S.A.

     2,291,341  
2,702   

Sofina S.A.

     367,066  
3,145   

Van de Velde N.V.

     219,896  
     

 

 

 
        5,405,910  
     

 

 

 


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Brazil - 1.7%

 

277,300   

Banco do Estado do Rio Grande do Sul S.A. Class B, (Preference Shares)

   $ 1,386,016  
62,379   

BTG Pactual Group UNIT

     328,217  
29,700   

Cia de Saneamento Basico do Estado de Sao Paulo ADR

     295,812  
77,200   

Cia de Saneamento de Minas Gerais-COPASA

     1,057,393  
62,717   

Cia Energetica de Minas Gerais ADR

     178,116  
100,300   

Cia Energetica de Sao Paulo Class B, (Preference Shares)

     553,845  
49,700   

Cia Hering

     244,470  
76,900   

Cia Paranaense de Energia ADR

     785,149  
27,800   

Cosan S.A. Industria e Comercio

     355,275  
                159,800   

EDP - Energias do Brasil S.A.

     712,510  
93,500   

Engie Brasil Energia S.A.

     1,062,264  
13,600   

Eternit S.A.*

     6,474  
12,300   

Grendene S.A.

     72,252  
49,800   

Multiplus S.A.

     562,307  
21,700   

QGEP Participacoes S.A.

     39,115  
63,100   

Qualicorp S.A.

     412,710  
148,100   

Transmissora Alianca de Energia Eletrica S.A.

     1,008,608  
38,200   

Vale S.A.

     390,110  
45,100   

Vale S.A. (Preference Shares)

     437,246  
     

 

 

 
               9,887,889  
     

 

 

 
  

Cambodia - 0.0%

 

170,000   

NagaCorp Ltd.

     99,761  
     

 

 

 
  

Canada - 3.9%

 

388,900   

Athabasca Oil Corp.*

     496,118  
40,000   

BCE, Inc.

     1,803,189  
17,500   

Boardwalk Real Estate Investment Trust REIT

     634,640  
55,070   

Cameco Corp.

     701,256  
16,600   

Canadian Real Estate Investment Trust REIT

     603,532  
7,800   

Canfor Pulp Products, Inc.

     62,760  
20,800   

Celestica, Inc.*

     288,842  
84,300   

Centerra Gold, Inc.

     416,560  
46,800   

CI Financial Corp.

     978,259  
114,600   

Crew Energy, Inc.*

     509,920  
56,600   

Dominion Diamond Corp.

     566,761  
200   

E-L Financial Corp. Ltd.

     111,740  
153,000   

Eldorado Gold Corp.*

     540,865  
188,147   

Entertainment One Ltd.

     546,041  
12,600   

First Quantum Minerals Ltd.

     158,898  
64,500   

Genworth MI Canada, Inc.

     1,617,395  
10,300   

Gluskin Sheff + Associates, Inc.

     144,616  
33,400   

Goldcorp, Inc.

     540,047  
49,600   

Granite Oil Corp.

     195,541  
15,200   

Granite Real Estate Investment Trust REIT

     518,406  
135,200   

Husky Energy, Inc.*

     1,744,483  
90,600   

IAMGOLD Corp.*

     419,145  
71,300   

Kinross Gold Corp.*

     277,803  
12,700   

Linamar Corp.

     558,361  
31,200   

Magna International, Inc.

     1,349,662  
27,200   

Medical Facilities Corp.

     396,320  
1,300   

Morguard Real Estate Investment Trust REIT

     15,045  
166,900   

Nevsun Resources Ltd.

     525,871  
12,600   

Noranda Income Fund UNIT

     22,852  
29,600   

North West Co., Inc.

     666,043  
173,400   

Primero Mining Corp.*

     130,591  
45,200   

RioCan REIT

     903,479  
36,300   

Rogers Sugar, Inc.

     185,231  
150,800   

SEMAFO, Inc.*

     562,060  
230,300   

Surge Energy, Inc.

     499,094  
17,300   

Teck Resources Ltd. Class B

     423,975  
393,400   

Teranga Gold Corp.*

     266,046  
3,300   

Torstar Corp. Class B

     4,844  
40,200   

Transcontinental, Inc. Class A

     669,459  
183,500   

Turquoise Hill Resources Ltd.*

     664,196  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

297,700   

Western Forest Products, Inc.

   $ 425,531  
80,400   

Wi-LAN, Inc.

     131,606  
166,500   

Yamana Gold, Inc.

     550,202  
10,410   

Yellow Pages Ltd.*

     143,200  
     

 

 

 
             22,970,485  
     

 

 

 
  

Cayman Islands - 0.1%

 

117,000   

Cheung Kong Property Holdings Ltd.

     769,027  
     

 

 

 
  

Chile - 0.2%

 

98,700   

Enel Americas S.A. ADR

     891,261  
52,500   

Enel Chile S.A.

     253,050  
     

 

 

 
        1,144,311  
     

 

 

 
  

China - 4.0%

 

7,352   

51job, Inc. ADR*

     258,643  
3,097,000   

Agricultural Bank of China Ltd. Class H

     1,293,683  
63,000   

Anhui Conch Cement Co., Ltd. Class H

     202,732  
                  4,304,000   

Bank of China Ltd. Class H

     1,949,352  
30,000   

Baoye Group Co., Ltd. Class H

     22,208  
1,742,000   

China BlueChemical Ltd. Class H

     604,946  
207,000   

China Child Care Corp. Ltd.*

     12,100  
582,000   

China Communications Services Corp. Ltd. Class H

     395,627  
1,823,000   

China Construction Bank Corp. Class H

     1,351,551  
36,000   

China Lilang Ltd.

     21,767  
1,266,000   

China Petroleum & Chemical Corp. Class H

     1,000,047  
892,000   

China Shenhua Energy Co., Ltd. Class H

     1,885,071  
306,000   

China Shineway Pharmaceutical Group Ltd.

     352,439  
80,000   

China Taifeng Beddings Holdings Ltd.*(1)(2)

      
389,000   

CNOOC Ltd.

     485,765  
850,000   

Dongfeng Motor Group Co., Ltd. Class H

     901,117  
328,000   

FIH Mobile Ltd.

     105,389  
191,000   

Haitian International Holdings Ltd.

     388,539  
345,500   

Hengan International Group Co., Ltd.

     2,828,693  
3,503,000   

Industrial & Commercial Bank of China Ltd. Class H

     2,141,680  
1,016,000   

Jiangsu Expressway Co., Ltd. Class H

     1,272,446  
1,250,000   

Lenovo Group Ltd.

     818,772  
213,000   

Pacific Online Ltd.

     56,047  
26,300   

Qinqin Foodstuffs Group Cayman Co., Ltd.*

     8,339  
1,694,000   

Shanghai Electric Group Co., Ltd. Class H*

     770,946  
370,000   

Shenguan Holdings Group Ltd.

     27,020  
5,364,000   

Sihuan Pharmaceutical Holdings Group Ltd.

     1,578,875  
477,000   

Sinopec Engineering Group Co., Ltd. Class H

     387,377  
1,142,000   

Sinotrans Ltd. Class H

     476,166  
122,000   

Xingda International Holdings Ltd.

     59,162  
1,411,500   

Yangzijiang Shipbuilding Holdings Ltd.

     807,211  
4,000   

Zhaopin Ltd. ADR*

     64,000  
994,000   

Zhejiang Expressway Co., Ltd. Class H

     998,411  
     

 

 

 
        23,526,121  
     

 

 

 
  

Denmark - 1.0%

 

124,445   

Novo Nordisk A/S Class B

     4,497,409  
36,500   

Scandinavian Tobacco Group AS Class A(3)

     626,839  
80,953   

Spar Nord Bank A/S

     945,482  
     

 

 

 
        6,069,730  
     

 

 

 
  

Finland - 0.5%

 

10,974   

Neste Oyj

     381,819  
23,795   

Sampo Oyj Class A

     1,101,911  
14,992   

Tieto Oyj

     414,866  
33,707   

UPM-Kymmene Oyj

     764,472  
     

 

 

 
        2,663,068  
     

 

 

 
  

France - 4.7%

 

4,294   

Altamir

     61,372  
95,260   

AXA S.A.

     2,341,229  
30,632   

BNP Paribas S.A.

     1,959,584  
8,325   

Christian Dior SE

     1,787,089  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

5,734   

Cie Generale des Etablissements Michelin

   $ 616,017  
69,053   

Coface S.A.*

     446,310  
147,147   

Engie S.A.

     1,761,720  
12,674   

Euler Hermes Group

     1,144,344  
13,111   

Eutelsat Communications S.A.

     223,630  
18,123   

Faurecia

     787,436  
747   

FFP

     65,132  
14,037   

Imerys S.A.

     1,127,260  
1,738   

Kaufman & Broad S.A.

     67,674  
755   

Linedata Services

     38,681  
66,006   

Metropole Television S.A.

     1,297,474  
3,077   

MGI Coutier

     86,465  
26,688   

Neopost S.A.

     882,123  
41,499   

Peugeot S.A.*

     772,321  
30,105   

Plastic Omnium S.A.

     1,021,358  
28,696   

Publicis Groupe S.A.

     1,971,386  
7,352   

Renault S.A.

     662,001  
48,764   

Sanofi

     3,919,478  
27,922   

Societe Generale S.A.

     1,365,037  
54,636   

Total S.A.

     2,764,317  
2,937   

Unibail-Rodamco SE REIT

     676,837  
     

 

 

 
             27,846,275  
     

 

 

 
  

Gabon - 0.0%

  
655   

Total Gabon

     115,889  
     

 

 

 
  

Germany - 3.8%

  
763   

Amadeus Fire AG

     60,127  
23,662   

BASF SE

     2,284,182  
34,966   

Bayer AG

     3,883,991  
1,505   

Bijou Brigitte AG

     90,932  
104,438   

Commerzbank AG

     908,364  
26,623   

Covestro AG(3)

     2,003,480  
61,497   

Deutsche Bank AG*

     1,228,154  
15,506   

Deutsche Euroshop AG

     644,562  
15,118   

Deutsche Lufthansa AG

     201,955  
15,589   

Hamburger Hafen und Logistik AG

     317,772  
26,418   

HUGO BOSS AG

     1,697,297  
97   

KSB AG (Preference Shares)

     36,568  
7,564   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     1,424,348  
18,872   

Porsche Automobil Holding SE (Preference Shares)

     1,135,211  
47,037   

Schaeffler AG (Preference Shares)

     762,751  
17,367   

Siemens AG

     2,246,567  
10,227   

SMA Solar Technology AG

     263,440  
61,535   

Software AG

     2,219,783  
9,326   

STADA Arzneimittel AG

     480,356  
3,582   

STO SE & Co. KGaA (Preference Shares)

     365,199  
21,814   

Takkt AG

     486,977  
     

 

 

 
        22,742,016  
     

 

 

 
  

Greece - 0.3%

  
287,374   

Alpha Bank A.E.*

     509,964  
5,369   

Grivalia Properties REIC A.E. REIT

     46,019  
4,457   

JUMBO S.A.

     62,584  
6,500   

Metka Industrial - Construction S.A.

     45,328  
62,787   

OPAP S.A.

     555,784  
                  2,847,483   

Piraeus Bank S.A.*

     543,821  
     

 

 

 
             1,763,500  
     

 

 

 
  

Hong Kong - 4.4%

  
606,000   

Allied Properties HK Ltd.

     135,717  
32,000   

AMVIG Holdings Ltd.

     11,012  
221,016   

Asian Citrus Holdings Ltd.*(1)(2)

     14,945  
761,000   

Belle International Holdings Ltd.

     463,864  
326,000   

BOC Hong Kong Holdings Ltd.

     1,303,309  
922,000   

Champion REIT

     497,976  
922,000   

Champion Technology Holdings Ltd.*

     14,798  
60,000   

Chaoda Modern Agriculture Holdings Ltd.*

     1,740  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

510,000   

China Lumena New Materials Corp.*(1)(2)

   $  
236,000   

China Mobile Ltd.

     2,655,619  
626,000   

China Overseas Land & Investment Ltd.

     1,838,219  
25,000   

Chong Hing Bank Ltd.

     49,178  
810,000   

CSI Properties Ltd.

     34,858  
300,400   

Dah Sing Banking Group Ltd.

     585,814  
111,600   

Dah Sing Financial Holdings Ltd.

     861,735  
13,000   

Dickson Concepts International Ltd.

     4,633  
285,000   

Emperor Entertainment Hotel Ltd.

     66,610  
48,000   

Fairwood Holdings Ltd.

     179,046  
424,000   

Giordano International Ltd.

     229,622  
23,000   

Goldlion Holdings Ltd.

     9,160  
1,354,000   

Guangdong Investment Ltd.

     1,680,183  
123,000   

Hang Lung Properties Ltd.

     302,712  
6,811   

Hanison Construction Holdings Ltd.

     1,213  
123,561   

Henderson Land Development Co., Ltd.

     682,049  
394,000   

HKT Trust & HKT Ltd. UNIT

     550,385  
137,400   

Hongkong Land Holdings Ltd.

     927,963  
134,000   

Hopewell Holdings Ltd.

     478,462  
190,000   

Hysan Development Co., Ltd.

     865,915  
73,000   

Kerry Properties Ltd.

     206,578  
223,500   

Kingboard Chemical Holdings Ltd.

     769,072  
2,300,000   

Kunlun Energy Co., Ltd.

     1,826,659  
501,000   

Lai Sun Development Co., Ltd.

     10,735  
160,000   

Lifestyle International Holdings Ltd.

     205,157  
140,500   

Link REIT

     960,118  
30,000   

Luk Fook Holdings International Ltd.

     88,148  
122,000   

NWS Holdings Ltd.

     219,229  
63,000   

Prosperity REIT

     25,538  
68,000   

Qingling Motors Co., Ltd. Class H

     22,420  
446,000   

Real Nutriceutical Group Ltd.

     35,482  
402,000   

S.A. Sa International Holdings Ltd.

     160,178  
2,630,000   

Shougang Fushan Resources Group Ltd.

     513,012  
254,000   

Sino Land Co., Ltd.

     419,696  
91,000   

Sitoy Group Holdings Ltd.

     23,222  
184,000   

SmarTone Telecommunications Holdings Ltd.

     253,747  
20,000   

Soundwill Holdings Ltd.

     36,812  
96,000   

Sun Hung Kai Properties Ltd.

     1,321,061  
206,000   

Sunlight Real Estate Investment Trust REIT

     124,492  
79,000   

Swire Pacific Ltd. Class A

     804,845  
371,800   

Swire Properties Ltd.

     1,046,160  
41,000   

TAI Cheung Holdings Ltd.

     37,340  
198,000   

Texwinca Holdings Ltd.

     126,866  
187,000   

Wharf Holdings Ltd.

     1,402,179  
202,000   

Wheelock & Co., Ltd.

     1,227,739  
28,000   

Yuexiu Transport Infrastructure Ltd.

     17,687  
     

 

 

 
             26,330,909  
     

 

 

 
  

Hungary - 0.3%

 

16,117   

MOL Hungarian Oil & Gas plc

     1,135,779  
16,387   

Wizz Air Holdings plc*(3)

     367,891  
     

 

 

 
        1,503,670  
     

 

 

 
  

India - 0.5%

 

154,300   

Infosys Ltd. ADR

     2,124,711  
44,300   

Vedanta Ltd. ADR

     655,640  
     

 

 

 
        2,780,351  
     

 

 

 
  

Indonesia - 0.4%

 

                  2,089,500   

Bank Negara Indonesia Persero Tbk PT

     892,762  
1,206,600   

Bank Pembangunan Daerah Jawa Timur Tbk PT

     55,638  
1,837,000   

Panin Financial Tbk PT*

     24,647  
1,339,200   

Semen Indonesia Persero Tbk PT

     905,731  
91,200   

United Tractors Tbk PT

     149,256  
3,395,300   

Vale Indonesia Tbk PT*

     602,643  
     

 

 

 
             2,630,677  
     

 

 

 


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Ireland - 0.0%

 

45,739   

C&C Group plc

   $ 195,180  
     

 

 

 
  

Isle Of Man - 0.3%

 

166,582   

Playtech plc

     1,740,583  
     

 

 

 
  

Israel - 1.8%

 

61,475   

Babylon Ltd.

     30,806  
                  277,763   

Bank Hapoalim BM

     1,678,291  
468,638   

Bank Leumi Le-Israel BM*

     1,938,338  
247,874   

Bezeq The Israeli Telecommunication Corp. Ltd.

     433,020  
10,220   

FIBI Holdings Ltd.

     184,461  
40,999   

First International Bank Of Israel Ltd.

     616,785  
6,618   

Formula Systems 1985 Ltd.

     256,770  
235,961   

Israel Discount Bank Ltd. Class A*

     490,515  
39,921   

Matrix IT Ltd.

     321,165  
22,400   

Taro Pharmaceutical Industries Ltd.*

     2,340,576  
70,800   

Teva Pharmaceutical Industries Ltd. ADR

     2,366,844  
     

 

 

 
        10,657,571  
     

 

 

 
  

Italy - 1.2%

 

11,242   

ACEA S.p.A.

     137,498  
92,013   

Ascopiave S.p.A.

     270,570  
12,796   

ASTM S.p.A.

     145,178  
24,327   

Azimut Holding S.p.A.

     437,746  
93,623   

Banca Mediolanum S.p.A.

     718,219  
194,636   

Enel S.p.A.

     813,701  
13,057   

La Doria S.p.A.

     117,693  
379,375   

Mediobanca S.p.A.

     3,266,430  
75,223   

Societa Cattolica di Assicurazioni S.c.r.l.

     469,761  
26,865   

UniCredit S.p.A.

     733,332  
21,259   

Vittoria Assicurazioni S.p.A.

     239,818  
     

 

 

 
             7,349,946  
     

 

 

 
  

Japan - 19.0%

 

3,300   

Achilles Corp.

     48,893  
11,400   

ADEKA Corp.

     166,031  
65,200   

Aica Kogyo Co., Ltd.

     1,700,528  
5,800   

Aichi Bank Ltd.

     335,388  
1,300   

Aichi Steel Corp.

     56,901  
7,900   

Ajis Co., Ltd.

     384,532  
30,000   

Akita Bank Ltd.

     94,413  
2,300   

Alpine Electronics, Inc.

     33,586  
22,700   

Amano Corp.

     434,615  
3,400   

Amiyaki Tei Co., Ltd.

     119,003  
348,000   

Aozora Bank Ltd.

     1,267,405  
34,500   

Arakawa Chemical Industries Ltd.

     572,054  
2,200   

Arcland Sakamoto Co., Ltd.

     26,939  
3,300   

Asahi Broadcasting Corp.

     22,029  
18,100   

Asahi Diamond Industrial Co., Ltd.

     135,485  
17,000   

Asahi Holdings, Inc.

     337,259  
169,000   

Asahi Kasei Corp.

     1,576,187  
320,400   

Astellas Pharma, Inc.

     4,300,336  
19,000   

Atsugi Co., Ltd.

     21,017  
172,000   

Awa Bank Ltd.

     1,072,311  
1,500   

Bando Chemical Industries Ltd.

     13,421  
245,000   

Bank of Kyoto Ltd.

     1,915,275  
11,100   

Bank of Nagoya Ltd.

     400,830  
48,600   

Bridgestone Corp.

     1,782,450  
54,100   

Brother Industries Ltd.

     998,570  
12,000   

Bunka Shutter Co., Ltd.

     96,838  
300   

C Uyemura & Co., Ltd.

     13,643  
6,200   

Canon Electronics, Inc.

     94,992  
49,200   

Canon, Inc.

     1,455,650  
1,000   

Central Automotive Products Ltd.

     10,243  
26,500   

Central Japan Railway Co.

     4,282,034  
100,000   

Chiba Bank Ltd.

     654,133  
8,100   

Chiyoda Integre Co., Ltd.

     173,991  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

11,000   

Chugoku Marine Paints Ltd.

   $ 80,015  
2,200   

Cleanup Corp.

     17,451  
3,300   

CONEXIO Corp.

     43,292  
3,100   

Corona Corp.

     31,282  
67,300   

Create SD Holdings Co., Ltd.

     1,484,443  
3,900   

CTS Co., Ltd.

     45,957  
111,500   

Daicel Corp.

     1,232,976  
35,000   

Daiichi Jitsugyo Co., Ltd.

     210,827  
1,800   

Dainichi Co., Ltd.

     11,576  
66,000   

Dainichiseika Color & Chemicals Manufacturing Co., Ltd.

     396,398  
11,000   

Daiwa Industries Ltd.

     95,386  
                  105,000   

Daiwa Securities Group, Inc.

     669,509  
23,300   

DTS Corp.

     527,270  
50,400   

Dynam Japan Holdings Co., Ltd.

     81,216  
8,700   

Eagle Industry Co., Ltd.

     116,774  
6,000   

Eidai Co., Ltd.

     27,309  
5,400   

Enplas Corp.

     159,648  
174,800   

F@N Communications, Inc.

     1,137,103  
23,900   

First Bank of Toyama Ltd.

     109,547  
14,900   

FJ Next Co., Ltd.

     98,107  
15,200   

Foster Electric Co., Ltd.

     237,894  
279,100   

Fudo Tetra Corp.

     511,939  
98,100   

Fuji Heavy Industries Ltd.

               3,925,579  
2,400   

Fuji Kosan Co., Ltd.

     9,733  
9,000   

Fujibo Holdings, Inc.

     267,929  
8,400   

Fujikura Kasei Co., Ltd.

     49,297  
65,600   

Fujikura Rubber Ltd.

     381,807  
7,200   

Fujimori Kogyo Co., Ltd.

     189,316  
1,600   

Fujishoji Co., Ltd.

     16,869  
2,800   

Fujitsu Frontech Ltd.

     36,369  
10,000   

Fujitsu General Ltd.

     196,719  
1,100   

FuKoKu Co., Ltd.

     9,010  
2,100   

Fukuda Denshi Co., Ltd.

     119,672  
5,500   

Fukushima Industries Corp.

     174,149  
14,400   

Future Corp.

     101,168  
17,800   

G-Tekt Corp.

     334,300  
2,400   

Gendai Agency, Inc.

     13,137  
11,600   

Geo Holdings Corp.

     134,008  
42,700   

Gree, Inc.

     230,323  
612,000   

GungHo Online Entertainment, Inc.*

     1,328,926  
117,000   

Gunma Bank Ltd.

     638,210  
237,400   

Hachijuni Bank Ltd.

     1,397,324  
2,900   

Hagihara Industries, Inc.

     67,162  
5,400   

Hakudo Co., Ltd.

     73,568  
2,200   

Hard Off Corp. Co., Ltd.

     22,879  
10,900   

Hazama Ando Corp.

     76,059  
25,500   

Heiwa Corp.

     614,785  
2,800   

HI-LEX Corp.

     73,363  
1,600   

Hirano Tecseed Co., Ltd.

     21,101  
28,800   

Hitachi Chemical Co., Ltd.

     817,662  
26,000   

Hitachi Metals Ltd.

     360,441  
26,000   

Hosokawa Micron Corp.

     182,272  
129,000   

Hyakugo Bank Ltd.

     529,859  
10,400   

I-O Data Device, Inc.

     120,513  
10,500   

Imasen Electric Industrial

     92,936  
8,000   

Inaba Denki Sangyo Co., Ltd.

     283,640  
5,400   

Infocom Corp.

     78,566  
153,900   

Inpex Corp.

     1,510,249  
14,000   

Iwatsu Electric Co., Ltd.*

     10,888  
211,000   

Iyo Bank Ltd.

     1,415,846  
8,100   

Japan Airlines Co., Ltd.

     257,930  
3,900   

Japan Foundation Engineering Co., Ltd.

     11,948  
30,000   

Japan Petroleum Exploration Co., Ltd.

     673,899  
120,500   

Japan Post Bank Co., Ltd.

     1,463,742  
87,400   

Japan Post Holdings Co., Ltd.

     1,097,463  
4,200   

JCU Corp.

     218,608  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

60,600   

JSR Corp.

   $ 1,038,647  
5,100   

Kaga Electronics Co., Ltd.

     88,610  
50,900   

Kaken Pharmaceutical Co., Ltd.

     2,587,669  
6,200   

Kanamoto Co., Ltd.

     161,341  
26,900   

Kanematsu Electronics Ltd.

     623,616  
4,300   

Kato Sangyo Co., Ltd.

     103,280  
                  166,800   

KDDI Corp.

     4,481,646  
43,200   

Keihanshin Building Co., Ltd.

     229,524  
12,300   

Keihin Corp.

     217,673  
22,800   

Kimoto Co., Ltd.

     50,038  
40,400   

Kitz Corp.

     246,069  
2,000   

Koatsu Gas Kogyo Co., Ltd.

     12,995  
18,200   

Konica Minolta, Inc.

     188,534  
15,200   

Konishi Co., Ltd.

     176,064  
4,000   

Kuriyama Holdings Corp.

     65,224  
34,400   

Kuroda Electric Co., Ltd.

     709,574  
19,000   

Kyodo Printing Co., Ltd.

     67,211  
11,200   

Kyokuto Kaihatsu Kogyo Co., Ltd.

     161,127  
4,300   

Lasertec Corp.

     89,693  
42,000   

Lawson, Inc.

               3,065,700  
22,600   

Lintec Corp.

     505,789  
64,000   

Maeda Road Construction Co., Ltd.

     1,106,290  
900   

Maezawa Kyuso Industries Co., Ltd.

     12,161  
1,400   

Mars Engineering Corp.

     26,856  
19,000   

Mazda Motor Corp.

     279,606  
42,700   

MCJ Co., Ltd.

     437,714  
2,900   

Meiko Network Japan Co., Ltd.

     32,140  
9,000   

Meisei Industrial Co., Ltd.

     48,100  
9,000   

Melco Holdings, Inc.

     258,691  
2,900   

Mie Bank Ltd.

     59,936  
9,900   

Mirait Holdings Corp.

     90,189  
3,100   

Mitani Corp.

     89,756  
1,300   

Mitani Sekisan Co., Ltd.

     33,854  
1,800   

Mitsubishi Research Institute, Inc.

     52,071  
55,900   

Mitsubishi UFJ Financial Group, Inc.

     357,957  
14,000   

Mitsuboshi Belting Ltd.

     121,830  
2,800   

Mitsui High-Tec, Inc.

     21,579  
4,200   

Mitsui Sugar Co., Ltd.

     93,410  
41,000   

Mixi, Inc.

     1,778,832  
18,500   

MTI Ltd.

     118,201  
3,900   

Murakami Corp.

     85,094  
15,700   

Namura Shipbuilding Co., Ltd.

     104,506  
2,600   

Natoco Co., Ltd.

     21,043  
11,600   

Neturen Co., Ltd.

     92,415  
110,100   

Nexon Co., Ltd.

     1,676,295  
32,100   

NHK Spring Co., Ltd.

     323,462  
24,800   

Nichicon Corp.

     233,237  
17,600   

Nichiha Corp.

     451,439  
4,000   

Nichireki Co., Ltd.

     32,587  
8,360   

Nichirin Co., Ltd.

     125,878  
40,700   

Nihon Parkerizing Co., Ltd.

     498,468  
33,000   

Nippo Corp.

     623,863  
51,000   

Nippon Electric Glass Co., Ltd.

     293,582  
7,600   

Nippon Gas Co., Ltd.

     218,185  
6,000   

Nippon Hume Corp.

     37,248  
18,800   

Nippon Pillar Packing Co., Ltd.

     227,840  
29,000   

Nippon Road Co., Ltd.

     118,148  
6,800   

Nippon Shokubai Co., Ltd.

     468,649  
40,900   

Nippon Telegraph & Telephone Corp.

     1,806,647  
24,900   

Nissin Kogyo Co., Ltd.

     411,374  
600   

Nissin Sugar Co., Ltd.

     8,959  
5,200   

Nitta Corp.

     141,272  
19,200   

Nitto Kogyo Corp.

     262,066  
19,000   

Nitto Seiko Co., Ltd.

     69,144  
7,000   

Nittoku Engineering Co., Ltd.

     111,526  
13,400   

NOK Corp.

     272,317  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

72,200   

Nomura Holdings, Inc.

   $ 447,557  
                  177,500   

NTT DoCoMo, Inc.

     4,244,036  
7,700   

NuFlare Technology, Inc.

     491,040  
17,200   

Ohara, Inc.

     137,696  
3,500   

Okinawa Cellular Telephone Co.

     110,173  
103,000   

Okura Industrial Co., Ltd.

     488,770  
77,900   

ORIX Corp.

     1,175,295  
248,000   

Osaka Gas Co., Ltd.

     929,609  
15,200   

Osaka Organic Chemical Industry Ltd.

     121,662  
2,800   

Pack Corp.

     73,228  
15,900   

Pegasus Sewing Machine Manufacturing Co., Ltd.

     104,410  
1,200   

Piolax, Inc.

     77,389  
46,700   

Press Kogyo Co., Ltd.

     211,974  
20,400   

Rheon Automatic Machinery Co., Ltd.

     198,093  
1,100   

Riken Corp.

     41,769  
13,900   

Riken Keiki Co., Ltd.

     209,167  
3,800   

Roland DG Corp.

     114,246  
9,000   

Sakai Chemical Industry Co., Ltd.

     31,775  
85,100   

San-In Godo Bank Ltd.

     710,412  
2,000   

Sanko Metal Industrial Co., Ltd.

     56,557  
13,700   

Sansei Technologies, Inc.

     120,587  
2,000   

Sansha Electric Manufacturing Co., Ltd.

     8,682  
33,000   

Sanyo Denki Co., Ltd.

     257,964  
51,200   

Sega Sammy Holdings, Inc.

     803,939  
11,000   

Sekisui Jushi Corp.

     175,322  
17,000   

Shikoku Chemicals Corp.

     167,452  
13,400   

Shimamura Co., Ltd.

     1,756,308  
97,200   

Shin-Etsu Polymer Co., Ltd.

     714,466  
32   

Shinkin Central Bank Class A, (Preference Shares)

     65,726  
70,600   

Shinnihon Corp.

     544,301  
524,000   

Shinsei Bank Ltd.

     901,246  
195,000   

Shizuoka Bank Ltd.

               1,696,816  
19,000   

Shizuoka Gas Co., Ltd.

     123,320  
16,000   

Showa Sangyo Co., Ltd.

     84,761  
42,000   

Sinko Industries Ltd.

     524,621  
9,400   

Sintokogio Ltd.

     85,452  
3,600   

SNT Corp.

     22,537  
7,600   

Softcreate Holdings Corp.

     93,307  
99,100   

Sony Financial Holdings, Inc.

     1,659,745  
26,000   

SRA Holdings

     594,523  
4,200   

St Marc Holdings Co., Ltd.

     126,550  
21,600   

Studio Alice Co., Ltd.

     413,236  
5,200   

Sumitomo Densetsu Co., Ltd.

     58,975  
28,800   

Sumitomo Mitsui Financial Group, Inc.

     1,129,881  
98,200   

Sumitomo Rubber Industries Ltd.

     1,533,780  
5,500   

Sumitomo Seika Chemicals Co., Ltd.

     228,926  
3,000   

Suncall Corp.

     14,347  
10,300   

Suzuki Motor Corp.

     397,506  
38,000   

T RAD Co., Ltd.

     97,378  
1,200   

T&K Toka Co., Ltd.

     11,036  
10,500   

Takara Standard Co., Ltd.

     176,601  
57,000   

Takisawa Machine Tool Co., Ltd.

     86,224  
8,000   

Tayca Corp.

     50,292  
36,600   

Techno Smart Corp.

     264,829  
9,000   

TKC Corp.

     271,722  
39,800   

Toagosei Co., Ltd.

     426,059  
10,000   

Togami Electric Manufacturing Co., Ltd.

     44,485  
1,800   

Tokai Corp.

     63,264  
86,800   

TOKAI Holdings Corp.

     618,963  
2,030   

Token Corp.

     143,441  
142,000   

Tokyo Gas Co., Ltd.

     630,176  
22,000   

Tokyo Tekko Co., Ltd.

     93,420  
4,900   

Toppan Forms Co., Ltd.

     50,825  
23,400   

Toshiba Plant Systems & Services Corp.

     352,504  
361,000   

Towa Bank Ltd.

     366,679  
15,000   

Toyo Kohan Co., Ltd.

     54,479  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

9,300   

Toyo Machinery & Metal Co., Ltd.

   $ 45,303  
14,500   

Toyoda Gosei Co., Ltd.

     349,287  
15,100   

Toyota Boshoku Corp.

     334,789  
5,300   

Toyota Industries Corp.

     255,778  
7,500   

TPR Co., Ltd.

     213,806  
23,900   

TS Tech Co., Ltd.

     609,960  
6,700   

Unipres Corp.

     141,355  
3,100   

Utoc Corp.

     11,089  
44,300   

Wakita & Co., Ltd.

     409,908  
12,000   

Weathernews, Inc.

     371,726  
12,900   

Yahagi Construction Co., Ltd.

     121,339  
                  129,000   

Yamanashi Chuo Bank Ltd.

     606,629  
22,900   

Yamazen Corp.

     195,930  
1,000   

Yellow Hat Ltd.

     22,903  
3,000   

Yodogawa Steel Works Ltd.

     85,569  
18,700   

Yorozu Corp.

     259,867  
5,400   

Yossix Co., Ltd.

     64,041  
3,600   

Yuasa Trading Co., Ltd.

     97,320  
     

 

 

 
              112,434,676  
     

 

 

 
  

Jersey - 0.1%

 

230,318   

Highland Gold Mining Ltd.

     504,874  
     

 

 

 
  

Kazakhstan - 0.0%

 

20,279   

KCell JSC GDR

     73,410  
     

 

 

 
  

Luxembourg - 0.0%

 

1,102   

Sword Group

     36,580  
     

 

 

 
  

Malaysia - 0.3%

 

48,400   

AFFIN Holdings Bhd

     26,661  
606,800   

AMMB Holdings Bhd

     627,422  
221,000   

Astro Malaysia Holdings Bhd

     135,708  
100,480   

Berjaya Sports Toto Bhd

     66,465  
63,800   

British American Tobacco Malaysia Bhd

     667,455  
66,700   

Hong Leong Bank Bhd

     198,532  
35,200   

Lingkaran Trans Kota Holdings Bhd

     46,886  
91,700   

Padini Holdings Bhd

     50,513  
     

 

 

 
        1,819,642  
     

 

 

 
  

Mexico - 0.4%

 

682,400   

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

     996,431  
610,200   

Kimberly-Clark de Mexico S.A.B. de C.V. Class A

     1,098,176  
50   

Urbi Desarrollos Urbanos S.A.B. de C.V.*

     16  
     

 

 

 
        2,094,623  
     

 

 

 
  

Netherlands - 0.9%

 

18,625   

Aegon N.V.

     101,236  
61,132   

Arcadis N.V.

     831,242  
61,422   

BinckBank N.V.

     352,042  
37,401   

Boskalis Westminster

     1,383,758  
44,142   

NN Group N.V.

     1,563,326  
38,212   

Royal Dutch Shell plc Class A

     1,035,184  
     

 

 

 
             5,266,788  
     

 

 

 
  

New Zealand - 0.2%

 

66,740   

SKY Network Television Ltd.

     227,196  
171,284   

Trade Me Group Ltd.

     632,995  
     

 

 

 
        860,191  
     

 

 

 
  

Norway - 1.6%

 

78,836   

Aker Solutions ASA*

     425,107  
28,838   

Fred Olsen Energy ASA*

     62,141  
294,610   

Kvaerner ASA*

     387,863  
9,386   

Salmar ASA

     265,654  
84,277   

SpareBank 1 Nord Norge

     554,316  
181,743   

Statoil ASA

     3,388,997  
115,342   

Telenor ASA

     1,828,455  
45,789   

TGS Nopec Geophysical Co. ASA

     1,099,371  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

30,226   

Yara International ASA

   $ 1,274,497  
     

 

 

 
        9,286,401  
     

 

 

 
  

Peru - 0.1%

 

57,900   

Cia de Minas Buenaventura SAA ADR

     798,441  
     

 

 

 
  

Philippines - 0.0%

 

1,030,000   

Global Ferronickel Holdings, Inc.*

     58,656  
1,207,200   

Nickel Asia Corp.

     164,966  
     

 

 

 
        223,622  
     

 

 

 
  

Poland - 0.6%

 

42,667   

KGHM Polska Miedz S.A.

     1,323,357  
1,225,282   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

     1,682,627  
105,129   

Powszechna Kasa Oszczednosci Bank Polski S.A.*

     806,548  
     

 

 

 
        3,812,532  
     

 

 

 
  

Portugal - 0.1%

 

67,326   

Altri SGPS S.A.

     295,295  
     

 

 

 
  

Russia - 1.0%

 

139,597   

Gazprom PJSC ADR

     692,635  
31,814   

Lukoil PJSC ADR

     1,788,106  
52,054   

MMC Norilsk Nickel PJSC ADR

     842,234  
27,400   

Mobile TeleSystems PJSC ADR

     286,878  
276,333   

Surgutneftegas OJSC ADR

     1,485,139  
17,787   

Tatneft PJSC ADR

     725,125  
     

 

 

 
        5,820,117  
     

 

 

 
  

Singapore - 1.9%

 

14,100   

Boustead Projects Ltd.*

     7,353  
47,000   

Boustead Singapore Ltd.

     26,914  
226,600   

Cache Logistics Trust REIT

     130,576  
127,500   

Cambridge Industrial Trust REIT

     51,114  
566,600   

CapitaLand Commerical Trust REIT

     613,839  
615,100   

CapitaLand Mall Trust REIT

     845,213  
493,500   

CapitaLand Retail China Trust REIT

     497,229  
148,600   

First Real Estate Investment Trust REIT

     133,907  
2,200   

Haw Par Corp. Ltd.

     15,033  
858,800   

M1 Ltd.

     1,223,871  
639,300   

Mapletree Greater China Commercial Trust REIT

     434,051  
734,200   

Mapletree Industrial Trust REIT

     856,962  
19,000   

Metro Holdings Ltd.

     14,290  
189,100   

Oversea-Chinese Banking Corp. Ltd.

     1,261,223  
                  1,531,300   

Singapore Telecommunications Ltd.

     4,204,789  
48,750   

UMS Holdings Ltd.

     21,446  
49,000   

UOL Group Ltd.

     221,925  
59,400   

Venture Corp. Ltd.

     429,704  
74,300   

Wing Tai Holdings Ltd.

     91,618  
     

 

 

 
             11,081,057  
     

 

 

 
  

South Africa - 2.6%

 

65,890   

AECI Ltd.

     503,531  
26,100   

AngloGold Ashanti Ltd. ADR*

     331,731  
94,332   

Exxaro Resources Ltd.

     744,295  
118,200   

Gold Fields Ltd. ADR

     414,882  
154,300   

Harmony Gold Mining Co., Ltd. ADR

     393,465  
100,365   

Kumba Iron Ore Ltd.*

     1,547,975  
15,860   

Lewis Group Ltd.

     48,080  
51,431   

Liberty Holdings Ltd.

     419,845  
968,492   

MMI Holdings Ltd.

     1,781,754  
31,660   

Mondi plc

     699,754  
173,172   

MTN Group Ltd.

     1,614,802  
24,110   

Reunert Ltd.

     122,787  
88,135   

RMB Holdings Ltd.

     425,226  
1,044,457   

S.A. Corporate Real Estate Fund Nominees Pty Ltd. REIT

     441,811  
376,140   

Sanlam Ltd.Santam Ltd.

     1,817,079  
13,071   

Santam Ltd.

     232,931  
145,888   

Sibanye Gold Ltd.

     329,844  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

283,455   

Truworths International Ltd.

   $ 1,703,885  
161,110   

Vodacom Group Ltd.

     1,805,501  
192,682   

Vukile Property Fund Ltd. REIT

     267,395  
3,806   

Wilson Bayly Holmes-Ovcon Ltd.

     41,359  
     

 

 

 
              15,687,932  
     

 

 

 
  

South Korea - 4.1%

 

490   

Daechang Forging Co., Ltd.

     19,206  
240   

Dongil Industries Co., Ltd.

     16,522  
2,098   

Dongyang E&P, Inc.

     24,605  
5,220   

e-LITECOM Co., Ltd.

     41,659  
4,600   

Eugene Technology Co., Ltd.

     64,970  
482   

GS Home Shopping, Inc.

     75,146  
28,654   

Hankook Tire Co., Ltd.

     1,398,291  
              227,131   

Hanwha Life Insurance Co., Ltd.

     1,259,886  
1,096   

Hy-Lok Corp.

     18,644  
1,427   

Hyundai Home Shopping Network Corp.

     133,232  
7,810   

Hyundai Hy Communications & Network Co., Ltd.

     26,345  
5,293   

Hyundai Mobis Co., Ltd.

     1,101,135  
1,256   

Hyundai Motor Co.

     151,208  
2,366   

INTOPS Co., Ltd.

     20,140  
1,950   

Kangnam Jevisco Co., Ltd.

     60,792  
77,677   

Kangwon Land, Inc.

     2,185,731  
53,312   

KB Financial Group, Inc.

     2,157,288  
37,127   

KT&G Corp.

     3,216,095  
6,260   

LG Chem Ltd.

     1,411,605  
1,714   

Lotte Chemical Corp.

     555,436  
100   

Mi Chang Oil Industrial Co., Ltd.

     8,005  
150,637   

Mirae Asset Daewoo Co., Ltd.

     1,142,898  
358   

Samchully Co., Ltd.

     29,873  
2,856   

Sammok S-Form Co., Ltd.

     34,636  
2,599   

Samsung Electronics Co., Ltd.

     4,420,314  
520   

Sebang Co., Ltd.

     6,600  
2,829   

Sebang Global Battery Co., Ltd.

     84,335  
630   

Sewon Precision Industry Co., Ltd.

     9,648  
51,152   

Shinhan Financial Group Co., Ltd.

     2,021,643  
4,058   

Silicon Works Co., Ltd.

     111,409  
6,388   

SK Innovation Co., Ltd.

     865,382  
8,662   

SK Telecom Co., Ltd.

     1,660,562  
4,700   

Yoosung Enterprise Co., Ltd.

     17,586  
     

 

 

 
        24,350,827  
     

 

 

 
  

Spain - 1.1%

 

146,727   

Banco Popular Espanol S.A.

     151,933  
38,061   

Cia de Distribucion Integral Logista Holdings S.A.

     920,003  
16,564   

CIE Automotive S.A.

     308,165  
33,082   

Endesa S.A.

     682,234  
25,895   

Grupo Catalana Occidente S.A.

     844,170  
144,099   

Repsol S.A.

     2,135,790  
24,264   

Viscofan S.A.

     1,233,878  
     

 

 

 
        6,276,173  
     

 

 

 
  

Sweden - 3.0%

 

80,535   

Alfa Laval AB

     1,505,697  
102,692   

Axfood AB

     1,688,535  
1,176   

B&B Tools AB Class B

     26,956  
55,664   

Boliden AB

     1,623,851  
53,511   

Bure Equity AB

     603,868  
52,367   

Intrum Justitia AB

     1,762,985  
50,169   

Investor AB Class B

     2,002,557  
25,556   

Kinnevik AB Class B

     656,086  
98,108   

SKF AB Class B

     1,974,111  
101,087   

Swedish Match AB

     3,291,063  
280,132   

Telefonaktiebolaget LM Ericsson Class B

     1,657,914  
262,225   

Telia Co., AB

     1,063,699  
     

 

 

 
        17,857,322  
     

 

 

 


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Switzerland - 5.1%

 

183,790   

ABB Ltd.

   $ 4,379,869  
18,052   

Adecco Group AG

     1,291,707  
18,666   

BKW AG

     942,213  
1,891   

Bucher Industries AG

     513,216  
129,691   

Credit Suisse Group AG

     1,979,749  
12,811   

Kuehne + Nagel International AG

     1,752,903  
50,029   

Nestle S.A.

     3,665,350  
60,743   

Novartis AG

     4,484,506  
8,803   

PSP Swiss Property AG

     792,095  
17,221   

Roche Holding AG

     4,080,485  
43,560   

Swiss Re AG

     4,070,622  
152,406   

UBS Group AG

     2,476,800  
     

 

 

 
             30,429,515  
     

 

 

 
  

Taiwan - 4.0%

 

10,000   

104 Corp.

     44,328  
71,710   

Ardentec Corp.

     53,464  
14,000   

Aten International Co., Ltd.

     36,097  
52,000   

Audix Corp.

     58,722  
47,000   

Casetek Holdings Ltd.

     144,554  
111,000   

Cheng Shin Rubber Industry Co., Ltd.

     220,979  
243,000   

Chicony Electronics Co., Ltd.

     573,268  
167,600   

Chimei Materials Technology Corp.

     73,251  
436,000   

China Motor Corp.

     398,600  
              1,086,000   

Chunghwa Telecom Co., Ltd.

     3,542,206  
39,000   

Cleanaway Co., Ltd.

     203,332  
28,080   

CviLux Corp.

     26,137  
76,420   

Cyberlink Corp.

     171,388  
40,000   

Draytek Corp.

     41,456  
24,000   

Elite Advanced Laser Corp.

     95,511  
133,000   

Everlight Electronics Co., Ltd.

     208,065  
885,000   

Far EasTone Telecommunications Co., Ltd.

     2,102,723  
24,000   

Feng Hsin Iron & Steel Co.

     36,675  
21,869   

FLEXium Interconnect, Inc.

     62,822  
113,000   

Flytech Technology Co., Ltd.

     352,834  
594,440   

Foxconn Technology Co., Ltd.

     1,677,718  
141,000   

Greatek Electronics, Inc.

     178,356  
35,000   

Hanpin Electron Co., Ltd.

     46,101  
34,000   

Holiday Entertainment Co., Ltd.

     55,210  
664,700   

Hon Hai Precision Industry Co., Ltd.

     1,782,578  
118,000   

Inventec Corp.

     88,747  
2,000   

KD Holding Corp.

     11,166  
153,000   

King’s Town Bank Co., Ltd.

     139,994  
134,000   

Kinsus Interconnect Technology Corp.

     308,512  
123,000   

LCY Chemical Corp.

     173,989  
439,257   

Lite-On Technology Corp.

     663,474  
65,000   

Lumax International Corp. Ltd.

     105,881  
11,000   

Microlife Corp.

     26,670  
85,000   

New Era Electronics Co., Ltd.

     59,745  
267,000   

Novatek Microelectronics Corp.

     945,690  
86,000   

Phison Electronics Corp.

     680,779  
40,000   

Polytronics Technology Corp.

     74,391  
139,000   

Quanta Computer, Inc.

     283,399  
3,841   

Raydium Semiconductor Corp.

     6,773  
67,470   

Realtek Semiconductor Corp.

     235,464  
20,000   

Shin Zu Shing Co., Ltd.

     56,898  
247,000   

Simplo Technology Co., Ltd.

     738,474  
32,000   

Sirtec International Co., Ltd.

     45,514  
59,000   

Sonix Technology Co., Ltd.

     60,517  
11,000   

St Shine Optical Co., Ltd.

     207,836  
69,000   

Taiwan Semiconductor Co., Ltd.

     80,023  
141,800   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     4,383,038  
48,000   

Taiwan Shin Kong Security Co., Ltd.

     60,869  
93,302   

Test Research, Inc.

     112,766  
32,000   

Thinking Electronic Industrial Co., Ltd.

     69,206  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

216,000   

Transcend Information, Inc.

   $ 589,166  
185,000   

Tripod Technology Corp.

     450,969  
94,000   

TXC Corp.

     127,680  
42,000   

United Integrated Services Co., Ltd.

     68,883  
262,000   

Vanguard International Semiconductor Corp.

     473,494  
14,094   

Win Semiconductors Corp.

     42,403  
32,018   

Yageo Corp.

     77,629  
33,000   

Zippy Technology Corp.

     37,764  
     

 

 

 
             23,674,178  
     

 

 

 
  

Thailand - 2.0%

 

444,400   

Advanced Info Service PCL NVDR

     2,007,248  
380,600   

Bangkok Bank PCL NVDR

     1,886,908  
582,300   

BEC World PCL NVDR

     292,721  
210,800   

Hana Microelectronics PCL NVDR

     254,540  
352,400   

LPN Development PCL NVDR

     120,139  
461,300   

Pruksa Holding PCL NVDR

     305,262  
5,500   

PTT Exploration & Production PCL

     15,308  
                  655,200   

PTT Exploration & Production PCL NVDR

     1,824,169  
6,100   

PTT PCL

     69,992  
88,000   

PTT PCL NVDR

     1,010,054  
47,100   

Ratchaburi Electricity Generating Holding PCL NVDR

     68,256  
150,900   

Siam Cement PCL NVDR

     2,169,124  
195,100   

Siam Commercial Bank PCL NVDR

     837,053  
441,400   

Thai Oil PCL NVDR

     899,668  
66,600   

Thai Vegetable Oil PCL NVDR

     77,552  
     

 

 

 
        11,837,994  
     

 

 

 
  

Turkey - 0.9%

 

126,900   

Adana Cimento Sanayii TAS

     30,269  
7,670   

Akcansa Cimento AS

     28,832  
101,625   

Enka Insaat ve Sanayi AS

     154,707  
104,355   

Eregli Demir ve Celik Fabrikalari T.A.S.

     160,801  
22,963   

Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS*

     12,233  
165,852   

Koza Altin Isletmeleri AS*

     779,730  
258,102   

Soda Sanayii AS

     403,589  
25,826   

TAV Havalimanlari Holding AS

     106,292  
726,510   

Turkiye Garanti Bankasi AS

     1,604,760  
403,889   

Turkiye Halk Bankasi AS

     1,203,669  
471,700   

Turkiye Is Bankasi

     745,603  
     

 

 

 
        5,230,485  
     

 

 

 
  

Ukraine - 0.0%

 

7,316   

Kernel Holding S.A.

     145,754  
     

 

 

 
  

United Kingdom - 11.5%

 

57,733   

Admiral Group plc

     1,293,455  
142,962   

Ashmore Group plc

     559,344  
10,101   

AstraZeneca plc

     536,050  
1,491,970   

Barclays plc

     4,140,692  
121,815   

Barratt Developments plc

     734,611  
307,442   

Beazley plc

     1,572,750  
25,446   

Bellway plc

     797,546  
14,808   

Berendsen plc

     155,486  
13,107   

British American Tobacco plc

     809,067  
35,272   

Britvic plc

     278,069  
90,406   

Cairn Energy plc*

     258,876  
161,037   

Capita plc

     1,016,006  
48,958   

Close Brothers Group plc

     895,378  
17,301   

Computacenter plc

     172,594  
29,019   

Dart Group plc

     186,180  
69,621   

Debenhams plc

     46,025  
8,910   

Derwent London plc REIT

     277,181  
86,059   

Direct Line Insurance Group plc

     385,527  
165,262   

Dunelm Group plc

     1,413,716  
62,962   

Essentra plc

     325,095  
29,212   

Gem Diamonds Ltd.

     45,017  
167,362   

GKN plc

     725,645  


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

44,985   

Go-Ahead Group plc

   $ 1,273,726  
72,340   

Greggs plc

     887,614  
213,767   

Halfords Group plc

     975,846  
420,471   

Hansteen Holdings plc REIT

     581,847  
641,025   

HSBC Holdings plc

     5,464,903  
131,183   

IG Group Holdings plc

     881,877  
169,754   

IMI plc

     2,497,806  
69,929   

Imperial Brands plc

     3,239,645  
25,901   

Inchcape plc

     234,424  
623,451   

Indivior plc

     2,328,221  
329,496   

Ithaca Energy, Inc.*

     437,285  
439,386   

ITV plc

     1,127,476  
80,703   

Jupiter Fund Management plc

     409,179  
747,892   

Legal & General Group plc

     2,218,020  
                  1,687,660   

Lloyds Banking Group plc

     1,384,220  
225,536   

Lonmin plc*

     362,354  
125,584   

Marks & Spencer Group plc

     532,301  
158,287   

Meggitt plc

     834,798  
24,974   

Millennium & Copthorne Hotels plc

     135,898  
417,861   

Mitie Group plc

     1,057,255  
29,662   

Next plc

     1,431,217  
93,751   

Novae Group plc

     741,245  
784,320   

Ophir Energy plc*

     928,082  
3,001,783   

Pan African Resources plc

     585,317  
55,113   

PayPoint plc

     669,037  
7,934   

Persimmon plc

     193,243  
53,817   

QinetiQ Group plc

     178,997  
140,837   

Restaurant Group plc

     520,682  
45,823   

Rio Tinto Ltd.

     2,324,574  
45,369   

Rio Tinto plc

     2,009,981  
768,163   

Royal Bank of Scotland Group plc*

     2,151,979  
81,094   

Royal Mail plc

     421,150  
435,415   

Senior plc

     1,086,695  
288,231   

Soco International plc

     557,489  
169,146   

Standard Chartered plc*

     1,656,336  
83,136   

Subsea 7 S.A.*

     1,131,281  
68,191   

Unilever N.V.

     2,765,948  
26,523   

Unilever plc

     1,074,336  
100,349   

WH Smith plc

     2,063,068  
671,620   

William Hill plc

     2,190,758  
3,706   

Zytronic plc

     18,299  
     

 

 

 
        68,188,719  
     

 

 

 
  

United States - 0.1%

 

287,400   

Alacer Gold Corp.*

     530,075  
163,200   

Argonaut Gold, Inc.*

     304,765  
     

 

 

 
        834,840  
     

 

 

 
  

Total Common Stocks
(cost $552,657,428)

          571,956,541  
     

 

 

 

Preferred Stocks - 0.2%

 

  

Brazil - 0.2%

 

371,970   

Itausa - Investimentos Itau S.A. *

     1,095,453  
     

 

 

 
  

Total Preferred Stocks
(cost $805,149)

     1,095,453  
     

 

 

 

Closed End Funds - 0.2%

 

  

Other Investment Pools & Funds - 0.2%

 

24,762   

Tetragon Financial Group Ltd.

     314,477  
     

 

 

 
442,484   

HICL Infrastructure Co. Ltd.

     896,414  
     

 

 

 
  

Total Closed End Funds
(cost $1,228,806)

     1,210,891  
     

 

 

 


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Long-Term Investments
(cost $554,691,383)

 

     574,262,885  

Short-Term Investments - 4.0%

 

  

Other Investment Pools & Funds - 4.0%

 

24,086,747   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

 

   $ 24,086,747  
        

 

 

 
  

Total Short-Term Investments
(cost $24,086,747)

 

     24,086,747  
        

 

 

 
  

Total Investments
(cost $578,778,130)^

     100.8%      $ 598,349,632  
  

Other Assets & Liabilities

     (0.8)%        (4,906,838
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     593,442,794  
     

 

 

    

 

 

 

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

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

 

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

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

^

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

Unrealized Appreciation

   $ 42,867,376  

Unrealized Depreciation

     (23,295,874
  

 

 

 

Net Unrealized Appreciation

   $      19,571,502  
  

 

 

 

 

* 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 January 31, 2017, the aggregate fair value of these securities was $16,403, 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.
(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  
  06/2012          221,016      Asian Citrus Holdings Ltd.    $ 113,181  
  06/2008          22,416      BGP Holdings plc       
  07/2013          510,000      China Lumena New Materials Corp.      98,067  
  10/2012          80,000      China Taifeng Beddings Holdings Ltd.      22,473  
        

 

 

 
         $             233,721  
        

 

 

 

At January 31, 2017, the aggregate value of these securities was $16,403, which represents 0.0% of total net assets.

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $2,998,210, which represents 0.5% of total net assets.


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2017  
Description      Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)

Long position contracts:

 

              

EAFE (mini MSCI) Index Future

 

     59        03/17/2017      $         4,974,859      $         5,098,780      $ 123,921  
                

 

 

 

              
                

 

 

 

Total futures contracts

 

   $             123,921  
                

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency   Buy / Sell      Delivery Date          Counterparty      Contract
Amount
     Market Value †      Unrealized
Appreciation/
(Depreciation)

TRY

    Sell         02/15/17        CBK      $ 2,702,972      $ 2,572,890      $ 130,082  

ZAR

    Sell         02/15/17        BCLY        3,832,190        3,895,004        (62,814
                

 

 

 

Total

 

   $             67,268  
                

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY  

Barclays

BOA  

Banc of America Securities LLC

CBK  

Citibank NA

Currency Abbreviations:

GBP  

British Pound

TRY  

Turkish Lira

ZAR  

South African Rand

Index Abbreviations:

EAFE  

Europe, Australasia and Far East

MSCI  

Morgan Stanley Capital International

Other Abbreviations:

ADR  

American Depositary Receipt

GDR  

Global Depositary Receipt

JSC  

Joint Stock Company

NVDR  

Non-Voting Depositary Receipt

OJSC  

Open Joint Stock Company

PJSC  

Private Joint Stock Company

REIC  

Real Estate Investment Company

REIT  

Real Estate Investment Trust


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Australia

   $ 31,623,119       $ 620,949       $ 31,000,712       $ 1,458   

Austria

     3,218,565         —         3,218,565         —   

Belgium

     5,405,910         629,714         4,776,196         —   

Brazil

     9,887,889         9,887,889         —         —   

Cambodia

     99,761         —         99,761         —   

Canada

     22,970,485         22,970,485         —         —   

Cayman Islands

     769,027         —         769,027         —   

Chile

     1,144,311         1,144,311         —         —   

China

     23,526,121         330,982         23,195,139         —   

Denmark

     6,069,730         626,839         5,442,891         —   

Finland

     2,663,068         —         2,663,068         —   

France

     27,846,275         167,727         27,678,548         —   

Gabon

     115,889         115,889         —         —   

Germany

     22,742,016         638,036         22,103,980         —   

Greece

     1,763,500         647,131         1,116,369         —   

Hong Kong

     26,330,909         298,881         26,017,083         14,945   

Hungary

     1,503,670         —         1,503,670         —   

India

     2,780,351         2,780,351         —         —   

Indonesia

     2,630,677         —         2,630,677         —   

Ireland

     195,180         195,180         —         —   

Isle Of Man

     1,740,583         —         1,740,583         —   

Israel

     10,657,571         4,738,226         5,919,345         —   

Italy

     7,349,946         1,380,518         5,969,428         —   

Japan

     112,434,676         —         112,434,676         —   

Jersey

     504,874         —         504,874         —   

Kazakhstan

     73,410         73,410         —         —   

Luxembourg

     36,580         36,580         —         —   

Malaysia

     1,819,642         993,688         825,954         —   

Mexico

     2,094,623         2,094,623         —         —   

Netherlands

     5,266,788         —         5,266,788         —   

New Zealand

     860,191         —         860,191         —   

Norway

     9,286,401         554,316         8,732,085         —   

Peru

     798,441         798,441         —         —   

Philippines

     223,622         —         223,622         —   

Poland

     3,812,532         —         3,812,532         —   

Portugal

     295,295         —         295,295         —   

Russia

     5,820,117         2,917,218         2,902,899         —   

Singapore

     11,081,057         1,597,334         9,483,723         —   

South Africa

     15,687,932         5,039,679         10,648,253         —   

South Korea

     24,350,827         2,387,636         21,963,191         —   

Spain

     6,276,173         —         6,276,173         —   

Sweden

     17,857,322         26,956         17,830,366         —   

Switzerland

     30,429,515         942,213         29,487,302         —   

Taiwan

     23,674,178         5,485,062         18,189,116         —   

Thailand

     11,837,994         760,835         11,077,159         —   

Turkey

     5,230,485         446,091         4,784,394         —   

Ukraine

     145,754         —         145,754         —   

United Kingdom

     68,188,719         4,347,729         63,840,990         —   

United States

     834,840         834,840         —         —   

Preferred Stocks

     1,095,453         1,095,453         —         —   

Closed End Funds

     1,210,891         314,477         896,414         —   

Short-Term Investments

     24,086,747         24,086,747         —         —   

Foreign Currency Contracts(2)

     130,082         —         130,082         —   

Futures Contracts(2)

     123,921         123,921         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   598,603,635       $   102,130,357       $   496,456,875       $   16,403   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (62,814)      $ —       $ (62,814)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (62,814)      $ —       $ (62,814)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 


 

Hartford Schroders International Multi-Cap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(1) For the period ended January 31, 2017, investments valued at $3,380,428 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $8,186,649 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

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


 

Hartford Schroders International Stock Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.9%

 

  

Australia - 3.7%

 

184,061   

BHP Billiton plc

   $         3,356,867  
295,215   

Brambles Ltd.

     2,333,088  
     

 

 

 
        5,689,955  
     

 

 

 
  

Belgium - 2.2%

 

31,839   

KBC Group N.V.

     2,067,850  
19,132   

UCB S.A.

     1,321,449  
     

 

 

 
        3,389,299  
     

 

 

 
  

Brazil - 1.2%

 

123,800   

Telefonica Brasil S.A. (Preference Shares)

     1,833,565  
     

 

 

 
  

Canada - 2.4%

 

89,279   

Goldcorp, Inc.

     1,443,558  
44,367   

Toronto-Dominion Bank

     2,298,390  
     

 

 

 
        3,741,948  
     

 

 

 
  

China - 2.0%

 

18,215   

Alibaba Group Holding Ltd. ADR*

     1,845,362  
49,600   

Tencent Holdings Ltd.

     1,296,810  
     

 

 

 
        3,142,172  
     

 

 

 
  

France - 3.1%

 

44,279   

Danone S.A.

     2,775,793  
17,306   

Essilor International S.A.

     2,030,274  
     

 

 

 
        4,806,067  
     

 

 

 
  

Germany - 16.2%

 

32,831   

BASF SE

     3,169,300  
28,307   

Bayer AG

     3,144,316  
32,102   

Bayerische Motoren Werke AG

     2,931,239  
37,759   

Brenntag AG

     2,196,712  
14,573   

Continental AG

     2,852,862  
141,713   

Deutsche Telekom AG

     2,480,969  
31,209   

Fresenius Medical Care AG & Co. KGaA

     2,547,425  
65,016   

GEA Group AG

     2,694,066  
32,586   

SAP SE

     2,979,995  
     

 

 

 
        24,996,884  
     

 

 

 
  

Hong Kong - 5.8%

 

578,600   

AIA Group Ltd.

     3,582,315  
674,500   

BOC Hong Kong Holdings Ltd.

     2,696,571  
69,828   

Jardine Strategic Holdings Ltd.

     2,661,223  
     

 

 

 
        8,940,109  
     

 

 

 
  

India - 1.1%

 

76,490   

HDFC Bank Ltd.

     1,634,763  
     

 

 

 
  

Ireland - 1.3%

 

27,550   

Kerry Group plc Class A

     1,936,088  
     

 

 

 
  

Israel - 2.3%

 

35,625   

Check Point Software Technologies Ltd.*

     3,518,681  
     

 

 

 
  

Italy - 1.4%

 

930,504   

Intesa Sanpaolo S.p.A.

     2,185,623  
     

 

 

 
  

Japan - 22.7%

 

81,900   

Bridgestone Corp.

     3,003,758  
49,800   

Fuji Heavy Industries Ltd.

     1,992,801  
61,300   

Japan Tobacco, Inc.

     1,977,265  
122,500   

KDDI Corp.

     3,291,376  
7,000   

Keyence Corp.

     2,718,569  
202,600   

Kubota Corp.

     3,220,786  
163,800   

ORIX Corp.

     2,471,288  
53,900   

Otsuka Holdings Co., Ltd.

     2,483,065  
60,200   

Recruit Holdings Co., Ltd.

     2,635,292  
192,700   

Sekisui Chemical Co., Ltd.

     3,144,388  


 

Hartford Schroders International Stock Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

10,400   

SMC Corp.

   $ 2,838,973  
71,600   

Sumitomo Mitsui Financial Group, Inc.

     2,809,011  
60,700   

Suntory Beverage & Food Ltd.

     2,582,639  
     

 

 

 
                35,169,211  
     

 

 

 
  

Netherlands - 3.3%

 

17,648   

ASML Holding N.V.

     2,142,886  
109,852   

Royal Dutch Shell plc Class A

     2,975,832  
     

 

 

 
        5,118,718  
     

 

 

 
  

Norway - 4.9%

 

142,509   

DNB ASA

     2,377,408  
466,701   

Norsk Hydro ASA

     2,662,216  
133,870   

Statoil ASA

     2,496,300  
     

 

 

 
        7,535,924  
     

 

 

 
  

South Korea - 1.6%

 

3,769   

NAVER Corp.

     2,461,961  
     

 

 

 
  

Spain - 1.3%

 

305,149   

Banco Bilbao Vizcaya Argentaria S.A.

     2,075,193  
     

 

 

 
  

Sweden - 1.3%

 

104,417   

Assa Abloy AB Class B

     1,975,827  
     

 

 

 
  

Switzerland - 6.8%

 

13,506   

Lonza Group AG

     2,481,310  
65,551   

Nestle S.A.

     4,802,562  
13,475   

Roche Holding AG

     3,192,877  
     

 

 

 
        10,476,749  
     

 

 

 
  

Taiwan - 1.9%

 

502,000   

Taiwan Semiconductor Manufacturing Co., Ltd.

     2,991,348  
     

 

 

 
  

United Kingdom - 11.2%

 

463,904   

Aviva plc

     2,793,109  
769,134   

Barclays plc

     2,134,592  
150,518   

Burberry Group plc

     3,112,629  
143,970   

Diageo plc

     3,999,175  
2,899,965   

Lloyds Banking Group plc

     2,378,553  
34,721   

Reckitt Benckiser Group plc

     2,979,253  
     

 

 

 
        17,397,311  
     

 

 

 
  

United States - 1.2%

 

614,700   

Samsonite International S.A.

     1,930,490  
     

 

 

 
  

Total Common Stocks
(cost $137,520,400)

     152,947,886  
     

 

 

 
  

Total Long-Term Investments
(cost $137,520,400)

     152,947,886  
     

 

 

 
Short-Term Investments - 1.1%  
  

Other Investment Pools & Funds - 1.1%

 

1,653,244   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

     1,653,244  
     

 

 

 
  

Total Short-Term Investments
(cost $1,653,244)

     1,653,244  
     

 

 

 


 

Hartford Schroders International Stock Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Investments
(cost $139,173,644)^

     100.0%      $ 154,601,130  

        

  

Other Assets and Liabilities

     0.0%        49,631  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     154,650,761  
     

 

 

    

 

 

 

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

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

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

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

 

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

Unrealized Appreciation

   $ 19,541,095  

Unrealized Depreciation

     (4,113,609
  

 

 

 

Net Unrealized Appreciation

   $       15,427,486  
  

 

 

 

 

* Non-income producing.

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

 

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


 

Hartford Schroders International Stock Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Australia

   $ 5,689,955        $ —        $ 5,689,955        $  

Belgium

     3,389,299          —          3,389,299          —    

Brazil

     1,833,565          1,833,565          —          —    

Canada

     3,741,948          3,741,948          —          —    

China

     3,142,172          1,845,362          1,296,810          —    

France

     4,806,067          —          4,806,067          —    

Germany

     24,996,884          —          24,996,884          —    

Hong Kong

     8,940,109          —          8,940,109          —    

India

     1,634,763          1,634,763          —          —    

Ireland

     1,936,088          1,936,088          —          —    

Israel

     3,518,681          3,518,681          —          —    

Italy

     2,185,623          —          2,185,623          —    

Japan

     35,169,211          —          35,169,211          —    

Netherlands

     5,118,718          —          5,118,718          —    

Norway

     7,535,924          —          7,535,924          —    

South Korea

     2,461,961          —          2,461,961          —    

Spain

     2,075,193          —          2,075,193          —    

Sweden

     1,975,827          —          1,975,827          —    

Switzerland

     10,476,749          —          10,476,749          —    

Taiwan

     2,991,348          —          2,991,348          —    

United Kingdom

     17,397,311          —          17,397,311          —    

United States

     1,930,490          —          1,930,490          —    
Short-Term Investments      1,653,244          1,653,244          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 
Total    $ 154,601,130        $ 16,163,651        $ 138,437,479        $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 1.3%

 

  

Asset-Backed - Finance & Insurance - 1.3%

 

        $               472,684

  

CLI Funding V LLC
3.29%, 06/18/2029(1)

   $ 455,786  

733,444

  

Cronos Containers Program I Ltd.
3.27%, 11/18/2029(1)

     709,253  

329,375

  

Global SC Finance II SRL
2.98%, 04/17/2028(1)

     319,582  

747,292

  

TAL Advantage V LLC
3.51%, 02/22/2039(1)

     719,975  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $2,219,488)

             2,204,596  
     

 

 

 

Corporate Bonds - 25.3%

 

  

Agriculture - 0.3%

 

  

Reynolds American, Inc.

 

182,000

   5.70%, 08/15/2035      208,227  

256,000

   5.85%, 08/15/2045      297,447  
     

 

 

 
        505,674  
     

 

 

 
  

Auto Manufacturers - 0.7%

 

1,216,000

  

Ford Motor Credit Co. LLC
4.39%, 01/08/2026

     1,224,299  
     

 

 

 
  

Beverages - 1.3%

 

1,230,000

  

Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021

     1,237,170  

949,000

  

Molson Coors Brewing Co.
2.10%, 07/15/2021

     925,646  
     

 

 

 
        2,162,816  
     

 

 

 
  

Commercial Banks - 11.7%

 

2,000,000

  

Bank of America Corp.
3.50%, 04/19/2026

     1,965,844  

580,000

  

Bank of America NA
6.00%, 10/15/2036

     705,611  

2,725,000

  

Bank of Nova Scotia
1.65%, 06/14/2019

     2,703,985  

1,183,000

  

Barclays plc
4.38%, 01/12/2026

     1,188,357  
  

Citigroup, Inc.

 

405,000

  

2.70%, 03/30/2021

     402,666  

8,000

  

6.88%, 06/01/2025

     9,516  

1,430,000

  

8.13%, 07/15/2039

     2,126,800  

490,000

  

Discover Bank/Greenwood
3.45%, 07/27/2026

     472,016  

1,448,000

  

Fifth Third Bancorp
2.25%, 06/14/2021

     1,429,551  

422,000

  

Goldman Sachs Group, Inc.
2.63%, 04/25/2021

     419,105  

1,345,000

  

HSBC Holdings plc
2.95%, 05/25/2021

     1,346,765  

2,374,000

  

JP Morgan Chase & Co.
2.55%, 03/01/2021

     2,366,244  
  

Morgan Stanley

 

248,000

  

2.50%, 04/21/2021

     244,880  

916,000

  

2.63%, 11/17/2021

     902,974  

789,000

  

3.88%, 01/27/2026

     793,908  

1,285,000

  

PNC Bank NA
2.15%, 04/29/2021

     1,267,816  

834,000

  

UBS Group Funding Jersey Ltd.
3.00%, 04/15/2021(1)

     832,346  

1,171,000

  

Wells Fargo & Co.
2.50%, 03/04/2021

     1,159,258  
     

 

 

 
        20,337,642  
     

 

 

 


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Diversified Financial Services - 1.1%  

        $             1,967,000

  

American Express Credit Corp.
2.25%, 05/05/2021

   $ 1,942,473  
     

 

 

 
   Electric - 0.5%  

247,000

  

Dominion Resources, Inc.
1.60%, 08/15/2019

     243,985  

660,000

  

Southern Co. (The)
3.25%, 07/01/2026

     638,386  
     

 

 

 
        882,371  
     

 

 

 
   Engineering & Construction - 0.2%  

252,000

  

Sydney Airport Finance Co. Pty Ltd.
3.63%, 04/28/2026(1)

     248,318  
     

 

 

 
   Food - 0.2%  

398,000

  

Kraft Heinz Foods Co.
5.20%, 07/15/2045

     418,071  
     

 

 

 
   Healthcare-Services - 0.3%  

593,000

  

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

     588,251  
     

 

 

 
   Insurance - 1.4%  

730,000

  

Aflac, Inc.
6.45%, 08/15/2040

     948,520  
   American International Group, Inc.  

725,000

  

3.30%, 03/01/2021

     743,415  

755,000

  

3.90%, 04/01/2026

     761,237  
     

 

 

 
                2,453,172  
     

 

 

 
   Media - 0.7%  

397,000

  

Cox Communications, Inc.
3.35%, 09/15/2026(1)

     377,987  

809,000

  

Time Warner, Inc.
3.88%, 01/15/2026

     800,973  
     

 

 

 
        1,178,960  
     

 

 

 
   Oil & Gas - 2.4%  

1,402,000

  

BP Capital Markets plc
1.84%, 09/16/2021(2)

     1,417,900  

990,000

  

Marathon Petroleum Corp.
4.75%, 09/15/2044

     882,478  

1,845,000

  

Noble Energy, Inc.
3.90%, 11/15/2024

     1,871,229  
     

 

 

 
        4,171,607  
     

 

 

 
   Pipelines - 2.2%  

791,000

  

Energy Transfer Partners L.P.
5.20%, 02/01/2022

     853,635  

900,000

  

Enterprise Products Operating LLC
5.10%, 02/15/2045

     949,475  

997,000

  

Kinder Morgan Energy Partners L.P.
5.80%, 03/15/2035

     1,073,621  

901,000

  

Plains All American Pipeline L.P. / PAA Finance Corp.
3.60%, 11/01/2024

     867,218  
     

 

 

 
        3,743,949  
     

 

 

 
   Real Estate Investment Trusts - 1.0%  

1,199,000

  

American Tower Corp.
3.30%, 02/15/2021

     1,212,740  

462,000

  

Ventas Realty L.P.
3.13%, 06/15/2023

     456,288  
     

 

 

 
        1,669,028  
     

 

 

 
   Software - 0.6%  

1,059,000

  

Oracle Corp.
1.90%, 09/15/2021

     1,033,559  
     

 

 

 


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Telecommunications - 0.7%

 

        $             1,185,000

  

AT&T, Inc.
4.13%, 02/17/2026

   $ 1,187,370  
     

 

 

 
  

Total Corporate Bonds
(cost $42,172,118)

             43,747,560  
     

 

 

 

Municipal Bonds - 67.5%

 

  

Arizona - 2.8%

 

2,360,000

  

Salt River Project Agricultural Improvement & Power Dist.
5.00%, 01/01/2039

     2,503,512  
  

Scottsdale Municipal Property Corp.

 

100,000

  

5.00%, 07/01/2030

     118,885  

600,000

  

5.00%, 07/01/2034

     716,754  

1,550,000

  

Tucson Industrial Dev. Auth.
0.66%, 07/15/2031(2)

     1,550,000  
     

 

 

 
        4,889,151  
     

 

 

 
  

California - 17.1%

 

1,430,000

  

Alameda Public Financing Auth.
0.66%, 05/15/2035(2)

     1,430,000  

2,515,000

  

Bay Area Toll Auth.
5.00%, 04/01/2043

     2,789,965  

220,000

  

California Educational Facs. Auth.
5.25%, 04/01/2040

     290,354  

1,980,000

  

California Public Finance Auth.
1.45%, 12/01/2019(2)

     1,979,624  

700,000

  

California Statewide Communities Dev. Auth.
2.63%, 11/01/2033(2)

     701,078  

1,595,000

  

City of San Francisco, CA, Public Utilities Commission Water Rev.
5.00%, 11/01/2041

     1,784,422  

20,000

  

East Side Union High School Dist., GO
5.25%, 02/01/2024

     24,078  
  

Escondido Union High School Dist., GO

 

2,000,000

  

0.00%, 08/01/2041(3)

     690,400  

1,500,000

  

0.00%, 08/01/2046(3)

     413,835  

50,000

  

Hacienda La Puente Unified School District, GO
5.00%, 08/01/2019

     54,617  

400,000

  

Imperial Irrigation Dist. Electric System, Rev.
5.13%, 11/01/2038

     428,024  

105,000

  

Los Angeles Department of Water & Power
5.00%, 07/01/2039

     110,160  
  

Los Angeles Unified School District, GO

 

60,000

  

5.00%, 07/01/2019

     65,477  

390,000

  

5.00%, 07/01/2022

     434,944  

1,000,000

  

Merced Union High School Dist., GO
0.00%, 08/01/2034(3)

     494,170  

100,000

  

Metropolitan Water Dist. of Southern California
5.75%, 07/01/2021

     113,047  

4,675,000

  

Moreno Valley Unified School District, GO
0.00%, 08/01/2025(3)

     3,663,797  

315,000

  

Murrieta Valley Unified School Dist. Public Financing Auth., GO
0.00%, 09/01/2020(3)

     292,937  

200,000

  

North Orange Cnty. Community College District, GO
0.00%, 08/01/2028(3)

     136,826  

50,000

  

Orange Redev. Agcy. Successor Agcy.,Tax Alloc.
5.00%, 09/01/2022

     57,994  

4,600,000

  

Pasadena Independent School Dist., GO
0.67%, 02/01/2035(2)

     4,600,000  

300,000

  

Rialto Unified School Dist., GO
0.00%, 08/01/2029(3)

     195,663  

345,000

  

Riverside Cnty. Transportation Commission
5.25%, 06/01/2039

     400,197  

2,580,000

  

Sacramento Municipal Utility Dist.
5.00%, 08/15/2041

     2,898,707  

1,075,000

  

San Diego Community College Dist., GO
5.00%, 08/01/2043

     1,213,180  


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

San Diego Unified School District, GO

 

        $             3,445,000

  

0.00%, 07/01/2042(3)

   $ 1,204,062  

1,290,000

  

0.00%, 07/01/2043(3)

     431,479  
   San Joaquin Cnty. Transportation Auth.  

140,000

  

4.00%, 03/01/2019

     148,228  

315,000

  

6.00%, 03/01/2036

     365,573  

500,000

  

State of California, GO
6.00%, 11/01/2039

     565,175  
   Univ. of California  

525,000

  

5.00%, 05/15/2038

     594,982  

1,000,000

  

5.25%, 05/15/2039

     1,090,460  
     

 

 

 
        29,663,455  
     

 

 

 
   Connecticut - 0.2%  

320,000

  

Connecticut State Health & Educational Fac. Auth.
5.00%, 07/01/2040

     335,530  
     

 

 

 
   District of Columbia - 0.5%  

230,000

  

Dist. of Columbia Water & Sewer Auth.
5.00%, 10/01/2044

     255,815  

600,000

  

Dist. of Columbia, GO
5.00%, 06/01/2032

     703,692  
     

 

 

 
        959,507  
     

 

 

 
   Florida - 6.3%  

1,840,000

  

County of Miami-Dade, FL, Transit System
5.00%, 07/01/2042

     1,992,849  

1,945,000

  

County of Miami-Dade, FL, Water & Sewer System, Rev.
5.00%, 10/01/2042

     2,150,333  

345,000

  

Florida Housing Finance Corp.
0.90%, 10/01/2017

     344,134  

1,200,000

  

Highlands Cnty. Health Facs. Auth.
0.66%, 11/15/2035(2)

     1,200,000  

3,990,000

  

JEA Electric System, Rev.
0.65%, 10/01/2036(2)

     3,990,000  

1,200,000

  

State Board of Administration Finance Corp.
2.64%, 07/01/2021

     1,208,460  
     

 

 

 
                10,885,776  
     

 

 

 
   Georgia - 0.3%  

75,000

  

Georgia State Road & Tollway Auth.
5.00%, 10/01/2021

     86,481  

420,000

  

Metropolitan Atlanta Rapid Transit Auth.
5.25%, 07/01/2029

     520,267  
     

 

 

 
        606,748  
     

 

 

 
   Illinois - 4.2%  

1,060,000

  

Chicago O’Hare International Airport
5.25%, 01/01/2032

     1,220,908  

1,145,000

  

Chicago Transit Auth.
5.00%, 06/01/2025

     1,275,965  

135,000

  

City of Chicago, IL, GO
5.25%, 01/01/2020

     143,675  

520,000

  

Illinois Finance Auth
5.00%, 11/15/2023

     603,444  
   Metropolitan Pier & Exposition Auth, IL  

770,000

  

0.00%, 12/15/2017(3)

     756,440  

80,000

  

0.00%, 06/15/2020(3)

     72,273  

1,445,000

  

0.00%, 06/15/2046(3)

     324,605  

330,000

  

5.00%, 06/15/2050

     341,649  

390,000

  

Metropolitan Water Reclamation Dist. of Greater Chicago, GO
5.25%, 12/01/2032

     457,798  

2,080,000

  

State of Illinois, GO
5.00%, 06/01/2019

     2,168,005  
     

 

 

 
        7,364,762  
     

 

 

 
   Indiana - 0.1%  

225,000

  

Indiana Finance Auth.
5.00%, 12/01/2019

     247,442  
     

 

 

 


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Louisiana - 0.2%  

        $             255,000

  

State of Louisiana Gasoline & Fuels Tax, Rev.
5.00%, 05/01/2045

   $ 278,715  
     

 

 

 
   Massachusetts - 8.0%  
   Commonwealth of Massachusetts, GO  

155,000

  

5.25%, 08/01/2022

     182,678  

250,000

  

5.25%, 09/01/2024

     303,532  
   Massachusetts Bay Transportation Auth.  

2,625,000

  

0.65%, 03/01/2030(2)

     2,625,000  

190,000

  

5.25%, 07/01/2030

     237,869  

45,000

  

5.25%, 07/01/2031

     56,354  
   Massachusetts Health & Educational Facs. Auth.  

3,475,000

  

0.67%, 07/01/2027(2)

     3,475,000  

165,000

  

5.50%, 07/01/2032

     215,360  

2,170,000

  

Massachusetts School Building Auth.
5.00%, 10/15/2041

     2,438,798  

350,000

  

Massachusetts Water Res. Auth.
0.67%, 08/01/2037(2)

     350,000  

4,000,000

  

Univ. of Massachusetts Building Auth.
0.66%, 05/01/2038(2)

     4,000,000  
     

 

 

 
                13,884,591  
     

 

 

 
   Michigan - 0.9%  

480,000

  

Michigan Finance Auth.
5.00%, 08/01/2023

     557,453  
   Southgate Community School Dist., GO  

255,000

  

5.00%, 05/01/2024

     299,579  

350,000

  

5.00%, 05/01/2025

     414,526  

320,000

  

State of Michigan
5.00%, 03/15/2027

     381,017  
     

 

 

 
        1,652,575  
     

 

 

 
   Minnesota - 0.2%  

255,000

  

Univ. of Minnesota
5.00%, 12/01/2019

     280,584  
     

 

 

 
   Missouri - 0.2%  

75,000

  

Ritenour Consolidated School District, GO
5.00%, 03/01/2018

     78,208  

250,000

  

State Louis Cnty. Reorganized School Dist. No R-6, GO
4.00%, 02/01/2019

     257,580  
     

 

 

 
        335,788  
     

 

 

 
   Nevada - 1.2%  

2,000,000

  

County of Clark Department of Aviation
0.66%, 07/01/2040(2)

     2,000,000  
     

 

 

 
   New Jersey - 2.4%  

1,430,000

  

Garden State Preservation Trust
5.75%, 11/01/2028

     1,675,460  
   New Jersey Transportation Trust Fund Auth.  

360,000

  

5.00%, 06/15/2019

     382,856  

100,000

  

5.25%, 12/15/2022

     109,038  

685,000

  

5.50%, 12/15/2022

     763,597  

1,000,000

  

New Jersey Turnpike Auth.
5.00%, 01/01/2023

     1,154,390  
     

 

 

 
        4,085,341  
     

 

 

 
   New York - 6.5%  

1,000,000

  

Housing Dev. Corp.
0.65%, 11/01/2048(2)

     1,000,000  

610,000

  

Metropolitan Transportation Auth.
5.00%, 11/15/2021

     701,781  
   New York City Transitional Finance Auth.  

2,200,000

  

0.67%, 02/15/2030(2)

     2,200,000  

970,000

  

4.50%, 11/01/2019

     1,053,672  

1,565,000

  

5.00%, 02/01/2034

     1,781,549  


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   New York City Water & Sewer System  

        $             4,000,000

  

0.66%, 06/15/2024(2)

   $ 4,000,000  

465,000

  

5.00%, 06/15/2027

     503,032  
     

 

 

 
                11,240,034  
     

 

 

 
   North Carolina - 1.2%  

895,000

  

City of Charlotte, NC, Water & Sewer System Rev.
0.61%, 07/01/2036(2)

     895,000  
   City of Raleigh, NC, Combined Enterprise System, Rev.  

70,000

  

5.00%, 03/01/2020

     77,721  

50,000

  

5.00%, 03/01/2021

     56,876  

875,000

  

Cnty. of Wake, NC, GO
5.00%, 03/01/2024

     1,048,066  
     

 

 

 
        2,077,663  
     

 

 

 
   Ohio - 5.3%  

340,000

  

Cincinnati City School Dist., Go
5.25%, 12/01/2021

     393,486  

3,460,000

  

Cleveland-Cuyahoga Cnty. Port Auth.
0.63%, 01/01/2037(2)

     3,460,000  

1,600,000

  

Cnty. of Franklin, OH
0.63%, 11/15/2033(2)

     1,600,000  
   Ohio State University  

5,000

  

5.00%, 12/01/2021

     5,764  

115,000

  

5.00%, 12/01/2030

     141,883  

125,000

  

5.00%, 12/01/2031

     154,566  
   Ohio Turnpike & Infrastructure Commission  

2,500,000

  

0.00%, 02/15/2036(3)

     1,137,575  

2,355,000

  

0.00%, 02/15/2037(3)

     1,028,170  

1,680,000

  

0.00%, 02/15/2038(3)

     700,846  

1,395,000

  

0.00%, 02/15/2041(3)

     502,967  
     

 

 

 
        9,125,257  
     

 

 

 
   Oklahoma - 0.9%  

1,615,000

  

Oklahoma Housing Finance Agcy.
0.85%, 07/01/2019(2)

     1,598,575  
     

 

 

 
   Pennsylvania - 1.1%  

1,895,000

  

Pennsylvania Housing Finance Agcy.
1.85%, 12/01/2019(2)

     1,898,714  
     

 

 

 
   Rhode Island - 2.0%  

3,050,000

  

Rhode Island Health & Educational Building Corp.
7.00%, 05/15/2039

     3,427,254  
     

 

 

 
   South Carolina - 1.0%  

75,000

  

City of Charleston SC Waterworks & Sewer System, Rev.
5.00%, 01/01/2041

     84,995  

1,345,000

  

SCAGO Educational Facs. Corp. for Pickens School Dist.
5.00%, 12/01/2025

     1,568,822  
     

 

 

 
        1,653,817  
     

 

 

 
   Tennessee - 0.3%  

250,000

  

City of Johnson City, TN, GO
4.50%, 06/01/2021

     268,640  

25,000

  

Cnty. of Lincoln, TN, GO
5.25%, 04/01/2018

     26,226  

255,000

  

Knox Cnty. Health Educational & Housing Fac. Board
4.00%, 04/01/2019(4)

     265,784  
     

 

 

 
        560,650  
     

 

 

 
   Texas - 4.4%  

330,000

  

Cnty. of Harris, TX
5.00%, 08/15/2040

     356,119  

100,000

  

Cnty. of Harris, TX, GO
5.00%, 10/01/2018

     106,486  

210,000

  

Dallas Area Rapid Transit
5.25%, 12/01/2030

     262,607  

100,000

  

Fort Bend Independent School Dist., GO
4.75%, 08/15/2034

     104,627  


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Frisco Independent School Dist., GO     

         $             125,000

  

5.00%, 08/15/2026

      $ 127,767  

370,000

  

5.00%, 08/15/2041

        414,330  

45,000

  

Harris Cnty. Flood Control Dist.
5.00%, 10/01/2024

        50,597  
  

Katy Texas Independent School District

     

320,000

  

5.00%, 02/15/2018

        333,462  

1,075,000

  

5.00%, 02/15/2019

        1,156,130  

355,000

  

5.00%, 02/15/2020

        392,822  

460,000

  

Lower Colorado River Auth.
5.00%, 05/15/2022

        507,178  

100,000

  

North East Independent School District, GO
5.25%, 02/01/2027

        122,403  
  

North Texas Tollway Auth, Rev

     

525,000

  

5.00%, 01/01/2024

        615,090  

845,000

  

6.00%, 01/01/2028

        920,623  

5,000

  

6.10%, 01/01/2028

        5,460  

480,000

  

Permanent Univ. Fund - Univ. of Texas System
5.25%, 07/01/2028

        596,304  

275,000

  

Tomball Independent School Dist., GO
5.00%, 02/15/2018

        286,569  

705,000

  

Univ. of Texas System
5.00%, 08/15/2022

        821,692  

460,000

  

Washington Cnty. Housing Corp.
1.50%, 01/01/2020(2)

        459,913  
        

 

 

 
           7,640,179  
        

 

 

 
  

Washington - 0.2%

     

290,000

  

Cnty. of King, WA ,Sewer Rev.
5.00%, 01/01/2039

        310,984  
        

 

 

 
  

Total Municipal Bonds
(cost $110,812,229)

        117,003,092  
        

 

 

 

U.S. Government Securities - 4.3%

 

  

U.S. Treasury Securities - 4.3%

     
  

U.S. Treasury Notes - 4.3%

     

512,000

  

0.63%, 07/31/2017

        511,920  

4,100,000

  

1.00%, 11/30/2018

        4,087,507  

3,059,000

  

2.00%, 11/15/2026

        2,939,629  
        

 

 

 
           7,539,056  
        

 

 

 
  

Total U.S. Government Securities
(cost $7,504,741)

        7,539,056  
        

 

 

 
  

Total Long-Term Investments
(cost $162,708,576)

        170,494,304  

Short-Term Investments - 3.3%

 

  

Other Investment Pools & Funds - 3.3%

     

5,651,246

  

Morgan Stanley Treasury Securities Portfolio, Institutional Class

        5,651,246  
        

 

 

 
  

Total Short-Term Investments
(cost $5,651,246)

        5,651,246  
        

 

 

 
  

Total Investments
(cost $168,359,822)^

     101.7%      $ 176,145,550  
  

Other Assets & Liabilities

     (1.7)%        (2,907,270
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       173,238,280  
     

 

 

    

 

 

 

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.


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

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

Unrealized Appreciation

   $ 8,283,536  

Unrealized Depreciation

     (497,808
  

 

 

 

Net Unrealized Appreciation

   $         7,785,728  
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $3,663,247, which represents 2.1% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3) Security is a zero-coupon bond.
(4) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $265,565 at January 31, 2017.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
GO    General Obligation
Rev                                                     Revenue


 

Hartford Schroders Tax-Aware Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 2,204,596       $ —       $ 2,204,596       $ —   

Corporate Bonds

     43,747,560         —         43,747,560         —   

Municipal Bonds

     117,003,092         —         117,003,092         —   

U.S. Government Securities

     7,539,056         —         7,539,056         —   

Short-Term Investments

     5,651,246         5,651,246         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 176,145,550       $ 5,651,246       $ 170,494,304       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

  Hartford Schroders US Small Cap Opportunities Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
Common Stocks - 92.0%   
  

Automobiles & Components - 0.7%

  
22,497   

REV Group, Inc.*

   $ 567,824  
10,780   

Standard Motor Products, Inc.

     537,599  
     

 

 

 
        1,105,423  
     

 

 

 
  

Banks - 10.9%

  
23,169   

Chemical Financial Corp.

     1,145,244  
4,341   

First Citizens BancShares, Inc. Class A

     1,592,018  
51,468   

First Horizon National Corp.

     1,029,360  
70,845   

First Midwest Bancorp, Inc.

     1,720,117  
38,407   

Heritage Financial Corp.

     979,379  
50,187   

Kearny Financial Corp.

     765,352  
19,500   

Lakeland Financial Corp.

     866,190  
31,032   

PrivateBancorp, Inc.

     1,696,209  
15,700   

Simmons First National Corp. Class A

     944,355  
49,262   

United Community Banks, Inc.

     1,385,740  
33,233   

Univest Corp. of Pennsylvania

     935,509  
20,594   

Westamerica Bancorp

     1,168,709  
39,500   

Western Alliance Bancorp*

     1,950,510  
     

 

 

 
                16,178,692  
     

 

 

 
  

Capital Goods - 11.8%

  
23,938   

CLARCOR, Inc.

     1,982,306  
10,423   

DigitalGlobe, Inc.*

     292,365  
10,900   

Dycom Industries, Inc.*

     879,194  
24,406   

ESCO Technologies, Inc.

     1,420,429  
16,400   

Fortune Brands Home & Security, Inc.

     904,132  
37,545   

Franklin Electric Co., Inc.

     1,514,941  
49,177   

Generac Holdings, Inc.*

     1,979,866  
30,813   

Hexcel Corp.

     1,582,247  
17,787   

IDEX Corp.

     1,603,676  
64,573   

Kornit Digital Ltd.*

     1,071,912  
12,800   

MSC Industrial Direct Co., Inc. Class A

     1,307,520  
16,304   

Simpson Manufacturing Co., Inc.

     709,550  
25,000   

Terex Corp.

     795,000  
10,441   

Valmont Industries, Inc.

     1,503,504  
     

 

 

 
        17,546,642  
     

 

 

 
  

Commercial & Professional Services - 3.3%

  
68,162   

Advanced Disposal Services, Inc.*

     1,513,878  
12,056   

HNI Corp.

     607,743  
42,353   

Knoll, Inc.

     1,105,837  
14,180   

Matthews International Corp. Class A

     956,441  
16,055   

On Assignment, Inc.*

     726,970  
     

 

 

 
        4,910,869  
     

 

 

 
  

Consumer Durables & Apparel - 4.7%

  
44,793   

Brunswick Corp.

     2,681,309  
16,425   

Cavco Industries, Inc.*

     1,613,756  
14,388   

Helen of Troy Ltd.*

     1,342,401  
35,827   

Steven Madden Ltd.*

     1,261,110  
     

 

 

 
        6,898,576  
     

 

 

 
  

Consumer Services - 5.6%

  
25,800   

Cheesecake Factory, Inc.

     1,554,708  
5,673   

Churchill Downs, Inc.

     813,224  
2,700   

Domino’s Pizza, Inc.

     471,258  
2,448   

Graham Holdings Co. Class B

     1,271,858  
64,544   

ILG, Inc.

     1,223,109  
8,800   

Jack in the Box, Inc.

     949,696  
40,991   

Red Rock Resorts, Inc. Class A

     962,469  
29,500   

ServiceMaster Global Holdings, Inc.*

     1,090,910  
     

 

 

 
        8,337,232  
     

 

 

 
  

Diversified Financials - 1.5%

  
56,581   

Compass Diversified Holdings

     990,168  


 
  Hartford Schroders US Small Cap Opportunities Fund
    

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

6,928   

Donnelley Financial Solutions, Inc.*

   $ 166,826  
53,137   

Golub Capital BDC, Inc.

     992,599  
     

 

 

 
                  2,149,593  
     

 

 

 
  

Energy - 3.1%

  
36,793   

Centennial Resource Development, Inc. Class A*

     672,208  
15,716   

PDC Energy, Inc.*

     1,162,041  
34,463   

RPC, Inc.

     741,644  
29,890   

RSP Permian, Inc.*

     1,272,118  
85,424   

Synergy Resources Corp.*

     735,501  
     

 

 

 
        4,583,512  
     

 

 

 
  

Food & Staples Retailing - 0.5%

  
31,561   

Performance Food Group Co.*

     699,076  
     

 

 

 
  

Food, Beverage & Tobacco - 1.1%

  
58,214   

Darling Ingredients, Inc.*

     698,568  
24,356   

Hain Celestial Group, Inc.*

     963,523  
     

 

 

 
        1,662,091  
     

 

 

 
  

Health Care Equipment & Services - 6.6%

  
12,364   

Centene Corp.*

     782,270  
5,200   

Cooper Cos., Inc.

     959,972  
10,970   

Envision Healthcare Corp.*

     745,960  
25,779   

HealthSouth Corp.

     1,000,741  
51,282   

K2M Group Holdings, Inc.*

     1,042,050  
6,171   

LifePoint Health, Inc.*

     366,249  
7,706   

Masimo Corp.*

     567,007  
9,809   

Patterson Cos., Inc.

     408,152  
20,257   

Sientra, Inc.*

     174,008  
38,393   

Surgical Care Affiliates, Inc.*

     2,169,205  
18,098   

Teladoc, Inc.*

     361,960  
14,800   

West Pharmaceutical Services, Inc.

     1,252,524  
     

 

 

 
        9,830,098  
     

 

 

 
  

Insurance - 4.7%

  
18,797   

AMERISAFE, Inc.

     1,185,151  
24,983   

Brown & Brown, Inc.

     1,052,534  
72,731   

National General Holdings Corp.

     1,781,182  
26,591   

ProAssurance Corp.

     1,446,550  
12,285   

Reinsurance Group of America, Inc.

     1,541,399  
     

 

 

 
        7,006,816  
     

 

 

 
  

Materials - 4.6%

  
6,938   

Ashland Global Holdings, Inc.

     825,830  
14,716   

Balchem Corp.

     1,254,392  
15,300   

Compass Minerals International, Inc.

     1,279,080  
31,400   

Louisiana-Pacific Corp.*

     600,682  
67,459   

Multi Packaging Solutions International Ltd.*

     1,202,119  
5,015   

Packaging Corp. of America

     462,283  
28,641   

Pretium Resources, Inc.*

     309,323  
26,554   

Steel Dynamics, Inc.

     897,791  
     

 

 

 
        6,831,500  
     

 

 

 
  

Media - 1.7%

  
26,501   

AMC Entertainment Holdings, Inc. Class A

     894,409  
39,466   

Hemisphere Media Group, Inc.*

     442,019  
70,318   

MDC Partners, Inc. Class A

     450,035  
40,600   

Time, Inc.

     781,550  
     

 

 

 
        2,568,013  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.1%

  
12,400   

Akorn, Inc.*

     236,840  
77,423   

Catalent, Inc.*

     2,071,840  
33,533   

Flexion Therapeutics, Inc.*

     650,540  
22,422   

INC Research Holdings, Inc. Class A*

     1,188,366  
40,275   

Otonomy, Inc.*

     590,029  
15,944   

Pacira Pharmaceuticals, Inc.*

     613,047  
20,000   

PAREXEL International Corp.*

     1,417,800  


 
  Hartford Schroders US Small Cap Opportunities Fund
    

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

42,393   

Patheon N.V.*

   $ 1,216,255  
15,348   

Puma Biotechnology, Inc.*

     497,275  
23,571   

Repligen Corp.*

     708,073  
52,951   

VWR Corp.*

     1,371,960  
     

 

 

 
                10,562,025  
     

 

 

 
  

Real Estate - 5.7%

  
41,442   

Douglas Emmett, Inc. REIT

     1,568,165  
16,240   

Equity LifeStyle Properties, Inc. REIT

     1,200,786  
29,066   

Gramercy Property Trust REIT

     765,598  
21,814   

HFF, Inc. Class A REIT

     647,439  
61,579   

Kennedy-Wilson Holdings, Inc. REIT

     1,259,291  
12,247   

Mid-America Apartment Communities, Inc. REIT

     1,162,853  
67,487   

Terreno Realty Corp. REIT

     1,834,972  
     

 

 

 
        8,439,104  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.3%

  
99,500   

Entegris, Inc.*

     1,865,625  
46,607   

Integrated Device Technology, Inc.*

     1,174,030  
26,903   

MACOM Technology Solutions Holdings, Inc.*

     1,279,238  
110,043   

ON Semiconductor Corp.*

     1,465,773  
22,770   

Versum Materials, Inc.*

     636,421  
     

 

 

 
        6,421,087  
     

 

 

 
  

Software & Services - 6.6%

  
50,200   

Cadence Design Systems, Inc.*

     1,306,706  
45,759   

CoreLogic, Inc.*

     1,613,920  
11,601   

EPAM Systems, Inc.*

     746,640  
33,905   

Fortinet, Inc.*

     1,127,680  
22,497   

Leidos Holdings, Inc.

     1,087,055  
72,211   

Match Group, Inc.*

     1,254,305  
39,452   

PTC, Inc.*

     2,073,992  
15,370   

Verint Systems, Inc.*

     574,070  
     

 

 

 
        9,784,368  
     

 

 

 
  

Technology Hardware & Equipment - 2.7%

  
73,111   

Ciena Corp.*

     1,779,522  
2,000   

Coherent, Inc.*

     315,460  
31,630   

Fabrinet*

     1,332,572  
8,089   

OSI Systems, Inc.*

     604,005  
     

 

 

 
        4,031,559  
     

 

 

 
  

Transportation - 2.1%

  
11,651   

Allegiant Travel Co.

     2,003,972  
13,480   

Ryder System, Inc.

     1,046,048  
     

 

 

 
        3,050,020  
     

 

 

 
  

Utilities - 2.7%

  
20,789   

IDACORP, Inc.

     1,663,536  
13,400   

Portland General Electric Co.

     584,374  
9,670   

SJW Corp.

     484,467  
22,312   

Vectren Corp.

     1,224,706  
     

 

 

 
        3,957,083  
     

 

 

 
  

Total Common Stocks
(cost $99,410,532)

     136,553,379  
     

 

 

 

Exchange Traded Funds - 2.1%

  
  

Other Investment Pools & Funds - 2.1%

  
22,765   

iShares Russell 2000 ETF

     3,078,511  
     

 

 

 
  

Total Exchange Traded Funds
(cost $3,060,295)

     3,078,511  
     

 

 

 
  

Total Long-Term Investments
(cost $102,470,827)

     139,631,890  
     

 

 

 

Short-Term Investments - 4.2%

  
  

Other Investment Pools & Funds - 4.2%

  
6,194,306   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

     6,194,306  
     

 

 

 


 

Hartford Schroders US Small Cap Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Total Short-Term Investments
(cost $6,194,306)

        6,194,306  
       

 

 

 
  Total Investments
(cost $108,665,133)^
     98.3%      $ 145,826,196  
  Other Assets and Liabilities      1.7%        2,502,559  
    

 

 

    

 

 

 
  Total Net Assets      100.0%      $ 148,328,755  
    

 

 

    

 

 

 

 

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    $ 37,848,927  
Unrealized Depreciation      (687,864
  

 

 

 
Net Unrealized Appreciation    $         37,161,063  
  

 

 

 

 

*    Non-income producing.
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ETF   

Exchange Traded Fund

REIT   

Real Estate Investment Trust


 
  Hartford Schroders US Small Cap Opportunities Fund
    

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 1,105,423      $ 1,105,423      $ —       $ —   

Banks

     16,178,692        16,178,692        —         —   

Capital Goods

     17,546,642        17,546,642        —         —   

Commercial & Professional Services

     4,910,869        4,910,869        —         —   

Consumer Durables & Apparel

     6,898,576        6,898,576        —         —   

Consumer Services

     8,337,232        8,337,232        —         —   

Diversified Financials

     2,149,593        2,149,593        —         —   

Energy

     4,583,512        4,583,512        —         —   

Food & Staples Retailing

     699,076        699,076        —         —   

Food, Beverage & Tobacco

     1,662,091        1,662,091        —         —   

Health Care Equipment & Services

     9,830,098        9,830,098        —         —   

Insurance

     7,006,816        7,006,816        —         —   

Materials

     6,831,500        6,831,500        —         —   

Media

     2,568,013        2,568,013        —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     10,562,025        10,562,025        —         —   

Real Estate

     8,439,104        8,439,104        —         —   

Semiconductors & Semiconductor Equipment

     6,421,087        6,421,087        —         —   

Software & Services

     9,784,368        9,784,368        —         —   

Technology Hardware & Equipment

     4,031,559        4,031,559        —         —   

Transportation

     3,050,020        3,050,020        —         —   

Utilities

     3,957,083        3,957,083        —         —   

Exchange Traded Funds

     3,078,511        3,078,511        —         —   

Short-Term Investments

     6,194,306        6,194,306        —         —   
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $         145,826,196      $         145,826,196      $               —       $               —   
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

  Hartford Schroders US Small/Mid Cap Opportunities Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 87.9%

  
  

Automobiles & Components - 0.9%

  
89,878   

BorgWarner, Inc.

   $ 3,669,719  
     

 

 

 
  

Banks - 8.1%

  
44,166   

Chemical Financial Corp.

     2,183,126  
28,927   

Commerce Bancshares, Inc.

     1,635,243  
23,402   

East West Bancorp, Inc.

     1,203,799  
46,495   

FCB Financial Holdings, Inc. Class A*

     2,182,940  
186,805   

First Horizon National Corp.

     3,736,100  
31,837   

First Republic Bank

     3,003,184  
81,166   

PrivateBancorp, Inc.

     4,436,534  
4,621   

SVB Financial Group*

     795,875  
66,105   

United Community Banks, Inc.

     1,859,534  
44,783   

Webster Financial Corp.

     2,352,003  
35,864   

Westamerica Bancorp

     2,035,282  
97,614   

Western Alliance Bancorp*

     4,820,179  
54,680   

Zions Bancorp

     2,306,949  
     

 

 

 
                32,550,748  
     

 

 

 
  

Capital Goods - 11.4%

  
79,665   

AGCO Corp.

     5,002,962  
176,163   

Allison Transmission Holdings, Inc.

     6,162,182  
24,193   

Carlisle Cos., Inc.

     2,639,698  
53,296   

CLARCOR, Inc.

     4,413,442  
39,373   

DigitalGlobe, Inc.*

     1,104,413  
22,751   

Dycom Industries, Inc.*

     1,835,096  
46,597   

Fortune Brands Home & Security, Inc.

     2,568,892  
62,854   

Hexcel Corp.

     3,227,553  
35,790   

IDEX Corp.

     3,226,826  
23,724   

Lennox International, Inc.

     3,720,160  
36,112   

MSC Industrial Direct Co., Inc. Class A

     3,688,841  
49,839   

Owens Corning

     2,753,605  
17,734   

Snap-on, Inc.

     3,219,253  
22,540   

Terex Corp.

     716,772  
11,343   

Valmont Industries, Inc.

     1,633,392  
     

 

 

 
        45,913,087  
     

 

 

 
  

Commercial & Professional Services - 4.6%

  
91,858   

Interface, Inc.

     1,671,816  
170,080   

KAR Auction Services, Inc.

     7,747,144  
141,769   

Rollins, Inc.

     4,998,775  
17,846   

Verisk Analytics, Inc. Class A*

     1,474,793  
34,595   

Waste Connections, Inc.

     2,777,978  
     

 

 

 
        18,670,506  
     

 

 

 
  

Consumer Durables & Apparel - 3.9%

  
112,089   

Brunswick Corp.

     6,709,648  
119,918   

Mattel, Inc.

     3,143,051  
59,766   

PVH Corp.

     5,606,648  
     

 

 

 
        15,459,347  
     

 

 

 
  

Consumer Services - 3.5%

  
280,948   

Aramark

     9,507,280  
6,371   

Graham Holdings Co. Class B

     3,310,053  
12,577   

Jack in the Box, Inc.

     1,357,310  
     

 

 

 
        14,174,643  
     

 

 

 
  

Diversified Financials - 1.9%

  
19,225   

Affiliated Managers Group, Inc.*

     2,929,121  
93,807   

Ares Capital Corp.

     1,585,338  
43,021   

Raymond James Financial, Inc.

     3,223,564  
     

 

 

 
        7,738,023  
     

 

 

 
  

Energy - 3.5%

  
11,417   

Core Laboratories N.V.

     1,333,848  
162,270   

Gulfport Energy Corp.*

     3,391,443  


 
  Hartford Schroders US Small/Mid Cap Opportunities Fund
    

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

52,262   

Helmerich & Payne, Inc.

   $ 3,718,964  
55,924   

Matador Resources Co.*

     1,472,479  
30,131   

PDC Energy, Inc.*

     2,227,886  
81,863   

RPC, Inc.

     1,761,692  
     

 

 

 
                13,906,312  
     

 

 

 
  

Food & Staples Retailing - 0.5%

  
81,833   

Performance Food Group Co.*

     1,812,601  
     

 

 

 
  

Food, Beverage & Tobacco - 0.5%

  
54,722   

Hain Celestial Group, Inc.*

     2,164,802  
     

 

 

 
  

Health Care Equipment & Services - 7.5%

  
92,680   

Acadia Healthcare Co., Inc.*

     3,556,132  
46,938   

Centene Corp.*

     2,969,767  
29,476   

Cooper Cos., Inc.

     5,441,564  
106,990   

DENTSPLY SIRONA, Inc.

     6,066,333  
39,205   

Envision Healthcare Corp.*

     2,665,940  
17,808   

Henry Schein, Inc.*

     2,846,787  
36,911   

K2M Group Holdings, Inc.*

     750,032  
12,423   

Masimo Corp.*

     914,084  
24,581   

Universal Health Services, Inc. Class B

     2,768,558  
24,440   

West Pharmaceutical Services, Inc.

     2,068,357  
     

 

 

 
        30,047,554  
     

 

 

 
  

Household & Personal Products - 1.3%

  
39,054   

Spectrum Brands Holdings, Inc.

     5,209,413  
     

 

 

 
  

Insurance - 4.3%

  
73,128   

Arthur J Gallagher & Co.

     3,936,480  
70,758   

Brown & Brown, Inc.

     2,981,035  
53,022   

ProAssurance Corp.

     2,884,397  
37,150   

Reinsurance Group of America, Inc.

     4,661,211  
39,899   

Torchmark Corp.

     2,934,172  
     

 

 

 
        17,397,295  
     

 

 

 
  

Materials - 2.6%

  
16,874   

Ashland Global Holdings, Inc.

     2,008,512  
19,335   

Packaging Corp. of America

     1,782,300  
16,638   

Reliance Steel & Aluminum Co.

     1,325,217  
107,257   

Sealed Air Corp.

     5,201,965  
     

 

 

 
        10,317,994  
     

 

 

 
  

Media - 1.3%

  
1,649   

Cable One, Inc.

     1,042,794  
175,637   

TEGNA, Inc.

     4,023,844  
     

 

 

 
        5,066,638  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 5.7%

  
17,600   

Akorn, Inc.*

     336,160  
280,210   

Catalent, Inc.*

     7,498,420  
38,908   

Pacira Pharmaceuticals, Inc.*

     1,496,013  
40,515   

PAREXEL International Corp.*

     2,872,108  
73,207   

PerkinElmer, Inc.

     3,893,880  
34,810   

Puma Biotechnology, Inc.*

     1,127,844  
211,967   

VWR Corp.*

     5,492,065  
     

 

 

 
        22,716,490  
     

 

 

 
  

Real Estate - 4.0%

  
18,264   

Alexandria Real Estate Equities, Inc. REIT

     2,024,017  
56,285   

Douglas Emmett, Inc. REIT

     2,129,824  
40,506   

Equity LifeStyle Properties, Inc. REIT

     2,995,014  
61,985   

Gramercy Property Trust REIT

     1,632,683  
46,540   

Lamar Advertising Co. Class A, REIT

     3,514,701  
41,314   

Mid-America Apartment Communities, Inc. REIT

     3,922,764  
     

 

 

 
        16,219,003  
     

 

 

 
  

Retailing - 2.9%

  
54,273   

Advance Auto Parts, Inc.

     8,913,797  
12,666   

Liberty Expedia Holdings, Inc. Class A*

     557,431  


 
  Hartford Schroders US Small/Mid Cap Opportunities Fund
    

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

19,620   

Liberty Ventures Series A*

   $ 856,413  
26,897   

Nordstrom, Inc.

     1,189,385  
     

 

 

 
                11,517,026  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.8%

  
115,741   

Integrated Device Technology, Inc.*

     2,915,516  
30,988   

Linear Technology Corp.

     1,956,272  
38,765   

Microchip Technology, Inc.

     2,610,823  
273,413   

ON Semiconductor Corp.*

     3,641,861  
     

 

 

 
        11,124,472  
     

 

 

 
  

Software & Services - 8.5%

  
65,892   

Cadence Design Systems, Inc.*

     1,715,169  
75,858   

CoreLogic, Inc.*

     2,675,512  
31,760   

Gartner, Inc. Class A*

     3,155,674  
60,691   

Genpact Ltd.*

     1,497,854  
60,632   

Leidos Holdings, Inc.

     2,929,738  
165,438   

Match Group, Inc.*

     2,873,658  
131,768   

PTC, Inc.*

     6,927,044  
69,896   

Sabre Corp.

     1,712,452  
34,600   

Synopsys, Inc.*

     2,175,994  
85,815   

Vantiv, Inc. Class A*

     5,341,125  
39,721   

VeriSign, Inc.*

     3,186,021  
     

 

 

 
        34,190,241  
     

 

 

 
  

Technology Hardware & Equipment - 2.1%

  
39,935   

Arrow Electronics, Inc.*

     2,936,021  
189,167   

Ciena Corp.*

     4,604,325  
84,669   

Viavi Solutions, Inc.*

     757,788  
     

 

 

 
        8,298,134  
     

 

 

 
  

Telecommunication Services - 1.0%

  
39,006   

SBA Communications Corp. REIT*

     4,105,772  
     

 

 

 
  

Transportation - 1.8%

  
17,561   

Kirby Corp.*

     1,131,806  
32,063   

Ryder System, Inc.

     2,488,089  
69,739   

Spirit Airlines, Inc.*

     3,768,696  
     

 

 

 
        7,388,591  
     

 

 

 
  

Utilities - 3.3%

  
65,662   

Alliant Energy Corp.

     2,472,174  
50,162   

IDACORP, Inc.

     4,013,963  
49,381   

Portland General Electric Co.

     2,153,506  
41,352   

Vectren Corp.

     2,269,811  
39,696   

Westar Energy, Inc.

     2,170,974  
     

 

 

 
        13,080,428  
     

 

 

 
  

Total Common Stocks
(cost $320,165,236)

     352,738,839  
     

 

 

 

Exchange Traded Funds - 4.7%

  
  

Other Investment Pools & Funds - 4.7%

  
45,835   

iShares Russell 2000 ETF

     6,198,267  
69,772   

iShares Russell Mid-Cap ETF

     12,775,951  
     

 

 

 
  

Total Exchange Traded Funds
(cost $18,458,029)

     18,974,218  
     

 

 

 
  

Total Long-Term Investments
(cost $338,623,265)

     371,713,057  
     

 

 

 

Short-Term Investments - 10.6%

  
  

Other Investment Pools & Funds - 10.6%

  
42,622,701   

Morgan Stanley Treasury Securities Portfolio, Institutional Class

     42,622,701  
     

 

 

 
  

Total Short-Term Investments
(cost $42,622,701)

     42,622,701  
     

 

 

 


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        

  

Total Investments
(cost $381,245,966)^

     103.2%      $ 414,335,758  
   Other Assets and Liabilities      (3.2)%        (12,915,107
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $     401,420,651  
     

 

 

    

 

 

 

 

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    $       35,179,097  
Unrealized Depreciation      (2,089,305
  

 

 

 
Net Unrealized Appreciation    $ 33,089,792  
  

 

 

 

 

*   Non-income producing.
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ETF   

Exchange Traded Fund

REIT   

Real Estate Investment Trust


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total

 

   Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Common Stocks

           

Automobiles & Components

   $ 3,669,719       $ 3,669,719       $ —       $ —   

Banks

     32,550,748         32,550,748         —         —   

Capital Goods

     45,913,087         45,913,087         —         —   

Commercial & Professional Services

     18,670,506         18,670,506         —         —   

Consumer Durables & Apparel

     15,459,347         15,459,347         —         —   

Consumer Services

     14,174,643         14,174,643         —         —   

Diversified Financials

     7,738,023         7,738,023         —         —   

Energy

     13,906,312         13,906,312         —         —   

Food & Staples Retailing

     1,812,601         1,812,601         —         —   

Food, Beverage & Tobacco

     2,164,802         2,164,802         —         —   

Health Care Equipment & Services

     30,047,554         30,047,554         —         —   

Household & Personal Products

     5,209,413         5,209,413         —         —   

Insurance

     17,397,295         17,397,295         —         —   

Materials

     10,317,994         10,317,994         —         —   

Media

     5,066,638         5,066,638         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     22,716,490         22,716,490         —         —   

Real Estate

     16,219,003         16,219,003         —         —   

Retailing

     11,517,026        11,517,026         —         —   

Semiconductors & Semiconductor Equipment

     11,124,472         11,124,472         —         —   

Software & Services

     34,190,241         34,190,241         —         —   

Technology Hardware & Equipment

     8,298,134         8,298,134         —         —   

Telecommunication Services

     4,105,772         4,105,772         —         —   

Transportation

     7,388,591         7,388,591         —         —   

Utilities

     13,080,428         13,080,428         —         —   

Exchange Traded Funds

     18,974,218         18,974,218         —         —   

Short-Term Investments

     42,622,701         42,622,701         —         —   
  

 

 

 

  

 

 

    

 

 

    

 

 

 

Total

   $         414,335,758              $ 414,335,758      $               —       $               —   
  

 

 

 

  

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


The Hartford Mutual Funds II, Inc. (the “Company”)

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“NAV”) of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the close of the New York Stock Exchange (“NYSE Close”), that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of OTC options and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the New York Stock Exchange (“NYSE”) is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”). Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Board of Directors.

U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.


Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors 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 the 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 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.

For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semi-Annual or Annual Report.


Item 2. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

 

  (a) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    THE HARTFORD MUTUAL FUNDS II, INC.
Date: March 31, 2017     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: March 31, 2017     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer
Date: March 31, 2017     By:   /s/ Michael Flook
      Michael Flook
      Vice President, Treasurer and Controller